# EDGAR Filing Document

**Accession Number:** 0000945908
**File Stem:** 0000035402-26-001950
**Filing Date:** 2026-3
**Character Count:** 115146
**Document Hash:** 9a9e37cbd0a8adc0029def8b9e872573
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-001950.hdr.sgml**: 20260325

**ACCESSION NUMBER**: 0000035402-26-001950

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260325

**DATE AS OF CHANGE**: 20260325

**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:** 26790493

**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            |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity® Emerging Markets Multifactor ETF**

**January 31, 2026**

EMK-NPRT1-0426

1.9893931.106 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 99.3%** | &nbsp;&nbsp;**Common Stocks - 99.3%** | &nbsp;&nbsp;**Common Stocks - 99.3%** |
|  | Shares | Value ($)<br>|
| BRAZIL - 3.3%  |  |  |
| Consumer Discretionary - 1.0% |  |  |
| Specialty Retail - 1.0% |  |  |
| Vibra Energia SA  | 781168 | 4291124 |
| Energy - 1.2% |  |  |
| Oil, Gas & Consumable Fuels - 1.2% |  |  |
| Petroleo Brasileiro SA - Petrobras (PN)  | 761100 | 5489230 |
| Financials - 0.9% |  |  |
| Banks - 0.5% |  |  |
| Itausa SA  | 892551 | 2328742 |
| Insurance - 0.4% |  |  |
| BB Seguridade Participacoes SA  | 229400 | 1634769 |
| TOTAL FINANCIALS |  | 3963511 |
| Materials - 0.2% |  |  |
| Metals & Mining - 0.2% |  |  |
| Vale SA  | 64700 | 1042011 |
| TOTAL BRAZIL |  | 14785876 |
| CHILE - 2.3%  |  |  |
| Consumer Discretionary - 1.8% |  |  |
| Broadline Retail - 1.0% |  |  |
| Falabella SA  | 557939 | 4384737 |
| Specialty Retail - 0.8% |  |  |
| Empresas Copec SA  | 410254 | 3540626 |
| TOTAL CONSUMER DISCRETIONARY |  | 7925363 |
| Financials - 0.5% |  |  |
| Banks - 0.5% |  |  |
| Banco de Credito e Inversiones SA  | 34287 | 2581469 |
| TOTAL CHILE |  | 10506832 |
| CHINA - 29.6%  |  |  |
| Communication Services - 8.2% |  |  |
| Diversified Telecommunication Services - 0.2% |  |  |
| China Tower Corp Ltd H Shares (b)(c) | 710300 | 1024108 |
| Entertainment - 1.6% |  |  |
| Kingsoft Corp Ltd  | 201200 | 775976 |
| NetEase Cloud Music Inc (b)(c)(d) | 25450 | 588207 |
| Netease Inc  | 97100 | 2548818 |
| Tencent Music Entertainment Group Class A ADR  | 124778 | 2093775 |
| XD Inc (c) | 120600 | 1327269 |
|  |  | 7334045 |
| Interactive Media & Services - 6.2% |  |  |
| Baidu Inc A Shares (d) | 157850 | 3088400 |
| Bilibili Inc Z Shares (d) | 43500 | 1520609 |
| Kuaishou Technology B Shares (b)(c) | 187300 | 1922237 |
| Meitu Inc (b)(c) | 594000 | 587177 |
| Tencent Holdings Ltd  | 259200 | 20112835 |
|  |  | 27231258 |
| Media - 0.2% |  |  |
| China Literature Ltd (b)(c)(d) | 203200 | 931478 |
| TOTAL COMMUNICATION SERVICES |  | 36520889 |
| Consumer Discretionary - 9.0% |  |  |
| Automobile Components - 0.4% |  |  |
| Fuyao Glass Industry Group Co Ltd H Shares (b)(c) | 221600 | 1896867 |
| Automobiles - 0.7% |  |  |
| Geely Automobile Holdings Ltd  | 814000 | 1677050 |
| Guangzhou Automobile Group Co Ltd H Shares (e) | 3554000 | 1670126 |
|  |  | 3347176 |
| Broadline Retail - 4.3% |  |  |
| Alibaba Group Holding Ltd  | 738100 | 15991207 |
| JD.com Inc A Shares  | 204750 | 2946835 |
|  |  | 18938042 |
| Hotels, Restaurants & Leisure - 1.6% |  |  |
| Haidilao International Holding Ltd (b)(c) | 835000 | 1708555 |
| Tongcheng Travel Holdings Ltd (c) | 595200 | 1771188 |
| TravelSky Technology Ltd H Shares  | 895000 | 1218209 |
| Yum China Holdings Inc (Hong Kong)  | 43850 | 2184162 |
|  |  | 6882114 |
| Household Durables - 0.9% |  |  |
| Haier Smart Home Co Ltd H Shares  | 561800 | 1855953 |
| Midea Group Co Ltd H Shares  | 182200 | 1998212 |
|  |  | 3854165 |
| Specialty Retail - 0.4% |  |  |
| Pop Mart International Group Ltd (b)(c) | 69000 | 1975543 |
| Textiles, Apparel & Luxury Goods - 0.7% |  |  |
| ANTA Sports Products Ltd  | 167800 | 1681287 |
| Bosideng International Holdings Ltd  | 2560000 | 1563594 |
|  |  | 3244881 |
| TOTAL CONSUMER DISCRETIONARY |  | 40138788 |
| Energy - 3.0% |  |  |
| Oil, Gas & Consumable Fuels - 3.0% |  |  |
| China Shenhua Energy Co Ltd H Shares  | 908000 | 5001749 |
| Inner Mongolia Yitai Coal Co Ltd B Shares  | 1597237 | 3194474 |
| PetroChina Co Ltd H Shares  | 4300000 | 5109543 |
| TOTAL ENERGY |  | 13305766 |
| Financials - 4.1% |  |  |
| Banks - 3.3% |  |  |
| Agricultural Bank of China Ltd H Shares  | 2347000 | 1643865 |
| Bank of China Ltd H Shares  | 4092000 | 2446911 |
| Bank of Communications Co Ltd H Shares  | 1491000 | 1282958 |
| China CITIC Bank Corp Ltd H Shares  | 1006000 | 937767 |
| China Construction Bank Corp H Shares  | 3898000 | 3948063 |
| China Everbright Bank Co Ltd H Shares  | 1502000 | 626979 |
| Chongqing Rural Commercial Bank Co Ltd H Shares  | 842000 | 628559 |
| Industrial & Commercial Bank of China Ltd H Shares  | 3612000 | 3001636 |
|  |  | 14516738 |
| Consumer Finance - 0.1% |  |  |
| Qfin Holdings Inc Class A ADR  | 39674 | 616931 |
| Insurance - 0.7% |  |  |
| New China Life Insurance Co Ltd H Shares  | 128700 | 1047273 |
| People's Insurance Co Group of China Ltd/The H Shares  | 1092000 | 950817 |
| PICC Property & Casualty Co Ltd H Shares  | 516000 | 1069701 |
|  |  | 3067791 |
| TOTAL FINANCIALS |  | 18201460 |
| Health Care - 1.4% |  |  |
| Biotechnology - 0.6% |  |  |
| 3SBio Inc (b)(c) | 848500 | 2531473 |
| Life Sciences Tools & Services - 0.8% |  |  |
| Wuxi Apptec Co Ltd H Shares (b)(c) | 265600 | 3781800 |
| TOTAL HEALTH CARE |  | 6313273 |
| Industrials - 0.5% |  |  |
| Construction & Engineering - 0.2% |  |  |
| China Communications Services Corp Ltd H Shares  | 1474000 | 898401 |
| Machinery - 0.1% |  |  |
| Yangzijiang Shipbuildling (Holdings) Ltd  | 224900 | 591935 |
| Transportation Infrastructure - 0.2% |  |  |
| China Merchants Port Holdings Co Ltd  | 450000 | 906373 |
| TOTAL INDUSTRIALS |  | 2396709 |
| Information Technology - 1.0% |  |  |
| Communications Equipment - 0.1% |  |  |
| ZTE Corp H Shares (e) | 142600 | 517470 |
| Electronic Equipment, Instruments & Components - 0.1% |  |  |
| Kingboard Holdings Ltd  | 112500 | 455779 |
| Technology Hardware, Storage & Peripherals - 0.8% |  |  |
| Lenovo Group Ltd  | 474000 | 538961 |
| Xiaomi Corp B Shares (b)(c)(d) | 616800 | 2803744 |
|  |  | 3342705 |
| TOTAL INFORMATION TECHNOLOGY |  | 4315954 |
| Materials - 0.1% |  |  |
| Metals & Mining - 0.1% |  |  |
| China Hongqiao Group Ltd  | 219500 | 1015191 |
| Real Estate - 2.3% |  |  |
| Real Estate Management & Development - 2.3% |  |  |
| China Resources Mixc Lifestyle Services Ltd (b)(c) | 1732000 | 10272640 |
| TOTAL CHINA |  | 132480670 |
| CZECH REPUBLIC - 0.4%  |  |  |
| Financials - 0.4% |  |  |
| Banks - 0.4% |  |  |
| Moneta Money Bank AS (b)(c) | 193778 | 1951459 |
| EGYPT - 0.5%  |  |  |
| Financials - 0.5% |  |  |
| Banks - 0.5% |  |  |
| Commercial International Bank - Egypt (CIB)  | 825452 | 2356927 |
| GREECE - 1.4%  |  |  |
| Consumer Discretionary - 1.0% |  |  |
| Hotels, Restaurants & Leisure - 0.5% |  |  |
| OPAP SA  | 117131 | 2368864 |
| Specialty Retail - 0.5% |  |  |
| JUMBO SA  | 77369 | 2304732 |
| TOTAL CONSUMER DISCRETIONARY |  | 4673596 |
| Financials - 0.4% |  |  |
| Banks - 0.4% |  |  |
| Optima bank SA  | 162107 | 1670086 |
| TOTAL GREECE |  | 6343682 |
| HONG KONG - 0.8%  |  |  |
| Communication Services - 0.2% |  |  |
| Entertainment - 0.2% |  |  |
| Damai Entertainment Holdings Ltd (d) | 5620000 | 712421 |
| Health Care - 0.6% |  |  |
| Pharmaceuticals - 0.6% |  |  |
| United Laboratories International Holdings Ltd/The (e) | 1786000 | 2721411 |
| TOTAL HONG KONG |  | 3433832 |
| HUNGARY - 2.8%  |  |  |
| Communication Services - 0.7% |  |  |
| Diversified Telecommunication Services - 0.7% |  |  |
| Magyar Telekom Telecommunications PLC  | 508720 | 3175595 |
| Energy - 0.8% |  |  |
| Oil, Gas & Consumable Fuels - 0.8% |  |  |
| MOL Hungarian Oil & Gas PLC Class A  | 300976 | 3695517 |
