# EDGAR Filing Document

**Accession Number:** 0000945908
**File Stem:** 0000035402-26-001972
**Filing Date:** 2026-3
**Character Count:** 109805
**Document Hash:** 54e956b9ae7a1712f4170cc676c45bbe
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-001972.hdr.sgml**: 20260325

**ACCESSION NUMBER**: 0000035402-26-001972

**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:** 26790519

**BUSINESS ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 617-563-7000

**MAIL ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

## Series and Classes Contracts Data

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

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

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity® International Multifactor ETF**

**January 31, 2026**

IES-NPRT1-0426

1.9892243.106 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 99.7%** | &nbsp;&nbsp;**Common Stocks - 99.7%** | &nbsp;&nbsp;**Common Stocks - 99.7%** |
|  | Shares | Value ($)<br>|
| AUSTRALIA - 6.4%  |  |  |
| Consumer Discretionary - 0.2% |  |  |
| Specialty Retail - 0.2% |  |  |
| JB Hi-Fi Ltd  | 7252 | 412274 |
| Financials - 1.7% |  |  |
| Capital Markets - 0.3% |  |  |
| ASX Ltd  | 19691 | 790150 |
| Financial Services - 0.4% |  |  |
| Washington H Soul Pattinson & Co Ltd  | 33280 | 899699 |
| Insurance - 1.0% |  |  |
| Medibank Pvt Ltd  | 271165 | 877637 |
| QBE Insurance Group Ltd  | 67297 | 930641 |
| Suncorp Group Ltd  | 69505 | 827759 |
|  |  | 2636037 |
| TOTAL FINANCIALS |  | 4325886 |
| Health Care - 0.2% |  |  |
| Health Care Providers & Services - 0.1% |  |  |
| EBOS Group Ltd  | 17344 | 269711 |
| Health Care Technology - 0.1% |  |  |
| Pro Medicus Ltd  | 2204 | 284284 |
| TOTAL HEALTH CARE |  | 553995 |
| Industrials - 0.2% |  |  |
| Commercial Services & Supplies - 0.2% |  |  |
| Brambles Ltd  | 30268 | 474975 |
| Information Technology - 0.1% |  |  |
| Software - 0.1% |  |  |
| Technology One Ltd  | 16180 | 285525 |
| Materials - 4.0% |  |  |
| Metals & Mining - 4.0% |  |  |
| BHP Group Ltd  | 91688 | 3248214 |
| Fortescue Ltd  | 106296 | 1563779 |
| Rio Tinto Ltd  | 17941 | 1904766 |
| Rio Tinto PLC  | 38787 | 3586332 |
| TOTAL MATERIALS |  | 10303091 |
| TOTAL AUSTRALIA |  | 16355746 |
| AUSTRIA - 0.5%  |  |  |
| Financials - 0.5% |  |  |
| Banks - 0.5% |  |  |
| Raiffeisen Bank International AG  | 25602 | 1299922 |
| CANADA - 12.7%  |  |  |
| Communication Services - 1.2% |  |  |
| Diversified Telecommunication Services - 1.2% |  |  |
| Quebecor Inc Class B  | 83267 | 3054220 |
| Consumer Discretionary - 0.3% |  |  |
| Broadline Retail - 0.3% |  |  |
| Dollarama Inc  | 5032 | 681883 |
| Consumer Staples - 1.2% |  |  |
| Consumer Staples Distribution & Retail - 1.2% |  |  |
| Loblaw Cos Ltd  | 39178 | 1772652 |
| Metro Inc/CN  | 19718 | 1316183 |
| TOTAL CONSUMER STAPLES |  | 3088835 |
| Energy - 0.2% |  |  |
| Oil, Gas & Consumable Fuels - 0.2% |  |  |
| ARC Resources Ltd  | 6009 | 112135 |
| Enbridge Inc  | 5444 | 267225 |
| Imperial Oil Ltd  | 1441 | 146393 |
| Pembina Pipeline Corp  | 3569 | 149122 |
| TOTAL ENERGY |  | 674875 |
| Financials - 3.3% |  |  |
| Capital Markets - 0.3% |  |  |
| TMX Group Ltd  | 21210 | 787377 |
| Insurance - 3.0% |  |  |
| Definity Financial Corp  | 14998 | 738077 |
| Fairfax Financial Holdings Ltd Subordinate Voting Shares  | 613 | 1017236 |
| Great-West Lifeco Inc  | 22686 | 1067833 |
| iA Financial Corp Inc  | 8616 | 1064537 |
| Intact Financial Corp  | 5220 | 955648 |
| Manulife Financial Corp  | 39299 | 1505328 |
| Power Corp of Canada Subordinate Voting Shares  | 23600 | 1196774 |
|  |  | 7545433 |
| TOTAL FINANCIALS |  | 8332810 |
| Industrials - 0.6% |  |  |
| Professional Services - 0.2% |  |  |
| Thomson Reuters Corp  | 4118 | 457521 |
| Trading Companies & Distributors - 0.4% |  |  |
| Finning International Inc  | 15111 | 952870 |
| TOTAL INDUSTRIALS |  | 1410391 |
| Information Technology - 0.3% |  |  |
| IT Services - 0.2% |  |  |
| CGI Inc Class A  | 5015 | 432190 |
| Software - 0.1% |  |  |
| Constellation Software Inc/Canada  | 211 | 391563 |
| Constellation Software Inc/Canada warrants 3/31/2040 (b)(c) | 40 | 0 |
|  |  | 391563 |
| TOTAL INFORMATION TECHNOLOGY |  | 823753 |
| Materials - 3.8% |  |  |
| Metals & Mining - 3.8% |  |  |
| Agnico Eagle Mines Ltd/CA  | 18021 | 3444637 |
| Kinross Gold Corp  | 112788 | 3571503 |
| Lundin Gold Inc  | 35688 | 2690271 |
| TOTAL MATERIALS |  | 9706411 |
| Real Estate - 0.7% |  |  |
| Real Estate Management & Development - 0.7% |  |  |
| FirstService Corp Subordinate Voting Shares  | 12043 | 1876152 |
| Utilities - 1.1% |  |  |
| Multi-Utilities - 1.1% |  |  |
| Canadian Utilities Ltd Class A  | 88739 | 2887958 |
| TOTAL CANADA |  | 32537288 |
| CHINA - 0.8%  |  |  |
| Consumer Discretionary - 0.3% |  |  |
| Broadline Retail - 0.3% |  |  |
| Prosus NV Class N  | 15178 | 874928 |
| Financials - 0.5% |  |  |
| Banks - 0.5% |  |  |
| BOC Hong Kong Holdings Ltd  | 218000 | 1151174 |
| TOTAL CHINA |  | 2026102 |
| DENMARK - 1.8%  |  |  |
| Consumer Discretionary - 0.1% |  |  |
| Textiles, Apparel & Luxury Goods - 0.1% |  |  |
| Pandora A/S  | 3102 | 251531 |
| Consumer Staples - 0.7% |  |  |
| Beverages - 0.7% |  |  |
| Carlsberg AS Series B  | 13856 | 1882873 |
| Financials - 0.4% |  |  |
| Banks - 0.4% |  |  |
| AL Sydbank  | 10018 | 912077 |
| Health Care - 0.6% |  |  |
