# EDGAR Filing Document

**Accession Number:** 0000945908
**File Stem:** 0000035402-26-004045
**Filing Date:** 2026-6
**Character Count:** 78804
**Document Hash:** 2b14889658df3211310165033deef9b2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-004045.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0000035402-26-004045

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20261031

**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:** 261127007

**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 Emerging Markets Multifactor ETF (Series ID: S000064787)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000209804 | Fidelity Emerging Markets Multifactor ETF | FDEM            |

## 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 Emerging Markets Multifactor ETF

- **b. EDGAR series identifier (if any):** S000064787

- **c. LEI of Series:** 549300KZU4Q9T0BNK116

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**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:** $512874542.54

**Total Liabilities:** $4790765.37

**Net Assets:** $508083777.17

**Cash Not Reported:** $440380.64

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000209804 | 4.18%                | -11.82%              | 12.29%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2697364.84              | $15163110.10                               |
| Month 2  | $-1261915.33             | $-62140022.04                              |
| Month 3  | $36707.57                | $53461853.20                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GOLD FIELDS LTD NEW                               | GOLD FIELDS LTD                                             | CUSIP: N/A<br>LEI: 5299003KXIBJQYCBBD72       | Long             | EC               | CORP              | ZA        |     27827 | NS      | $1186396.65   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA CONSTRUCTION BANK CORP                      | CHINA CONSTRUCTION BANK CORP H                              | CUSIP: N/A<br>LEI: 5493001KQW6DM7KEDR62       | Long             | EC               | CORP              | CN        |   4195000 | NS      | $4701720.12   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| CATCHER TECHNOLOGY CO LTD                         | CATCHER TECHNOLOGY CO LTD                                   | CUSIP: N/A<br>LEI: 5299006PRSCU66N5JF55       | Long             | EC               | CORP              | TW        |     67000 | NS      | $441951.11    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AVI LTD                                           | AVI LTD                                                     | CUSIP: N/A<br>LEI: 378900C2D68805FAAF75       | Long             | EC               | CORP              | ZA        |    917238 | NS      | $5475965.78   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FOXCONN TECHNOLOGY CO LTD                         | FOXCONN TECHNOLOGY CO LTD                                   | CUSIP: N/A<br>LEI: 3003003OO8QC88ZHCE44       | Long             | EC               | CORP              | TW        |    195000 | NS      | $318799.41    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OOREDOO QSC                                       | OOREDOO QSC                                                 | CUSIP: N/A<br>LEI: 549300D3EIDZJB62TR20       | Long             | EC               | CORP              | QA        |    870133 | NS      | $3274051.66   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA TOWER CORP LTD                              | CHINA TOWER CORP LTD H                                      | CUSIP: N/A<br>LEI: 300300T6BNNP0L7O7H91       | Long             | EC               | CORP              | CN        |   1119800 | NS      | $1583837.12   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| FAR EASTERN NEW CENTURY CORP                      | FAR EASTERN NEW CENTURY CORP                                | CUSIP: N/A<br>LEI: 254900CDLU5OS06M6K24       | Long             | EC               | CORP              | TW        |   1763000 | NS      | $1432790.48   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                        | SAMSUNG ELECTRONICS CO LTD                                  | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |    201889 | NS      | $30013837.99  | 5.91%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGURD MICROELECTRONICS CORP                      | SIGURD MICROELECTRONICS CORP                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     86000 | NS      | $488566.96    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MONETA MONEY BANK                                 | MONETA MONEY BANK                                           | CUSIP: N/A<br>LEI: I6USJ58BDV2BO5KP3C31       | Long             | EC               | CORP              | CZ        |    155643 | NS      | $1370320.41   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| GRUPO AEROPORTUARIO DEL SUREST E SAB DE CV        | GRUPO AEROPORT DEL SURST SAB B                              | CUSIP: N/A<br>LEI: 5299001W7JIDXCUOUC82       | Long             | EC               | CORP              | MX        |     18815 | NS      | $571949.35    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                         | UST BILLS 0% 05/14/2026                                     | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     19000 | PA      | $18975.42     | 0.00%             | 2026-05-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PICC PPTY and CAS CO LTD                          | PICC PROPERTY and CASUALTY CO H                             | CUSIP: N/A<br>LEI: 300300F1000311000017       | Long             | EC               | CORP              | CN        |    610000 | NS      | $1090933.46   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNNEX TECHNOLOGY INTL CORP                       | SYNNEX TECHNOLOGY INTL CORP                                 | CUSIP: N/A<br>LEI: 529900GMBJ3R4A2WBC71       | Long             | EC               | CORP              | TW        |    187000 | NS      | $486910.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| INNODISK CORP                                     | INNODISK CORP                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     14000 | NS      | $550111.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PEGATRON CORP                                     | PEGATRON CORP                                               | CUSIP: N/A<br>LEI: 529900M87JQS8TUO0L66       | Long             | EC               | CORP              | TW        |    205000 | NS      | $532484.34    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSNEFT PJSC                                    | AK TRANSNEFT PJSC PFD(RUB) PAR=1                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | RU        |      1200 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ABU DHABI ISLAMIC BANK                            | ABU DHABI ISLAMIC BANK                                      | CUSIP: N/A<br>LEI: 5493006DOLY8O98XHD74       | Long             | EC               | CORP              | AE        |    259306 | NS      | $1547547.58   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI GLOVIS CO LTD                             | HYUNDAI GLOVIS CO LTD                                       | CUSIP: N/A<br>LEI: 988400U6RDXNJ5ZRN304       | Long             | EC               | CORP              | KR        |      7132 | NS      | $1091534.52   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ELITE MATERIAL CO LTD                             | ELITE MATERIAL CO LTD                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     16000 | NS      | $2295128.53   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMPLO TECHNOLOGY CO LTD                          | SIMPLO TECHNOLOGY CO LTD                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     33000 | NS      | $372342.94    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLD CIRCUIT ELECTRONICS LTD                      | GOLD CIRCUIT ELECTRONICS LTD                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     24000 | NS      | $1052880.75   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MINTH GROUP LTD                                   | MINTH GROUP LTD                                             | CUSIP: N/A<br>LEI: 254900B2AH0G13K9G204       | Long             | EC               | CORP              | KY        |    684900 | NS      | $2979593.68   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| ORION CORP/REPUBLIC OF KOREA/NEW                  | ORION CORP/REPUBLIC OF KOREA                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     90447 | NS      | $8756869.74   | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| POP MART INTERNATIONAL GROUP LTD                  | POP MART INTERNATIONAL GROUP LTD                            | CUSIP: N/A<br>LEI: 9845000A05E8F937E337       | Long             | EC               | CORP              | KY        |    129200 | NS      | $2592658.69   | 0.51%             |  |  |  | No            |                  1 | On Loan: —       |