| Financials - 0.7% |  |  |
| Banks - 0.7% |  |  |
| OTP Bank Nyrt  | 23894 | 3026379 |
| Health Care - 0.6% |  |  |
| Pharmaceuticals - 0.6% |  |  |
| Richter Gedeon Nyrt  | 81999 | 2759148 |
| TOTAL HUNGARY |  | 12656639 |
| INDIA - 10.1%  |  |  |
| Consumer Discretionary - 2.5% |  |  |
| Automobile Components - 0.4% |  |  |
| Bosch Ltd  | 4862 | 1930793 |
| Automobiles - 2.1% |  |  |
| Eicher Motors Ltd  | 39067 | 3024919 |
| Hero MotoCorp Ltd  | 48112 | 2894434 |
| Maruti Suzuki India Ltd  | 19793 | 3141275 |
|  |  | 9060628 |
| TOTAL CONSUMER DISCRETIONARY |  | 10991421 |
| Energy - 0.9% |  |  |
| Oil, Gas & Consumable Fuels - 0.9% |  |  |
| Coal India Ltd  | 836844 | 4009664 |
| Financials - 3.3% |  |  |
| Banks - 2.4% |  |  |
| Bank of Baroda  | 248651 | 809307 |
| Federal Bank Ltd  | 314424 | 983563 |
| HDFC Bank Ltd  | 429406 | 4337824 |
| ICICI Bank Ltd  | 210732 | 3104138 |
| State Bank of India  | 125929 | 1474596 |
|  |  | 10709428 |
| Capital Markets - 0.5% |  |  |
| HDFC Asset Management Co Ltd (b)(c) | 24802 | 678292 |
| Multi Commodity Exchange of India Ltd  | 37358 | 1025435 |
| Nippon Life India Asset Management Ltd (b)(c) | 68582 | 654674 |
|  |  | 2358401 |
| Financial Services - 0.2% |  |  |
| One 97 Communications Ltd (d) | 58760 | 726615 |
| Insurance - 0.2% |  |  |
| HDFC Life Insurance Co Ltd (b)(c) | 100126 | 795674 |
| TOTAL FINANCIALS |  | 14590118 |
| Health Care - 1.4% |  |  |
| Life Sciences Tools & Services - 0.7% |  |  |
| Divi's Laboratories Ltd  | 49195 | 3236080 |
| Pharmaceuticals - 0.7% |  |  |
| Cipla Ltd/India  | 209359 | 3013359 |
| TOTAL HEALTH CARE |  | 6249439 |
| Industrials - 0.6% |  |  |
| Aerospace & Defense - 0.4% |  |  |
| Bharat Electronics Ltd  | 199195 | 972290 |
| Hindustan Aeronautics Ltd (c) | 14680 | 737196 |
|  |  | 1709486 |
| Electrical Equipment - 0.1% |  |  |
| Hitachi Energy India Ltd  | 2719 | 557530 |
| Professional Services - 0.1% |  |  |
| Computer Age Management Services Ltd  | 71235 | 538246 |
| TOTAL INDUSTRIALS |  | 2805262 |
| Information Technology - 1.2% |  |  |
| IT Services - 1.1% |  |  |
| HCL Technologies Ltd  | 47465 | 874919 |
| Infosys Ltd  | 132815 | 2369337 |
| Tata Consultancy Services Ltd  | 39761 | 1350286 |
| Wipro Ltd  | 165381 | 425914 |
|  |  | 5020456 |
| Software - 0.1% |  |  |
| Oracle Financial Services Software Ltd  | 2903 | 244895 |
| TOTAL INFORMATION TECHNOLOGY |  | 5265351 |
| Materials - 0.2% |  |  |
| Chemicals - 0.0% |  |  |
| Coromandel International Ltd  | 12096 | 300153 |
| Metals & Mining - 0.2% |  |  |
| NMDC Ltd  | 440868 | 389214 |
| Vedanta Ltd  | 84355 | 625000 |
|  |  | 1014214 |
| TOTAL MATERIALS |  | 1314367 |
| TOTAL INDIA |  | 45225622 |
| INDONESIA - 1.8%  |  |  |
| Communication Services - 0.5% |  |  |
| Diversified Telecommunication Services - 0.5% |  |  |
| Telkom Indonesia Persero Tbk PT  | 10448800 | 2241029 |
| Energy - 0.8% |  |  |
| Oil, Gas & Consumable Fuels - 0.8% |  |  |
| United Tractors Tbk PT  | 2240700 | 3477524 |
| Health Care - 0.4% |  |  |
| Pharmaceuticals - 0.4% |  |  |
| Kalbe Farma Tbk PT  | 27239500 | 1858161 |
| Industrials - 0.1% |  |  |
| Industrial Conglomerates - 0.1% |  |  |
| Astra International Tbk PT  | 1477100 | 558807 |
| TOTAL INDONESIA |  | 8135521 |
| KOREA (SOUTH) - 13.9%  |  |  |
| Communication Services - 0.7% |  |  |
| Diversified Telecommunication Services - 0.4% |  |  |
| LG Uplus Corp  | 149737 | 1664438 |
| Entertainment - 0.3% |  |  |
| Krafton Inc (d) | 7516 | 1326291 |
| TOTAL COMMUNICATION SERVICES |  | 2990729 |
| Consumer Discretionary - 1.8% |  |  |
| Automobile Components - 1.1% |  |  |
| Hankook Tire & Technology Co Ltd  | 47193 | 2081947 |
| Hyundai Mobis Co Ltd  | 9159 | 2857018 |
|  |  | 4938965 |
| Automobiles - 0.7% |  |  |
| Kia Corp  | 29386 | 3115398 |
| TOTAL CONSUMER DISCRETIONARY |  | 8054363 |
| Financials - 1.2% |  |  |
| Banks - 0.9% |  |  |
| BNK Financial Group Inc  | 145430 | 1678194 |
| Woori Financial Group Inc  | 102350 | 2150957 |
|  |  | 3829151 |
| Insurance - 0.3% |  |  |
| DB Insurance Co Ltd  | 17023 | 1686452 |
| TOTAL FINANCIALS |  | 5515603 |
| Health Care - 1.5% |  |  |
| Biotechnology - 0.7% |  |  |
| PharmaResearch Co Ltd  | 7345 | 2416186 |
| Samsung Episholdings Co Ltd  | 1553 | 653826 |
|  |  | 3070012 |
| Life Sciences Tools & Services - 0.8% |  |  |
| Samsung Biologics Co Ltd (b)(c)(d) | 2893 | 3507215 |
| TOTAL HEALTH CARE |  | 6577227 |
| Industrials - 1.1% |  |  |
| Air Freight & Logistics - 0.3% |  |  |
| Hyundai Glovis Co Ltd  | 7928 | 1332900 |
| Construction & Engineering - 0.2% |  |  |
| Samsung E&A Co Ltd  | 42369 | 906604 |
| Industrial Conglomerates - 0.4% |  |  |
| GS Holdings Corp  | 21984 | 1049258 |
| LG Corp  | 14966 | 953440 |
|  |  | 2002698 |
| Machinery - 0.2% |  |  |
| Doosan Bobcat Inc  | 19771 | 807651 |
| TOTAL INDUSTRIALS |  | 5049853 |
| Information Technology - 7.5% |  |  |
| Electronic Equipment, Instruments & Components - 0.2% |  |  |
| Hanwha Vision Co Ltd (d) | 2056 | 88273 |
| LG Display Co Ltd (d) | 17766 | 144039 |
| LG Innotek Co Ltd  | 829 | 141104 |
| Samsung Electro-Mechanics Co Ltd  | 2308 | 447361 |
|  |  | 820777 |
| IT Services - 0.0% |  |  |
| Samsung SDS Co Ltd  | 1640 | 197224 |
| Semiconductors & Semiconductor Equipment - 2.7% |  |  |
| Hanmi Semiconductor Co Ltd  | 2077 | 304465 |
| LEENO Industrial Inc  | 2706 | 199087 |
| SK Hynix Inc  | 18297 | 11554796 |
|  |  | 12058348 |
| Technology Hardware, Storage & Peripherals - 4.6% |  |  |
| Samsung Electronics Co Ltd  | 183888 | 20504394 |
| TOTAL INFORMATION TECHNOLOGY |  | 33580743 |
| Materials - 0.1% |  |  |
| Chemicals - 0.1% |  |  |
| Kumho Petrochemical Co Ltd  | 3782 | 378621 |
| Metals & Mining - 0.0% |  |  |
| Hyundai Steel Co  | 13412 | 291180 |
| TOTAL MATERIALS |  | 669801 |
| TOTAL KOREA (SOUTH) |  | 62438319 |
| MALAYSIA - 1.9%  |  |  |
| Communication Services - 0.5% |  |  |
| Diversified Telecommunication Services - 0.5% |  |  |
| Telekom Malaysia Bhd  | 1023300 | 2050753 |
| Financials - 0.5% |  |  |
| Banks - 0.5% |  |  |
| RHB Bank Bhd  | 1099800 | 2357511 |
| Health Care - 0.8% |  |  |
| Health Care Providers & Services - 0.8% |  |  |
| IHH Healthcare Bhd  | 1596000 | 3627641 |
| Materials - 0.1% |  |  |
| Chemicals - 0.1% |  |  |
| Petronas Chemicals Group Bhd  | 383500 | 314233 |
| TOTAL MALAYSIA |  | 8350138 |
| MEXICO - 2.0%  |  |  |
| Industrials - 0.4% |  |  |
| Transportation Infrastructure - 0.4% |  |  |
| Grupo Aeroportuario del Centro Norte SAB de CV Series B  | 34200 | 501456 |
| Grupo Aeroportuario del Sureste SAB de CV Series B  | 15920 | 554874 |
| Promotora y Operadora de Infraestructura SAB de CV  | 36115 | 568904 |
| TOTAL INDUSTRIALS |  | 1625234 |
| Real Estate - 1.6% |  |  |
| Diversified REITs - 1.6% |  |  |
| Fibra Uno Administracion SA de CV  | 4680500 | 7333602 |
| TOTAL MEXICO |  | 8958836 |
| POLAND - 0.8%  |  |  |
| Financials - 0.5% |  |  |
| Insurance - 0.5% |  |  |
| Powszechny Zaklad Ubezpieczen SA  | 95736 | 1897205 |
| Information Technology - 0.3% |  |  |
| Software - 0.3% |  |  |
| Asseco Poland SA  | 24221 | 1483526 |
| TOTAL POLAND |  | 3380731 |
| QATAR - 0.7%  |  |  |
| Communication Services - 0.6% |  |  |
| Diversified Telecommunication Services - 0.6% |  |  |
| Ooredoo QPSC  | 699976 | 2729926 |
| Materials - 0.1% |  |  |
| Chemicals - 0.1% |  |  |
| Mesaieed Petrochemical Holding Co  | 988696 | 297070 |
| TOTAL QATAR |  | 3026996 |
| RUSSIA - 0.0%  |  |  |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| Gazprom PJSC (d)(f) | 14450 | 0 |
| Surgutneftegas PAO (d)(f) | 56600 | 0 |
| TOTAL ENERGY |  | 0 |
| Financials - 0.0% |  |  |
| Banks - 0.0% |  |  |
| Sberbank of Russia PJSC (d)(f) | 38410 | 0 |
| VTB Bank PJSC (d)(f) | 18380 | 0 |
| TOTAL FINANCIALS |  | 0 |
| Materials - 0.0% |  |  |
| Metals & Mining - 0.0% |  |  |
| GMK Norilskiy Nickel PAO (d)(f) | 18800 | 0 |