| Pharmaceuticals - 0.6% |  |  |
| Novo Nordisk A/S Series B  | 25451 | 1498346 |
| TOTAL DENMARK |  | 4544827 |
| FINLAND - 1.2%  |  |  |
| Financials - 0.6% |  |  |
| Banks - 0.6% |  |  |
| Nordea Bank Abp (Sweden)  | 80122 | 1555872 |
| Health Care - 0.1% |  |  |
| Pharmaceuticals - 0.1% |  |  |
| Orion Oyj B Shares  | 5166 | 428050 |
| Industrials - 0.5% |  |  |
| Machinery - 0.5% |  |  |
| Kone Oyj B Shares  | 16055 | 1157832 |
| TOTAL FINLAND |  | 3141754 |
| FRANCE - 5.0%  |  |  |
| Consumer Discretionary - 0.3% |  |  |
| Hotels, Restaurants & Leisure - 0.3% |  |  |
| FDJ UNITED  | 14723 | 391290 |
| Sodexo SA  | 7856 | 403182 |
| TOTAL CONSUMER DISCRETIONARY |  | 794472 |
| Consumer Staples - 0.8% |  |  |
| Food Products - 0.8% |  |  |
| Danone SA  | 26095 | 2043931 |
| Energy - 0.1% |  |  |
| Energy Equipment & Services - 0.0% |  |  |
| Technip Energies NV  | 2386 | 93783 |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |
| Gaztransport Et Technigaz SA  | 552 | 119189 |
| TOTAL ENERGY |  | 212972 |
| Industrials - 2.1% |  |  |
| Aerospace & Defense - 0.4% |  |  |
| Dassault Aviation SA  | 2499 | 950745 |
| Building Products - 0.4% |  |  |
| Cie de Saint-Gobain SA  | 10337 | 1023391 |
| Construction & Engineering - 0.8% |  |  |
| Bouygues SA  | 19189 | 1041194 |
| Eiffage SA  | 6007 | 892921 |
|  |  | 1934115 |
| Professional Services - 0.5% |  |  |
| Bureau Veritas SA  | 25958 | 836873 |
| Teleperformance SE  | 7918 | 514313 |
|  |  | 1351186 |
| TOTAL INDUSTRIALS |  | 5259437 |
| Information Technology - 0.2% |  |  |
| IT Services - 0.2% |  |  |
| Capgemini SE  | 4093 | 638844 |
| Utilities - 1.5% |  |  |
| Multi-Utilities - 1.5% |  |  |
| Engie SA  | 132463 | 3955374 |
| TOTAL FRANCE |  | 12905030 |
| GERMANY - 4.0%  |  |  |
| Consumer Discretionary - 0.2% |  |  |
| Hotels, Restaurants & Leisure - 0.2% |  |  |
| TUI AG (b) | 51159 | 548726 |
| Financials - 1.5% |  |  |
| Insurance - 1.5% |  |  |
| Allianz SE  | 5069 | 2242079 |
| Hannover Rueck SE  | 2853 | 810504 |
| Talanx AG  | 5845 | 740548 |
| TOTAL FINANCIALS |  | 3793131 |
| Health Care - 0.4% |  |  |
| Health Care Providers & Services - 0.4% |  |  |
| Fresenius Medical Care AG  | 8331 | 375725 |
| Fresenius SE & Co KGaA  | 9987 | 560904 |
| TOTAL HEALTH CARE |  | 936629 |
| Industrials - 1.9% |  |  |
| Construction & Engineering - 0.7% |  |  |
| HOCHTIEF AG  | 4241 | 1790074 |
| Machinery - 0.8% |  |  |
| Gea Group Ag  | 13741 | 987357 |
| Knorr-Bremse AG  | 9498 | 1112416 |
|  |  | 2099773 |
| Trading Companies & Distributors - 0.4% |  |  |
| Brenntag SE  | 15483 | 946755 |
| TOTAL INDUSTRIALS |  | 4836602 |
| TOTAL GERMANY |  | 10115088 |
| HONG KONG - 1.4%  |  |  |
| Real Estate - 1.4% |  |  |
| Real Estate Management & Development - 1.4% |  |  |
| Sino Land Co Ltd  | 2292055 | 3457291 |
| INDONESIA - 0.2%  |  |  |
| Industrials - 0.2% |  |  |
| Industrial Conglomerates - 0.2% |  |  |
| Jardine Matheson Holdings Ltd (Singapore)  | 7177 | 522269 |
| IRELAND - 0.7%  |  |  |
| Consumer Staples - 0.7% |  |  |
| Food Products - 0.7% |  |  |
| Kerry Group PLC Class A  | 18932 | 1684680 |
| ISRAEL - 3.3%  |  |  |
| Financials - 2.6% |  |  |
| Banks - 2.2% |  |  |
| Bank Hapoalim BM  | 49030 | 1219563 |
| Bank Leumi Le-Israel BM  | 51093 | 1235497 |
| First International Bank of Israel Ltd  | 10665 | 911756 |
| Israel Discount Bank Ltd Class A  | 84669 | 1004116 |
| Mizrahi Tefahot Bank Ltd  | 12799 | 1008050 |
|  |  | 5378982 |
| Insurance - 0.4% |  |  |
| Phoenix Financial Ltd  | 22296 | 1089404 |
| TOTAL FINANCIALS |  | 6468386 |
| Information Technology - 0.7% |  |  |
| Semiconductors & Semiconductor Equipment - 0.6% |  |  |
| Tower Semiconductor Ltd (b) | 11199 | 1527071 |
| Software - 0.1% |  |  |
| Nice Ltd (b) | 3488 | 373698 |
| TOTAL INFORMATION TECHNOLOGY |  | 1900769 |
| TOTAL ISRAEL |  | 8369155 |
| ITALY - 3.9%  |  |  |
| Consumer Discretionary - 0.2% |  |  |
| Hotels, Restaurants & Leisure - 0.2% |  |  |
| Lottomatica Group Spa  | 17801 | 438787 |
| Consumer Staples - 0.6% |  |  |
| Beverages - 0.6% |  |  |
| Coca-Cola HBC AG  | 27237 | 1476351 |
| Financials - 1.4% |  |  |
| Banks - 0.4% |  |  |
| Banco BPM SpA  | 75658 | 1135883 |
| Financial Services - 0.4% |  |  |
| Poste Italiane SpA (d)(e) | 40967 | 1081947 |
| Insurance - 0.6% |  |  |
| Generali  | 30559 | 1250232 |
| TOTAL FINANCIALS |  | 3468062 |
| Health Care - 0.1% |  |  |
| Pharmaceuticals - 0.1% |  |  |
| Recordati Industria Chimica e Farmaceutica SpA  | 6971 | 384300 |
| Information Technology - 0.1% |  |  |
| IT Services - 0.1% |  |  |
| Reply SpA  | 3281 | 430918 |
| Utilities - 1.5% |  |  |
| Gas Utilities - 1.5% |  |  |
| Italgas SpA  | 316905 | 3811531 |
| TOTAL ITALY |  | 10009949 |
| JAPAN - 20.9%  |  |  |
| Communication Services - 2.8% |  |  |
| Entertainment - 1.0% |  |  |
| Capcom Co Ltd  | 96900 | 2472439 |
| Interactive Media & Services - 0.6% |  |  |
| LY Corp  | 677300 | 1741327 |
| Wireless Telecommunication Services - 1.2% |  |  |
| KDDI Corp  | 174300 | 2945112 |
| TOTAL COMMUNICATION SERVICES |  | 7158878 |
| Consumer Discretionary - 1.7% |  |  |
| Automobiles - 0.3% |  |  |
| Subaru Corp  | 33600 | 724667 |
| Broadline Retail - 0.2% |  |  |
| J Front Retailing Co Ltd  | 42300 | 617938 |
| Leisure Products - 0.4% |  |  |
| Bandai Namco Holdings Inc  | 20800 | 540698 |
| Sankyo Co Ltd  | 30400 | 476022 |
|  |  | 1016720 |
