# EDGAR Filing Document

**Accession Number:** 0000945908
**File Stem:** 0000035402-25-002922
**Filing Date:** 2025-12
**Character Count:** 74059
**Document Hash:** e1215a1203dc7abcf3dd96e8fb3f465a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-25-002922.hdr.sgml**: 20251223

**ACCESSION NUMBER**: 0000035402-25-002922

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251223

**DATE AS OF CHANGE**: 20251223

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY COVINGTON TRUST
- **CENTRAL INDEX KEY:** 0000945908

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07319
- **FILM NUMBER:** 251599828

**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

## Series and Classes Contracts Data

### Fidelity International Multifactor ETF (Series ID: S000064788)

| Class ID   | Class Name                             | Ticker Symbol   |
|:---|:---|:---|
| C000209805 | Fidelity International Multifactor ETF | FDEV            |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Fidelity Covington Trust

- **b. Investment Company Act file number:** 811-07319

- **c. CIK number of Registrant:** 0000945908

- **d. LEI of Registrant:** 549300JFYFTF85QAQR28

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 245 Summer Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 1-800-FIDELITY

**Item A.2. Information about the Series.**

- **a. Name of Series:** Fidelity International Multifactor ETF

- **b. EDGAR series identifier (if any):** S000064788

- **c. LEI of Series:** 54930024Z981SMEB6H76

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-10-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $200939668.43

**Total Liabilities:** $33367.01

**Net Assets:** $200906301.42

**Cash Not Reported:** $185985.69

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000209805 | 3.36%                | 1.35%                | -0.52%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $9001345.39              | $-3654037.34                               |
| Month 2  | $-10320.24               | $1809663.42                                |
| Month 3  | $14.31                   | $-1201231.13                               |

