0001752724-24-072021.txt : 20240327 0001752724-24-072021.hdr.sgml : 20240327 20240327162621 ACCESSION NUMBER: 0001752724-24-072021 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20240131 FILED AS OF DATE: 20240327 DATE AS OF CHANGE: 20240327 PERIOD START: 20241031 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FIDELITY SALEM STREET TRUST CENTRAL INDEX KEY: 0000035315 ORGANIZATION NAME: IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FISCAL YEAR END: 0430 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-02105 FILM NUMBER: 24791114 BUSINESS ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 BUSINESS PHONE: 617-563-7000 MAIL ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 FORMER COMPANY: FORMER CONFORMED NAME: FIDELITY FIXED INCOME TRUST DATE OF NAME CHANGE: 19920703 FORMER COMPANY: FORMER CONFORMED NAME: FIDELITY FLEXIBLE BOND FUND DATE OF NAME CHANGE: 19860904 FORMER COMPANY: 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M312WZV08Y7LYUC71685 SWEDBANK AB A N/A 175153.00000000 NS 3581609.68000000 0.513790204028 Long EC CORP SE N 1 N N N DAIWA HOUSE INDUSTRY CO LTD 353800K9WXR9XRZJZI46 DAIWA HOUSE INDUSTRY CO LTD N/A 132000.00000000 NS 4081697.61000000 0.585528975849 Long EC CORP JP N 2 N N N ORIGIN ENERGY LTD ZSN2LWNPYW6ISMRUC664 ORIGIN ENERGY LIMITED N/A 345002.00000000 NS 1925526.80000000 0.276221279208 Long EC CORP AU N 2 N N N LEONARDO SPA 529900X4EEX1U9LN3U39 LEONARDO SPA N/A 81054.00000000 NS 1419477.91000000 0.203627393868 Long EC CORP IT N 1 N N N BANCO BILBAO VIZCAYA ARGENTARIA S.A K8MS7FD7N5Z2WQ51AZ71 BANCO BILBAO VIZ ARGENTARIA SA N/A 1194702.00000000 NS 11181743.03000000 1.604046935895 Long EC CORP ES N 2 N N N BHP GROUP LTD WZE1WSENV6JSZFK0JC28 BHP GROUP LIMITED N/A 81263.00000000 NS 2486163.06000000 0.356645849205 Long EC CORP AU N 2 N N N SINGAPORE EXCHANGE LTD 549300IQ650PPXM76X03 SINGAPORE EXCHANGE LTD N/A 164300.00000000 NS 1147247.78000000 0.164575351202 Long EC CORP SG N 2 N N N ADIDAS AG 549300JSX0Z4CW0V5023 ADIDAS AG N/A 33095.00000000 NS 6299066.78000000 0.903615718975 Long EC CORP DE N 1 N N N RINGKJOBING LANDBOBANK 2138002M5U5K4OUMVV62 RINGKJOBING LANDBOBANK (REG) N/A 5337.00000000 NS 861960.84000000 0.123650278901 Long EC CORP DK N 1 N N N DEUTSCHE TELEKOM AG 549300V9QSIG4WX4GJ96 DEUTSCHE TELEKOM AG (REGD) N/A 347681.00000000 NS 8534813.00000000 1.224338692488 Long EC CORP DE N 2 N N N STELLANTIS NV 549300LKT9PW7ZIBDF31 STELLANTIS NV N/A 222038.00000000 NS 4917907.77000000 0.705485260063 Long EC CORP NL N 1 N N N KAJIMA CORP N/A KAJIMA CORP N/A 94000.00000000 NS 1677604.83000000 0.240656298395 Long EC CORP JP N 2 N N N ADMIRAL GROUP PLC 213800FGVM7Z9EJB2685 ADMIRAL GROUP PLC N/A 52756.00000000 NS 1681470.63000000 0.241210856358 Long EC CORP GB N 1 N N N SODEXO SA 969500LCBOG12HXPYM84 SODEXO N/A 15840.00000000 NS 1790572.92000000 0.256861832553 Long EC CORP FR N 1 N N N MATSUKIYOCOCOKARA and CO N/A MATSUKIYOCOCOKARA and CO N/A 74200.00000000 NS 1348717.40000000 0.193476634819 Long EC CORP JP N 2 N N N UNICREDIT SPA 549300TRUWO2CD2G5692 UNICREDIT SPA N/A 357407.00000000 NS 10469184.29000000 1.501828734271 Long EC CORP IT N 2 N N N JAMES HARDIE INDUSTRIES PLC 635400NSGXKTVOO7JU45 JAMES HARDIE INDUSTRES PLC CDI N/A 87671.00000000 NS 3293838.54000000 0.472508767483 Long EC CORP IE N 2 N N N Fidelity Revere Street Trust 549300BDV45LJNXBZC55 Fidelity Cash Central Fund 31635A105 1563663.55700000 NS USD 1563976.29000000 0.224356021154 Long STIV RF US N 1 N N N ASICS CORP 3538002LJMRZ83SU0B85 ASICS CORP N/A 37900.00000000 NS 1151634.14000000 0.165204584704 Long EC CORP JP N 2 N N N CRH PLC 549300MIDJNNTH068E74 CRH PLC N/A 143228.00000000 NS 10208282.43000000 1.464401758175 Long EC CORP IE N 1 N N N GAZTRANSPORT ET TECHNIGAZ SA 969500BVOHVZUUFWDT54 GAZTRANSPORT ET TECHNIGA N/A 4380.00000000 NS 615823.92000000 0.088341367645 Long EC CORP FR N 1 N N N AMPOL LTD 5493009TD1CGVRZ27U11 AMPOL LTD N/A 47615.00000000 NS 1126213.60000000 0.161557949364 Long EC CORP AU