| Specialty Retail - 0.8% |  |  |
| Sanrio Co Ltd  | 14500 | 446956 |
| Shimamura Co Ltd  | 7800 | 524601 |
| USS Co Ltd  | 53100 | 587591 |
| ZOZO Inc  | 57800 | 478107 |
|  |  | 2037255 |
| TOTAL CONSUMER DISCRETIONARY |  | 4396580 |
| Consumer Staples - 2.1% |  |  |
| Beverages - 0.6% |  |  |
| Suntory Beverage & Food Ltd  | 48200 | 1522615 |
| Food Products - 0.6% |  |  |
| Toyo Suisan Kaisha Ltd  | 22800 | 1630261 |
| Tobacco - 0.9% |  |  |
| Japan Tobacco Inc  | 60700 | 2196076 |
| TOTAL CONSUMER STAPLES |  | 5348952 |
| Energy - 0.1% |  |  |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |
| Inpex Corp  | 9000 | 200875 |
| Financials - 3.0% |  |  |
| Banks - 1.2% |  |  |
| Hachijuni Nagano Bank Ltd  | 81500 | 1017033 |
| Iyogin Holdings Inc  | 62800 | 1168798 |
| Mebuki Financial Group Inc  | 137700 | 1038597 |
|  |  | 3224428 |
| Insurance - 1.8% |  |  |
| Japan Post Holdings Co Ltd  | 91000 | 1093994 |
| MS&AD Insurance Group Holdings Inc  | 43700 | 1113888 |
| Sompo Holdings Inc  | 32200 | 1109654 |
| Tokio Marine Holdings Inc  | 33900 | 1258559 |
|  |  | 4576095 |
| TOTAL FINANCIALS |  | 7800523 |
| Health Care - 0.8% |  |  |
| Health Care Providers & Services - 0.1% |  |  |
| Medipal Holdings Corp  | 22800 | 413699 |
| Pharmaceuticals - 0.7% |  |  |
| Ono Pharmaceutical Co Ltd  | 35200 | 525399 |
| Otsuka Holdings Co Ltd  | 10700 | 640987 |
| Shionogi & Co Ltd  | 26500 | 545255 |
|  |  | 1711641 |
| TOTAL HEALTH CARE |  | 2125340 |
| Industrials - 4.8% |  |  |
| Building Products - 0.2% |  |  |
| Sanwa Holdings Corp  | 28100 | 637559 |
| Commercial Services & Supplies - 1.0% |  |  |
| Dai Nippon Printing Co Ltd  | 50000 | 897025 |
| Secom Co Ltd  | 23100 | 847419 |
| TOPPAN Holdings Inc  | 29000 | 895605 |
|  |  | 2640049 |
| Construction & Engineering - 0.5% |  |  |
| Kajima Corp  | 32300 | 1319137 |
| Industrial Conglomerates - 0.6% |  |  |
| Hikari Tsushin Inc  | 2400 | 661377 |
| Sekisui Chemical Co Ltd  | 44200 | 783084 |
|  |  | 1444461 |
| Trading Companies & Distributors - 2.5% |  |  |
| ITOCHU Corp  | 126400 | 1615029 |
| Mitsui & Co Ltd  | 57900 | 1889840 |
| Sojitz Corp  | 32000 | 1167483 |
| Sumitomo Corp  | 37400 | 1515056 |
|  |  | 6187408 |
| TOTAL INDUSTRIALS |  | 12228614 |
| Information Technology - 1.1% |  |  |
| IT Services - 0.8% |  |  |
| NEC Corp  | 21700 | 732899 |
| Obic Co Ltd  | 13900 | 387192 |
| Otsuka Corp  | 23700 | 470436 |
| TIS Inc  | 14600 | 425715 |
|  |  | 2016242 |
| Software - 0.1% |  |  |
| Trend Micro Inc/Japan  | 7700 | 301990 |
| Technology Hardware, Storage & Peripherals - 0.2% |  |  |
| Brother Industries Ltd  | 27000 | 549942 |
| TOTAL INFORMATION TECHNOLOGY |  | 2868174 |
| Materials - 1.5% |  |  |
| Chemicals - 0.6% |  |  |
| Kuraray Co Ltd  | 145700 | 1573080 |
| Paper & Forest Products - 0.9% |  |  |
| Oji Holdings Corp  | 372500 | 2209983 |
| TOTAL MATERIALS |  | 3783063 |
| Real Estate - 1.5% |  |  |
| Real Estate Management & Development - 1.5% |  |  |
| Daito Trust Construction Co Ltd  | 186200 | 3784111 |
| Utilities - 1.5% |  |  |
| Gas Utilities - 1.5% |  |  |
| Tokyo Gas Co Ltd  | 86600 | 3843275 |
| TOTAL JAPAN |  | 53538385 |
| MEXICO - 1.8%  |  |  |
| Materials - 1.8% |  |  |
| Metals & Mining - 1.8% |  |  |
| Fresnillo PLC  | 91979 | 4672597 |
| NETHERLANDS - 2.5%  |  |  |
| Communication Services - 1.1% |  |  |
| Diversified Telecommunication Services - 1.1% |  |  |
| Koninklijke KPN NV  | 560145 | 2737475 |
| Consumer Staples - 0.8% |  |  |
| Consumer Staples Distribution & Retail - 0.8% |  |  |
| Koninklijke Ahold Delhaize NV  | 50146 | 1966268 |
| Food Products - 0.0% |  |  |
| Magnum Ice Cream Co NV/The  | 9293 | 165765 |
| TOTAL CONSUMER STAPLES |  | 2132033 |
| Energy - 0.0% |  |  |
| Energy Equipment & Services - 0.0% |  |  |
| SBM Offshore NV  | 3884 | 139635 |
| Financials - 0.3% |  |  |
| Capital Markets - 0.3% |  |  |
| Euronext NV (d) | 5218 | 731875 |
| Industrials - 0.3% |  |  |
| Professional Services - 0.3% |  |  |
| Wolters Kluwer NV  | 6973 | 654343 |
| TOTAL NETHERLANDS |  | 6395361 |
| NORWAY - 1.2%  |  |  |
| Consumer Staples - 0.7% |  |  |
| Food Products - 0.7% |  |  |
| Orkla ASA  | 160683 | 1911648 |
| Energy - 0.1% |  |  |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |
| Equinor ASA  | 4802 | 128566 |
| Industrials - 0.4% |  |  |
| Aerospace & Defense - 0.4% |  |  |
| Kongsberg Gruppen ASA  | 29913 | 1030075 |
| TOTAL NORWAY |  | 3070289 |
| SINGAPORE - 2.2%  |  |  |
| Financials - 1.0% |  |  |
| Banks - 0.6% |  |  |
| Oversea-Chinese Banking Corp Ltd  | 97781 | 1635848 |
| Capital Markets - 0.4% |  |  |
| Singapore Exchange Ltd  | 75800 | 1053076 |
| TOTAL FINANCIALS |  | 2688924 |
| Real Estate - 1.2% |  |  |
| Diversified REITs - 1.2% |  |  |
| CapitaLand Integrated Commercial Trust  | 1588285 | 2991333 |
| TOTAL SINGAPORE |  | 5680257 |
| SPAIN - 3.1%  |  |  |
| Consumer Discretionary - 0.6% |  |  |
| Hotels, Restaurants & Leisure - 0.2% |  |  |
| Amadeus IT Group SA Class A  | 8014 | 539806 |
| Specialty Retail - 0.4% |  |  |
| Industria de Diseno Textil SA  | 15523 | 1015682 |
| TOTAL CONSUMER DISCRETIONARY |  | 1555488 |
| Financials - 0.9% |  |  |
| Banks - 0.6% |  |  |
| CaixaBank SA  | 108433 | 1438965 |
| Insurance - 0.3% |  |  |
| Mapfre SA  | 182762 | 838817 |
| TOTAL FINANCIALS |  | 2277782 |
| Information Technology - 0.3% |  |  |
| IT Services - 0.3% |  |  |