| Utilities - 0.0% |  |  |
| Electric Utilities - 0.0% |  |  |
| Inter RAO UES PJSC (d)(f) | 7348600 | 1 |
| TOTAL RUSSIA |  | 1 |
| SAUDI ARABIA - 1.2%  |  |  |
| Financials - 1.0% |  |  |
| Banks - 1.0% |  |  |
| Al Rajhi Bank  | 92032 | 2630397 |
| Riyad Bank  | 138106 | 1034681 |
| Saudi Investment Bank/The  | 194978 | 727782 |
| TOTAL FINANCIALS |  | 4392860 |
| Materials - 0.2% |  |  |
| Chemicals - 0.2% |  |  |
| SABIC Agri-Nutrients Co  | 13241 | 441284 |
| Saudi Aramco Base Oil Co  | 13065 | 364707 |
| TOTAL MATERIALS |  | 805991 |
| TOTAL SAUDI ARABIA |  | 5198851 |
| SINGAPORE - 0.3%  |  |  |
| Financials - 0.1% |  |  |
| Capital Markets - 0.1% |  |  |
| Yangzijiang Financial Holding Ltd  | 2083700 | 582911 |
| Industrials - 0.2% |  |  |
| Marine Transportation - 0.2% |  |  |
| Yangzijiang Maritime Development Ltd  | 2072400 | 979858 |
| TOTAL SINGAPORE |  | 1562769 |
| SOUTH AFRICA - 1.8%  |  |  |
| Energy - 0.7% |  |  |
| Oil, Gas & Consumable Fuels - 0.7% |  |  |
| Exxaro Resources Ltd  | 289797 | 3331920 |
| Financials - 1.1% |  |  |
| Banks - 0.7% |  |  |
| Standard Bank Group Ltd  | 150339 | 2800360 |
| Insurance - 0.4% |  |  |
| Momentum Group Ltd  | 762787 | 1791687 |
| TOTAL FINANCIALS |  | 4592047 |
| TOTAL SOUTH AFRICA |  | 7923967 |
| TAIWAN - 18.8%  |  |  |
| Communication Services - 1.1% |  |  |
| Entertainment - 0.3% |  |  |
| International Games System Co Ltd  | 67000 | 1524372 |
| Wireless Telecommunication Services - 0.8% |  |  |
| Far EasTone Telecommunications Co Ltd  | 616000 | 1738189 |
| Taiwan Mobile Co Ltd  | 491000 | 1646028 |
|  |  | 3384217 |
| TOTAL COMMUNICATION SERVICES |  | 4908589 |
| Consumer Discretionary - 0.3% |  |  |
| Textiles, Apparel & Luxury Goods - 0.3% |  |  |
| Pou Chen Corp  | 1607000 | 1554914 |
| Financials - 1.7% |  |  |
| Banks - 1.7% |  |  |
| Chang Hwa Commercial Bank Ltd  | 2120000 | 1374261 |
| CTBC Financial Holding Co Ltd  | 1488000 | 2406711 |
| Shanghai Commercial & Savings Bank Ltd/The  | 957000 | 1201192 |
| Taichung Commercial Bank Co Ltd  | 1788618 | 1136713 |
| Union Bank Of Taiwan  | 2175000 | 1292421 |
| TOTAL FINANCIALS |  | 7411298 |
| Industrials - 0.3% |  |  |
| Industrial Conglomerates - 0.3% |  |  |
| Far Eastern New Century Corp  | 1316000 | 1162529 |
| Information Technology - 15.4% |  |  |
| Communications Equipment - 0.3% |  |  |
| Accton Technology Corp  | 27000 | 956626 |
| WNC Corp /Taiwan  | 90000 | 529075 |
|  |  | 1485701 |
| Electronic Equipment, Instruments & Components - 1.3% |  |  |
| Chroma ATE Inc  | 35000 | 1089927 |
| Elite Material Co Ltd  | 19000 | 1053543 |
| Foxconn Technology Co Ltd  | 179000 | 326489 |
| Largan Precision Co Ltd  | 7000 | 536066 |
| Lotes Co Ltd  | 10000 | 454401 |
| Simplo Technology Co Ltd  | 29000 | 318382 |
| Synnex Technology International Corp  | 184000 | 382968 |
| Tripod Technology Corp  | 48000 | 571211 |
| WT Microelectronics Co Ltd  | 88000 | 436225 |
| Zhen Ding Technology Holding Ltd  | 95000 | 590165 |
|  |  | 5759377 |
| Semiconductors & Semiconductor Equipment - 12.8% |  |  |
| ASE Technology Holding Co Ltd  | 176000 | 1661010 |
| Jentech Precision Industrial Co Ltd  | 9000 | 812202 |
| MediaTek Inc  | 60000 | 3355578 |
| Novatek Microelectronics Corp  | 40000 | 476644 |
| Phison Electronics Corp  | 23000 | 1739435 |
| Powertech Technology Inc  | 97000 | 782904 |
| Radiant Opto-Electronics Corp  | 82000 | 317890 |
| Realtek Semiconductor Corp  | 33000 | 507007 |
| Taiwan Semiconductor Manufacturing Co Ltd  | 818000 | 46137592 |
| Topco Scientific Co Ltd  | 38000 | 390022 |
| United Microelectronics Corp  | 614000 | 1217464 |
|  |  | 57397748 |
| Technology Hardware, Storage & Peripherals - 1.0% |  |  |
| Advantech Co Ltd  | 44000 | 418748 |
| Asustek Computer Inc  | 37000 | 583159 |
| Catcher Technology Co Ltd  | 65000 | 414125 |
| Chicony Electronics Co Ltd  | 93000 | 345758 |
| Compal Electronics Inc  | 452000 | 470384 |
| Getac Holdings Corp  | 92000 | 328885 |
| King Slide Works Co Ltd  | 6000 | 598665 |
| Lite-On Technology Corp  | 152000 | 792119 |
| Pegatron Corp  | 182000 | 403095 |
|  |  | 4354938 |
| TOTAL INFORMATION TECHNOLOGY |  | 68997764 |
| TOTAL TAIWAN |  | 84035094 |
| THAILAND - 1.8%  |  |  |
| Communication Services - 0.5% |  |  |
| Wireless Telecommunication Services - 0.5% |  |  |
| Advanced Info Service PCL depository receipt  | 211600 | 2347001 |
| Energy - 0.8% |  |  |
| Oil, Gas & Consumable Fuels - 0.8% |  |  |
| PTT Exploration & Production PCL depository receipt  | 888300 | 3458343 |
| Financials - 0.5% |  |  |
| Banks - 0.5% |  |  |
| Krung Thai Bank PCL depository receipt  | 2325700 | 2088067 |
| TOTAL THAILAND |  | 7893411 |
| TURKEY - 0.2%  |  |  |
| Industrials - 0.2% |  |  |
| Construction & Engineering - 0.2% |  |  |
| Enka Insaat ve Sanayi AS  | 368854 | 829855 |
| UNITED ARAB EMIRATES - 2.9%  |  |  |
| Financials - 0.7% |  |  |
| Banks - 0.7% |  |  |
| Abu Dhabi Islamic Bank PJSC  | 244684 | 1621611 |
| Dubai Islamic Bank PJSC  | 572918 | 1506919 |
| TOTAL FINANCIALS |  | 3128530 |
| Industrials - 0.1% |  |  |
| Transportation Infrastructure - 0.1% |  |  |
| Salik Co PJSC  | 364392 | 633009 |
| Real Estate - 2.1% |  |  |
| Real Estate Management & Development - 2.1% |  |  |
| Emaar Development PJSC  | 1924895 | 9014797 |
| TOTAL UNITED ARAB EMIRATES |  | 12776336 |
| UNITED STATES - 0.0%  |  |  |
| Materials - 0.0% |  |  |
| Construction Materials - 0.0% |  |  |
| GCC SAB de CV  | 32400 | 353212 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $374,828,410) |  | <br> **444605576** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Preferred Stocks - 0.6%** | &nbsp;&nbsp;**Non-Convertible Preferred Stocks - 0.6%** | &nbsp;&nbsp;**Non-Convertible Preferred Stocks - 0.6%** |
|  | Shares | Value ($)<br>|
| COLOMBIA - 0.6%  |  |  |
| Financials - 0.6% |  |  |
| Banks - 0.6% |  |  |
| Grupo Cibest SA non-voting shares  | 139534 | 2870882 |
| RUSSIA - 0.0%  |  |  |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| Transneft PJSC (d)(f) | 1200 | 0 |
| <br> **TOTAL NON-CONVERTIBLE PREFERRED STOCKS**<br> (Cost $1,984,338) |  | <br> **2870882** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 0.0%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 0.0%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 0.0%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 0.0%** |
|  | Yield (%) (h) | Principal<br> Amount (a)<br>| Value ($)<br>|
| US Treasury Bills 0% 2/12/2026 (i)<br>(Cost $19,977)<br>| 3.82 | 20000 | **19980** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 1.1%** | &nbsp;&nbsp;**Money Market Funds - 1.1%** | &nbsp;&nbsp;**Money Market Funds - 1.1%** | &nbsp;&nbsp;**Money Market Funds - 1.1%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (j) | 3.70 | 330104 | 330171 |
| Fidelity Securities Lending Cash Central Fund (j)(k) | 3.70 | 4555443 | 4555898 |
| <br> **TOTAL MONEY MARKET FUNDS**<br> (Cost $4,886,069) |  |  | **4886069** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 101.0%**<br> (Cost $381,718,794)<br>| <br>**452382507** |
| **NET OTHER ASSETS (LIABILITIES) - (1.0)%** (g)  | **(4281251)** |
| **NET ASSETS - 100.0%** | **448101256** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  |
|  | Number <br> of contracts | Expiration <br> Date | Notional <br> Amount ($)<br>| Unrealized<br> Appreciation/<br> (Depreciation) ($)<br>|
| LONG |  |  |  |  |
| Equity Contracts |  |  |  |  |
| ICE MSCI Emerging Markets Index Contracts (United States) | 7 | 3/2026 | 532280 | 43096 |
| The notional amount of long futures as a percentage of Net Assets is 0.1%. | The notional amount of long futures as a percentage of Net Assets is 0.1%. | The notional amount of long futures as a percentage of Net Assets is 0.1%. | The notional amount of long futures as a percentage of Net Assets is 0.1%. | The notional amount of long futures as a percentage of Net Assets is 0.1%. |