N 2 N N N OTSUKA CORPORATION 529900RG9DJ58J3UIE72 OTSUKA CORPORATION N/A 23000.00000000 NS 967789.24000000 0.138831607992 Long EC CORP JP N 2 N N N SCREEN HOLDINGS CO LTD 353800ND89FTQ9XQ0R07 SCREEN HOLDINGS CO LTD N/A 18300.00000000 NS 1794485.95000000 0.257423165769 Long EC CORP JP N 2 N N N SIEMENS AG W38RGI023J3WT1HWRP32 SIEMENS AG (REGD) N/A 65711.00000000 NS 11763838.30000000 1.687549850578 Long EC CORP DE N 2 N N N AUTO TRADER GROUP PLC 213800QLK9BZILB1DI86 AUTO TRADER GROUP PLC N/A 107510.00000000 NS 989079.27000000 0.141885712106 Long EC CORP GB N 2 N N N KOBE STEEL LTD 549300ZDCYYUPHEE5K87 KOBE STEEL LTD ORD N/A 79200.00000000 NS 1093584.55000000 0.156877236568 Long EC CORP JP N 2 N N N NIPPON SANSO HOLDINGS CORP 353800F1K6653B4VPY57 NIPPON SANSO HOLDINGS CORP N/A 42500.00000000 NS 1076920.58000000 0.154486751476 Long EC CORP JP N 2 N N N IMI PLC 2138002W9Q21PF751R30 IMI PLC ORD N/A 51946.00000000 NS 1109255.15000000 0.159125220433 Long EC CORP GB N 1 N N N WISETECH GLOBAL LTD 254900VE3AF301Q85K83 WISETECH GLOBAL LTD N/A 34146.00000000 NS 1607632.19000000 0.230618561122 Long EC CORP AU N 2 N N N JAPAN EXCHANGE GROUP INC 353800578ADEGIJTVW07 JAPAN EXCHANGE GROUP INC N/A 105800.00000000 NS 2341535.87000000 0.335898743825 Long EC CORP JP N 2 N N N SINGAPORE TECH ENGINEERING LTD 254900OEXGGWCR24DG90 SINGAPORE TECH ENGINEERING LTD N/A 305700.00000000 NS 847076.06000000 0.121515022735 Long EC CORP SG N 2 N N N REPSOL YPF SA BSYCX13Y0NOTV14V9N85 REPSOL SA N/A 255272.00000000 NS 3769929.37000000 0.540805099729 Long EC CORP ES N 2 N N N BANCA POPOLARE DI SONDRIO SPA J48C8PCSJVUBR8KCW529 BANCA POPOLARE DI SONDRIO N/A 90805.00000000 NS 691837.39000000 0.099245675972 Long EC CORP IT N 1 N N N INTERCONTINENTAL HOTELS GROUP PLC NEW 2138007ZFQYRUSLU3J98 INTERCONTINENTAL HOTELS GP PLC N/A 34500.00000000 NS 3268981.64000000 0.468942987606 Long EC CORP GB N 2 N N N HONDA MOTOR CO LTD 549300P7ZYCQJ36CCS16 HONDA MOTOR CO LTD N/A 999100.00000000 NS 11168003.04000000 1.602075902506 Long EC CORP JP N 2 N N N PRO MEDICUS LTD N/A PRO MEDICUS LTD N/A 10459.00000000 NS 689029.10000000 0.098842820268 Long EC CORP AU N 2 N N N GERRESHEIMER AG 5299006GD4UWSYZOKC28 GERRESHEIMER AG N/A 5280.00000000 NS 541508.51000000 0.077680649957 Long EC CORP DE N 1 N N N 3I GROUP PLC 35GDVHRBMFE7NWATNM84 3I GROUP PLC N/A 194931.00000000 NS 6102305.02000000 0.875389788780 Long EC CORP GB N 2 N N N TECHNOLOGY ONE LIMITED 875500YEWBJIM91P9N12 TECHNOLOGY ONE LIMITED N/A 59366.00000000 NS 606553.86000000 0.087011556067 Long EC CORP AU N 2 N N N MAZDA MOTOR CORP 52990044YZJLICDQKK92 MAZDA MOTOR CORP N/A 119900.00000000 NS 1453601.81000000 0.208522546358 Long EC CORP JP N 2 N N N ALFRESA HOLDINGS CORP N/A ALFRESA HOLDINGS CORP N/A 40600.00000000 NS 665797.40000000 0.095510179095 Long EC CORP JP N 2 N N N NORDEA BANK ABP 529900ODI3047E2LIV03 NORDEA BANK ABP N/A 612275.00000000 NS 7544997.29000000 1.082347336358 Long EC CORP FI N 1 N N N COCA COLA HBC AG 549300EFP3TNG7JGVE49 COCA COLA HBC AG N/A 39835.00000000 NS 1175241.81000000 0.168591159643 Long EC CORP CH N 1 N N N ZEALAND PHARMA A/S 549300ITBB1ULBL4CZ12 ZEALAND PHARMA A/S N/A 10223.00000000 NS 699857.28000000 0.100396147768 Long EC CORP DK N 1 N N N SKYLARK HOLDINGS CO LTD 353800P64XSC0Q9CEB70 SKYLARK CO LTD N/A 45600.00000000 NS 743925.77000000 0.106717874726 Long EC CORP JP N 2 N N N BANCO BPM SPA 815600E4E6DCD2D25E30 BANCO BPM SPA N/A 303458.00000000 NS 1643014.77000000 0.235694274173 Long EC CORP IT N 1 N N N TESCO PLC 2138002P5RNKC5W2JZ46 TESCO PLC N/A 1420155.00000000 NS 5146101.77000000 0.738220217887 Long EC CORP GB N 2 N N N INVESTOR AB 549300VEBQPHRZBKUX38 INVESTOR AB SER B N/A 362146.00000000 NS 8557191.93000000 1.227549001828 Long EC CORP SE N 1 N N N FORTESCUE LTD 529900VEJFORCO6I4826 FORTESCUE LTD N/A 339131.00000000 NS 6554300.50000000 0.940229587261 Long EC CORP AU N 2 N N N ASM INTL NV 7245001I22ND6ZFHX623 ASM INTERNATIONAL NV (NETH) N/A 7296.00000000 NS 4070127.14000000 