| Indra Sistemas SA (f) | 12454 | 808948 |
| Utilities - 1.3% |  |  |
| Electric Utilities - 1.3% |  |  |
| Endesa SA  | 91982 | 3402067 |
| TOTAL SPAIN |  | 8044285 |
| SWEDEN - 2.3%  |  |  |
| Consumer Staples - 0.8% |  |  |
| Household Products - 0.8% |  |  |
| Essity AB B Shares  | 71537 | 2126978 |
| Financials - 0.4% |  |  |
| Capital Markets - 0.4% |  |  |
| Nordnet AB  | 28617 | 932321 |
| Industrials - 1.1% |  |  |
| Building Products - 0.3% |  |  |
| Assa Abloy AB B Shares  | 23009 | 935462 |
| Machinery - 0.8% |  |  |
| Atlas Copco AB A Shares  | 64082 | 1330178 |
| SKF AB B Shares  | 24448 | 642391 |
|  |  | 1972569 |
| TOTAL INDUSTRIALS |  | 2908031 |
| TOTAL SWEDEN |  | 5967330 |
| SWITZERLAND - 5.5%  |  |  |
| Financials - 1.3% |  |  |
| Capital Markets - 0.3% |  |  |
| Swissquote Group Holding SA  | 1212 | 689693 |
| Consumer Finance - 0.3% |  |  |
| Cembra Money Bank AG  | 6933 | 889077 |
| Insurance - 0.7% |  |  |
| Zurich Insurance Group AG  | 2332 | 1662578 |
| TOTAL FINANCIALS |  | 3241348 |
| Health Care - 0.2% |  |  |
| Health Care Equipment & Supplies - 0.1% |  |  |
| Sonova Holding AG  | 622 | 170837 |
| Straumann Holding AG  | 1438 | 173856 |
|  |  | 344693 |
| Health Care Providers & Services - 0.1% |  |  |
| Galenica AG (d)(e) | 1155 | 144891 |
| TOTAL HEALTH CARE |  | 489584 |
| Industrials - 0.7% |  |  |
| Building Products - 0.4% |  |  |
| Geberit AG  | 1264 | 967800 |
| Electrical Equipment - 0.3% |  |  |
| Accelleron Industries AG  | 9212 | 882859 |
| TOTAL INDUSTRIALS |  | 1850659 |
| Information Technology - 0.2% |  |  |
| Technology Hardware, Storage & Peripherals - 0.2% |  |  |
| Logitech International SA  | 6085 | 526595 |
| Materials - 1.4% |  |  |
| Chemicals - 1.4% |  |  |
| EMS-Chemie Holding AG  | 2175 | 1697520 |
| Givaudan SA  | 479 | 1858648 |
| TOTAL MATERIALS |  | 3556168 |
| Real Estate - 1.7% |  |  |
| Real Estate Management & Development - 1.7% |  |  |
| PSP Swiss Property AG  | 21830 | 4394065 |
| TOTAL SWITZERLAND |  | 14058419 |
| UNITED KINGDOM - 13.3%  |  |  |
| Communication Services - 2.6% |  |  |
| Interactive Media & Services - 1.2% |  |  |
| Autotrader Group PLC (d)(e) | 222078 | 1639536 |
| Rightmove PLC  | 225993 | 1533228 |
|  |  | 3172764 |
| Wireless Telecommunication Services - 1.4% |  |  |
| Vodafone Group PLC  | 2390893 | 3523690 |
| TOTAL COMMUNICATION SERVICES |  | 6696454 |
| Consumer Discretionary - 0.4% |  |  |
| Hotels, Restaurants & Leisure - 0.2% |  |  |
| InterContinental Hotels Group PLC  | 4463 | 601612 |
| Leisure Products - 0.2% |  |  |
| Games Workshop Group PLC  | 2113 | 494376 |
| TOTAL CONSUMER DISCRETIONARY |  | 1095988 |
| Consumer Staples - 2.6% |  |  |
| Household Products - 0.8% |  |  |
| Reckitt Benckiser Group PLC  | 24439 | 2043039 |
| Personal Care Products - 1.1% |  |  |
| Unilever PLC  | 42538 | 2883907 |
| Tobacco - 0.7% |  |  |
| Imperial Brands PLC  | 41367 | 1740441 |
| TOTAL CONSUMER STAPLES |  | 6667387 |
| Financials - 2.8% |  |  |
| Banks - 1.2% |  |  |
| NatWest Group PLC  | 163043 | 1488290 |
| Standard Chartered PLC  | 58047 | 1483176 |
|  |  | 2971466 |
| Capital Markets - 0.8% |  |  |
| 3i Group PLC  | 21909 | 1007466 |
| IG Group Holdings PLC  | 53095 | 985062 |
|  |  | 1992528 |
| Insurance - 0.8% |  |  |
| Aviva PLC  | 113218 | 987800 |
| Beazley PLC  | 68686 | 1067902 |
|  |  | 2055702 |
| TOTAL FINANCIALS |  | 7019696 |
| Health Care - 0.1% |  |  |
| Pharmaceuticals - 0.1% |  |  |
| Hikma Pharmaceuticals PLC  | 14989 | 314495 |
| Industrials - 1.8% |  |  |
| Aerospace & Defense - 0.6% |  |  |
| BAE Systems PLC  | 49959 | 1353300 |
| Construction & Engineering - 0.3% |  |  |
| Balfour Beatty PLC  | 90549 | 887187 |
| Industrial Conglomerates - 0.5% |  |  |
| CK Hutchison Holdings Ltd  | 68000 | 550725 |
| Smiths Group PLC  | 22664 | 780627 |
|  |  | 1331352 |
| Professional Services - 0.4% |  |  |
| RELX PLC  | 26526 | 938764 |
| TOTAL INDUSTRIALS |  | 4510603 |
| Information Technology - 0.4% |  |  |
| Electronic Equipment, Instruments & Components - 0.3% |  |  |
| Halma PLC  | 13480 | 655567 |
| Software - 0.1% |  |  |
| Sage Group PLC/The  | 35742 | 469575 |
| TOTAL INFORMATION TECHNOLOGY |  | 1125142 |
| Utilities - 2.6% |  |  |
| Independent Power and Renewable Electricity Producers - 1.3% |  |  |
| Drax Group PLC  | 278798 | 3447051 |
| Multi-Utilities - 1.3% |  |  |
| Centrica PLC  | 1233364 | 3231798 |
| TOTAL UTILITIES |  | 6678849 |
| TOTAL UNITED KINGDOM |  | 34108614 |
| UNITED STATES - 5.0%  |  |  |
| Energy - 0.2% |  |  |
| Oil, Gas & Consumable Fuels - 0.2% |  |  |
| Shell PLC  | 11521 | 441723 |
| Health Care - 2.7% |  |  |
| Health Care Equipment & Supplies - 0.1% |  |  |
| Alcon AG  | 3884 | 314836 |
| Pharmaceuticals - 2.6% |  |  |
| GSK PLC  | 42767 | 1101262 |
| Haleon PLC  | 128005 | 665556 |
| Novartis AG  | 11556 | 1720081 |
| Roche Holding AG non-voting shares  | 4443 | 2023453 |
| Sanofi SA  | 10095 | 951154 |
|  |  | 6461506 |
| TOTAL HEALTH CARE |  | 6776342 |
| Industrials - 0.3% |  |  |
| Commercial Services & Supplies - 0.3% |  |  |
| Waste Connections Inc  | 5316 | 894277 |
| Materials - 1.8% |  |  |
| Construction Materials - 1.8% |  |  |
| Buzzi SpA  | 32780 | 1868723 |
| Holcim AG  | 26205 | 2706767 |
| TOTAL MATERIALS |  | 4575490 |
| TOTAL UNITED STATES |  | 12687832 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $216,783,890) |  | <br> **255192470** |