---

**Legend**

(a) Amount is stated in United States dollars unless otherwise noted.

(b) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $37,611,143 or 8.4% of net assets.

(c) Security exempt from registration under Regulation S of the Securities Act of 1933 and may be resold to qualified foreign investors outside of the United States. At the end of the period, the value of securities amounted to $41,446,796 or 9.2% of net assets.

(d) Non-income producing.

(e) Security or a portion of the security is on loan at period end.

(f) Level 3 security.

(g) Includes $24,872 of cash collateral to cover margin requirements for futures contracts.

(h) Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.

(i) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $19,980.

(j) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.

(k) Investment made with cash collateral received from securities on loan.

**Affiliated Central Funds**

Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period  | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund | 498031 | 46422305 | 46590910 | 20152 | 745 | - | 330171 | 330104 | 0.0% |
| Fidelity Securities Lending Cash Central Fund | 3262519 | 8663777 | 7370346 | 6029 | (52) | - | 4555898 | 4555443 | 0.0% |
| Total | 3760550 | 55086082 | 53961256 | 26181 | 693 | - | 4886069 |  |  |

---

Amounts in the dividend income column in the above table include any capital gain distributions from underlying funds.

Amounts in the dividend income column for Fidelity Securities Lending Cash Central Fund represents the income earned on investing cash collateral, less rebates paid to borrowers and any lending agent fees associated with the loan, plus any premium income received for lending certain types of securities.

**Investment Valuation**

Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Securities transactions are accounted for as of trade date. The Board of Trustees (the Board) has designated the Fund's investment adviser as the valuation designee responsible for the fair valuation function and performing fair value determinations as needed. The investment adviser has established a Fair Value Committee (the Committee) to carry out the day-to-day fair valuation responsibilities and has adopted policies and procedures to govern the fair valuation process and the activities of the Committee. In accordance with these fair valuation policies and procedures, which have been approved by the Board, the Fund attempts to obtain prices from one or more third party pricing services or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with the policies and procedures. Factors used in determining fair value vary by investment type and may include market or investment specific events, transaction data, estimated cash flows, and market observations of comparable investments. The frequency that the fair valuation procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee manages the Fund's fair valuation practices and maintains the fair valuation policies and procedures. The Fund's investment adviser reports to the Board information regarding the fair valuation process and related material matters.

The inputs to valuation techniques used to value investments are categorized into a disclosure hierarchy consisting of three levels as shown below:

Level 1 - Unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)

Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)

Valuation techniques used to value investments by major category are as follows:

Equity securities, including restricted securities, for which market quotations are readily available, are valued at the last reported sale price or official closing price as reported by a third party pricing service on the primary market or exchange on which they are traded and are categorized as Level 1 in the hierarchy. In the event there were no sales during the day or closing prices are not available, securities are valued at the last quoted bid price or may be valued using the last available price and are generally categorized as Level 2 in the hierarchy. For any foreign equity securities, when market or security specific events arise, comparisons to the valuation of American Depositary Receipts (ADRs), futures contracts, Exchange-Traded Funds (ETFs) and certain indexes as well as quoted prices for similar securities may be used and would be categorized as Level 2 in the hierarchy. For equity securities, including restricted securities, where observable inputs are limited, assumptions about market activity and risk are used and these securities may be categorized as Level 3 in the hierarchy.

Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing services or from brokers who make markets in such securities. U.S. Treasury Obligations are valued by pricing services who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

Futures contracts are valued at the settlement price established each day by the board of trade or exchange on which they are traded and are categorized as Level 1 in the hierarchy.

Investments in any open-end mutual funds are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy.

**Derivative Instruments**

Risk Exposures and the Use of Derivative Instruments: The Fund's investment objectives allow the Fund to enter into various types of derivative contracts. Derivatives are investments whose value is primarily derived from underlying assets, indices or reference rates and may be transacted on an exchange or over-the-counter (OTC). Derivatives may involve a future commitment to buy or sell a specified asset based on specified terms, to exchange future cash flows at periodic intervals based on a notional principal amount, or for one party to make one or more payments upon the occurrence of specified events in exchange for periodic payments from the other party.

The Fund used derivatives to increase returns, to gain exposure to certain types of assets and/or to manage exposure to certain risks as defined below. The success of any strategy involving derivatives depends on analysis of numerous economic factors, and if the strategies for investment do not work as intended, the Fund may not achieve its objectives.

The Fund's use of derivatives increased or decreased its exposure to the following risk(s):

Equity Risk - Equity risk relates to the fluctuations in the value of financial instruments as a result of changes in market prices (other than those arising from interest rate risk or foreign exchange risk), whether caused by factors specific to an individual investment, its issuer, or all factors affecting all instruments traded in a market or market segment.

Investing in derivatives may involve greater risks than investing in the underlying assets directly and, to varying degrees, may involve risk of loss in excess of any initial investment and collateral received. In addition, there may be the risk that the change in value of the derivative contract does not correspond to the change in value of the underlying instrument.

Futures Contracts: A futures contract is an agreement between two parties to buy or sell a specified underlying instrument for a specified price at a specified future date.

The Fund used futures contracts to manage its exposure to the stock market.

Open futures contracts at period end are presented in the Schedule of Investments under the caption "Futures Contracts". The underlying face amount at value reflects each contract's exposure to the underlying instrument or index at period end. Any securities and/or cash deposited to meet initial margin requirements are identified in the Schedule of Investments.

For additional information on the Fund's significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.

*The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent prospectus and annual report.*

*Third party trademarks and service marks are the property of their respective owners. All other trademarks and service marks are the property of FMR LLC or an affiliate.*