0.583869165129 Long EC CORP NL N 1 N N N CENTRICA PLC E26EDV109X6EEPBKVH76 CENTRICA PLC N/A 1123965.00000000 NS 1972082.98000000 0.282899871058 Long EC CORP GB N 1 N N N SEKISUI HOUSE LTD 529900GMNDOYQSAJAE76 SEKISUI HOUSE LTD N/A 85300.00000000 NS 1925578.92000000 0.276228755942 Long EC CORP JP N 2 N N N PANDORA A/S 5299007OWYZ6I1E46843 PANDORA A/S N/A 16754.00000000 NS 2450839.21000000 0.351578561108 Long EC CORP DK N 1 N N N SHIN ETSU CHEM CO LTD 353800PX8Q64N86H5W41 SHIN-ETSU CHEMICAL CO LTD N/A 277600.00000000 NS 10926944.68000000 1.567495522444 Long EC CORP JP N 2 N N N KEPPEL LTD 254900SQ7IPDOY6IDW33 KEPPEL LTD N/A 273528.00000000 NS 1453462.80000000 0.208502605052 Long EC CORP SG N 2 N N N BUZZI SPA 5299003DX5YLKSVJ6K59 BUZZI SPA N/A 18904.00000000 NS 643939.50000000 0.092374612715 Long EC CORP IT N 1 N N N AGL ENERGY LTD 549300QAZ8A74DEDXO80 AGL ENERGY LTD N/A 117060.00000000 NS 661148.38000000 0.094843266408 Long EC CORP AU N 2 N N N ALCON INC 549300LDT5AP8S0NBM78 ALCON INC N/A 59721.00000000 NS 4528816.55000000 0.649669223373 Long EC CORP CH N 1 N N N RENESAS ELECTRONICS CORP 5299000EPC47VJQOFB81 RENESAS ELECTRONICS CORP N/A 275700.00000000 NS 4523571.67000000 0.648916833189 Long EC CORP JP N 2 N N N TSURUHA HOLDINGS INC N/A TSURUHA HOLDINGS INC N/A 7600.00000000 NS 601423.57000000 0.086275604084 Long EC CORP JP N 2 N N N INTERNATIONAL CONSOLIDATED AIRLINES GROUP SA 959800TZHQRUSH1ESL13 INTERNATIONAL CONS AIRLNS CDI N/A 486629.00000000 NS 913031.65000000 0.130976504881 Long EC CORP ES N 1 N N N DISCO CORP N/A DISCO CORP N/A 17800.00000000 NS 4803138.23000000 0.689021303730 Long EC CORP JP N 2 N N N DSV A/S 529900X41C0BSLK67H70 DSV A/S N/A 11437.00000000 NS 2046191.66000000 0.293530932849 Long EC CORP DK N 2 N N N LOGITECH INTERNATIONAL SA 549300SN6PRK6IJJC215 LOGITECH INTL SA REG N/A 31839.00000000 NS 2673450.30000000 0.383512637562 Long EC CORP CH N 1 N N N WHITBREAD PLC 21380099VMZKRMN3EX36 WHITBREAD PLC N/A 38348.00000000 NS 1747599.21000000 0.250697154321 Long EC CORP GB N 1 N N N TALANX AG 5299006ZIILJ6VJVSJ32 TALANX AKTIENGESELLSCHAFT N/A 10861.00000000 NS 763523.25000000 0.109529178622 Long EC CORP DE N 1 N N N BOLLORE SE 969500LEKCHH6VV86P94 BOLLORE SE N/A 158424.00000000 NS 1048654.00000000 0.150431845106 Long EC CORP FR N 1 N N N TOKIO MARINE HOLDINGS INC 5299009QN2NZ191KLS29 TOKIO MARINE HOLDINGS INC N/A 384400.00000000 NS 10135640.94000000 1.453981168188 Long EC CORP JP N 2 N N N WHITEHAVEN COAL LTD 529900WCZ4I6ZO3RRP86 WHITEHAVEN COAL LTD N/A 145849.00000000 NS 797319.98000000 0.114377397818 Long EC CORP AU N 2 N N N MEDIOBANCA SPA PSNL19R2RXX5U3QWHI44 MEDIOBANCA SPA N/A 127295.00000000 NS 1692082.79000000 0.242733195289 Long EC CORP IT N 1 N N N FISHER and PAYKEL HEALTHCARE CORP N/A FISHER and PAYKEL HEALTHCARE CORP N/A 110639.00000000 NS 1597964.82000000 0.229231754504 Long EC CORP NZ N 2 N N N LAWSON INC 529900IWO8XQO92PR233 LAWSON INC N/A 10000.00000000 NS 572381.13000000 0.082109398801 Long EC CORP JP N 2 N N N ISETAN MITSUKOSHI HOLDINGS LTD 529900SY5RZO92EFG035 ISETAN MITSUKOSHI HOLDINGS LTD N/A 76100.00000000 NS 889784.95000000 0.127641711924 Long EC CORP JP N 2 N N N NISSIN FOOD HOLDINGS CO LTD 529900YMZMNSHC1W6V41 NISSIN FOOD HOLDINGS CO LTD N/A 46800.00000000 NS 1514044.51000000 0.217193191665 Long EC CORP JP N 2 N N N GLANBIA PLC 635400SRMCBHVMSKJS84 GLANBIA PLC N/A 38282.00000000 NS 684282.25000000 0.098161873641 Long EC CORP IE N 1 N N N BLUESCOPE STEEL LTD 529900H6UQI16XACWC95 BLUESCOPE STEEL LTD N/A 89005.00000000 NS 1358956.41000000 0.194945444518 Long EC CORP AU N 2 N N N SINGAPORE AIRLINES LTD 549300ZG62N2599PWR15 SINGAPORE AIRLINES LTD (LOC) N/A 268200.00000000 NS 1331152.32000000 0.190956883410 Long EC CORP SG N 2 N N N 2024-03-01 Laura M. Del Prato Laura M. Del Prato Laura M. Del Prato President and Treasurer XXXX NPORT-EX 2 QTLY_6050_20240131.htm 010 - Quarterly Front Cover
Quarterly Holdings Report
for
Fidelity® SAI International Momentum Index Fund
January 31, 2024
 