---

---

| | | | |
|:---|:---|:---|:---|
| &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 $34,960)<br>| 3.82 | 35000 | **34965** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 0.4%** | &nbsp;&nbsp;**Money Market Funds - 0.4%** | &nbsp;&nbsp;**Money Market Funds - 0.4%** | &nbsp;&nbsp;**Money Market Funds - 0.4%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (j) | 3.70 | 259808 | 259860 |
| Fidelity Securities Lending Cash Central Fund (j)(k) | 3.70 | 760176 | 760252 |
| <br> **TOTAL MONEY MARKET FUNDS**<br> (Cost $1,020,166) |  |  | **1020112** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 100.1%**<br> (Cost $217,839,016)<br>| <br>**256247547** |
| **NET OTHER ASSETS (LIABILITIES) - (0.1)%** (g)  | **(275086)** |
| **NET ASSETS - 100.0%** | **255972461** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| &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 EAFE Index Contracts (United States) | 5 | 3/2026 | 759200 | 31138 |
| The notional amount of long futures as a percentage of Net Assets is 0.3%. | The notional amount of long futures as a percentage of Net Assets is 0.3%. | The notional amount of long futures as a percentage of Net Assets is 0.3%. | The notional amount of long futures as a percentage of Net Assets is 0.3%. | The notional amount of long futures as a percentage of Net Assets is 0.3%. |

---

**Legend**

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

(b) Non-income producing.

(c) Level 3 security.

(d) 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 $3,598,249 or 1.4% of net assets.

(e) 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 $2,866,374 or 1.1% of net assets.

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

(g) Includes $14,432 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 $34,965.

(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 | 228981 | 999897 | 969085 | 2512 | 67 | - | 259860 | 259808 | 0.0% |
| Fidelity Securities Lending Cash Central Fund | - | 2348086 | 1587769 | 529 | (11) | (54) | 760252 | 760176 | 0.0% |
| Total | 228981 | 3347983 | 2556854 | 3041 | 56 | (54) | 1020112 |  |  |

---

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 International Multifactor ETF

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

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

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

- **a. Date of fiscal year-end:** 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:** $256774446.92