## 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:** 2026-01-31

**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:** $452495553.36

**Total Liabilities:** $4389967.48

**Net Assets:** $448105585.88

**Cash Not Reported:** $565158.56

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000209804 | -1.30%               | 2.31%                | 8.70%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1018.68                | $-4021683.23                               |
| Month 2  | $-145745.26              | $7031574.97                                |
| Month 3  | $-47727.45               | $33077127.17                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ADVANCED INFO SERVICE PCL                         | ADVANCED INFO SERVICE NVDR                                  | CUSIP: N/A<br>LEI: 529900DU2YW1NO5RMU78       | Long             | EC               | CORP              | TH        |    210200 | NS      | $2331473.07   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMPLO TECHNOLOGY CO LTD                          | SIMPLO TECHNOLOGY CO LTD                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     27000 | NS      | $296425.17    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DIVI'S LABORATORIES LTD                           | DIVIS LABORATORIES LTD                                      | CUSIP: N/A<br>LEI: 335800C1DHFG1C9T1M03       | Long             | EC               | CORP              | IN        |     49195 | NS      | $3236080.39   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION BANK OF TAIWAN                              | UNION BANK OF TAIWAN                                        | CUSIP: N/A<br>LEI: 549300FQN4T2J7VDAD82       | Long             | EC               | CORP              | TW        |   2175000 | NS      | $1292421.35   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICONY ELECTRONICS CO LTD                        | CHICONY ELECTRONICS CO LTD                                  | CUSIP: N/A<br>LEI: 254900JBP5GB5B1IHS51       | Long             | EC               | CORP              | TW        |     90000 | NS      | $334604.39    | 0.07%             |  |  |  | No            |                  1 | 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        |    516000 | NS      | $1069700.50   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANTECH CO LTD                                  | ADVANTECH CO LTD                                            | CUSIP: N/A<br>LEI: 2549002OSTKE9HB9IY03       | Long             | EC               | CORP              | TW        |     45000 | NS      | $428265.01    | 0.10%             |  |  |  | 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        |    908000 | NS      | $5001749.11   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL BANK LTD                                  | FEDERAL BANK LTD                                            | CUSIP: N/A<br>LEI: 335800J8VWGE2HGWF417       | Long             | EC               | CORP              | IN        |    314424 | NS      | $983563.05    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| HANMI SEMICONDUCTOR CO LTD                        | HANMI SEMICONDUTOR CO LTD                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      2077 | NS      | $304465.05    | 0.07%             |  |  |  | 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        |    221600 | NS      | $1896866.72   | 0.42%             |  |  |  | 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      | $598665.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA CONSTRUCTION BANK CORP                      | CHINA CONSTRUCTION BANK CORP H                              | CUSIP: N/A<br>LEI: 5493001KQW6DM7KEDR62       | Long             | EC               | CORP              | CN        |   3898000 | NS      | $3948062.03   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| CATCHER TECHNOLOGY CO LTD                         | CATCHER TECHNOLOGY CO LTD                                   | CUSIP: N/A<br>LEI: 5299006PRSCU66N5JF55       | Long             | EC               | CORP              | TW        |     65000 | NS      | $414124.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ASUSTEK COMPUTER INC                              | ASUSTEK COMPUTER INC                                        | CUSIP: N/A<br>LEI: 254900B3WB4OGRB7HM13       | Long             | EC               | CORP              | TW        |     39000 | NS      | $614680.65    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSECO POLAND SA                                  | ASSECO POLAND SA                                            | CUSIP: N/A<br>LEI: 259400O79EWIK4XZPL40       | Long             | EC               | CORP              | PL        |     24221 | NS      | $1483526.40   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRA INTERNATIONAL TBK PT                        | ASTRA INTL TBK PT (DEMAT)                                   | CUSIP: N/A<br>LEI: 529900L49TRJOMG4DK47       | Long             | EC               | CORP              | ID        |   1477100 | NS      | $558807.57    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LENOVO GROUP LTD                                  | LENOVO GROUP LTD                                            | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Long             | EC               | CORP              | HK        |    482000 | NS      | $548056.90    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ELITE MATERIAL CO LTD                             | ELITE MATERIAL CO LTD                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     18000 | NS      | $998093.42    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PHISON ELECTRONICS CORP                           | PHISON ELECTRONICS CORP                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     22000 | NS      | $1663806.80   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI GLOVIS CO LTD                             | HYUNDAI GLOVIS CO LTD                                       | CUSIP: N/A<br>LEI: 988400U6RDXNJ5ZRN304       | Long             | EC               | CORP              | KR        |      7928 | NS      | $1332899.82   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BAIDU INC                                         | BAIDU INC CL A                                              | CUSIP: N/A<br>LEI: 254900AL64IANZYI1E02       | Long             | EC               | CORP              | KY        |    157850 | NS      | $3088400.32   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| CHROMA ATE INC                                    | CHROMA ATE INC                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     37000 | NS      | $1152208.45   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| LG DISPLAY CO LTD                                 | LG DISPLAY CO LTD                                           | CUSIP: N/A<br>LEI: 988400P37K91W0SABO95       | Long             | EC               | CORP              | KR        |     17766 | NS      | $144038.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FOXCONN TECHNOLOGY CO LTD                         | FOXCONN TECHNOLOGY CO LTD                                   | CUSIP: N/A<br>LEI: 3003003OO8QC88ZHCE44       | Long             | EC               | CORP              | TW        |    179000 | NS      | $326488.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WT MICROELECTRONICS CO LTD                        | WT MICROELECTRONICS CO LTD                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     88000 | NS      | $436224.98    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WNC CORP                                          | WNC CORP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     88000 | NS      | $517318.08    | 0.12%             |  |  |  | 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        |     37358 | NS      | $1025433.70   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF COMMUNICATIONS CO LTD                     | BANK OF COMMUNICATIONS H                                    | CUSIP: N/A<br>LEI: 549300AX1UM10U30HK09       | Long             | EC               | CORP              | CN        |   1491000 | NS      | $1282958.37   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPCO SCIENTIFIC CO LTD                           | TOPCO SCIENTIFIC CO LTD                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     39000 | NS      | $400285.99    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TENCENT HLDGS LTD                                 | TENCENT HOLDINGS LTD                                        | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |    259000 | NS      | $20097314.88  | 4.48%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF BARODA                                    | BANK OF BARODA (DEMAT)                                      | CUSIP: N/A<br>LEI: 549300CQ6M9Q0TJEZR23       | Long             | EC               | CORP              | IN        |    248651 | NS      | $809306.80    | 0.18%             |  |  |  | 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        |     34287 | NS      | $2581469.69   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF CHINA LTD                                 | BANK OF CHINA LTD H                                         | CUSIP: N/A<br>LEI: 54930053HGCFWVHYZX42       | Long             | EC               | CORP              | CN        |   4092000 | NS      | $2446910.89   | 0.55%             |  |  |  | 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        |   3597000 | NS      | $2989171.16   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED LAB INT HLDGS LTD (THE)                    | UNITED LAB INT HLDGS                                        | CUSIP: N/A<br>LEI: 2549007JL3XIH77JXN70       | Long             | EC               | CORP              | KY        |   1780000 | NS      | $2712268.08   | 0.61%             |  |  |  | No            |                  1 | On Loan: —       |
| GS HOLDINGS CORP                                  | GS HOLDINGS CORP                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     21984 | NS      | $1049257.19   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| TATA CONSULTANCY SERVICES LTD                     | TATA CONSULTANCY SERVICES LTD                               | CUSIP: N/A<br>LEI: 335800ZJKU9GPQRE2U66       | Long             | EC               | CORP              | IN        |     39761 | NS      | $1350285.51   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA CITIC BANK CORP LTD                         | CHINA CITIC BANK CORP LTD H                                 | CUSIP: N/A<br>LEI: 300300C1030211000384       | Long             | EC               | CORP              | CN        |    995000 | NS      | $927513.22    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD BK GROUP LTD                             | STANDARD BANK GROUP LTD                                     | CUSIP: N/A<br>LEI: 2549003PEZXUT7MDBU41       | Long             | EC               | CORP              | ZA        |    150339 | NS      | $2800359.75   | 0.62%             |  |  |  | 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      |
| ACCTON TECHNOLOGY CORP                            | ACCTON TECHNOLOGY CORP                                      | CUSIP: N/A<br>LEI: 529900M1YRZ0GWMDF920       | Long             | EC               | CORP              | TW        |     26000 | NS      | $921194.79    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| COROMANDEL INTERNATIONAL LTD                      | COROMANDEL INTERNATIONAL LTD                                | CUSIP: N/A<br>LEI: 335800U73K3HJSQKT249       | Long             | EC               | CORP              | IN        |     12096 | NS      | $300153.06    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GEELY AUTOMOBILE HLDGS LTD                        | GEELY AUTO HLDGS LTD                                        | CUSIP: N/A<br>LEI: 549300YS3T1KVQ2SNI84       | Long             | EC               | CORP              | KY        |    814000 | NS      | $1677050.33   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA COMMUNICATIONS SERVICES CO LTD              | CHINA COMM SERV CORP LIMITED H                              | CUSIP: N/A<br>LEI: 529900JCDRVQE6YZKT86       | Long             | EC               | CORP              | CN        |   1490000 | NS      | $908152.68    | 0.20%             |  |  |  | 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      |