### Schedule of Portfolio Investments

| Name                                           | Title                                  | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ALLIANZ SE                                     | ALLIANZ SE (REGD)                      | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |      4368 | NS      | $1755466.18   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| STRAUMANN HOLDING AG                           | STRAUMANN HOLDG AG (REGD)              | CUSIP: N/A<br>LEI: 50670046ML5FVIM60Z37       | Long             | EC               | CORP              | CH        |      1229 | NS      | $154629.71    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JB HI-FI LTD                                   | JB HI-FI LTD                           | CUSIP: N/A<br>LEI: 529900TPC8H040Y3ZQ65       | Long             | EC               | CORP              | AU        |      6236 | NS      | $427508.65    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| HANNOVER RUECK SA                              | HANNOVER RUECKVERSICHERUNGS SE(REGD)   | CUSIP: N/A<br>LEI: 529900KIN5BE45V5KB18       | Long             | EC               | CORP              | DE        |      2456 | NS      | $701308.54    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| EBOS GROUP LTD                                 | EBOS GROUP LTD                         | CUSIP: N/A<br>LEI: 254900KJ40C7HBYTWC21       | Long             | EC               | CORP              | NZ        |     15217 | NS      | $251835.04    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINOR ASA                                    | EQUINOR ASA                            | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |      4129 | NS      | $98766.72     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GEA GROUP AG                                   | GEA GROUP AG                           | CUSIP: N/A<br>LEI: 549300PHUU0ZZWO8EO07       | Long             | EC               | CORP              | DE        |     11826 | NS      | $846273.29    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| MIZRAHI TEFAHOT BANK LTD                       | MIZRAHI TEFAHOT BANK LTD               | CUSIP: N/A<br>LEI: YZO9YEGEO4VYDZMDWF93       | Long             | EC               | CORP              | IL        |     11019 | NS      | $718527.38    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| EIFFAGE SA                                     | EIFFAGE SA (FORM FOUGEROLLE)           | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |      5172 | NS      | $636948.04    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| LOBLAW COS LTD                                 | LOBLAW COS LTD DTC ELIGIBLE            | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |     33732 | NS      | $1341913.20   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| HIKMA PHARMACEUTICALS PLC                      | HIKMA PHARMACEUTICALS PLC              | CUSIP: N/A<br>LEI: 549300BNS685UXH4JI75       | Long             | EC               | CORP              | GB        |     12901 | NS      | $311710.11    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN TOBACCO INC                              | JAPAN TOBACCO INC                      | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               | CORP              | JP        |     52100 | NS      | $1814394.21   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| SECOM CO LTD                                   | SECOM CO LTD                           | CUSIP: N/A<br>LEI: 529900TYCL9N3E9PGE47       | Long             | EC               | CORP              | JP        |     20100 | NS      | $680155.14    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| IA FINANCIAL CORP INC                          | IA FINANCIAL CORP INC                  | CUSIP: 45075E104<br>LEI: 549300ZXLJVHQAIXV215 | Long             | EC               | CORP              | CA        |      7422 | NS      | $876984.13    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| CEMBRA MONEY BANK AG                           | CEMBRA MONEY BANK AG                   | CUSIP: N/A<br>LEI: 549300ZDHOETLAIVTE82       | Long             | EC               | CORP              | CH        |      5970 | NS      | $683826.22    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOZO INC                                       | ZOZO INC                               | CUSIP: N/A<br>LEI: 549300GC7XPQMZA0OW13       | Long             | EC               | CORP              | JP        |     49800 | NS      | $431068.77    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MAPFRE SA                                      | MAPFRE SA                              | CUSIP: N/A<br>LEI: 95980020140005693107       | Long             | EC               | CORP              | ES        |    157455 | NS      | $696406.84    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| SYDBANK AS                                     | SYDBANK AS                             | CUSIP: N/A<br>LEI: GP5DT10VX1QRQUKVBK64       | Long             | EC               | CORP              | DK        |      8621 | NS      | $736900.25    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| POWER CORP OF CANADA                           | POWER CORP OF CANADA SUB VTG           | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |     20320 | NS      | $952805.91    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| MS and AD INSURANCE GROUP HOLDINGS INC         | MS and AD INSURANCE GRP HLDGS INC      | CUSIP: N/A<br>LEI: 529900CXROT5S2HMMP26       | Long             | EC               | CORP              | JP        |     37700 | NS      | $779670.90    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| PHOENIX FINANCE LTD                            | PHOENIX FINANCE LTD                    | CUSIP: N/A<br>LEI: 254900IUA68QTCFYHE30       | Long             | EC               | CORP              | IL        |     19187 | NS      | $740546.74    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLARAMA INC                                  | DOLLARAMA INC                          | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |      4337 | NS      | $564306.80    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESNILLO PLC                                  | FRESNILLO PLC                          | CUSIP: N/A<br>LEI: 549300JXWH1UV5J0XV81       | Long             | EC               | CORP              | GB        |     79177 | NS      | $2311473.32   | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SWISSQUOTE GROUP HOLDING SA                    | SWISSQUOTE GROUP HOLDINGS SA           | CUSIP: N/A<br>LEI: 549300O3WME82RDPEN66       | Long             | EC               | CORP              | CH        |      1043 | NS      | $662634.69    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| NEC CORP                                       | NEC CORP                               | CUSIP: N/A<br>LEI: 5493000QYMPFRTEY4K28       | Long             | EC               | CORP              | JP        |     18700 | NS      | $681942.16    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| FINNING INTERNATIONAL INC                      | FINNING INTERNATIONAL INC              | CUSIP: 318071404<br>LEI: 549300QLDCP11KB6XW55 | Long             | EC               | CORP              | CA        |     13002 | NS      | $703851.62    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| THE SAGE GROUP PLC                             | THE SAGE GROUP PLC                     | CUSIP: N/A<br>LEI: 2138005RN5XYLTF8G138       | Long             | EC               | CORP              | GB        |     30770 | NS      | $464710.26    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVO-NORDISK AS                                | NOVO-NORDISK AS CL B                   | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |     21907 | NS      | $1069860.60   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| ZURICH INSURANCE GROUP AG                      | ZURICH INSURANCE GROUP AG              | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |      2013 | NS      | $1401765.18   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| TOKYO GAS CO LTD                               | TOKYO GAS CO LTD                       | CUSIP: N/A<br>LEI: 