**Total Liabilities:** $802370.49

**Net Assets:** $255972076.43

**Cash Not Reported:** $104259.46

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000209805 | 3.13%                | 2.70%                | 4.13%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1.08                   | $6219110.88                                |
| Month 2  | $-12777.34               | $5669428.91                                |
| Month 3  | $8.77                    | $9726919.99                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ARC RESOURCES LTD                              | ARC RESOURCES LTD                             | CUSIP: 00208D408<br>LEI: FIR47I6FEYKYNJBYW622 | Long             | EC               | CORP              | CA        |      6009 | NS      | $112134.87    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNICO EAGLE MINES LTD                         | AGNICO EAGLE MINES LTD                        | CUSIP: 008474108<br>LEI: YGE0EUBRF7IJOB3QRX76 | Long             | EC               | CORP              | CA        |     18021 | NS      | $3444637.33   | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| RAIFFEISEN BANK INTERNATIONAL AG               | RAIFFEISEN BANK INTERNTNL AG                  | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | EC               | CORP              | AT        |     25602 | NS      | $1299922.66   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| JB HI-FI LTD                                   | JB HI-FI LTD                                  | CUSIP: N/A<br>LEI: 529900TPC8H040Y3ZQ65       | Long             | EC               | CORP              | AU        |      7252 | NS      | $412273.54    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANZ SE                                     | ALLIANZ SE (REGD)                             | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |      5069 | NS      | $2242078.88   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| KONE OYJ                                       | KONE OYJ B                                    | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |     16055 | NS      | $1157831.75   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSA ABLOY AB                                  | ASSA ABLOY AB SER B                           | CUSIP: N/A<br>LEI: 549300YECS8HKCIMMB67       | Long             | EC               | CORP              | SE        |     23009 | NS      | $935461.50    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTESCUE LTD                                  | FORTESCUE LTD                                 | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |    106296 | NS      | $1563778.92   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| BANDAI NAMCO HOLDINGS INC                      | BANDAI NAMCO HOLDINGS INC                     | CUSIP: N/A<br>LEI: 3538008EFEM34VRJDQ95       | Long             | EC               | CORP              | JP        |     20800 | NS      | $540697.52    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PRO MEDICUS LTD                                | PRO MEDICUS LTD                               | CUSIP: N/A<br>LEI: 98450085A903D1BMFF27       | Long             | EC               | CORP              | AU        |      2204 | NS      | $284283.53    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HIKMA PHARMACEUTICALS PLC                      | HIKMA PHARMACEUTICALS PLC                     | CUSIP: N/A<br>LEI: 549300BNS685UXH4JI75       | Long             | EC               | CORP              | GB        |     14989 | NS      | $314494.74    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERALI                                       | GENERALI                                      | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | EC               | CORP              | IT        |     30559 | NS      | $1250231.76   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLAS COPCO AB                                 | ATLAS COPCO AB SER A                          | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |     64082 | NS      | $1330177.92   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| DRAX GROUP PLC                                 | DRAX GROUP PLC                                | CUSIP: N/A<br>LEI: 549300YPSNTXR4ZHSR98       | Long             | EC               | CORP              | GB        |    278798 | NS      | $3447050.79   | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| BRENNTAG SE                                    | BRENNTAG SE                                   | CUSIP: N/A<br>LEI: NNROIXVWJ7CPSR27SV97       | Long             | EC               | CORP              | DE        |     15483 | NS      | $946754.64    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE SYSTEMS PLC                                | BAE SYSTEMS PLC                               | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |     49959 | NS      | $1353300.13   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK HAPOALIM B M                              | BANK HAPOALIM LTD (REG)                       | CUSIP: N/A<br>LEI: B6ARUI4946ST4S7WOU88       | Long             | EC               | CORP              | IL        |     49030 | NS      | $1219562.55   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK LEUMI LE-ISRAEL                           | BANK LEUMI LE-ISRAEL BM                       | CUSIP: N/A<br>LEI: 7JDSZWRGUQY2DSTWCR57       | Long             | EC               | CORP              | IL        |     51093 | NS      | $1235496.99   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| INPEX CORPORATION                              | INPEX CORP                                    | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               | CORP              | JP        |      9000 | NS      | $200875.15    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BALFOUR BEATTY PLC                             | BALFOUR BEATTY PLC                            | CUSIP: N/A<br>LEI: CT4UIJ3TUKGYYHMENQ17       | Long             | EC               | CORP              | GB        |     90549 | NS      | $887186.88    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| PHOENIX FINANCE LTD                            | PHOENIX FINANCE LTD                           | CUSIP: N/A<br>LEI: 254900IUA68QTCFYHE30       | Long             | EC               | CORP              | IL        |     22296 | NS      | $1089404.61   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP GROUP LTD                                  | BHP GROUP LIMITED                             | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |     91688 | NS      | $3248213.68   | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIVA  PLC                                     | AVIVA PLC                                     | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | EC               | CORP              | GB        |    113218 | NS      | $987800.49    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| BOUYGUES SA                                    | BOUYGUES ORD                                  | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |     19189 | NS      | $1041193.93   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITALAND INTEGRATED COMMERCIAL TRUST         | CAPITALAND INTEGRATED COMMERCIAL TRUST        | CUSIP: N/A<br>LEI: 54930031292WUTXF0L29       | Long             | EC               | CORP              | SG        |   1588285 | NS      | $2991332.66   | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BROTHER INDUSTRIES LTD                         | BROTHER INDUSTRIES                            | CUSIP: 114813108<br>LEI: 549300O5FACQ67KI6R92 | Long             | EC               | CORP              | JP        |     27000 | NS      | $549941.66    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BRAMBLES LTD                                   | BRAMBLES LTD                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     30268 | NS      | $474975.14    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BUREAU VERITAS SA                              | BUREAU VERITAS SA                             | CUSIP: N/A<br>LEI: 969500TPU5T3HA5D1F11       | Long             | EC               | CORP              | FR        |     25958 | NS      | $836873.34    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| BUZZI SPA                                      | BUZZI SPA                                     | CUSIP: N/A<br>LEI: 5299003DX5YLKSVJ6K59       | Long             | EC               | CORP              | IT        |     32780 | NS      | $1868723.17   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN UTILITIES LTD                         | CANADIAN UTIL LTD NON VTG CL A                | CUSIP: 136717832<br>LEI: LWV4QIQODEH3VBHUFX07 | Long             | EC               | CORP              | CA        |     88739 | NS      | $2887957.56   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPGEMINI SA                                   | CAPGEMINI SA (FF40)                           | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |      4093 | NS      | $638843.96    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPCOM CO LTD                                  | CAPCOM CO LTD                                 | CUSIP: N/A<br>LEI: 529900JJWQKXS3TC8744       | Long             | EC               | CORP              | JP        |     96900 | NS      | $2472438.74   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLSBERG AS                                   | CARLSBERG AS CL B                             | CUSIP: N/A<br>LEI: 5299001O0WJQYB5GYZ19       | Long             | EC               | CORP              | DK        |     13856 | NS      | $1882872.62   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRICA PLC                                   | CENTRICA PLC                                  | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | EC               | CORP              | GB        |   1233364 | NS      | $3231797.71   | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MAPFRE SA                                      | MAPFRE SA                                     | CUSIP: N/A<br>LEI: 95980020140005693107       | Long             | EC               | CORP              | ES        |    182762 | NS      | $838817.22    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| J FRONT RETAILING CO LTD                       | J FRONT RETAILING CO LTD                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     42300 | NS      | $617937.57    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CAIXABANK SA                                   | CAIXABANK SA                                  | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |    108433 | NS      | $1438965.10   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINOR ASA                                    | EQUINOR ASA                                   | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |      4802 | NS      | $128566.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RECKITT BENCKISER GROUP PLC                    | RECKITT BENCKISER GROUP PLC                   | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |     24439 | NS      | $2043038.56   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX LTD                                        | ASX LTD                                       | CUSIP: N/A<br>LEI: 549300VSBVYUCBIQKT71       | Long             | EC               | CORP              | AU        |     19691 | NS      | $790150.68    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOZO INC                                       | ZOZO INC                                      | CUSIP: N/A<br>LEI: 549300GC7XPQMZA0OW13       | Long             | EC               | CORP              | JP        |     57800 | NS      | $478107.09    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| POSTE ITALIANE SPA                             | POSTE ITALIANE SPA                            | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | EC               | CORP              | IT        |     40967 | NS      | $1081947.90   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| BOC HONG KONG HOLDINGS LTD                     | BANK OF CHINA HONG KONG LTD                   | CUSIP: N/A<br>LEI: 254900JB98W77JDJMW15       | Long             | EC               | CORP              | HK        |    218000 | NS      | $1151173.54   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| RIGHTMOVE PLC                                  | RIGHTMOVE PLC                                 | CUSIP: N/A<br>LEI: 2138001JXGCFKBXYB828       | Long             | EC               | CORP              | GB        |    225993 | NS      | $1533227.81   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| TIS INC                                        | TIS INC                                       | CUSIP: N/A<br>LEI: 35380064HYEZXBQHDF07       | Long             | EC               | CORP              | JP        |     14600 | NS      | $425715.03    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA COLA HBC AG                               | COCA COLA HBC AG                              | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               | CORP              | CH        |     27237 | NS      | $1476350.94   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESNILLO PLC                                  | FRESNILLO PLC                                 | CUSIP: N/A<br>LEI: 549300JXWH1UV5J0XV81       | Long             | EC               | CORP              | GB        |     91979 | NS      | $4672597.11   | 1.83%             |  |  |  | No            |                  1 | On Loan: No      |