| ZTE CORPORATION                                   | ZTE CORPORATION H                                           | CUSIP: N/A<br>LEI: 52990091DL79U1DJ9L47       | Long             | EC               | CORP              | CN        |    142600 | NS      | $517469.81    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MARUTI SUZUKI INDIA LTD                           | MARUTI SUZUKI INDIA LTD (LOC)                               | CUSIP: N/A<br>LEI: 335800D27PBEESKKD357       | Long             | EC               | CORP              | IN        |     19793 | NS      | $3141274.71   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| LEENO INDUSTRIAL INC                              | LEENO INDUSTRIAL INC                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      2706 | NS      | $199086.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPAL ELECTRONICS INC                            | COMPAL ELECTRONICS INC                                      | CUSIP: N/A<br>LEI: 529900ZPKWFDL21LW166       | Long             | EC               | CORP              | TW        |    452000 | NS      | $470384.49    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RADIANT OPTO-ELECTRONICS CORP                     | RADIANT OPTO-ELECTRONICS CORP                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     82000 | NS      | $317890.05    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| YANGZIJIANG SHIPBUILDLING (HOLDINGS) LTD          | YANGZIJIANG SHIPBLDG HLDGS LTD                              | CUSIP: N/A<br>LEI: 254900Z3JEM14YIGLM66       | Long             | EC               | CORP              | SG        |    224900 | NS      | $591935.38    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DUBAI ISLAMIC BANK LTD                            | DUBAI ISLAMIC BANK LTD                                      | CUSIP: N/A<br>LEI: 5493003E7YRAQY3JGW88       | Long             | EC               | CORP              | AE        |    572918 | NS      | $1506919.49   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| CHANG HWA COMMERCIAL BANK                         | CHANG HWA COMMERCIAL BANK                                   | CUSIP: N/A<br>LEI: 549300FHFNGCSKDTHT42       | Long             | EC               | CORP              | TW        |   2120000 | NS      | $1374261.20   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTA SPORTS PRODUCTS LTD                          | ANTA SPORTS PRODUCTS LTD                                    | CUSIP: N/A<br>LEI: 529900291XG0CTK4LF95       | Long             | EC               | CORP              | KY        |    166800 | NS      | $1671267.78   | 0.37%             |  |  |  | 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        |   1488000 | NS      | $2406711.15   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSIDENG INTERNATIONAL HOLDINGS LTD               | BOSIDENG INTERNATL HOLDING LTD                              | CUSIP: N/A<br>LEI: 254900G7F1RDM4B3S169       | Long             | EC               | CORP              | KY        |   2560000 | NS      | $1563593.99   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| KINGSOFT CORP LTD                                 | KINGSOFT CORP LTD                                           | CUSIP: N/A<br>LEI: 529900UVT35D3Q7YQY41       | Long             | EC               | CORP              | KY        |    198800 | NS      | $766720.36    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL GAMES SYSTEM CO LTD                 | INTERNATIONAL GAMES SYS CO LTD                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     67000 | NS      | $1524372.42   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| CIPLA LTD/INDIA                                   | CIPLA LTD                                                   | CUSIP: N/A<br>LEI: 335800KMJJYEDDK82Q34       | Long             | EC               | CORP              | IN        |    209359 | NS      | $3013358.51   | 0.67%             |  |  |  | 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        |    410254 | NS      | $3540626.02   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| LOTES CO LTD                                      | LOTES CO LTD                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      9000 | NS      | $408960.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| POWERTECH TECHNOLOGY INC                          | POWERTECH TECHNOLOGY INC                                    | CUSIP: N/A<br>LEI: 254900O6KNZXH2RI9Q14       | Long             | EC               | CORP              | TW        |     95000 | NS      | $766762.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NMDC LTD                                          | NMDC LTD                                                    | CUSIP: N/A<br>LEI: 335800IXHXOHQ7B2HP66       | Long             | EC               | CORP              | IN        |    440868 | NS      | $389214.73    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LG INNOTEK CO LTD                                 | LG INNOTEK CO LTD                                           | CUSIP: N/A<br>LEI: 988400KTHH2LMUX7EB48       | Long             | EC               | CORP              | KR        |       829 | NS      | $141103.93    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCIAL INTERNATIONAL BANK EGYPT (CIB)         | COMMERCIAL INTERNATIONAL BANK EGYPT (CIB)                   | CUSIP: N/A<br>LEI: 213800FIIXJAMEVRIH48       | Long             | EC               | CORP              | EG        |    825452 | NS      | $2356926.66   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| EICHER MOTORS LTD                                 | EICHER MOTORS LTD                                           | CUSIP: N/A<br>LEI: 25490059S64CN2OY7239       | Long             | EC               | CORP              | IN        |     39067 | NS      | $3024918.68   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| FAR EASTONE TELECOMMUNICATIONS CO LTD             | FAR EASTONE TELECOM CO LTD                                  | CUSIP: N/A<br>LEI: 529900L7W7BWDLVZL253       | Long             | EC               | CORP              | TW        |    619000 | NS      | $1746653.96   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ABU DHABI ISLAMIC BANK                            | ABU DHABI ISLAMIC BANK                                      | CUSIP: N/A<br>LEI: 5493006DOLY8O98XHD74       | Long             | EC               | CORP              | AE        |    244684 | NS      | $1621610.71   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SAUDI INVESTMENT BANK/THE                         | SAUDI INVESTMENT BANK                                       | CUSIP: N/A<br>LEI: 558600V3J4M5TUY9HR70       | Long             | EC               | CORP              | SA        |    194978 | NS      | $727782.01    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| RIYAD BANK                                        | RIYAD BANK                                                  | CUSIP: N/A<br>LEI: 54930037RJ782ISGGM71       | Long             | EC               | CORP              | SA        |    138106 | NS      | $1034681.15   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SABIC AGRI-NUTRIENTS CO                           | SABIC AGRI-NUTRIENTS CO                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |     13241 | NS      | $441284.29    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AL RAJHI BANK                                     | AL RAJHI BANKING and INVEST CORP                            | CUSIP: N/A<br>LEI: 558600BQZS4Y1DTU8589       | Long             | EC               | CORP              | SA        |     92032 | NS      | $2630397.10   | 0.59%             |  |  |  | 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        |      9000 | NS      | $812202.10    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| DB INSURANCE CO LTD                               | DB INSURANCE CO LTD                                         | CUSIP: N/A<br>LEI: 9884000ZF26VNJBWSJ91       | Long             | EC               | CORP              | KR        |     17023 | NS      | $1686452.55   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| LARGAN PRECISION CO LTD                           | LARGAN PRECISION CO LTD                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      7000 | NS      | $536066.09    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXARO RESOURCES LTD                              | EXXARO RESOURCES LTD                                        | CUSIP: N/A<br>LEI: 378900BC3D9BFF4E4A37       | Long             | EC               | CORP              | ZA        |    289797 | NS      | $3331920.11   | 0.74%             |  |  |  | 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        |   1316000 | NS      | $1162529.39   | 0.26%             |  |  |  | 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        |    368854 | NS      | $829854.50    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                      | Fidelity Cash Central Fund                                  | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |    330104 | NS      | $330170.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                      | Fidelity Securities Lending Cash Central Fund               | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   4177000 | NS      | $4177418.16   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| INTER RAO JSC                                     | INTER RAO JSC                                               | CUSIP: N/A<br>LEI: 253400PMFKF8Q8G1FA17       | Long             | EC               | CORP              | RU        |   7348600 | NS      | $0.97         | 0.00%             |  |  |  | No            |                  3 | 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      |
| 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      |
| POWSZECHNY ZAKLAD UBEZPIECZE SA                   | POWSZECHNY ZALKAD UBEZPIEC SA                               | CUSIP: N/A<br>LEI: QLPCKOOKVX32FUELX240       | Long             | EC               | CORP              | PL        |     95736 | NS      | $1897204.43   | 0.42%             |  |  |  | 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        |   2347000 | NS      | $1643864.68   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| PEGATRON CORP                                     | PEGATRON CORP                                               | CUSIP: N/A<br>LEI: 529900M87JQS8TUO0L66       | Long             | EC               | CORP              | TW        |    186000 | NS      | $411954.24    | 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        |   3534000 | NS      | $1660727.04   | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| PETRONAS CHEMICALS GROUP BHD                      | PETRONAS CHEMICALS GROUP BHD                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |    383500 | NS      | $314232.62    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| COAL INDIA LTD                                    | COAL INDIA LTD                                              | CUSIP: N/A<br>LEI: 335800NLJQZNHM9LBB31       | Long             | EC               | CORP              | IN        |    836844 | NS      | $4009664.28   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| OPAP SA                                           | GREEK ORG OF FOOTBL PROGNOC SA                              | CUSIP: N/A<br>LEI: 213800M4NRGFJCI34834       | Long             | EC               | CORP              | GR        |    117131 | NS      | $2368863.21   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| CHONGQING RURAL COMMERCIAL BANK CO LTD            | CHONGQING RUR COMM BANK LTD-H                               | CUSIP: N/A<br>LEI: 300300C1126750000027       | Long             | EC               | CORP              | CN        |    842000 | NS      | $628559.36    | 0.14%             |  |  |  | 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        |     34200 | NS      | $501456.74    | 0.11%             |  |  |  | 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        |     15920 | NS      | $554873.53    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA EVERBRIGHT BANK CO LTD                      | CHINA EVERBRIGHT BANK CO LTD H                              | CUSIP: N/A<br>LEI: 549300U6PKQ4H1P34E17       | Long             | EC               | CORP              | CN        |   1502000 | NS      | $626979.27    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA HONGQIAO GROUP LTD                          | CHINA HONGQIAO GROUP LTD                                    | CUSIP: N/A<br>LEI: 3003009Q4IBFSDE24571       | Long             | EC               | CORP              | KY        |    219500 | NS      | $1015191.36   | 0.23%             |  |  |  | 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        |   4680500 | NS      | $7333601.78   | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| HCL TECHNOLOGIES LTD                              | HCL TECHNOLOGIES LTD (DEMAT)                                | CUSIP: N/A<br>LEI: 549300C1F8OLYSOQYB65       | Long             | EC               | CORP              | IN        |     47465 | NS      | $874919.46    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GCC SAB DE CV                                     | GCC SAB DE CV                                               | CUSIP: N/A<br>LEI: 254900WY9XL8033CKX68       | Long             | EC               | CORP              | MX        |     32400 | NS      | $353211.74    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BNK FINANCIAL GROUP INC                           | BNK FINANCIAL GROUP INC                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |    145430 | NS      | $1678193.90   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI MOBIS CO LTD                              | HYUNDAI MOBIS                                               | CUSIP: N/A<br>LEI: 988400HJA9E0ZVDHRS65       | Long             | EC               | CORP              | KR        |      9159 | NS      | $2857017.51   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| HERO MOTOCORP LTD                                 | HERO MOTOCORP LTD                                           | CUSIP: N/A<br>LEI: 335800Q49FBMZJTRLK49       | Long             | EC               | CORP              | IN        |     48112 | NS      | $2894434.66   | 0.65%             |  |  |  | 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        |    128700 | NS      | $1047272.62   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC BANK LTD                                     | HDFC BANK LTD (DEMAT)                                       | CUSIP: N/A<br>LEI: 335800ZQ6I4E2JXENC50       | Long             | EC               | CORP              | IN        |    430390 | NS      | $4347763.64   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA MERCHANTS PORT HOLDINGS                     | CHINA MERCHANTS PORT HOLDINGS                               | CUSIP: N/A<br>LEI: 529900GA4UH90FUOR048       | Long             | EC               | CORP              | HK        |    442000 | NS      | $890259.55    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI STEEL CO                                  | HYUNDAI STEEL CO                                            | CUSIP: N/A<br>LEI: 9884006EYA94IB2C3132       | Long             | EC               | CORP              | KR        |     13412 | NS      | $291180.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| INFOSYS LTD                                       | INFOSYS LTD                                                 | CUSIP: N/A<br>LEI: 335800TYLGG93MM7PR89       | Long             | EC               | CORP              | IN        |    132815 | NS      | $2369337.30   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| ZHEN DING TECH HOLDING LTD                        | ZHEN DING TECHONGY HOLDING LTD                              | CUSIP: N/A<br>LEI: 549300H7R4K33675UP38       | Long             | EC               | CORP              | KY        |     95000 | NS      | $590165.24    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ITAUSA SA                                         | ITAUSA (INVEST ITAU) PFD                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |    892551 | NS      | $2328742.28   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| IHH HEALTHCARE BHD                                | IHH HEALTHCARE BHD                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |   1596000 | NS      | $3627640.79   | 0.81%             |  |  |  | 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        |     47193 | NS      | $2081947.69   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                         | ALIBABA GROUP HOLDING LTD                                   | CUSIP: N/A<br>LEI: 5493001NTNQJDH60PM02       | Long             | EC               | CORP              | KY        |    738100 | NS      | $15991205.81  | 3.57%             |  |  |  | No            |                  1 | On Loan: No      |