353800678EIJLOQSWZ83       | Long             | EC               | CORP              | JP        |     74600 | NS      | $2615878.74   | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| INDUSTRIA DE DISENO TEXTIL INDITEX SA          | INDITEX SA                             | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |     13374 | NS      | $739397.37    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| MANULIFE FINANCIAL CORP                        | MANULIFE FINANCIAL CORP                | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |     33838 | NS      | $1096175.87   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| BUREAU VERITAS SA                              | BUREAU VERITAS SA                      | CUSIP: N/A<br>LEI: 969500TPU5T3HA5D1F11       | Long             | EC               | CORP              | FR        |     22367 | NS      | $735239.44    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ITALGAS SPA                                    | ITALGAS SPA                            | CUSIP: N/A<br>LEI: 815600F25FF44EF1FA76       | Long             | EC               | CORP              | IT        |    272760 | NS      | $2861710.09   | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| DAITO TRUST CONSTRUCTION CO LTD                | DAITO TRUST CONSTRUCTION               | CUSIP: N/A<br>LEI: 353800QQ4DRI3KXS3038       | Long             | EC               | CORP              | JP        |    159600 | NS      | $2980035.70   | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| RELX PLC                                       | RELX PLC                               | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |     22835 | NS      | $1007159.25   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| TUI AG                                         | TUI AG (GB)                            | CUSIP: N/A<br>LEI: 529900SL2WSPV293B552       | Long             | EC               | CORP              | DE        |     44031 | NS      | $375157.52    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVARTIS AG                                    | NOVARTIS AG (REG)                      | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |      9953 | NS      | $1230811.97   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| RIO TINTO LTD                                  | RIO TINTO LTD                          | CUSIP: N/A<br>LEI: 529900X2VMAQT2PE0V24       | Long             | EC               | CORP              | AU        |     15439 | NS      | $1342935.87   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| QBE INS GROUP LTD                              | QBE INSURANCE GROUP LTD                | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | EC               | CORP              | AU        |     57880 | NS      | $751760.26    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUI and CO LTD                              | MITSUI and CO LTD                      | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Long             | EC               | CORP              | JP        |     49900 | NS      | $1231506.93   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| CAIXABANK SA                                   | CAIXABANK SA                           | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |     93385 | NS      | $987525.87    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO CORP                                  | SUMITOMO CORP                          | CUSIP: N/A<br>LEI: V82KK8NH1P0JS71FJC05       | Long             | EC               | CORP              | JP        |     32400 | NS      | $943470.84    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCHE HOLDING AG                               | ROCHE HOLDINGS AG (GENUSSCHEINE)       | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |      3825 | NS      | $1233625.04   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| NICE LTD                                       | NICE LTD                               | CUSIP: N/A<br>LEI: 254900YTY4EF5Z4W0A51       | Long             | EC               | CORP              | IL        |      3001 | NS      | $407240.37    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| USS CO LTD                                     | USS CO LTD                             | CUSIP: N/A<br>LEI: 5299000RRQD6UZXG4W72       | Long             | EC               | CORP              | JP        |     45700 | NS      | $504893.71    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOVA HLDG AG                                 | SONOVA HLDG AG                         | CUSIP: N/A<br>LEI: 5299004A0QNX7FBNHS61       | Long             | EC               | CORP              | CH        |       533 | NS      | $145143.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DASSAULT AVIATION SA                           | DASSAULT AVIATION SA                   | CUSIP: N/A<br>LEI: 969500CVFTUT88V8QN95       | Long             | EC               | CORP              | FR        |      2147 | NS      | $690885.19    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| OVERSEA-CHINESE BKG CORP LTD                   | OVERSEA-CHINESE BKG CORP LTD           | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | EC               | CORP              | SG        |     83981 | NS      | $1098925.38   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLSBERG AS                                   | CARLSBERG AS CL B                      | CUSIP: N/A<br>LEI: 5299001O0WJQYB5GYZ19       | Long             | EC               | CORP              | DK        |     11933 | NS      | $1404761.20   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITALAND INTEGRATED COMMERCIAL TRUST         | CAPITALAND INTEGRATED COMMERCIAL TRUST | CUSIP: N/A<br>LEI: 54930031292WUTXF0L29       | Long             | EC               | CORP              | SG        |   1366885 | NS      | $2489160.13   | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| DANONE SA                                      | DANONE SA                              | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |     22465 | NS      | $1988243.62   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| ISRAEL DISCOUNT BANK LTD                       | ISRAEL DISCOUNT BANK LTD CL A          | CUSIP: 465074201<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |     72889 | NS      | $731085.05    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| GAMES WORKSHOP GROUP PLC                       | GAMES WORKSHOP GROUP CO PLC            | CUSIP: N/A<br>LEI: 213800RP9QJQYGWHNT41       | Long             | EC               | CORP              | GB        |      1823 | NS      | $381547.17    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYO SUISAN KAISHA LTD                         | TOYO SUISAN KAISHA LTD                 | CUSIP: 892306101<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     19800 | NS      | $1438843.27   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION SOFTWARE INC                     | CONSTELLATION SOFTWARE INC             | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |       181 | NS      | $476812.25    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPGEMINI SA                                   | CAPGEMINI SA (FF40)                    | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |      3525 | NS      | $543152.09    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| BANDAI NAMCO HOLDINGS INC                      | BANDAI NAMCO HOLDINGS INC              | CUSIP: N/A<br>LEI: 3538008EFEM34VRJDQ95       | Long             | EC               | CORP              | JP        |     17800 | NS      | $554838.21    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE SYSTEMS PLC                                | BAE SYSTEMS PLC                        | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |     42978 | NS      | $1056490.94   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| SANWA HOLDINGS CORP                            | SANWA HOLDINGS CORP                    | CUSIP: N/A<br>LEI: 5299003X6BCA4ROO5A70       | Long             | EC               | CORP              | JP        |     24100 | NS      | $658602.45    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ENGIE SA                                       | ENGIE