Offered exclusively to certain clients of the Adviser, or its affiliates, including Strategic Advisers LLC (Strategic Advisers) - not available for sale to the general public. Fidelity® SAI is a product name of Fidelity® funds dedicated to certain programs affiliated with Strategic Advisers.
IMI-NPRT1-0324
1.9898218.103
Common Stocks - 99.3%
 
  
Shares
Value ($)
 
Australia - 5.1%
 
  
  
AGL Energy Ltd.
 
117,060
661,148
Altium Ltd.
 
24,569
789,300
Ampol Ltd.
 
47,615
1,126,214
BHP Group Ltd.
 
81,263
2,486,163
BlueScope Steel Ltd.
 
89,005
1,358,956
Brambles Ltd.
 
269,828
2,572,747
CAR Group Ltd.
 
75,503
1,621,148
Cochlear Ltd.
 
13,121
2,603,849
Fortescue Ltd.
 
339,131
6,554,301
Medibank Private Ltd.
 
534,669
1,338,620
NEXTDC Ltd. (a)
  
91,867
831,686
NIB Holdings Ltd.
 
96,097
508,244
Origin Energy Ltd.
 
345,002
1,925,527
Pro Medicus Ltd.
 
10,459
689,029
QBE Insurance Group Ltd.
 
296,587
3,053,833
Seven Group Holdings Ltd.
 
31,314
732,908
Sonic Healthcare Ltd.
 