| PAN AFRICAN RESOURCES PLC                         | PAN AFRICAN RESOURCES PLC (UK)                              | CUSIP: N/A<br>LEI: 213800EAXURCXMX6RL85       | Long             | EC               | CORP              | GB        |    421377 | NS      | $801625.59    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CANARA BANK                                       | CANARA BANK                                                 | CUSIP: N/A<br>LEI: 335800E4RH82Z8XC3C30       | Long             | EC               | CORP              | IN        |    864936 | NS      | $1227047.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BAIDU INC                                         | BAIDU INC CL A                                              | CUSIP: N/A<br>LEI: 254900AL64IANZYI1E02       | Long             | EC               | CORP              | KY        |    167400 | NS      | $2536509.33   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| KINGBOARD HOLDINGS LTD                            | KINGBOARD HOLDINGS LTD                                      | CUSIP: N/A<br>LEI: 529900G89MY26MMSDR76       | Long             | EC               | CORP              | KY        |    156500 | NS      | $881414.39    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| RHB BANK BHD                                      | RHB BANK BERHAD                                             | CUSIP: N/A<br>LEI: 549300ZHRPSV7QIUJT80       | Long             | EC               | CORP              | MY        |    903500 | NS      | $1851816.69   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDIATEK INC                                      | MEDIA TEK INC                                               | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |     63000 | NS      | $5189603.75   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NIPPON LIFE INDIA ASSET MANAGEMENT LTD            | NIPPON LIFE INDIA ASSET MANAGEMENT LTD                      | CUSIP: N/A<br>LEI: 335800ZQXV958RZSRU89       | Long             | EC               | CORP              | IN        |    133268 | NS      | $1418066.58   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA LIFE INSURANCE CO LTD                       | CHINA LIFE INS CO LTD H                                     | CUSIP: N/A<br>LEI: 549300J6TFLDXGH6S048       | Long             | EC               | CORP              | CN        |    446000 | NS      | $1629426.52   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| INTER RAO JSC                                     | INTER RAO JSC                                               | CUSIP: N/A<br>LEI: 253400PMFKF8Q8G1FA17       | Long             | EC               | CORP              | RU        |   7348600 | NS      | $0.98         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MALCO ENERGY LTD                                  | MALCO ENERGY LTD                                            | CUSIP: N/A<br>LEI: 335800Y9DUY29TJI9W11       | Long             | EC               | CORP              | IN        |    144311 | NS      | $184011.68    | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| UNION BANK OF TAIWAN                              | UNION BANK OF TAIWAN                                        | CUSIP: N/A<br>LEI: 549300FQN4T2J7VDAD82       | Long             | EC               | CORP              | TW        |   2855000 | NS      | $1802143.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| BHARAT ELECTRONICS LTD                            | BHARAT ELECTRONICS LTD (DEMAT)                              | CUSIP: N/A<br>LEI: 335800HS8AOTM9W1F335       | Long             | EC               | CORP              | IN        |    203477 | NS      | $924625.04    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA ELECTRONICS INC                             | DELTA ELECTRONICS IND CO LTD                                | CUSIP: N/A<br>LEI: 529900UVZWNWGDLJSM52       | Long             | EC               | CORP              | TW        |     77000 | NS      | $5261405.42   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI MOBIS CO LTD                              | HYUNDAI MOBIS                                               | CUSIP: N/A<br>LEI: 988400HJA9E0ZVDHRS65       | Long             | EC               | CORP              | KR        |      8823 | NS      | $2528165.45   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| BNK FINANCIAL GROUP INC                           | BNK FINANCIAL GROUP INC                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |    157220 | NS      | $1985390.10   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| SHENZHOU INTL GROUP HLDGS LTD                     | SHENZHOU INTL GROUP                                         | CUSIP: N/A<br>LEI: 529900B4W41TCUKJFM73       | Long             | EC               | CORP              | KY        |    415600 | NS      | $2482856.87   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| FIBRA UNO ADMINISTRACION SA DE                    | FIBRA UNO ADMINISTRACION SA                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |   4921900 | NS      | $8428950.49   | 1.66%             |  |  |  | No            |                  1 | On Loan: No      |
| ZTE CORPORATION                                   | ZTE CORPORATION H                                           | CUSIP: N/A<br>LEI: 52990091DL79U1DJ9L47       | Long             | EC               | CORP              | CN        |    203800 | NS      | $648830.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| FALABELLA SA                                      | FALABELLA SA                                                | CUSIP: N/A<br>LEI: 5493004CKJQ7H391LM41       | Long             | EC               | CORP              | CL        |    333872 | NS      | $2015007.78   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA LITERATURE LIMITED                          | CHINA LITERATURE LTD                                        | CUSIP: N/A<br>LEI: 529900YXWIZUFHMK8W28       | Long             | EC               | CORP              | KY        |    316800 | NS      | $993216.28    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                    | MSCI EMGMKT FUT JUN26 MESM6                                 | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DE               | CORP              | US        |        64 | NC      | $417463.25    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RIYAD BANK                                        | RIYAD BANK                                                  | CUSIP: N/A<br>LEI: 54930037RJ782ISGGM71       | Long             | EC               | CORP              | SA        |    422826 | NS      | $2339325.29   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CHANG HWA COMMERCIAL BANK                         | CHANG HWA COMMERCIAL BANK                                   | CUSIP: N/A<br>LEI: 549300FHFNGCSKDTHT42       | Long             | EC               | CORP              | TW        |   2801000 | NS      | $1869720.21   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| KRUNG THAI BANK PUBLIC CO LTD                     | KRUNG THAI BANK (NVDR)                                      | CUSIP: N/A<br>LEI: 54930007ZQMYCRFQGE36       | Long             | EC               | CORP              | TH        |   2030700 | NS      | $2055774.22   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| AGRICULTURAL BANK OF CHINA LTD                    | AGRICULTURAL BANK OF CHINA H                                | CUSIP: N/A<br>LEI: 549300E7TSGLCOVSY746       | Long             | EC               | CORP              | CN        |   2604000 | NS      | $2021039.73   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL BANK LTD                                  | FEDERAL BANK LTD                                            | CUSIP: N/A<br>LEI: 335800J8VWGE2HGWF417       | Long             | EC               | CORP              | IN        |    474115 | NS      | $1433378.19   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| LG CNS CO LTD                                     | LG CNS CO LTD                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      1754 | NS      | $76867.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTA SPORTS PRODUCTS LTD                          | ANTA SPORTS PRODUCTS LTD                                    | CUSIP: N/A<br>LEI: 529900291XG0CTK4LF95       | Long             | EC               | CORP              | KY        |    351800 | NS      | $3644304.45   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| TELKOM INDONESIA PERSERO TBK PT (DEMAT)           | TELKOM INDONESIA PERSERO TBK PT (DEMAT) DEMATERIALIZED SHRS | CUSIP: N/A<br>LEI: 529900M5SQZAOKV1PC81       | Long             | EC               | CORP              | ID        |  17828000 | NS      | $2894088.97   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| HAIER SMART HOME CO LTD                           | HAIER SMART HOME CO LTD                                     | CUSIP: N/A<br>LEI: 3003002BYTNGNJTWSH07       | Long             | EC               | CORP              | CN        |   1015000 | NS      | $2840121.27   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| LG DISPLAY CO LTD                                 | LG DISPLAY CO LTD                                           | CUSIP: N/A<br>LEI: 988400P37K91W0SABO95       | Long             | EC               | CORP              | KR        |     11425 | NS      | $94438.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CMOC GROUP LIMITED                                | CMOC GROUP LIMITED H                                        | CUSIP: N/A<br>LEI: 2549008KG3638J59U652       | Long             | EC               | CORP              | CN        |    372000 | NS      | $835768.31    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| JUMBO SA                                          | JUMBO SA                                                    | CUSIP: N/A<br>LEI: 549300TGIVUUMY40MZ05       | Long             | EC               | CORP              | GR        |     88735 | NS      | $2419065.36   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYAH AUTOMOBILE TECHNOLOGY CO LTD                | VOYAH AUTOMOBILE TECHNOLOGY CO LTD                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    977677 | NS      | $748819.15    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| REALTEK SEMICONDUCTOR CORP                        | REALTEK SEMICONDUCTOR CORP                                  | CUSIP: N/A<br>LEI: 5299002E7F36O00MYY75       | Long             | EC               | CORP              | TW        |     37000 | NS      | $627088.96    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LENOVO GROUP LTD                                  | LENOVO GROUP LTD                                            | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Long             | EC               | CORP              | HK        |    758000 | NS      | $1130166.27   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| LARGAN PRECISION CO LTD                           | LARGAN PRECISION CO LTD                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      8000 | NS      | $635010.81    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF BARODA                                    | BANK OF BARODA (DEMAT)                                      | CUSIP: N/A<br>LEI: 549300CQ6M9Q0TJEZR23       | Long             | EC               | CORP              | IN        |    443412 | NS      | $1230815.61   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ARDENTEC CORP                                     | ARDENTEC CORP                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     74000 | NS      | $455427.73    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LOTES CO LTD                                      | LOTES CO LTD                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      9000 | NS      | $742792.22    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| KIA CORP                                          | KIA CORP                                                    | CUSIP: N/A<br>LEI: 988400V8MJK9N7OI5X76       | Long             | EC               | CORP              | KR        |     28330 | NS      | $2899470.06   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| SURGUTNEFTEGAZ PJSC                               | SURGUTNEFTEGAS PJSC                                         | CUSIP: N/A<br>LEI: 2138002GZLU65FRAC894       | Long             | EC               | CORP              | RU        |     56600 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BRITANNIA INDUSTRIES LTD                          | BRITANNIA INDUSTRIES LTD(DEMAT                              | CUSIP: N/A<br>LEI: 335800RRN5EVHNNAXN80       | Long             | EC               | CORP              | IN        |    117700 | NS      | $7100659.28   | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| JENTECH PRECISION INDUSTRIAL CO LTD               | JENTECH PRECISION INDUS CO LTD                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      6000 | NS      | $1018794.68   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| YANGZIJIANG SHIPBUILDLING (HOLDINGS) LTD          | YANGZIJIANG SHIPBLDG HLDGS LTD                              | CUSIP: N/A<br>LEI: 254900Z3JEM14YIGLM66       | Long             | EC               | CORP              | SG        |    185600 | NS      | $628115.11    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GS HOLDINGS CORP                                  | GS HOLDINGS CORP                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     23217 | NS      | $1282006.67   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| POWSZECHNY ZAKLAD UBEZPIECZE SA                   | POWSZECHNY ZALKAD UBEZPIEC SA                               | CUSIP: N/A<br>LEI: QLPCKOOKVX32FUELX240       | Long             | EC               | CORP              | PL        |     93766 | NS      | $1643113.90   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCTON TECHNOLOGY CORP                            | ACCTON TECHNOLOGY CORP                                      | CUSIP: N/A<br>LEI: 529900M1YRZ0GWMDF920       | Long             | EC               | CORP              | TW        |     26000 | NS      | $1870946.36   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPUTER AGE MANAGEMENT SERVICES LTD              | COMPUTER AGE MANAGEMENT SERVICES PVT LTD                    | CUSIP: N/A<br>LEI: 33580012MDHMBHWN5Z06       | Long             | EC               | CORP              | IN        |     83234 | NS      | $647710.