SA                               | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |    114026 | NS      | $2671658.83   | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| DAI NIPPON PRINTING LTD JAPAN                  | DAI NIPPON PRINTING CO LTD             | CUSIP: N/A<br>LEI: 529900S7NFNQ4FT6OP83       | Long             | EC               | CORP              | JP        |     43000 | NS      | $719992.86    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| KONE OYJ                                       | KONE OYJ B                             | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |     13802 | NS      | $922681.15    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIMAMURA CO LTD                               | SHIMAMURA CORP                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      6800 | NS      | $438973.09    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| GALENICA AG                                    | GALENICA SANTE LTD                     | CUSIP: N/A<br>LEI: 506700W4772BD8016Z20       | Long             | EC               | CORP              | CH        |       993 | NS      | $107124.01    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                        | GSK PLC                                | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |     36815 | NS      | $861216.96    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| ITOCHU CORPORATION                             | ITOCHU CORP                            | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               | CORP              | JP        |     21700 | NS      | $1258009.80   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| SOMPO HOLDINGS INC                             | SOMPO HOLDINGS INC                     | CUSIP: N/A<br>LEI: 353800CWW4SRGEYEB512       | Long             | EC               | CORP              | JP        |     27600 | NS      | $843470.19    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ARC RESOURCES LTD                              | ARC RESOURCES LTD                      | CUSIP: 00208D408<br>LEI: FIR47I6FEYKYNJBYW622 | Long             | EC               | CORP              | CA        |      5165 | NS      | $95363.49     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BOUYGUES SA                                    | BOUYGUES ORD                           | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |     16513 | NS      | $745790.59    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL KPN NV (KONINKLIJKE KPN)                 | KPN (KON) NV                           | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |    482313 | NS      | $2236763.00   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RIO TINTO PLC                                  | RIO TINTO PLC                          | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |     33394 | NS      | $2406966.43   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BEAZLEY PLC/UK                                 | BEAZLEY PLC/UK                         | CUSIP: N/A<br>LEI: 213800VTOMUWD41GIT12       | Long             | EC               | CORP              | GB        |     59109 | NS      | $722629.66    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CGI INC                                        | CGI INC CL A SUB VTG                   | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |      4314 | NS      | $375810.47    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDNET AB                                     | NORDNET AB                             | CUSIP: N/A<br>LEI: 549300D6WW5ZTWLZ4C08       | Long             | EC               | CORP              | SE        |     24613 | NS      | $713044.51    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| RECKITT BENCKISER GROUP PLC                    | RECKITT BENCKISER GROUP PLC            | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |     21036 | NS      | $1607434.73   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHNIP ENERGIES NV                            | TECHNIP ENERGIES NV                    | CUSIP: N/A<br>LEI: 724500FLODI49NSCIP70       | Long             | EC               | CORP              | NL        |      2056 | NS      | $83578.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSA ABLOY AB                                  | ASSA ABLOY AB SER B                    | CUSIP: N/A<br>LEI: 549300YECS8HKCIMMB67       | Long             | EC               | CORP              | SE        |     19802 | NS      | $748272.57    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| INTACT FINANCIAL CORP                          | INTACT FINL CORP                       | CUSIP: 45823T106<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | EC               | CORP              | CA        |      4496 | NS      | $839516.45    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ORKLA ASA                                      | ORKLA ASA                              | CUSIP: N/A<br>LEI: 549300PZS8G8RG6RVZ52       | Long             | EC               | CORP              | NO        |    138350 | NS      | $1404429.69   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNTORY BEVERAGE and FOOD LTD                  | SUNTORY BEVERAGE and FOOD LTD          | CUSIP: N/A<br>LEI: 549300FONLMVK7YYYH41       | Long             | EC               | CORP              | JP        |     41200 | NS      | $1246791.08   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| ENDESA SA                                      | ENDESA SA                              | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               | CORP              | ES        |     79202 | NS      | $2842090.75   | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| KERRY GROUP PLC                                | KERRY GROUP PLC CL A                   | CUSIP: N/A<br>LEI: 635400TLVVBNXLFHWC59       | Long             | EC               | CORP              | IE        |     16302 | NS      | $1488327.28   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE CONNECTION INC                           | WASTE CONNECTIONS INC                  | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |      4581 | NS      | $769041.73    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDIBANK PRIVATE LIMITED                       | MEDIBANK PRIVATE LIMITED               | CUSIP: N/A<br>LEI: BDYVSUPTML83OLINBJ17       | Long             | EC               | CORP              | AU        |    233172 | NS      | $744912.72    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| POSTE ITALIANE SPA                             | POSTE ITALIANE SPA                     | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | EC               | CORP              | IT        |     35253 | NS      | $849993.47    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| HOCHTIEF AG                                    | HOCHTIEF AG                            | CUSIP: N/A<br>LEI: 529900Y25S8NZIYTT924       | Long             | EC               | CORP              | DE        |      3652 | NS      | $1047883.41   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| DRAX GROUP PLC                                 | DRAX GROUP PLC                         | CUSIP: N/A<br>LEI: 549300YPSNTXR4ZHSR98       | Long             | EC               | CORP              | GB        |    239968 | NS      | $2274759.33   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LOTTOMATICA GROUP SPA                          | LOTTOMATICA GROUP SPA                  | CUSIP: N/A<br>LEI: 549300R72LKEGT4EX026       | Long             | EC               | CORP              | IT        |     15310 | NS      | $377801.75    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDIPAL HLDGS CORP                             | MEDIPAL HOLDINGS CORP                  | CUSIP: N/A<br>LEI: 353800PJDODZEA4NP730       | Long             | EC               | CORP              | JP        |     19800 | NS      | $322599.07    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TREND MICRO INC                                | TREND MICRO INC                        | CUSIP: N/A<br>LEI: 3538005O5UJ5RNAGVE16       | Long             | EC               | CORP              | JP        |      6700 | NS      | $342839.25    