82,170
1,713,261
Steadfast Group Ltd.
 
203,050
785,677
Technology One Ltd.
 
59,366
606,554
Washington H. Soul Pattinson & Co. Ltd.
 
48,795
1,090,722
Whitehaven Coal Ltd.
 
145,849
797,320
WiseTech Global Ltd.
 
34,146
1,607,632
TOTAL AUSTRALIA
  
  
35,454,839
Denmark - 5.6%
 
  
  
DSV A/S
 
11,437
2,046,192
Genmab A/S (a)
  
9,502
2,627,513
Jyske Bank A/S (Reg.)
 
9,200
707,184
Novo Nordisk A/S Series B
 
260,348
29,758,932
Pandora A/S
 
16,754
2,450,839
Ringkjoebing Landbobank A/S
 
5,337
861,961
Zealand Pharma A/S (a)
  
10,223
699,857
TOTAL DENMARK
  
  
39,152,478
Finland - 1.3%
 
  
  
Nordea Bank Abp
 
612,275
7,544,997
Wartsila Corp.
 
97,180
1,438,807
TOTAL FINLAND
  
  
8,983,804
France - 10.7%
 
  
  
Air Liquide SA
 
67,115
12,559,458
Bollore SA
 
158,424
1,048,654
Dassault Aviation SA
 
4,338
822,757
Edenred SA
 
47,031
2,816,799
Engie SA
 
348,530
5,566,887
EssilorLuxottica SA
 
39,854
7,851,701
Gaztransport et Technigaz SA
 
4,380
615,824
Hermes International SCA
 
6,655
14,080,612
Ipsen SA
 
7,664
886,226
L'Oreal SA
 
36,858
17,638,556
Publicis Groupe SA
 
44,487
4,475,978
Renault SA
 
37,625
1,425,993
SCOR SE
 
30,666
916,673
Sodexo SA
 
15,840
1,790,573
Technip Energies NV
 
28,393
592,054
TotalEnergies SE
 
23,345
1,514,520
TOTAL FRANCE
  
  
74,603,265
Germany - 9.4%
 
  
  
adidas AG
 
33,095
6,299,067
Aixtron AG
 
21,616
812,242
Beiersdorf AG
 
19,079
2,801,047
Commerzbank AG
 
200,956
2,319,409
Deutsche Telekom AG
 
347,681
8,534,813
E.ON SE
 
435,848
5,916,023
Fresenius Medical Care AG & Co. KGaA
 
39,659
1,532,805
Gerresheimer AG
 
5,280
541,509
HeidelbergCement AG
 
26,474
2,457,066
Hochtief AG
 
4,514
486,608
Infineon Technologies AG
 
98,598
3,594,579
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen
 
27,330
11,642,906
RWE AG
 
127,421
4,727,374
Scout24 AG (b)
  
15,020
1,110,601
Siemens AG
 
65,711
11,763,838
Talanx AG
 
10,861
763,523
TOTAL GERMANY
  
  
65,303,410
Ireland - 0.2%
 
  
  
AIB Group PLC
 
225,157
991,802
Glanbia PLC
 
38,282
684,282
TOTAL IRELAND
  
  
1,676,084
Italy - 4.6%
 
  
  
A2A SpA
 
313,655
623,869
Banca Popolare di Sondrio SCARL
 
90,805
691,837
Banco BPM SpA
 
303,458
1,643,015
BPER Banca
 
212,685
771,142
Buzzi SpA
 
18,904
643,940
Coca-Cola HBC AG
 
39,835
1,175,242
Eni SpA
 
479,995
7,651,763
Leonardo SpA
 
81,054
1,419,478
Mediobanca SpA
 
127,295
1,692,083
Prada SpA
 
99,200
615,168
Prysmian SpA
 
51,224
2,269,115
Ryanair Holdings PLC sponsored ADR (a)
  
17,178
2,294,981
UniCredit SpA
 
357,407
10,469,184
TOTAL ITALY
  
  
31,960,817
Japan - 27.7%
 
  
  
Alfresa Holdings Corp.
 
40,600
665,797
Asics Corp.
 
37,900
1,151,634
Chubu Electric Power Co., Inc.
 
151,500
1,965,363
Chugai Pharmaceutical Co. Ltd.
 
127,800
4,596,994
COMSYS Holdings Corp.
 
23,700
518,914
Daiwa House Industry Co. Ltd.
 
132,000
4,081,698
Daiwa Securities Group, Inc.
 
292,300
2,094,875
DENSO Corp.
 
266,700
4,189,337
Disco Corp.
 
17,800
4,803,138
Fast Retailing Co. Ltd.
 
35,800
9,557,776
Honda Motor Co. Ltd.
 
999,100
11,168,003
Hulic Co. Ltd.
 
119,900
1,323,977
Isetan Mitsukoshi Holdings Ltd.
 
76,100
889,785
Itochu Corp.
 
278,000
12,616,787
Japan Exchange Group, Inc.
 