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PETRONAS CHEMICALS GROUP BHD                      | PETRONAS CHEMICALS GROUP BHD                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |   1252800 | NS      | $1867449.58   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| INNER MONGOL YITAI COAL CO LTD                    | INNER MONGOLIA YITAI COAL CL B                              | CUSIP: N/A<br>LEI: 529900OW9OHPX81B0T69       | Long             | EC               | CORP              | CN        |   2154637 | NS      | $5731334.42   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GRUPO MEXICO SAB DE CV                            | GRUPO MEXICO SAB DE CV SER B                                | CUSIP: N/A<br>LEI: 529900JWLZAYET2ZGW20       | Long             | EC               | CORP              | MX        |     77900 | NS      | $850529.92    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PTT EXPL and PRODTN PUB LTD                       | PTT EXPLORATION and PROD NVDR                               | CUSIP: N/A<br>LEI: 2549001O8YYGP5N7Q076       | Long             | EC               | CORP              | TH        |   1129300 | NS      | $5335139.20   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBERLY CLARK DE MEXICO SAB D                    | KIMBERLY-CLARK DE MEXICO CL A                               | CUSIP: N/A<br>LEI: 549300JGHL56QT00KT54       | Long             | EC               | CORP              | MX        |   3292600 | NS      | $7426775.93   | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF COMMUNICATIONS CO LTD                     | BANK OF COMMUNICATIONS H                                    | CUSIP: N/A<br>LEI: 549300AX1UM10U30HK09       | Long             | EC               | CORP              | CN        |   1771000 | NS      | $1616422.53   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLWYN AG                                         | ALLWYN AG                                                   | CUSIP: N/A<br>LEI: 213800M4NRGFJCI34834       | Long             | EC               | CORP              | CH        |    129574 | NS      | $1839161.05   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| KING SLIDE WORKS CO LTD                           | KING SLIDE WORKS CO LTD                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      6000 | NS      | $740425.13    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SAUDI INVESTMENT BANK/THE                         | SAUDI INVESTMENT BANK                                       | CUSIP: N/A<br>LEI: 558600V3J4M5TUY9HR70       | Long             | EC               | CORP              | SA        |    565226 | NS      | $1996865.62   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| DUBAI ISLAMIC BANK LTD                            | DUBAI ISLAMIC BANK LTD                                      | CUSIP: N/A<br>LEI: 5493003E7YRAQY3JGW88       | Long             | EC               | CORP              | AE        |    648080 | NS      | $1259846.77   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| WIPRO LTD                                         | WIPRO LTD (DEMAT)                                           | CUSIP: N/A<br>LEI: 335800IFS1IJHESG8362       | Long             | EC               | CORP              | IN        |    324920 | NS      | $686888.86    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| VIBRA ENERGIA SA                                  | VIBRA ENERGIA SA                                            | CUSIP: N/A<br>LEI: 549300U7VLJ3SYVNY689       | Long             | EC               | CORP              | BR        |    455768 | NS      | $3046137.28   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| HANKOOK TIRE and TECHNOLOGY CO LTD                | HANKOOK TIRE AND TECHNOLOGY CO L                            | CUSIP: N/A<br>LEI: 9884001BIEVM09M7AH02       | Long             | EC               | CORP              | KR        |     46574 | NS      | $1858940.67   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBOTIS CO LTD                                    | ROBOTIS CO LTD                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       350 | NS      | $74686.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GRUPO CIBEST SA                                   | GRUPO CIBEST SA PREF                                        | CUSIP: N/A<br>LEI: 529900OSSJBGZREZ2C28       | Long             | EP               | CORP              | CO        |    115648 | NS      | $1989904.73   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| XIAOMI CORP                                       | XIAOMI CORP B                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |    751800 | NS      | $2785030.92   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| VTB BANK PJSC                                     | VTB BANK PJSC                                               | CUSIP: N/A<br>LEI: 253400V1H6ART1UQ0N98       | Long             | EC               | CORP              | RU        |     18380 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ASSECO POLAND SA                                  | ASSECO POLAND SA                                            | CUSIP: N/A<br>LEI: 259400O79EWIK4XZPL40       | Long             | EC               | CORP              | PL        |     12469 | NS      | $625442.62    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GRUPO AEROPORTUARIO DEL CENTRO NORTE SAB DE CV    | GRUPO AERO CENTRO NORTE CL B                                | CUSIP: N/A<br>LEI: 529900HUSBARAFSXJ605       | Long             | EC               | CORP              | MX        |     43000 | NS      | $569249.09    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ASPEED TECHNOLOGY INC                             | ASPEED TECH INC                                             | CUSIP: N/A<br>LEI: 984500D002CB7E149R74       | Long             | EC               | CORP              | TW        |      2000 | NS      | $1039940.66   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| WT MICROELECTRONICS CO LTD                        | WT MICROELECTRONICS CO LTD                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     80000 | NS      | $515078.35    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| YAGEO CORP                                        | YAGEO CORP                                                  | CUSIP: N/A<br>LEI: 5493001P0TOZH7GGNQ21       | Long             | EC               | CORP              | TW        |    103000 | NS      | $1030503.87   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| KINGSOFT CORP LTD                                 | KINGSOFT CORP LTD                                           | CUSIP: N/A<br>LEI: 529900UVT35D3Q7YQY41       | Long             | EC               | CORP              | KY        |    407400 | NS      | $1185730.97   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| HCL TECHNOLOGIES LTD                              | HCL TECHNOLOGIES LTD (DEMAT)                                | CUSIP: N/A<br>LEI: 549300C1F8OLYSOQYB65       | Long             | EC               | CORP              | IN        |     69624 | NS      | $879600.04    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TAICHUNG COMMERCIAL BANK CO LTD                   | TAICHUNG BUSINESS BANK                                      | CUSIP: N/A<br>LEI: 549300VNYOLU68FQNE06       | Long             | EC               | CORP              | TW        |   2677618 | NS      | $1677499.01   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDEA GROUP CO LTD                                | MIDEA GROUP CO LTD H                                        | CUSIP: N/A<br>LEI: 3003003TRPHLHZD2IF61       | Long             | EC               | CORP              | CN        |    313900 | NS      | $3594297.75   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| CHROMA ATE INC                                    | CHROMA ATE INC                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     23000 | NS      | $1538922.82   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXARO RESOURCES LTD                              | EXXARO RESOURCES LTD                                        | CUSIP: N/A<br>LEI: 378900BC3D9BFF4E4A37       | Long             | EC               | CORP              | ZA        |    379362 | NS      | $4995538.77   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| WONIK IPS CO LTD                                  | WONIK IPS CO LTD                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      1172 | NS      | $92530.47     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UTD TRACTORS TBK PT                               | UNITED TRACTORS PT                                          | CUSIP: N/A<br>LEI: 529900N9ELYOWQV4FW14       | Long             | EC               | CORP              | ID        |   2607600 | NS      | $4376128.25   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPCO SCIENTIFIC CO LTD                           | TOPCO SCIENTIFIC CO LTD                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     34000 | NS      | $435670.