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| KURARAY CO LTD                                 | KURARAY CO LTD                         | CUSIP: N/A<br>LEI: 549300W9JPTOE739QZ31       | Long             | EC               | CORP              | JP        |    125200 | NS      | $1359235.34   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| HIKARI TSUSHIN INC                             | HIKARI TSUSHIN INC                     | CUSIP: N/A<br>LEI: 3538001SOIIV8U3OXH94       | Long             | EC               | CORP              | JP        |      2400 | NS      | $635617.15    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLAS COPCO AB                                 | ATLAS COPCO AB SER A                   | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |     55086 | NS      | $929367.70    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| KONGSBERG GRUPPEN ASA                          | KONGSBERG GRUPPEN ASA                  | CUSIP: N/A<br>LEI: 5967007LIEEXZXJ9HK73       | Long             | EC               | CORP              | NO        |     25738 | NS      | $659035.47    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SKF AB                                         | SKF AB SER B                           | CUSIP: N/A<br>LEI: 549300B6HWYEE57O8J84       | Long             | EC               | CORP              | SE        |     21022 | NS      | $542574.66    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIVA  PLC                                     | AVIVA PLC                              | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | EC               | CORP              | GB        |     97485 | NS      | $856347.35    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL PLC                                      | SHELL PLC                              | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |      9896 | NS      | $370227.95    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESENIUS MEDICAL CARE AG                      | FRESENIUS MEDICAL CARE AG              | CUSIP: N/A<br>LEI: 549300CP8NY40UP89Q40       | Long             | EC               | CORP              | DE        |      7170 | NS      | $385312.59    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEPERFORMANCE                                | TELEPERFORMANCE                        | CUSIP: N/A<br>LEI: 9695004GI61FHFFNRG61       | Long             | EC               | CORP              | FR        |      6815 | NS      | $487369.49    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TOWER SEMICONDUCTOR LTD                        | TOWER SEMICONDCTR LTD                  | CUSIP: N/A<br>LEI: 54930086ZSNXZOUX0C54       | Long             | EC               | CORP              | IL        |      9640 | NS      | $797754.29    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST INTERNATIONAL BANK OF ISRAEL LTD         | FIRST INTL BK OF ISRAEL LTD            | CUSIP: N/A<br>LEI: 2138002RV6AUUX19F397       | Long             | EC               | CORP              | IL        |      9183 | NS      | $663144.55    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SINO LAND LTD                                  | SINO LAND CO                           | CUSIP: N/A<br>LEI: 529900G5P51053HJVZ92       | Long             | EC               | CORP              | HK        |   1971295 | NS      | $2447569.12   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BRAMBLES LTD                                   | BRAMBLES LTD                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     26030 | NS      | $423627.81    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| HOLCIM AG                                      | HOLCIM LTD                             | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |     22547 | NS      | $2003740.87   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SANRIO CO LTD                                  | SANRIO CO LTD                          | CUSIP: N/A<br>LEI: 3538002Q5JQLOMSPH125       | Long             | EC               | CORP              | JP        |     12500 | NS      | $580717.93    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNCORP GROUP LTD                              | SUNCORP GROUP LTD                      | CUSIP: N/A<br>LEI: 549300BVOKRTHDIWVT46       | Long             | EC               | CORP              | AU        |     59758 | NS      | $767545.67    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK LEUMI LE-ISRAEL                           | BANK LEUMI LE-ISRAEL BM                | CUSIP: N/A<br>LEI: 7JDSZWRGUQY2DSTWCR57       | Long             | EC               | CORP              | IL        |     43984 | NS      | $896521.03    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| IG GROUP HOLDINGS PLC                          | IG GROUP HLDGS PLC                     | CUSIP: N/A<br>LEI: 2138003A5Q1M7ANOUD76       | Long             | EC               | CORP              | GB        |     45700 | NS      | $668878.41    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| WOLTERS KLUWER NV                              | WOLTERS KLUWER NV                      | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |      6000 | NS      | $735802.50    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| AMADEUS IT GROUP SA                            | AMADEUS IT GROUP SA                    | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Long             | EC               | CORP              | ES        |      6908 | NS      | $528783.53    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| LY CORPORATION                                 | LY CORPORATION                         | CUSIP: N/A<br>LEI: 52990078MD2OL792YM35       | Long             | EC               | CORP              | JP        |    582100 | NS      | $1711669.86   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| LUNDIN GOLD INC                                | LUNDIN GOLD INC                        | CUSIP: 550371108<br>LEI: 549300ZOV16K515FC525 | Long             | EC               | CORP              | CA        |     30721 | NS      | $2090602.26   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX LTD                                        | ASX LTD                                | CUSIP: N/A<br>LEI: 549300VSBVYUCBIQKT71       | Long             | EC               | CORP              | AU        |     16935 | NS      | $625832.80    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| KDDI CORP                                      | KDDI CORP                              | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |    149900 | NS      | $2395111.16   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEBECOR INC                                   | QUEBECOR INC CL B SUB VTG              | CUSIP: 748193208<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     71682 | NS      | $2288871.77   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WASHINGTON H SOUL PATTINSON and CO LTD         | WASHINGTON H SOUL PATTINSON and CO LTD | CUSIP: N/A<br>LEI: 254900CV4BQYQLH2KI62       | Long             | EC               | CORP              | AU        |     28632 | NS      | $704772.10    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| J FRONT RETAILING CO LTD                       | J FRONT RETAILING CO LTD               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     36300 | NS      | $547133.17    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| OTSUKA HOLDINGS CO LTD                         | OTSUKA HOLDINGS CO LTD                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      9000 | NS      | $489214.89    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SUBARU CORP                                    | SUBARU CORP                            | CUSIP: N/A<br>LEI: 549300N244BVAEE6HH86       | Long             | EC               | CORP              | JP        |     28700 | NS      | $611613.38    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BRENNTAG SE                                    | BRENNTAG SE                            | CUSIP: N/A<br>LEI: NNROIXVWJ7CPSR27SV97       | Long             | EC               | CORP              | DE        |     13324 | NS      | $740477.70    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| INPEX CORPORATION                              | INPEX CORP                             | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               | CORP              | JP        |      8000 | NS      | $147531.73    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RAIFFEISEN BANK INTERNATIONAL AG               | RAIFFEISEN BANK INTERNTNL AG           | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | EC               | CORP              | AT        |     22035 | NS      | $822496.66    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPPAN HOLDINGS INC                            | TOPPAN HOLDINGS INC                    | CUSIP: 890747108<br>LEI: 3538003H9W4KIDODQY20 | Long             | EC               | CORP              | JP        |     25000 | NS      | $613417.29    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BALFOUR BEATTY PLC                             | BALFOUR BEATTY PLC                     | CUSIP: N/A<br>LEI: CT4UIJ3TUKGYYHMENQ17       | Long             | EC               | CORP              | GB        |     77879 | NS      | $687599.30    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN POST HOLDINGS CO LTD                     | JAPAN POST HOLDINGS CO LTD             | CUSIP: N/A<br>LEI: 5299003D9N4JBS256X18       | Long             | EC               | CORP              | JP        |     78100 | NS      | $733320.24    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED PLC                         | STANDARD CHARTERED PLC                 | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |     49963 | NS      | $1023716.44   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCELLERON INDUSTRIES LTD                      | ACCELLERON INDUSTRIES LTD              | CUSIP: N/A<br>LEI: 254900KS0MD2PAARXD14       | Long             | EC               | CORP              | CH        |      7923 | NS      | $649434.32    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| METRO INC                                      | METRO INC                              | CUSIP: 59162N109<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | EC               | CORP              | CA        |     16985 | NS      | $1133303.11   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP GROUP LTD                                  | BHP GROUP LIMITED                      | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |     78921 | NS      | $2244871.73   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE LTD                         | SINGAPORE EXCHANGE LTD                 | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Long             | EC               | CORP              | SG        |     65000 | NS      | $845556.88    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| SMITHS GROUP PLC                               | SMITHS GROUP PLC                       | CUSIP: N/A<br>LEI: 213800MJL6IPZS3ASA11       | Long             | EC               | CORP              | GB        |     19473 | NS      | $644220.26    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| GIVAUDAN SA                                    | GIVAUDAN AG                            | CUSIP: N/A<br>LEI: 213800SVRMQA1TD91D41       | Long             | EC               | CORP              | CH        |       411 | NS      | $1688543.13   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| BROTHER INDUSTRIES LTD                         | BROTHER INDUSTRIES                     | CUSIP: 114813108<br>LEI: 549300O5FACQ67KI6R92 | Long             | EC               | CORP              | JP        |     23200 | NS      | $395991.04    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPAGNIE DE ST GOBAIN                         | ST GOBAIN CIE DE                       | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |      8899 | NS      | $863399.24    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| KAJIMA CORP                                    | KAJIMA CORP                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     27800 | NS      | $897944.24    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| KNORR-BREMSE AG                                | KNORR-BREMSE AG                        | CUSIP: N/A<br>LEI: 5299001GRRO0Z25YZT52       | Long             | EC               | CORP              | DE        |      8177 | NS      | $760694.21    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| SODEXO SA                                      | SODEXO                                 | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Long             | EC               | CORP              | FR        |      6762 | NS      | $374937.81    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GREAT WEST LIFECO INC                          | GREAT WEST LIFECO INC                  | CUSIP: 39138C106<br>LEI: 549300X81X4VZEESFU46 | Long             | EC               | CORP              | CA        |     19543 | NS      | $829337.89    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| SEKISUI CHEMICAL CO LTD                        | SEKISUI CHEMICAL CO LTD                | CUSIP: N/A<br>LEI: 529900KQIVT7NWFNMI70       | Long             | EC               | CORP              | JP        |     38200 | NS      | $663302.07    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| GEBERIT AG                                     | GEBERIT AG (REG)                       | CUSIP: N/A<br>LEI: 52990093Z5OHD6T7BS47       | Long             | EC               | CORP              | CH        |      1087 | NS      | $794853.94    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| SANKYO CO LTD GUNMA                            | SANKYO CO LTD GUNMA (6417)             | CUSIP: N/A<br>LEI: 3538009H2R9ZBZAOAK48       | Long             | EC               | CORP              | JP        |     26400 | NS      | $458664.76    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                   | Fidelity Cash Central Fund             | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |    228935 | NS      | $228980.70    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERALI                                       | GENERALI                               | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | EC               | CORP              | IT        |     26312 | NS      | $1012816.50   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| GAZTRANSPORT ET TECHNIGAZ SA                   | GAZTRANSPORT ET TECHNIGA               | CUSIP: N/A<br>LEI: 969500BVOHVZUUFWDT54       | Long             | EC               | CORP              | FR        |       472 | NS      | $93484.66     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PEMBINA PIPELINE CORP                          | PEMBINA PIPELINE CORP                  | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |      3061 | NS      | $115916.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIONOGI and CO LTD                            | SHIONOGI and CO LTD                    | CUSIP: N/A<br>LEI: 35380049VXDTHZI3DY35       | Long             | EC               | CORP              | JP        |     22600 | NS      | $378488.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| OTSUKA CORPORATION                             | OTSUKA CORPORATION                     | CUSIP: N/A<br>LEI: 529900RG9DJ58J3UIE72       | Long             | EC               | CORP              | JP        |     20700 | NS      | $409821.17    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MEBUKI FINANCIAL GROUP INC                     | MEBUKI FINANCIAL GROUP INC             | CUSIP: N/A<br>LEI: 353800K1RXV3E3JAE812       | Long             | EC               | CORP              | JP        |    118000 | NS      | $736777.13    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK HAPOALIM B M                              | BANK HAPOALIM LTD (REG)                | CUSIP: N/A<br>LEI: B6ARUI4946ST4S7WOU88       | Long             | EC               | CORP              | IL        |     42209 | NS      | $859952.28    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTO TRADER GROUP PLC                          | AUTO TRADER GROUP PLC                  | CUSIP: N/A<br>LEI: 213800QLK9BZILB1DI86       | Long             | EC               | CORP              | GB        |    191239 | NS      | $1960828.06   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| OBIC CO LTD                                    | OBIC CO LTD                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     11900 | NS      | $369772.48    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BOC HONG KONG HOLDINGS LTD                     | BANK OF CHINA HONG KONG LTD            | CUSIP: N/A<br>LEI: 254900JB98W77JDJMW15       | Long             | EC               | CORP              | HK        |    188000 | NS      | $923527.44    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| IYOGIN HOLDINGS INC                            | IYOGIN HOLDINGS INC                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     53800 | NS      | $840586.80    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL OIL LTD                               | IMPERIAL OIL LTD                       | CUSIP: 453038408<br>LEI: 549300MO45LTBPAU4Z27 | Long             | EC               | CORP              | CA        |      1231 | NS      | $108985.87    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE INC                                   | ENBRIDGE INC                           | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |      4681 | NS      | $218490.10    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL BRANDS PLC                            | IMPERIAL BRANDS PLC                    | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |     35626 | NS      | $1415918.41   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPCOM CO LTD                                  | CAPCOM CO LTD                          | CUSIP: N/A<br>LEI: 529900JJWQKXS3TC8744       | Long             | EC               | CORP              | JP        |     83200 | NS      | $2178629.71   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION SOFTWARE INC                     | CONSTELLATION SOFTWARE INC WT 08/22/28 | CUSIP: 21037X134<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |        40 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| HALMA PLC                                      | HALMA PLC                              | CUSIP: N/A<br>LEI: 2138007FRGLUR9KGBT40       | Long             | EC               | CORP              | GB        |     11588 | NS      | $539874.74    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| HALEON PLC                                     | HALEON PLC                             | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               | CORP              | GB        |    110242 | NS      | $512883.58    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PSP SWISS PROPERTY AG                          | PSP SWISS PROPERTY AG                  | CUSIP: N/A<br>LEI: 50670042Y437P8X44F56       | Long             | EC               | CORP              | CH        |     18798 | NS      | $3257305.26   | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| JARDINE MATHESON HOLDINGS LTD                  | JARDINE MATHESON HLD                   | CUSIP: N/A<br>LEI: 2138009KENVUNWOLPK41       | Long             | EC               | CORP              | BM        |      6177 | NS      | $362898.75    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL HOTELS GROUP PLC NEW          | INTERCONTINENTAL HOTELS GP PLC         | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | EC               | CORP              | GB        |      3844 | NS      | $464236.39    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| RIGHTMOVE PLC                                  | RIGHTMOVE PLC                          | CUSIP: N/A<br>LEI: 2138001JXGCFKBXYB828       | Long             | EC               | CORP              | GB        |    194594 | NS      | $1707857.75   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| TIS INC                                        | TIS INC                                | CUSIP: N/A<br>LEI: 35380064HYEZXBQHDF07       | Long             | EC               | CORP              | JP        |     12600 | NS      | $434708.38    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                 | FAIRFAX FINL HLDGS LTD SUB VTG         | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |       525 | NS      | $853207.90    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| VODAFONE GRP PLC                               | VODAFONE GROUP PLC                     | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | EC               | CORP              | GB        |   2058392 | NS      | $2491851.06   | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| EMS-CHEMIE HOLDING AG                          | EMS-CHEMIE HOLDING AG                  | CUSIP: N/A<br>LEI: 529900G1XFTGSE0DIX60       | Long             | EC               | CORP              | CH        |      1876 | NS      | $1286500.16   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| PRO MEDICUS LTD                                | PRO MEDICUS LTD                        | CUSIP: N/A<br>LEI: 98450085A903D1BMFF27       | Long             | EC               | CORP              | AU        |      1892 | NS      | $326506.77    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| OJI HOLDINGS CORP                              | OJI HOLDINGS CORP                      | CUSIP: N/A<br>LEI: 529900LVC9GIIYUGE243       | Long             | EC               | CORP              | JP        |    319900 | NS      | $1616371.82   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| 3I GROUP PLC                                   | 3I GROUP PLC                           | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |     18858 | NS      | $1090169.67   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHNOLOGY ONE LIMITED                         | TECHNOLOGY ONE LIMITED                 | CUSIP: N/A<br>LEI: 875500YEWBJIM91P9N12       | Long             | EC               | CORP              | AU        |     13918 | NS      | $336211.35    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| THOMSON REUTERS CORP                           | THOMSON REUTERS CORP                   | CUSIP: 884903808<br>LEI: 549300561UZND4C7B569 | Long             | EC               | CORP              | CA        |      3545 | NS      | $543559.08    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDEA BANK ABP                                | NORDEA BANK ABP                        | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               | CORP              | FI        |     68978 | NS      | $1179365.75   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA COLA HBC AG                               | COCA COLA HBC AG                       | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               | CORP              | CH        |     23457 | NS      | $1064487.56   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| ONO PHARMACEUTICAL CO LTD                      | ONO PHARMACEUTICAL CO LTD              | CUSIP: N/A<br>LEI: 529900G26L4NG4GFJZ86       | Long             | EC               | CORP              | JP        |     30200 | NS      | $367857.58    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| KINROSS GOLD CORP                              | KINROSS GOLD CORP                      | CUSIP: 496902404<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | EC               | CORP              | CA        |     97088 | NS      | $2260293.73   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO BPM SPA                                  | BANCO BPM SPA                          | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | EC               | CORP              | IT        |     65126 | NS      | $947498.05    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTESCUE LTD                                  | FORTESCUE LTD                          | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |     91488 | NS      | $1275113.86   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| SOJITZ CORPORATION                             | SOJITZ CORPORATION                     | CUSIP: N/A<br>LEI: 5493004SE33MRLPB1W98       | Long             | EC               | CORP              | JP        |     27400 | NS      | $728508.65    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| KONINKLIJKE AHOLD DELHAIZE NV                  | KONINKLIJKE AHOLD DELHAIZE NV          | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |     43192 | NS      | $1770251.85   