| ICICI BANK LTD                                    | ICICI BANK LTD (DEMAT)                                      | CUSIP: N/A<br>LEI: R7RX8ER1V4666J8D1I38       | Long             | EC               | CORP              | IN        |    210732 | NS      | $3104137.63   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| KALBE FARMA PT                                    | KALBE FARMA PT (DEMAT)                                      | CUSIP: N/A<br>LEI: 529900PRQI8S32HOE387       | Long             | EC               | CORP              | ID        |  27239500 | NS      | $1858160.71   | 0.41%             |  |  |  | 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        |   1092000 | NS      | $950817.57    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| RICHTER GEDEON NYRT                               | RICHTER GEDEON NYRT                                         | CUSIP: N/A<br>LEI: 549300J6ZJW5IH4WEE46       | Long             | EC               | CORP              | HU        |     81999 | NS      | $2759148.12   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| KIA CORP                                          | KIA CORP                                                    | CUSIP: N/A<br>LEI: 988400V8MJK9N7OI5X76       | Long             | EC               | CORP              | KR        |     29386 | NS      | $3115397.80   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| KUMHO PETRO CHEMICAL CO LTD                       | KUMHO PETRO CHEMICAL CO LTD                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      3782 | NS      | $378620.40    | 0.08%             |  |  |  | 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        |   2325700 | NS      | $2088066.90   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| LG CORP                                           | LG CORP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     14966 | NS      | $953440.46    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| LITE-ON TECHNOLOGY CORP                           | LITE ON TECHNOLOGY CORP                                     | CUSIP: N/A<br>LEI: 2549005GU1PQ73SZBT32       | Long             | EC               | CORP              | TW        |    150000 | NS      | $781696.85    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| JUMBO SA                                          | JUMBO SA                                                    | CUSIP: N/A<br>LEI: 549300TGIVUUMY40MZ05       | Long             | EC               | CORP              | GR        |     77369 | NS      | $2304732.47   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| LG UPLUS CORP                                     | LG UPLUS CORP                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |    149737 | NS      | $1664437.96   | 0.37%             |  |  |  | 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      |
| ORACLE FINANCIAL SERVICES SOFTWARE LTD            | ORACLE FIN SVCS SOFTWARE LTD                                | CUSIP: N/A<br>LEI: 3358008SYNPKSPNMTJ57       | Long             | EC               | CORP              | IN        |      2903 | NS      | $244895.01    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGYAR TELEKOM TELECOMMUNICATIONS PLC             | MAGYAR TELEKOM CO                                           | CUSIP: N/A<br>LEI: 529900CA1YDA41X76751       | Long             | EC               | CORP              | HU        |    508720 | NS      | $3175594.58   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIPOD TECHNOLOGY CORP                            | TRIPOD TECHNOLOGY CORP                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     49000 | NS      | $583110.90    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDIATEK INC                                      | MEDIA TEK INC                                               | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |     61000 | NS      | $3411503.02   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| MOL HUNGARIAN OIL AND GAS PLC                     | MOL HUNGARIAN OIL and GAS PLC                               | CUSIP: N/A<br>LEI: 213800R83KX5FQFGXS67       | Long             | EC               | CORP              | HU        |    300976 | NS      | $3695516.73   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| BB SEGURIDADE PARTICIPACOES SA                    | BB SEGURIDADE PARTICIPACOES SA                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |    229400 | NS      | $1634768.84   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| GETAC HOLDINGS CORP                               | GETAC HOLDINGS CORP                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     89000 | NS      | $318160.15    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSCH LTD                                         | BOSCH LIMITED                                               | CUSIP: N/A<br>LEI: 3358008TVK7S8BSVVW82       | Long             | EC               | CORP              | IN        |      4862 | NS      | $1930793.42   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| NETEASE INC                                       | NETEASE INC                                                 | CUSIP: N/A<br>LEI: 5299004AF4DSJDB0PA32       | Long             | EC               | CORP              | KY        |     97100 | NS      | $2548817.50   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| MOMENTUM GROUP LIMITED                            | MOMENTUM GROUP LIMITED                                      | CUSIP: N/A<br>LEI: 98450051AABCKEC84814       | Long             | EC               | CORP              | ZA        |    767022 | NS      | $1801634.84   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVATEK MICROELECTRONICS CORP                     | NOVATEK MICROELECTRONICS CORP                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     41000 | NS      | $488560.53    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MONETA MONEY BANK                                 | MONETA MONEY BANK                                           | CUSIP: N/A<br>LEI: I6USJ58BDV2BO5KP3C31       | Long             | EC               | CORP              | CZ        |    193778 | NS      | $1951459.16   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| OTP BANK PLC                                      | OTP BANK (REG)                                              | CUSIP: N/A<br>LEI: 529900W3MOO00A18X956       | Long             | EC               | CORP              | HU        |     23894 | NS      | $3026379.31   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| MESAIEED PETROCHEMICAL HOLDING CO                 | MESAIEED PETROCHEMICAL HOLDING CO                           | CUSIP: N/A<br>LEI: 2763NLQLXUEYYXDUAV36       | Long             | EC               | CORP              | QA        |    988696 | NS      | $297070.43    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PETROCHINA CO LTD                                 | PETROCHINA CO LTD H                                         | CUSIP: N/A<br>LEI: 529900RPY4YG47TRSV05       | Long             | EC               | CORP              | CN        |   4300000 | NS      | $5109543.26   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PETROLEO BRASILEIRO-PETROBRAS                     | PETROBRAS PN (PFD REG)                                      | CUSIP: N/A<br>LEI: 5493000J801JZRCMFE49       | Long             | EC               | CORP              | BR        |    761100 | NS      | $5489229.59   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMSUNG SDS CO LTD                                | SAMSUNG SDS CO LTD                                          | CUSIP: N/A<br>LEI: 988400G19T2TB4CAWX91       | Long             | EC               | CORP              | KR        |      1640 | NS      | $197223.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DAMAI ENTERTAINMENT HOLDINGS LIMITED              | DAMAI ENTERTAINMENT HOLDINGS LIMITED                        | CUSIP: N/A<br>LEI: 213800DWTSI7ACSGHN32       | Long             | EC               | CORP              | BM        |   5620000 | NS      | $712421.73    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| POU CHEN CORP                                     | POU CHEN CORP                                               | CUSIP: N/A<br>LEI: 25490027LIXQ7W4PBH18       | Long             | EC               | CORP              | TW        |   1594000 | NS      | $1542335.56   | 0.34%             |  |  |  | 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        |    888300 | NS      | $3458342.60   | 0.77%             |  |  |  | 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        |     36115 | NS      | $568904.42    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| KINGBOARD HOLDINGS LTD                            | KINGBOARD HOLDINGS LTD                                      | CUSIP: N/A<br>LEI: 529900G89MY26MMSDR76       | Long             | EC               | CORP              | KY        |    110000 | NS      | $445650.92    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OOREDOO QSC                                       | OOREDOO QSC                                                 | CUSIP: N/A<br>LEI: 549300D3EIDZJB62TR20       | Long             | EC               | CORP              | QA        |    699976 | NS      | $2729925.62   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| SHANGHAI COMMERCIAL and SAVINGS BANK LTD          | SHANGHAI COMMERCIAL and SAVINGS BANK LTD                    | CUSIP: N/A<br>LEI: 549300TLB5ALPCGBHN23       | Long             | EC               | CORP              | TW        |    957000 | NS      | $1201191.61   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| REALTEK SEMICONDUCTOR CORP                        | REALTEK SEMICONDUCTOR CORP                                  | CUSIP: N/A<br>LEI: 5299002E7F36O00MYY75       | Long             | EC               | CORP              | TW        |     35000 | NS      | $537734.35    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SK HYNIX INC                                      | SK HYNIX INC                                                | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |     18280 | NS      | $11544060.03  | 2.58%             |  |  |  | No            |                  1 | On Loan: No      |
| FALABELLA SA                                      | FALABELLA SA                                                | CUSIP: N/A<br>LEI: 5493004CKJQ7H391LM41       | Long             | EC               | CORP              | CL        |    557939 | NS      | $4384736.69   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| PHARMARESEARCH CO LTD                             | PHARMARESEARCH CO LTD                                       | CUSIP: N/A<br>LEI: 988400WCI2SXC6H7SG23       | Long             | EC               | CORP              | KR        |      7345 | NS      | $2416185.56   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                        | SAMSUNG ELECTRONICS CO LTD                                  | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |    183774 | NS      | $20491681.95  | 4.57%             |  |  |  | No            |                  1 | On Loan: No      |
| BHARAT ELECTRONICS LTD                            | BHARAT ELECTRONICS LTD (DEMAT)                              | CUSIP: N/A<br>LEI: 335800HS8AOTM9W1F335       | Long             | EC               | CORP              | IN        |    199195 | NS      | $972290.31    | 0.22%             |  |  |  | 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      |
| STATE BANK OF INDIA                               | STATE BANK OF INDIA (DEMAT) DEMATERIALIZED SHS              | CUSIP: N/A<br>LEI: 5493001JZ37UBBZF6L49       | Long             | EC               | CORP              | IN        |    125929 | NS      | $1474596.25   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNNEX TECHNOLOGY INTL CORP                       | SYNNEX TECHNOLOGY INTL CORP                                 | CUSIP: N/A<br>LEI: 529900GMBJ3R4A2WBC71       | Long             | EC               | CORP              | TW        |    184000 | NS      | $382967.91    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| 3SBIO INC                                         | 3SBIO INC                                                   | CUSIP: N/A<br>LEI: 529900P0TQC1E9Y7FN31       | Long             | EC               | CORP              | KY        |    848500 | NS      | $2531473.68   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED MICROELECTRONICS CORP                      | UNITED MICROELECTRONICS CORP                                | CUSIP: N/A<br>LEI: 391200YJCAGH9LF96P73       | Long             | EC               | CORP              | TW        |    614000 | NS      | $1217464.25   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| UTD TRACTORS TBK PT                               | UNITED TRACTORS PT                                          | CUSIP: N/A<br>LEI: 529900N9ELYOWQV4FW14       | Long             | EC               | CORP              | ID        |   2240700 | NS      | $3477523.68   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| VALE SA                                           | VALE S.A.                                                   | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | EC               | CORP              | BR        |     64700 | NS      | $1042011.63   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| VEDANTA LTD                                       | VEDANTA LTD                                                 | CUSIP: N/A<br>LEI: 335800XDKX9KB5EMCO07       | Long             | EC               | CORP              | IN        |     84355 | NS      | $624999.60    | 0.14%             |  |  |  | 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        |     42369 | NS      | $906603.58    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEKOM MALAYSIA BERHAD                           | TELEKOM MALAYSIA BHD                                        | CUSIP: N/A<br>LEI: 254900SNFPTSDGGVEK77       | Long             | EC               | CORP              | MY        |   1023300 | NS      | $2050753.42   | 0.46%             |  |  |  | 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        |  10448800 | NS      | $2241029.49   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMSUNG ELECTRO-MECHANICS CO                      | SAMSUNG ELECTRO-MECHANICS CO                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      2308 | NS      | $447361.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TAICHUNG COMMERCIAL BANK CO LTD                   | TAICHUNG BUSINESS BANK                                      | CUSIP: N/A<br>LEI: 549300VNYOLU68FQNE06       | Long             | EC               | CORP              | TW        |   1788618 | NS      | $1136713.06   | 0.25%             |  |  |  | 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        |    818000 | NS      | $46137591.36  | 10.30%            |  |  |  | No            |                  1 | On Loan: No      |