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GAZPROM PJSC                                      | GAZPROM OAO                                                 | CUSIP: N/A<br>LEI: 213800FD9J2IHTA7YX78       | Long             | EC               | CORP              | RU        |     14450 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| OPTIMA BANK SA                                    | OPTIMA BANK SA                                              | CUSIP: N/A<br>LEI: 2138008NSD1X1XFUK750       | Long             | EC               | CORP              | GR        |    138546 | NS      | $1439939.48   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MMC NORILSK NICKEL PJSC                           | MMC NORILSK NICKEL PJSC                                     | CUSIP: N/A<br>LEI: 253400JPTEEW143W3E47       | Long             | EC               | CORP              | RU        |     18800 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| COMMERCIAL INTERNATIONAL BANK EGYPT (CIB)         | COMMERCIAL INTERNATIONAL BANK EGYPT (CIB)                   | CUSIP: N/A<br>LEI: 213800FIIXJAMEVRIH48       | Long             | EC               | CORP              | EG        |    608232 | NS      | $1531356.21   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| VEDANTA IRON AND STEEL LTD                        | VEDANTA IRON AND STEEL LTD                                  | CUSIP: N/A<br>LEI: 335800Y89YF7J22XIQ21       | Long             | EC               | CORP              | IN        |    144311 | NS      | $184011.68    | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| EO TECHNICS CO LTD                                | EO TECHNICS CO LTD                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       303 | NS      | $95606.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HINDUSTAN AERONAUTICS LTD                         | HINDUSTAN AERONAUTICS LIMITED                               | CUSIP: N/A<br>LEI: 335800AKDC7T933T3I86       | Long             | EC               | CORP              | IN        |     17565 | NS      | $802950.28    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NETEASE CLOUD MUSIC INC                           | NETEASE CLOUD MUSIC INC                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     62100 | NS      | $911632.36    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW CHINA LIFE INSURANCE CO LTD                   | NEW CHINA LIFE INSURANCE CO H                               | CUSIP: N/A<br>LEI: 529900QCDGPLPB62KH67       | Long             | EC               | CORP              | CN        |    136300 | NS      | $890832.62    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SALIK CO PJSC                                     | SALIK CO PJSC                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AE        |    398383 | NS      | $607406.90    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LEENO INDUSTRIAL INC                              | LEENO INDUSTRIAL INC                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      1544 | NS      | $124190.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRA INTERNATIONAL TBK PT                        | ASTRA INTL TBK PT (DEMAT)                                   | CUSIP: N/A<br>LEI: 529900L49TRJOMG4DK47       | Long             | EC               | CORP              | ID        |   1270100 | NS      | $438408.29    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GUANGZHOU AUTOMOBILE GROUP COMPANY LTD            | GUANGZHOU AUTOMOB GRP CO LTD H                              | CUSIP: N/A<br>LEI: 5299005KY9BJO3ZE6A37       | Long             | EC               | CORP              | CN        |   6624000 | NS      | $2384513.16   | 0.47%             |  |  |  | No            |                  1 | On Loan: —       |
| KUAISHOU TECHNOLOGY                               | KUAISHOU TECHNOLOGY CLASS B                                 | CUSIP: N/A<br>LEI: 300300FCDZBE6UP9ED24       | Long             | EC               | CORP              | KY        |    256800 | NS      | $1406314.98   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| HENGAN INTERNATIONAL GROUP CO LTD                 | HENGAN INTL GRP CO LTD                                      | CUSIP: N/A<br>LEI: 836800BJ50PZSWGXZA86       | Long             | EC               | CORP              | KY        |   2023500 | NS      | $6891588.32   | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| LG CORP                                           | LG CORP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     18602 | NS      | $1242892.53   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| DOOSAN BOBCAT INC                                 | DOOSAN BOBCAT INC                                           | CUSIP: N/A<br>LEI: 9884007K6X0Q0112FX44       | Long             | EC               | CORP              | KR        |     25153 | NS      | $1221019.42   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF CHINA LTD                                 | BANK OF CHINA LTD H                                         | CUSIP: N/A<br>LEI: 54930053HGCFWVHYZX42       | Long             | EC               | CORP              | CN        |   4348000 | NS      | $2808473.59   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED INFO SERVICE PCL                         | ADVANCED INFO SERVICE NVDR                                  | CUSIP: N/A<br>LEI: 529900DU2YW1NO5RMU78       | Long             | EC               | CORP              | TH        |    312300 | NS      | $3257366.36   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| MOMENTUM GROUP LIMITED                            | MOMENTUM GROUP LIMITED                                      | CUSIP: N/A<br>LEI: 98450051AABCKEC84814       | Long             | EC               | CORP              | ZA        |    847059 | NS      | $1919831.33   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA TOURISM GROUP DUTY FREE CORP LTD            | CHINA TOURISM GROUP DUTY FREE CORP LTD H                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    273000 | NS      | $2211182.38   | 0.44%             |  |  |  | No            |                  1 | On Loan: —       |