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRICA PLC                                   | CENTRICA PLC                           | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | EC               | CORP              | GB        |   1061497 | NS      | $2500603.58   | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PANDORA A/S                                    | PANDORA A/S                            | CUSIP: N/A<br>LEI: 5299007OWYZ6I1E46843       | Long             | EC               | CORP              | DK        |      2672 | NS      | $358328.97    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| INDRA SISTEMAS                                 | INDRA SISTEMAS SA                      | CUSIP: N/A<br>LEI: 95980020140005308793       | Long             | EC               | CORP              | ES        |     10719 | NS      | $593354.88    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| PROSUS NV                                      | PROSUS NV                              | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |     13067 | NS      | $903860.15    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| DEFINITY FINANCIAL CORP                        | DEFINITY FINANCIAL CORP                | CUSIP: 24477T100<br>LEI: 984500D5F3FC49D00C44 | Long             | EC               | CORP              | CA        |     12919 | NS      | $601623.49    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTSERVICE CORP                              | FIRSTSERVICE CORP                      | CUSIP: 33767E202<br>LEI: 5493000XUDIV75BCF118 | Long             | EC               | CORP              | CA        |     10369 | NS      | $1652202.08   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| TMX GROUP LTD                                  | TMX GROUP LTD                          | CUSIP: 87262K105<br>LEI: 549300N65GFVKSHGJW59 | Long             | EC               | CORP              | CA        |     18262 | NS      | $674227.07    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                 | MSCI EAFE FUT DEC25 MFSZ5              | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DE               | CORP              | US        |         9 | NC      | $10034.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FDJ UNITED                                     | FDJ UNITED                             | CUSIP: N/A<br>LEI: 969500R4CLSQFTYYI535       | Long             | EC               | CORP              | FR        |     12679 | NS      | $369950.09    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BUZZI SPA                                      | BUZZI SPA                              | CUSIP: N/A<br>LEI: 5299003DX5YLKSVJ6K59       | Long             | EC               | CORP              | IT        |     28219 | NS      | $1698544.79   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                      | UST BILLS 0% 11/13/2025                | CUSIP: 912797QQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     30000 | PA      | $29967.81     | 0.01%             | 2025-11-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| RECORDATI INDUSTRIA CHIMICA E FARMACEUTICA SPA | RECORDATI SPA                          | CUSIP: N/A<br>LEI: 815600FBF92FD3531704       | Long             | EC               | CORP              | IT        |      6011 | NS      | $357301.65    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN UTILITIES LTD                         | CANADIAN UTIL LTD NON VTG CL A         | CUSIP: 136717832<br>LEI: LWV4QIQODEH3VBHUFX07 | Long             | EC               | CORP              | CA        |     76393 | NS      | $2141610.13   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ALCON INC                                      | ALCON INC                              | CUSIP: N/A<br>LEI: 549300LDT5AP8S0NBM78       | Long             | EC               | CORP              | CH        |      3344 | NS      | $249107.69    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UNILEVER PLC                                   | UNILEVER PLC ORD                       | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |     41189 | NS      | $2483390.95   | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSITY AB                                      | ESSITY AB B                            | CUSIP: N/A<br>LEI: 549300G8E6YUVJ1DA153       | Long             | EC               | CORP              | SE        |     61586 | NS      | $1692682.37   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT NV                                    | EURONEXT NV                            | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | EC               | CORP              | NL        |      4491 | NS      | $642755.51    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| NATWEST GROUP PLC                              | NATWEST GROUP PLC                      | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |    140340 | NS      | $1076812.55   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| CK HUTCHISON HOLDINGS LTD                      | CK HUTCHISON HOLDINGS LTD              | CUSIP: N/A<br>LEI: 254900Z8HM1VEPOQ2G79       | Long             | EC               | CORP              | KY        |     58000 | NS      | $384318.47    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| LOGITECH INTERNATIONAL SA                      | LOGITECH INTL SA REG                   | CUSIP: N/A<br>LEI: 549300SN6PRK6IJJC215       | Long             | EC               | CORP              | CH        |      5239 | NS      | $630964.21    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| TALANX AG                                      | TALANX AKTIENGESELLSCHAFT              | CUSIP: N/A<br>LEI: 5299006ZIILJ6VJVSJ32       | Long             | EC               | CORP              | DE        |      5038 | NS      | $613467.69    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| SANOFI                                         | SANOFI                                 | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |      8695 | NS      | $879133.36    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| TOKIO MARINE HOLDINGS INC                      | TOKIO MARINE HOLDINGS INC              | CUSIP: N/A<br>LEI: 5299009QN2NZ191KLS29       | Long             | EC               | CORP              | JP        |     29100 | NS      | $1092182.66   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| SBM OFFSHORE NV                                | SBM OFFSHORE NV                        | CUSIP: N/A<br>LEI: 549300RDGCRYZ5QE6513       | Long             | EC               | CORP              | NL        |      3339 | NS      | $86326.77     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ORION OYJ                                      | ORION OYJ (NEW) B                      | CUSIP: N/A<br>LEI: 74370029VAHCXDR7B745       | Long             | EC               | CORP              | FI        |      4453 | NS      | $311205.97    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNICO EAGLE MINES LTD                         | AGNICO EAGLE MINES LTD                 | CUSIP: 008474108<br>LEI: YGE0EUBRF7IJOB3QRX76 | Long             | EC               | CORP              | CA        |     15513 | NS      | $2497535.98   | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| HACHIJUNI BK LTD                               | HACHIJUNI BANK LTD                     | CUSIP: N/A<br>LEI: FE70I3MHDCWOZWK19W48       | Long             | EC               | CORP              | JP        |     70000 | NS      | $705884.26    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESENIUS SE and CO KGAA                       | FRESENIUS SE and CO KGAA               | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | EC               | CORP              | DE        |      8596 | NS      | $496273.59    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| REPLY SPA                                      | REPLY SPA                              | CUSIP: N/A<br>LEI: 815600DAEFB0388F3521       | Long             | EC               | CORP              | IT        |      2817 | NS      | $395367.98    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-30

**Name of Applicant:** Stacie M. Smith

**Signature:** Stacie M. Smith

**Name of Signer:** Stacie M. Smith

**Title:** President and Treasurer