| TAIWAN MOBILE CO LTD                              | TAIWAN MOBILE CO LTD                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |    494000 | NS      | $1656085.16   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| WIPRO LTD                                         | WIPRO LTD (DEMAT)                                           | CUSIP: N/A<br>LEI: 335800IFS1IJHESG8362       | Long             | EC               | CORP              | IN        |    165381 | NS      | $425913.94    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVELSKY TECHNOLOGY LTD                          | TRAVELSKY TECHNOLOGY LTD H                                  | CUSIP: N/A<br>LEI: 5299007TAWP4DZ6QFG73       | Long             | EC               | CORP              | CN        |    895000 | NS      | $1218209.41   | 0.27%             |  |  |  | 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        |   1597237 | NS      | $3194474.00   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| RHB BANK BHD                                      | RHB BANK BERHAD                                             | CUSIP: N/A<br>LEI: 549300ZHRPSV7QIUJT80       | Long             | EC               | CORP              | MY        |   1099800 | NS      | $2357511.42   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| DOOSAN BOBCAT INC                                 | DOOSAN BOBCAT INC                                           | CUSIP: N/A<br>LEI: 9884007K6X0Q0112FX44       | Long             | EC               | CORP              | KR        |     19771 | NS      | $807652.36    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMSUNG BIOLOGICS CO LTD                          | SAMSUNG BIOLOGICS CO LTD                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      2893 | NS      | $3507214.81   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| MEITU INC                                         | MEITU INC                                                   | CUSIP: N/A<br>LEI: 529900P2POH56W116T02       | Long             | EC               | CORP              | KY        |    594000 | NS      | $587177.48    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA LITERATURE LIMITED                          | CHINA LITERATURE LTD                                        | CUSIP: N/A<br>LEI: 529900YXWIZUFHMK8W28       | Long             | EC               | CORP              | KY        |    203200 | NS      | $931477.52    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC LIFE INSURANCE CO LTD                        | HDFC LIFE INSURANCE CO LTD                                  | CUSIP: N/A<br>LEI: 335800RQI8GAFHIRGZ37       | Long             | EC               | CORP              | IN        |    100126 | NS      | $795674.48    | 0.18%             |  |  |  | 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        |     68582 | NS      | $654674.32    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| EMAAR DEVELOPMENT PJSC                            | EMAAR DEVELOPMENT PJSC                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AE        |   1922064 | NS      | $9001538.62   | 2.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VIBRA ENERGIA SA                                  | VIBRA ENERGIA SA                                            | CUSIP: N/A<br>LEI: 549300U7VLJ3SYVNY689       | Long             | EC               | CORP              | BR        |    781168 | NS      | $4291123.51   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| XIAOMI CORP                                       | XIAOMI CORP B                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |    614600 | NS      | $2793743.68   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| HINDUSTAN AERONAUTICS LTD                         | HINDUSTAN AERONAUTICS LIMITED                               | CUSIP: N/A<br>LEI: 335800AKDC7T933T3I86       | Long             | EC               | CORP              | IN        |     14680 | NS      | $737195.73    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BILIBILI INC                                      | BILIBILI INC CL Z                                           | CUSIP: N/A<br>LEI: 5493008V60M52L3PIS45       | Long             | EC               | CORP              | KY        |     43500 | NS      | $1520608.99   | 0.34%             |  |  |  | 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        |     24802 | NS      | $678292.07    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ASE TECHNOLOGY HOLDING CO LTD                     | ASE TECHNOLOGY HOLDING CO LTD                               | CUSIP: N/A<br>LEI: 300300GO8QHPMV87NZ73       | Long             | EC               | CORP              | TW        |    177000 | NS      | $1670448.05   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA TOWER CORP LTD                              | CHINA TOWER CORP LTD H                                      | CUSIP: N/A<br>LEI: 300300T6BNNP0L7O7H91       | Long             | EC               | CORP              | CN        |    710300 | NS      | $1024108.22   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| TONGCHENG TRAVEL HOLDINGS LTD                     | TONGCHENG TRAVEL HOLDINGS LTD                               | CUSIP: N/A<br>LEI: 2549004WGGNOPL8NUL61       | Long             | EC               | CORP              | KY        |    595200 | NS      | $1771188.14   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| HAIDILAO INTERNATIONAL HOLDING LTD                | HAIDILAO INTERNATIONAL HOLDING LTD                          | CUSIP: N/A<br>LEI: 3003009Q8GV4VNKZWI24       | Long             | EC               | CORP              | KY        |    835000 | NS      | $1708554.75   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| TENCENT MUSIC ENTERTAINMENT GROUP                 | TENCENT MUSIC ENTERTAINMENT ADR                             | CUSIP: 88034P109<br>LEI: 213800XTZK2GOHQTYK41 | Long             | EC               | CORP              | KY        |    124778 | NS      | $2093774.84   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| WUXI APPTEC CO LTD                                | WUXI APPTEC CO LTD H                                        | CUSIP: N/A<br>LEI: 254900OEPQLZSPLN9175       | Long             | EC               | CORP              | CN        |    264900 | NS      | $3771832.46   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| QFIN HOLDINGS INC                                 | QFIN HOLDINGS INC ADR                                       | CUSIP: 88557W101<br>LEI: 836800R59NKEPDR6I240 | Long             | EC               | CORP              | KY        |     39674 | NS      | $616930.70    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WOORI FINANCIAL GROUP INC                         | WOORI FINANCIAL GROUP INC                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |    102350 | NS      | $2150957.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| XD INC                                            | XD INC                                                      | CUSIP: N/A<br>LEI: 655600SO97YJOKFJGL95       | Long             | EC               | CORP              | KY        |    120600 | NS      | $1327268.65   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| HITACHI ENERGY INDIA LTD                          | HITACHI ENERGY INDIA LTD                                    | CUSIP: N/A<br>LEI: 549300ASJQYQLII9F213       | Long             | EC               | CORP              | IN        |      2719 | NS      | $557529.86    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| JD.COM INC                                        | JD.COM INC CL A                                             | CUSIP: N/A<br>LEI: 549300HVTWB0GJZ16V92       | Long             | EC               | CORP              | KY        |    204750 | NS      | $2946835.35   | 0.66%             |  |  |  | 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        |     69000 | NS      | $1975543.23   | 0.44%             |  |  |  | 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        |     71235 | NS      | $538245.81    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM CHINA HOLDINGS INC                            | YUM CHINA HOLDINGS INC                                      | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |     44050 | NS      | $2194123.97   | 0.49%             |  |  |  | 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        |   1730200 | NS      | $10261964.48  | 2.29%             |  |  |  | No            |                  1 | On Loan: No      |
| KUAISHOU TECHNOLOGY                               | KUAISHOU TECHNOLOGY CLASS B                                 | CUSIP: N/A<br>LEI: 300300FCDZBE6UP9ED24       | Long             | EC               | CORP              | KY        |    186300 | NS      | $1911974.21   | 0.43%             |  |  |  | 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        |    558800 | NS      | $1846042.74   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| KRAFTON INC                                       | KRAFTON INC                                                 | CUSIP: N/A<br>LEI: 988400CE024EWSCICK17       | Long             | EC               | CORP              | KR        |      7516 | NS      | $1326291.51   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE97 COMMUNICATIONS LTD                          | ONE97 COMMUNICATIONS LTD                                    | CUSIP: N/A<br>LEI: 335800ZRHU5J6GSTMI23       | Long             | EC               | CORP              | IN        |     58760 | NS      | $726615.03    | 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        |     25450 | NS      | $588207.61    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| YANGZIJIANG FINANCIAL HOLDING PTE LTD             | YANGZIJIANG FINANCIAL HOLDING PTE LTD                       | CUSIP: N/A<br>LEI: 984500E58A4F80AFB647       | Long             | EC               | CORP              | SG        |   2083700 | NS      | $582910.56    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SALIK CO PJSC                                     | SALIK CO PJSC                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AE        |    364392 | NS      | $633009.12    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SAUDI ARAMCO BASE OIL CO                          | LUBEREF                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |     13065 | NS      | $364706.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                    | MSCI EMGMKT FUT MAR26 MESH6                                 | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DE               | CORP              | US        |        10 | NC      | $45788.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTIMA BANK SA                                    | OPTIMA BANK SA                                              | CUSIP: N/A<br>LEI: 2138008NSD1X1XFUK750       | Long             | EC               | CORP              | GR        |    162107 | NS      | $1670086.14   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| HANWHA VISION CO LTD                              | HANWHA VISION CO LTD                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      2056 | NS      | $88273.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDEA GROUP CO LTD                                | MIDEA GROUP CO LTD H                                        | CUSIP: N/A<br>LEI: 3003003TRPHLHZD2IF61       | Long             | EC               | CORP              | CN        |    182200 | NS      | $1998211.20   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| GRUPO CIBEST SA                                   | GRUPO CIBEST SA PREF                                        | CUSIP: N/A<br>LEI: 529900OSSJBGZREZ2C28       | Long             | EP               | CORP              | CO        |    139534 | NS      | $2870882.18   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                         | UST BILLS 0% 02/12/2026                                     | CUSIP: 912797RT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     20000 | PA      | $19980.04     | 0.00%             | 2026-02-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SAMSUNG EPISHOLDINGS CO LTD                       | SAMSUNG EPISHOLDINGS CO LTD                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      1553 | NS      | $653826.59    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| YANGZIJIANG MARITIME DEVELOPMENT PTE LTD          | YANGZIJIANG MARITIME DEVELOPMENT PTE LTD                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SG        |   2072400 | NS      | $979858.16    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-02

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

**Signature:** Stacie M. Smith

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

**Title:** President and Treasurer