| CHICONY ELECTRONICS CO LTD                        | CHICONY ELECTRONICS CO LTD                                  | CUSIP: N/A<br>LEI: 254900JBP5GB5B1IHS51       | Long             | EC               | CORP              | TW        |    101000 | NS      | $393678.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PROMOTORA Y OPERADORA DE INFRAESTRUCTURA SA DE CV | PROMOTORA Y OP DE INFRASHS                                  | CUSIP: N/A<br>LEI: 52990035X6RK8DBUWA73       | Long             | EC               | CORP              | MX        |     36215 | NS      | $572011.71    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DB HITEK CO LTD                                   | DB HITEK CO LTD                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      1086 | NS      | $116053.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TATA CONSULTANCY SERVICES LTD                     | TATA CONSULTANCY SERVICES LTD                               | CUSIP: N/A<br>LEI: 335800ZJKU9GPQRE2U66       | Long             | EC               | CORP              | IN        |     53550 | NS      | $1395765.58   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| WOORI FINANCIAL GROUP INC                         | WOORI FINANCIAL GROUP INC                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |    104935 | NS      | $2359481.02   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CJ CORPORATION                                    | CJ CORP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      7826 | NS      | $1184558.39   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| FUYAO GLASS INDUSTRY GROUP CO LTD                 | FUYAO GLASS INDUSTRY GROUP CO LTD H                         | CUSIP: N/A<br>LEI: 549300AS5CSLWETN0P64       | Long             | EC               | CORP              | CN        |    384400 | NS      | $2919648.95   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| ENKA INSAAT VE SANAYI AS                          | ENKA INSAAT VE SANAYI AS                                    | CUSIP: N/A<br>LEI: 789000EE9HXTYDRH9O46       | Long             | EC               | CORP              | TR        |    324231 | NS      | $750575.42    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TENCENT HLDGS LTD                                 | TENCENT HOLDINGS LTD                                        | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |    275900 | NS      | $16475636.83  | 3.24%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPAL ELECTRONICS INC                            | COMPAL ELECTRONICS INC                                      | CUSIP: N/A<br>LEI: 529900ZPKWFDL21LW166       | Long             | EC               | CORP              | TW        |    425000 | NS      | $388991.46    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVATEK MICROELECTRONICS CORP                     | NOVATEK MICROELECTRONICS CORP                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     46000 | NS      | $593791.92    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED MICROELECTRONICS CORP                      | UNITED MICROELECTRONICS CORP                                | CUSIP: N/A<br>LEI: 391200YJCAGH9LF96P73       | Long             | EC               | CORP              | TW        |    575000 | NS      | $1402815.26   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| VEDANTA ALUMINIUM METAL LTD                       | VEDANTA ALUMINIUM METAL LTD                                 | CUSIP: N/A<br>LEI: 335800NL21ZO4I8KAA12       | Long             | EC               | CORP              | IN        |    144311 | NS      | $184011.68    | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| ASIA VITAL COMPONENTS CO LTD                      | ASIA VITAL COMPONENTS CO LTD                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     18000 | NS      | $1610566.68   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MFG CO LTD                   | TAIWAN SEMICONDUCTOR MFG CO LTD                             | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |    882000 | NS      | $59431898.88  | 11.70%            |  |  |  | No            |                  1 | On Loan: No      |
| STATE BANK OF INDIA                               | STATE BANK OF INDIA (DEMAT) DEMATERIALIZED SHS              | CUSIP: N/A<br>LEI: 5493001JZ37UBBZF6L49       | Long             | EC               | CORP              | IN        |    173718 | NS      | $1955554.35   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMSUNG SDS CO LTD                                | SAMSUNG SDS CO LTD                                          | CUSIP: N/A<br>LEI: 988400G19T2TB4CAWX91       | Long             | EC               | CORP              | KR        |      1430 | NS      | $160238.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DB INSURANCE CO LTD                               | DB INSURANCE CO LTD                                         | CUSIP: N/A<br>LEI: 9884000ZF26VNJBWSJ91       | Long             | EC               | CORP              | KR        |     18669 | NS      | $2109576.86   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| SABIC AGRI-NUTRIENTS CO                           | SABIC AGRI-NUTRIENTS CO                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |     25490 | NS      | $990239.43    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| LITE-ON TECHNOLOGY CORP                           | LITE ON TECHNOLOGY CORP                                     | CUSIP: N/A<br>LEI: 2549005GU1PQ73SZBT32       | Long             | EC               | CORP              | TW        |    132000 | NS      | $691568.43    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                      | Fidelity Cash Central Fund                                  | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   3464445 | NS      | $3465138.31   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| HON PRECISION INC                                 | HON PRECISION INC                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      5000 | NS      | $780350.01    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEKOM MALAYSIA BERHAD                           | TELEKOM MALAYSIA BHD                                        | CUSIP: N/A<br>LEI: 254900SNFPTSDGGVEK77       | Long             | EC               | CORP              | MY        |   1668000 | NS      | $3141543.50   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| MARUTI SUZUKI INDIA LTD                           | MARUTI SUZUKI INDIA LTD (LOC)                               | CUSIP: N/A<br>LEI: 335800D27PBEESKKD357       | Long             | EC               | CORP              | IN        |     22316 | NS      | $3130370.72   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| HITACHI ENERGY INDIA LTD                          | HITACHI ENERGY INDIA LTD                                    | CUSIP: N/A<br>LEI: 549300ASJQYQLII9F213       | Long             | EC               | CORP              | IN        |      3283 | NS      | $1160470.95   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PEOPLES INSURANCE CO GRP OF CHINA                 | PEOPLES INSURANCE CO GRP OF CHINA LTD H                     | CUSIP: N/A<br>LEI: 3003000P2JHYHQ524P66       | Long             | EC               | CORP              | CN        |   1232000 | NS      | $836666.99    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TALWANDI SABO POWER LTD                           | TALWANDI SABO POWER LTD                                     | CUSIP: N/A<br>LEI: 335800KDZAEK1ZA1G908       | Long             | EC               | CORP              | IN        |    144311 | NS      | $184011.68    | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| NMDC LTD                                          | NMDC LTD                                                    | CUSIP: N/A<br>LEI: 335800IXHXOHQ7B2HP66       | Long             | EC               | CORP              | IN        |    984572 | NS      | $937438.17    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| VEDANTA LTD                                       | VEDANTA LTD                                                 | CUSIP: N/A<br>LEI: 335800XDKX9KB5EMCO07       | Long             | EC               | CORP              | IN        |    144311 | NS      | $412876.45    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA HONGQIAO GROUP LTD                          | CHINA HONGQIAO GROUP LTD                                    | CUSIP: N/A<br>LEI: 3003009Q4IBFSDE24571       | Long             | EC               | CORP              | KY        |    238500 | NS      | $994948.78    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA MERCHANTS PORT HOLDINGS                     | CHINA MERCHANTS PORT HOLDINGS                               | CUSIP: N/A<br>LEI: 529900GA4UH90FUOR048       | Long             | EC               | CORP              | HK        |    648000 | NS      | $1282144.57   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD BK GROUP LTD                             | STANDARD BANK GROUP LTD                                     | CUSIP: N/A<br>LEI: 2549003PEZXUT7MDBU41       | Long             | EC               | CORP              | ZA        |    145221 | NS      | $2786938.82   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| POWERTECH TECHNOLOGY INC                          | POWERTECH TECHNOLOGY INC                                    | CUSIP: N/A<br>LEI: 254900O6KNZXH2RI9Q14       | Long             | EC               | CORP              | TW        |     62000 | NS      | $397228.93    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RADIANT OPTO-ELECTRONICS CORP                     | RADIANT OPTO-ELECTRONICS CORP                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     91000 | NS      | $286345.06    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC BANK LTD                                     | HDFC BANK LTD (DEMAT)                                       | CUSIP: N/A<br>LEI: 335800ZQ6I4E2JXENC50       | Long             | EC               | CORP              | IN        |    512433 | NS      | $4166356.78   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| TIM SA/BRAZIL                                     | TIM SA                                                      | CUSIP: N/A<br>LEI: 529900QI0CH1DN5ZCS77       | Long             | EC               | CORP              | BR        |    675900 | NS      | $3493181.00   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| SBERBANK OF RUSSIA PJSC                           | SBERBANK OF RUSSIA                                          | CUSIP: N/A<br>LEI: 549300WE6TAF5EEWQS81       | Long             | EC               | CORP              | RU        |     38410 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MIXUE GROUP                                       | MIXUE GROUP H                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     63700 | NS      | $2340240.63   | 0.46%             |  |  |  | No            |                  1 | On Loan: —       |
| CITIC LTD                                         | CITIC LTD                                                   | CUSIP: N/A<br>LEI: 2549006I3Q3M98KHOT11       | Long             | EC               | CORP              | HK        |    977000 | NS      | $1608846.34   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI AUTOEVER CORP                             | HYUNDAI AUTOEVER CORP                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       251 | NS      | $76237.53     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PETROCHINA CO LTD                                 | PETROCHINA CO LTD H                                         | CUSIP: N/A<br>LEI: 529900RPY4YG47TRSV05       | Long             | EC               | CORP              | CN        |   4674000 | NS      | $7177688.85   | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMSUNG E and A CO LTD                            | SAMSUNG E and A CO LTD                                      | CUSIP: N/A<br>LEI: 988400HDAY5KIVHGZ188       | Long             | EC               | CORP              | KR        |     51961 | NS      | $1860254.25   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA SHENHUA ENERGY CO LTD                       | CHINA SHENHUA ENERGY CO H                                   | CUSIP: N/A<br>LEI: 529900N9JOX4C108MA40       | Long             | EC               | CORP              | CN        |    943500 | NS      | $5819680.23   | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| LG UPLUS CORP                                     | LG UPLUS CORP                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |    291356 | NS      | $3111568.93   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSIDENG INTERNATIONAL HOLDINGS LTD               | BOSIDENG INTERNATL HOLDING LTD                              | CUSIP: N/A<br>LEI: 254900G7F1RDM4B3S169       | Long             | EC               | CORP              | KY        |   5166000 | NS      | $2809275.25   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| TONGCHENG TRAVEL HOLDINGS LTD                     | TONGCHENG TRAVEL HOLDINGS LTD                               | CUSIP: N/A<br>LEI: 2549004WGGNOPL8NUL61       | Long             | EC               | CORP              | KY        |   1125600 | NS      | $2550426.04   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| POU CHEN CORP                                     | POU CHEN CORP                                               | CUSIP: N/A<br>LEI: 25490027LIXQ7W4PBH18       | Long             | EC               | CORP              | TW        |   2100000 | NS      | $1706670.45   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| HANMI SEMICONDUCTOR CO LTD                        | HANMI SEMICONDUTOR CO LTD                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      1556 | NS      | $386062.57    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EMPRESAS COPEC SA                                 | COPEC SA (CIA DE PETRO CHILE) (CIA DE PETROLEOS DE CHILE)   | CUSIP: N/A<br>LEI: 549300Q3IDJYG6Z7PA50       | Long             | EC               | CORP              | CL        |    296813 | NS      | $2071717.11   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| GCC SAB DE CV                                     | GCC SAB DE CV                                               | CUSIP: N/A<br>LEI: 254900WY9XL8033CKX68       | Long             | EC               | CORP              | MX        |     33600 | NS      | $396016.45    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OTP BANK PLC                                      | OTP BANK (REG)                                              | CUSIP: N/A<br>LEI: 529900W3MOO00A18X956       | Long             | EC               | CORP              | HU        |     19956 | NS      | $2671322.18   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| WIWYNN CORP                                       | WIWYNN CORP                                                 | CUSIP: N/A<br>LEI: 254900FV2R15PMKXFL69       | Long             | EC               | CORP              | TW        |      7000 | NS      | $1032839.40   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMSUNG SDI CO LTD                                | SAMSUNG SDI CO LTD                                          | CUSIP: N/A<br>LEI: 9884002AESDO4YW87G32       | Long             | EC               | CORP              | KR        |      2252 | NS      | $1055245.42   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| INDUSTRIAL and COMMERCIAL BANK OF CHINA           | INDUSTRIAL and COM BK OF CHINA H                            | CUSIP: N/A<br>LEI: 5493002ERZU2K9PZDL40       | Long             | EC               | CORP              | CN        |   4004000 | NS      | $3593185.89   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                      | Fidelity Securities Lending Cash Central Fund               | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   4686584 | NS      | $4687052.75   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGYAR TELEKOM TELECOMMUNICATIONS PLC             | MAGYAR TELEKOM CO                                           | CUSIP: N/A<br>LEI: 529900CA1YDA41X76751       | Long             | EC               | CORP              | HU        |    525497 | NS      | $4152962.87   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| EICHER MOTORS LTD                                 | EICHER MOTORS LTD                                           | CUSIP: N/A<br>LEI: 25490059S64CN2OY7239       | Long             | EC               | CORP              | IN        |     40610 | NS      | $3041671.94   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| EMAAR DEVELOPMENT PJSC                            | EMAAR DEVELOPMENT PJSC                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AE        |   2045515 | NS      | $8119907.62   | 1.60%             |  |  |  | No            |                  1 | On Loan: No      |