105,800
2,341,536
Japan Tobacco, Inc.
 
220,300
5,806,532
JFE Holdings, Inc.
 
112,900
1,782,558
Kajima Corp.
 
94,000
1,677,605
Kansai Electric Power Co., Inc.
 
165,100
2,252,317
Kansai Paint Co. Ltd.
 
47,400
792,520
Kobe Steel Ltd.
 
79,200
1,093,585
Kuraray Co. Ltd.
 
65,900
691,408
Kyushu Electric Power Co., Inc. (a)
  
92,700
694,242
Lawson, Inc.
 
10,000
572,381
Marubeni Corp.
 
328,200
5,598,000
MatsukiyoCocokara & Co.
 
74,200
1,348,717
Mazda Motor Corp.
 
119,900
1,453,602
Medipal Holdings Corp.
 
41,900
668,765
Mitsubishi Corp.
 
833,300
14,361,882
Mitsubishi Heavy Industries Ltd.
 
63,600
4,242,342
Mitsui & Co. Ltd.
 
299,900
12,163,122
Mitsui Fudosan Co. Ltd.
 
122,600
3,077,723
NEC Corp.
 
51,600
3,371,788
Nippon Sanso Holdings Corp.
 
42,500
1,076,921
Nissin Food Holdings Co. Ltd.
 
46,800
1,514,045
Otsuka Corp.
 
23,000
967,789
Otsuka Holdings Co. Ltd.
 
75,500
2,967,778
Renesas Electronics Corp. (a)
  
275,700
4,523,572
Rohto Pharmaceutical Co. Ltd.
 
43,400
888,035
Sanrio Co. Ltd.
 
12,800
534,492
Sanwa Holdings Corp.
 
43,400
663,333
Sapporo Holdings Ltd.
 
15,800
730,574
Screen Holdings Co. Ltd.
 
18,300
1,794,486
SCSK Corp.
 
30,700
602,783
Sekisui House Ltd.
 
85,300
1,925,579
Shin-Etsu Chemical Co. Ltd.
 
277,600
10,926,945
Skylark Holdings Co. Ltd. (a)
  
45,600
743,926
Sumitomo Corp.
 
235,800
5,422,894
Sumitomo Mitsui Financial Group, Inc.
 
69,300
3,604,527
Tohoku Electric Power Co., Inc.
 
100,500
670,918
Tokio Marine Holdings, Inc.
 
384,400
10,135,641
Toyo Suisan Kaisha Ltd.
 
19,200
999,773
Toyota Motor Corp.
 
847,200
16,916,738
Tsuruha Holdings, Inc.
 
7,600
601,424
Yamazaki Baking Co. Ltd.
 
33,500
794,364
Zensho Holdings Co. Ltd.
 
17,900
876,540
TOTAL JAPAN
  
  
193,497,780
Jordan - 0.1%
 
  
  
Hikma Pharmaceuticals PLC
 
34,191
836,924
Netherlands - 4.9%
 
  
  
Argenx SE (a)
  
11,831
4,467,764
ASM International NV (Netherlands)
 
7,296
4,070,127
Shell PLC (London)
 
440,983
13,671,500
Stellantis NV (Italy)
 
222,038
4,917,908
Wolters Kluwer NV
 
48,524
7,158,045
TOTAL NETHERLANDS
  
  
34,285,344
New Zealand - 0.7%
 
  
  
Fisher & Paykel Healthcare Corp.
 
110,639
1,597,965
Infratil Ltd.
 
166,604
1,074,760
Xero Ltd. (a)
  
28,136
2,013,936
TOTAL NEW ZEALAND
  
  
4,686,661
Norway - 0.2%
 
  
  
Kongsberg Gruppen ASA
 
16,705
852,940
Salmar ASA
 
14,241
791,855
TOTAL NORWAY
  
  
1,644,795
Portugal - 0.2%
 
  
  
Jeronimo Martins SGPS SA
 
54,136
1,233,281
Singapore - 2.6%
 
  
  
Keppel Ltd.
 
273,528
1,453,463
Oversea-Chinese Banking Corp. Ltd.
 
771,700
7,381,602
Sembcorp Industries Ltd.
 
182,200
766,787
Singapore Airlines Ltd.
 
268,200
1,331,152
Singapore Exchange Ltd.
 
164,300
1,147,248
Singapore Technologies Engineering Ltd.
 
305,700
847,076
STMicroelectronics NV (Italy)
 
121,823
5,348,816
TOTAL SINGAPORE
  
  
18,276,144
Spain - 4.7%
 
  
  
ACS Actividades de Construccion y Servicios SA
 
40,111
1,586,102
Banco Bilbao Vizcaya Argentaria SA
 
1,194,702
11,181,743
Banco de Sabadell SA
 
1,126,941
1,468,769
Bankinter SA
 
121,965
753,939
CaixaBank SA
 
811,321
3,459,468
Industria de Diseno Textil SA
 
224,228
9,587,401
Naturgy Energy Group SA
 
34,721
938,075
Repsol SA
 
255,272
3,769,929
TOTAL SPAIN
  
  
32,745,426
Sweden - 1.7%
 
  
  
Investor AB (B Shares)
 
362,146
8,557,192
Swedbank AB (A Shares)
 
175,153
3,581,610
TOTAL SWEDEN
  
  
12,138,802
Switzerland - 3.8%
 
  
  
ABB Ltd. (Reg.)
 
321,720
13,612,566
Alcon, Inc. (Switzerland)
 
59,721
4,528,817
Lindt & Spruengli AG
 
39
4,944,203
Logitech International SA (Reg.)
 
31,839
2,673,450
Siegfried Holding AG
 
787
787,046
TOTAL SWITZERLAND
  
  
26,546,082
United Kingdom - 12.2%
 
  
  
3i Group PLC
 
194,931
6,102,305
Admiral Group PLC
 
52,756
1,681,471
Associated British Foods PLC
 
67,427
2,000,390
Auto Trader Group PLC (b)
  
107,510
989,079
BAE Systems PLC
 
583,586
8,704,839
Britvic PLC
 
50,107
560,393
Bunzl PLC
 
55,787
2,272,969
Centrica PLC
 
1,123,965
1,972,083
Computacenter PLC
 
15,506
570,658
Cranswick PLC
 
10,792
550,350
HSBC Holdings PLC (United Kingdom)
 
2,345,376
18,312,000
IMI PLC
 
51,946
1,109,255
Informa PLC
 
275,679
2,715,987
InterContinental Hotel Group PLC
 
34,500
3,268,982
International Consolidated Airlines Group SA CDI (a)
  
486,629
913,032
J Sainsbury PLC
 
343,529
1,176,327
Marks & Spencer Group PLC
 
395,079
1,238,191
RELX PLC (London Stock Exchange)
 
163,235
6,737,373
Rolls-Royce Holdings PLC (a)
  
1,685,578
6,399,215
Sage Group PLC
 
205,015
3,060,627
Shaftesbury Capital PLC
 
390,347
659,417
Spectris PLC
 
21,227
995,605
SSE PLC
 
203,498
4,334,090
Subsea 7 SA
 
46,199
626,178
Tesco PLC
 
1,420,155
5,146,102
Whitbread PLC
 
38,348
1,747,599
Wise PLC (a)
  
94,406
968,851
TOTAL UNITED KINGDOM
  
  
84,813,368
United States of America - 3.6%
 
  
  
CRH PLC
 
143,228
10,208,282
GSK PLC
 
164,378
3,251,025
Holcim AG
 
105,906
8,119,521
James Hardie Industries PLC CDI (a)
  
87,671
3,293,839
TOTAL UNITED STATES OF AMERICA
  
  
24,872,667
 
TOTAL COMMON STOCKS
 (Cost $561,809,890)
  
  
  
692,711,971
 
  
  
  
Government Obligations - 0.1%
 
  
Principal
Amount (c)
 
Value ($)
 
United States of America - 0.1%
 
  
  
U.S. Treasury Bills, yield at date of purchase 5.42% 2/22/24 (d)
  (Cost $398,764)
  
400,000
398,772
 
  
  
  
Money Market Funds - 0.2%
 
  
Shares
Value ($)
 
Fidelity Cash Central Fund 5.39% (e)
 
 (Cost $1,563,976)
 
  
1,563,664
1,563,976
 
  
  
  
 
TOTAL INVESTMENT IN SECURITIES - 99.6%
 (Cost $563,772,630)
 
  
 
694,674,719
NET OTHER ASSETS (LIABILITIES) - 0.4%  
2,557,826
NET ASSETS - 100.0%
697,232,545
 
  
 
Futures Contracts 
 
Number
of contracts
Expiration
Date
Notional
Amount ($)
 
Value ($)
 
Unrealized
Appreciation/
(Depreciation) ($)
 
Purchased
  
  
  
  
  
 
  
  
  
  
  
Equity Index Contracts
  
  
  
  
  
ICE MSCI EAFE Index Contracts (United States)
40
Mar 2024
4,466,000
138,337
138,337
 
  
  
  
  
  
The notional amount of futures purchased as a percentage of Net Assets is 0.6%
 
Legend
 
(a)
Non-income producing
 
(b)
Security exempt from registration under Rule 144A of the Securities Act of 1933.  These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $2,099,680 or 0.3% of net assets.
 
(c)
Amount is stated in United States dollars unless otherwise noted.
 
(d)
Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $144,555.
 
(e)
Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.
 
 
 
 
Affiliated Central Funds
 
Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.
 