| ITAUSA SA                                         | ITAUSA (INVEST ITAU) PFD                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |    988651 | NS      | $2762127.07   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO DE CREDITO E INVERSIONES                    | BANCO DE CREDITO E INVERSIONES                              | CUSIP: N/A<br>LEI: 549300E9E5Y3PKW24142       | Long             | EC               | CORP              | CL        |     25687 | NS      | $1729486.56   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| MEITU INC                                         | MEITU INC                                                   | CUSIP: N/A<br>LEI: 529900P2POH56W116T02       | Long             | EC               | CORP              | KY        |   1712500 | NS      | $909398.44    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SK HYNIX INC                                      | SK HYNIX INC                                                | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |     19850 | NS      | $17210827.94  | 3.39%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIPOD TECHNOLOGY CORP                            | TRIPOD TECHNOLOGY CORP                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     38000 | NS      | $537897.08    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ISUPETASYS CO LTD                                 | ISUPETASYS CO LTD                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      1943 | NS      | $196893.81    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PETROLEO BRASILEIRO-PETROBRAS                     | PETROBRAS PN (PFD REG)                                      | CUSIP: N/A<br>LEI: 5493000J801JZRCMFE49       | Long             | EC               | CORP              | BR        |    795300 | NS      | $7834241.33   | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| BB SEGURIDADE PARTICIPACOES SA                    | BB SEGURIDADE PARTICIPACOES SA                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |    310100 | NS      | $2108660.08   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| HON HAI PRECISION INDUSTRY CO LTD                 | HON HAI PRECISION IND CO LTD                                | CUSIP: N/A<br>LEI: 30030004CM3GSZXX7O56       | Long             | EC               | CORP              | TW        |    482000 | NS      | $3339140.59   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| VALE SA                                           | VALE S.A.                                                   | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | EC               | CORP              | BR        |     76300 | NS      | $1243182.80   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BANGKOK BANK PUBLIC CO LTD                        | BANGKOK BANK PUBLIC CO LTD NVDR                             | CUSIP: N/A<br>LEI: 549300CCL2BKJGMYXV60       | Long             | EC               | CORP              | TH        |    370600 | NS      | $1847457.63   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| LG INNOTEK CO LTD                                 | LG INNOTEK CO LTD                                           | CUSIP: N/A<br>LEI: 988400KTHH2LMUX7EB48       | Long             | EC               | CORP              | KR        |       503 | NS      | $194322.41    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NETEASE INC                                       | NETEASE INC                                                 | CUSIP: N/A<br>LEI: 5299004AF4DSJDB0PA32       | Long             | EC               | CORP              | KY        |    124600 | NS      | $2847091.11   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC ASSET MANAGEMENT CO LTD                      | HDFC ASSET MANAGEMENT CO LTD                                | CUSIP: N/A<br>LEI: 3358002FLK8AK8WSEP31       | Long             | EC               | CORP              | IN        |     50121 | NS      | $1432439.71   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| GRUPO DE INVERSIONES SURAMERICANA S A             | GRUPO DE INV SURAMERICANA SA                                | CUSIP: N/A<br>LEI: 549300AC1Q176TZL0305       | Long             | EC               | CORP              | CO        |    114689 | NS      | $1619543.24   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| MULTI COMMODITY EXCHANGE OF INDIA LTD             | MULTI CMDTY EX OF IND LTD                                   | CUSIP: N/A<br>LEI: 254900BTZEPM27IOAM68       | Long             | EC               | CORP              | IN        |     50596 | NS      | $1583921.14   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA RESOURCES MIXC LIFESTYLE SERVICES LTD       | CHINA RESOURCES MIXC LIFESTYLE SERVICES LTD                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |   1621000 | NS      | $9692374.66   | 1.91%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENBRO MICOM CO LTD                              | CHENBRO MICOM CO LTD                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     11000 | NS      | $392305.39    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| INFOSYS LTD                                       | INFOSYS LTD                                                 | CUSIP: N/A<br>LEI: 335800TYLGG93MM7PR89       | Long             | EC               | CORP              | IN        |    161023 | NS      | $2004946.40   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| COAL INDIA LTD                                    | COAL INDIA LTD                                              | CUSIP: N/A<br>LEI: 335800NLJQZNHM9LBB31       | Long             | EC               | CORP              | IN        |    976332 | NS      | $4952444.10   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| XD INC                                            | XD INC                                                      | CUSIP: N/A<br>LEI: 655600SO97YJOKFJGL95       | Long             | EC               | CORP              | KY        |    141000 | NS      | $1123140.26   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CTBC FINANCIAL HOLDING CO LTD                     | CTBC FINL HLDG CO LTD                                       | CUSIP: N/A<br>LEI: 549300IWDYIFW6JXM387       | Long             | EC               | CORP              | TW        |   1677000 | NS      | $2768139.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| HERO MOTOCORP LTD                                 | HERO MOTOCORP LTD                                           | CUSIP: N/A<br>LEI: 335800Q49FBMZJTRLK49       | Long             | EC               | CORP              | IN        |     48696 | NS      | $2616068.84   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMSUNG ELECTRO-MECHANICS CO                      | SAMSUNG ELECTRO-MECHANICS CO                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      2046 | NS      | $1147702.27   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI STEEL CO                                  | HYUNDAI STEEL CO                                            | CUSIP: N/A<br>LEI: 9884006EYA94IB2C3132       | Long             | EC               | CORP              | KR        |     46609 | NS      | $1337117.68   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-30

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

**Signature:** Stacie M. Smith

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

**Title:** President and Treasurer