 
Affiliate
Value,
beginning
of period ($)
Purchases ($)
Sales
Proceeds ($)
Dividend
Income ($)
Realized
Gain (loss) ($)
Change in
Unrealized
appreciation
(depreciation) ($)
Value,
end
of period ($)
% ownership,
end
of period
Fidelity Cash Central Fund 5.39%
94,176
17,653,188
16,183,388
50,594
-
-
1,563,976
0.0%
Fidelity Securities Lending Cash Central Fund 5.39%
-
9,003,913
9,003,913
7,857
-
-
-
0.0%
Total
94,176
26,657,101
25,187,301
58,451
-
-
1,563,976
  
 
  
  
  
  
  
  
  
  
Amounts in the dividend income column in the above table include any capital gain distributions from underlying funds.
 
 
Amounts in the dividend income column for Fidelity Securities Lending Cash Central Fund represents the income earned on investing cash collateral, less rebates paid to borrowers and any lending agent fees associated with the loan, plus any premium payments received for lending certain types of securities.
 
Investment Valuation
Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Securities transactions are accounted for as of trade date. The Board of Trustees (the Board) has designated the Fund's investment adviser as the valuation designee responsible for the fair valuation function and performing fair value determinations as needed. The investment adviser has established a Fair Value Committee (the Committee) to carry out the day-to-day fair valuation responsibilities and has adopted policies and procedures to govern the fair valuation process and the activities of the Committee. In accordance with these fair valuation policies and procedures, which have been approved by the Board, the Fund attempts to obtain prices from one or more third party pricing services or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with the policies and procedures. Factors used in determining fair value vary by investment type and may include market or investment specific events, transaction data, estimated cash flows, and market observations of comparable investments. The frequency that the fair valuation procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee manages the Fund's fair valuation practices and maintains the fair valuation policies and procedures. The Fund's investment adviser reports to the Board information regarding the fair valuation process and related material matters.   
 
The inputs to valuation techniques used to value investments are categorized into a disclosure hierarchy consisting of three levels as shown below:
 
Level 1 - Unadjusted quoted prices in active markets for identical investments
Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)
Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)
 
Valuation techniques used to value investments by major category are as follows:
Equity securities, including restricted securities, for which market quotations are readily available, are valued at the last reported sale price or official closing price as reported by a third party pricing service on the primary market or exchange on which they are traded and are categorized as Level 1 in the hierarchy. In the event there were no sales during the day or closing prices are not available, securities are valued at the last quoted bid price or may be valued using the last available price and are generally categorized as Level 2 in the hierarchy. For any foreign equity securities, when market or security specific events arise, comparisons to the valuation of American Depositary Receipts (ADRs), futures contracts, Exchange-Traded Funds (ETFs) and certain indexes as well as quoted prices for similar securities may be used and would be categorized as Level 2 in the hierarchy. For equity securities, including restricted securities, where observable inputs are limited, assumptions about market activity and risk are used and these securities may be categorized as Level 3 in the hierarchy.
 
Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing services or from brokers who make markets in such securities. Government Obligations are valued by pricing services who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.
 
Futures contracts are valued at the settlement price established each day by the board of trade or exchange on which they are traded and are categorized as Level 1 in the hierarchy.
 
Investments in any open-end mutual funds are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.
 
Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy.
 
Derivative Instruments
Risk Exposures and the Use of Derivative Instruments: The Fund's investment objectives allow the Fund to enter into various types of derivative contracts. Derivatives are investments whose value is primarily derived from underlying assets, indices or reference rates and may be transacted on an exchange or over-the-counter (OTC). Derivatives may involve a future commitment to buy or sell a specified asset based on specified terms, to exchange future cash flows at periodic intervals based on a notional principal amount, or for one party to make one or more payments upon the occurrence of specified events in exchange for periodic payments from the other party.
 
The Fund used derivatives to increase returns, to gain exposure to certain types of assets and/or to manage exposure to certain risks as defined below. The success of any strategy involving derivatives depends on analysis of numerous economic factors, and if the strategies for investment do not work as intended, the Fund may not achieve its objectives.  
 
The Fund's use of derivatives increased or decreased its exposure to the following risk(s):
 
Equity Risk - Equity risk relates to the fluctuations in the value of financial instruments as a result of changes in market prices (other than those arising from interest rate risk or foreign exchange risk), whether caused by factors specific to an individual investment, its issuer, or all factors affecting all instruments traded in a market or market segment.
 
Investing in derivatives may involve greater risks than investing in the underlying assets directly and, to varying degrees, may involve risk of loss in excess of any initial investment and collateral received. In addition, there may be the risk that the change in value of the derivative contract does not correspond to the change in value of the underlying instrument.  
 
Futures Contracts: A futures contract is an agreement between two parties to buy or sell a specified underlying instrument for a specified price at a specified future date.
 
The Fund used futures contracts to manage its exposure to the stock market.
 
Open futures contracts at period end are presented in the Schedule of Investments under the caption "Futures Contracts". The underlying face amount at value reflects each contract's exposure to the underlying instrument or index at period end. Any securities and/or cash deposited to meet initial margin requirements are identified in the Schedule of Investments.
 
For additional information on the Fund's significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.
 
The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent prospectus and annual report.
 
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