| ENGIE SA                                       | ENGIE SA                                      | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |    132463 | NS      | $3955373.68   | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPAGNIE DE ST GOBAIN                         | ST GOBAIN CIE DE                              | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |     10337 | NS      | $1023390.64   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION SOFTWARE INC                     | CONSTELLATION SOFTWARE INC                    | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |       211 | NS      | $391562.65    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SOJITZ CORPORATION                             | SOJITZ CORPORATION                            | CUSIP: N/A<br>LEI: 5493004SE33MRLPB1W98       | Long             | EC               | CORP              | JP        |     32000 | NS      | $1167483.47   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| DAI NIPPON PRINTING LTD JAPAN                  | DAI NIPPON PRINTING CO LTD                    | CUSIP: N/A<br>LEI: 529900S7NFNQ4FT6OP83       | Long             | EC               | CORP              | JP        |     50000 | NS      | $897024.50    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| KDDI CORP                                      | KDDI CORP                                     | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |    174300 | NS      | $2945111.82   | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DANONE SA                                      | DANONE SA                                     | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |     26095 | NS      | $2043931.49   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| DASSAULT AVIATION SA                           | DASSAULT AVIATION SA                          | CUSIP: N/A<br>LEI: 969500CVFTUT88V8QN95       | Long             | EC               | CORP              | FR        |      2499 | NS      | $950744.73    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| DAITO TRUST CONSTRUCTION CO LTD                | DAITO TRUST CONSTRUCTION                      | CUSIP: N/A<br>LEI: 353800QQ4DRI3KXS3038       | Long             | EC               | CORP              | JP        |    186200 | NS      | $3784111.24   | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLARAMA INC                                  | DOLLARAMA INC                                 | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |      5032 | NS      | $681883.10    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| EIFFAGE SA                                     | EIFFAGE SA (FORM FOUGEROLLE)                  | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |      6007 | NS      | $892921.14    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| EBOS GROUP LTD                                 | EBOS GROUP LTD                                | CUSIP: N/A<br>LEI: 254900KJ40C7HBYTWC21       | Long             | EC               | CORP              | NZ        |     17344 | NS      | $269711.23    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE INC                                   | ENBRIDGE INC                                  | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |      5444 | NS      | $267224.96    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ENDESA SA                                      | ENDESA SA                                     | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               | CORP              | ES        |     91982 | NS      | $3402066.37   | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| EMS-CHEMIE HOLDING AG                          | EMS-CHEMIE HOLDING AG                         | CUSIP: N/A<br>LEI: 529900G1XFTGSE0DIX60       | Long             | EC               | CORP              | CH        |      2175 | NS      | $1697519.64   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                 | FAIRFAX FINL HLDGS LTD SUB VTG                | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |       613 | NS      | $1017236.41   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT NV                                    | EURONEXT NV                                   | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | EC               | CORP              | NL        |      5218 | NS      | $731875.30    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE LTD                         | SINGAPORE EXCHANGE LTD                        | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Long             | EC               | CORP              | SG        |     75800 | NS      | $1053076.44   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                   | Fidelity Cash Central Fund                    | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |    259808 | NS      | $259860.26    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                   | Fidelity Securities Lending Cash Central Fund | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |    757950 | NS      | $758025.49    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| FINNING INTERNATIONAL INC                      | FINNING INTERNATIONAL INC                     | CUSIP: 318071404<br>LEI: 549300QLDCP11KB6XW55 | Long             | EC               | CORP              | CA        |     15111 | NS      | $952869.54    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST INTERNATIONAL BANK OF ISRAEL LTD         | FIRST INTL BK OF ISRAEL LTD                   | CUSIP: N/A<br>LEI: 2138002RV6AUUX19F397       | Long             | EC               | CORP              | IL        |     10665 | NS      | $911756.73    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTSERVICE CORP                              | FIRSTSERVICE CORP                             | CUSIP: 33767E202<br>LEI: 5493000XUDIV75BCF118 | Long             | EC               | CORP              | CA        |     12043 | NS      | $1876152.04   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESENIUS MEDICAL CARE AG                      | FRESENIUS MEDICAL CARE AG                     | CUSIP: N/A<br>LEI: 549300CP8NY40UP89Q40       | Long             | EC               | CORP              | DE        |      8331 | NS      | $375725.03    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESENIUS SE and CO KGAA                       | FRESENIUS SE and CO KGAA                      | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | EC               | CORP              | DE        |      9987 | NS      | $560903.64    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SUBARU CORP                                    | SUBARU CORP                                   | CUSIP: N/A<br>LEI: 549300N244BVAEE6HH86       | Long             | EC               | CORP              | JP        |     33600 | NS      | $724667.44    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| GAMES WORKSHOP GROUP PLC                       | GAMES WORKSHOP GROUP CO PLC                   | CUSIP: N/A<br>LEI: 213800RP9QJQYGWHNT41       | Long             | EC               | CORP              | GB        |      2113 | NS      | $494375.70    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SOMPO HOLDINGS INC                             | SOMPO HOLDINGS INC                            | CUSIP: N/A<br>LEI: 353800CWW4SRGEYEB512       | Long             | EC               | CORP              | JP        |     32200 | NS      | $1109653.83   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| GIVAUDAN SA                                    | GIVAUDAN AG                                   | CUSIP: N/A<br>LEI: 213800SVRMQA1TD91D41       | Long             | EC               | CORP              | CH        |       479 | NS      | $1858648.14   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| AMADEUS IT GROUP SA                            | AMADEUS IT GROUP SA                           | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Long             | EC               | CORP              | ES        |      8014 | NS      | $539806.88    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PANDORA A/S                                    | PANDORA A/S                                   | CUSIP: N/A<br>LEI: 5299007OWYZ6I1E46843       | Long             | EC               | CORP              | DK        |      3102 | NS      | $251532.21    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GREAT WEST LIFECO INC                          | GREAT WEST LIFECO INC                         | CUSIP: 39138C106<br>LEI: 549300X81X4VZEESFU46 | Long             | EC               | CORP              | CA        |     22686 | NS      | $1067832.69   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ORKLA ASA                                      | ORKLA ASA                                     | CUSIP: N/A<br>LEI: 549300PZS8G8RG6RVZ52       | Long             | EC               | CORP              | NO        |    160683 | NS      | $1911647.36   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                        | GSK PLC                                       | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |     42767 | NS      | $1101261.85   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| CGI INC                                        | CGI INC CL A SUB VTG                          | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |      5015 | NS      | $432190.30    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| OTSUKA HOLDINGS CO LTD                         | OTSUKA HOLDINGS CO LTD                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     10700 | NS      | $640987.29    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| HALMA PLC                                      | HALMA PLC                                     | CUSIP: N/A<br>LEI: 2138007FRGLUR9KGBT40       | Long             | EC               | CORP              | GB        |     13480 | NS      | $655566.64    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| HANNOVER RUECK SA                              | HANNOVER RUECKVERSICHERUNGS SE(REGD)          | CUSIP: N/A<br>LEI: 529900KIN5BE45V5KB18       | Long             | EC               | CORP              | DE        |      2853 | NS      | $810504.27    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| GEBERIT AG                                     | GEBERIT AG (REG)                              | CUSIP: N/A<br>LEI: 52990093Z5OHD6T7BS47       | Long             | EC               | CORP              | CH        |      1264 | NS      | $967800.01    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| HIKARI TSUSHIN INC                             | HIKARI TSUSHIN INC                            | CUSIP: N/A<br>LEI: 3538001SOIIV8U3OXH94       | Long             | EC               | CORP              | JP        |      2400 | NS      | $661376.90    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| HOLCIM AG                                      | HOLCIM LTD                                    | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |     26205 | NS      | $2706766.70   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HOCHTIEF AG                                    | HOCHTIEF AG                                   | CUSIP: N/A<br>LEI: 529900Y25S8NZIYTT924       | Long             | EC               | CORP              | DE        |      4241 | NS      | $1790074.45   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL OIL LTD                               | IMPERIAL OIL LTD                              | CUSIP: 453038408<br>LEI: 549300MO45LTBPAU4Z27 | Long             | EC               | CORP              | CA        |      1441 | NS      | $146393.21    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL BRANDS PLC                            | IMPERIAL BRANDS PLC                           | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |     41367 | NS      | $1740441.44   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| INTACT FINANCIAL CORP                          | INTACT FINL CORP                              | CUSIP: 45823T106<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | EC               | CORP              | CA        |      5220 | NS      | $955647.60    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL HOTELS GROUP PLC NEW          | INTERCONTINENTAL HOTELS GP PLC                | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | EC               | CORP              | GB        |      4463 | NS      | $601612.40    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ITOCHU CORPORATION                             | ITOCHU CORP                                   | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               | CORP              | JP        |    126400 | NS      | $1615029.17   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| ISRAEL DISCOUNT BANK LTD                       | ISRAEL DISCOUNT BANK LTD CL A                 | CUSIP: 465074201<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |     84669 | NS      | $1004115.60   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| JARDINE MATHESON HOLDINGS LTD                  | JARDINE MATHESON HLD                          | CUSIP: N/A<br>LEI: 2138009KENVUNWOLPK41       | Long             | EC               | CORP              | BM        |      7177 | NS      | $522270.29    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TALANX AG                                      | TALANX AKTIENGESELLSCHAFT                     | CUSIP: N/A<br>LEI: 5299006ZIILJ6VJVSJ32       | Long             | EC               | CORP              | DE        |      5845 | NS      | $740548.21    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| KAJIMA CORP                                    | KAJIMA CORP                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     32300 | NS      | $1319136.52   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| KERRY GROUP PLC                                | KERRY GROUP PLC CL A                          | CUSIP: N/A<br>LEI: 635400TLVVBNXLFHWC59       | Long             | EC               | CORP              | IE        |     18932 | NS      | $1684679.55   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| KINROSS GOLD CORP                              | KINROSS GOLD CORP                             | CUSIP: 496902404<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | EC               | CORP              | CA        |    112788 | NS      | $3571502.00   | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| KONINKLIJKE AHOLD DELHAIZE NV                  | KONINKLIJKE AHOLD DELHAIZE NV                 | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |     50146 | NS      | $1966268.00   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| KURARAY CO LTD                                 | KURARAY CO LTD                                | CUSIP: N/A<br>LEI: 549300W9JPTOE739QZ31       | Long             | EC               | CORP              | JP        |    145700 | NS      | $1573080.19   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| KONGSBERG GRUPPEN ASA                          | KONGSBERG GRUPPEN ASA                         | CUSIP: N/A<br>LEI: 5967007LIEEXZXJ9HK73       | Long             | EC               | CORP              | NO        |     29913 | NS      | $1030075.08   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL KPN NV (KONINKLIJKE KPN)                 | KPN (KON) NV                                  | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |    560145 | NS      | $2737474.67   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDIPAL HLDGS CORP                             | MEDIPAL HOLDINGS CORP                         | CUSIP: N/A<br>LEI: 353800PJDODZEA4NP730       | Long             | EC               | CORP              | JP        |     22800 | NS      | $413698.95    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| IG GROUP HOLDINGS PLC                          | IG GROUP HLDGS PLC                            | CUSIP: N/A<br>LEI: 2138003A5Q1M7ANOUD76       | Long             | EC               | CORP              | GB        |     53095 | NS      | $985061.97    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| INDUSTRIA DE DISENO TEXTIL INDITEX SA          | INDITEX SA                                    | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |     15523 | NS      | $1015681.54   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| LOBLAW COS LTD                                 | LOBLAW COS LTD DTC ELIGIBLE                   | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |     39178 | NS      | $1772651.52   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| LOGITECH INTERNATIONAL SA                      | LOGITECH INTL SA REG                          | CUSIP: N/A<br>LEI: 549300SN6PRK6IJJC215       | Long             | EC               | CORP              | CH        |      6085 | NS      | $526594.90    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| LUNDIN GOLD INC                                | LUNDIN GOLD INC                               | CUSIP: 550371108<br>LEI: 549300ZOV16K515FC525 | Long             | EC               | CORP              | CA        |     35688 | NS      | $2690271.42   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MS and AD INSURANCE GROUP HOLDINGS INC         | MS and AD INSURANCE GRP HLDGS INC             | CUSIP: N/A<br>LEI: 529900CXROT5S2HMMP26       | Long             | EC               | CORP              | JP        |     43700 | NS      | $1113888.24   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| SBM OFFSHORE NV                                | SBM OFFSHORE NV                               | CUSIP: N/A<br>LEI: 549300RDGCRYZ5QE6513       | Long             | EC               | CORP              | NL        |      3884 | NS      | $139634.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MANULIFE FINANCIAL CORP                        | MANULIFE FINANCIAL CORP                       | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |     39299 | NS      | $1505327.42   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| HACHIJUNI NAGANO BANK LTD                      | HACHIJUNI NAGANO BANK LTD                     | CUSIP: N/A<br>LEI: FE70I3MHDCWOZWK19W48       | Long             | EC               | CORP              | JP        |     81500 | NS      | $1017032.93   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| GEA GROUP AG                                   | GEA GROUP AG                                  | CUSIP: N/A<br>LEI: 549300PHUU0ZZWO8EO07       | Long             | EC               | CORP              | DE        |     13741 | NS      | $987357.64    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| METRO INC                                      | METRO INC                                     | CUSIP: 59162N109<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | EC               | CORP              | CA        |     19718 | NS      | $1316183.60   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUI and CO LTD                              | MITSUI and CO LTD                             | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Long             | EC               | CORP              | JP        |     57900 | NS      | $1889838.58   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNTORY BEVERAGE and FOOD LTD                  | SUNTORY BEVERAGE and FOOD LTD                 | CUSIP: N/A<br>LEI: 549300FONLMVK7YYYH41       | Long             | EC               | CORP              | JP        |     48200 | NS      | $1522615.07   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| NEC CORP                                       | NEC CORP                                      | CUSIP: N/A<br>LEI: 5493000QYMPFRTEY4K28       | Long             | EC               | CORP              | JP        |     21700 | NS      | $732899.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MEBUKI FINANCIAL GROUP INC                     | MEBUKI FINANCIAL GROUP INC                    | CUSIP: N/A<br>LEI: 353800K1RXV3E3JAE812       | Long             | EC               | CORP              | JP        |    137700 | NS      | $1038596.85   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| CEMBRA MONEY BANK AG                           | CEMBRA MONEY BANK AG                          | CUSIP: N/A<br>LEI: 549300ZDHOETLAIVTE82       | Long             | EC               | CORP              | CH        |      6933 | NS      | $889077.01    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| NICE LTD                                       | NICE LTD                                      | CUSIP: N/A<br>LEI: 254900YTY4EF5Z4W0A51       | Long             | EC               | CORP              | IL        |      3488 | NS      | $373698.16    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVARTIS AG                                    | NOVARTIS AG (REG)                             | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |     11556 | NS      | $1720081.45   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| GAZTRANSPORT ET TECHNIGAZ SA                   | GAZTRANSPORT ET TECHNIGA                      | CUSIP: N/A<br>LEI: 969500BVOHVZUUFWDT54       | Long             | EC               | CORP              | FR        |       552 | NS      | $119188.65    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVO-NORDISK AS                                | NOVO-NORDISK AS CL B                          | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |     25451 | NS      | $1498345.93   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| OJI HOLDINGS CORP                              | OJI HOLDINGS CORP                             | CUSIP: N/A<br>LEI: 529900LVC9GIIYUGE243       | Long             | EC               | CORP              | JP        |    372500 | NS      | $2209983.15   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| ONO PHARMACEUTICAL CO LTD                      | ONO PHARMACEUTICAL CO LTD                     | CUSIP: N/A<br>LEI: 529900G26L4NG4GFJZ86       | Long             | EC               | CORP              | JP        |     35200 | NS      | $525398.68    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ORION OYJ                                      | ORION OYJ (NEW) B                             | CUSIP: N/A<br>LEI: 74370029VAHCXDR7B745       | Long             | EC               | CORP              | FI        |      5166 | NS      | $428050.23    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| OVERSEA-CHINESE BKG CORP LTD                   | OVERSEA-CHINESE BKG CORP LTD                  | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | EC               | CORP              | SG        |     97781 | NS      | $1635847.62   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| OTSUKA CORPORATION                             | OTSUKA CORPORATION                            | CUSIP: N/A<br>LEI: 529900RG9DJ58J3UIE72       | Long             | EC               | CORP              | JP        |     23700 | NS      | $470435.63    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDIBANK PRIVATE LIMITED                       | MEDIBANK PRIVATE LIMITED                      | CUSIP: N/A<br>LEI: BDYVSUPTML83OLINBJ17       | Long             | EC               | CORP              | AU        |    271165 | NS      | $877636.64    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| PEMBINA PIPELINE CORP                          | PEMBINA PIPELINE CORP                         | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |      3569 | NS      | $149122.34    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHNOLOGY ONE LIMITED                         | TECHNOLOGY ONE LIMITED                        | CUSIP: N/A<br>LEI: 875500YEWBJIM91P9N12       | Long             | EC               | CORP              | AU        |     16180 | NS      | $285526.11    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOVA HLDG AG                                 | SONOVA HLDG AG                                | CUSIP: N/A<br>LEI: 5299004A0QNX7FBNHS61       | Long             | EC               | CORP              | CH        |       622 | NS      | $170836.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| REPLY SPA                                      | REPLY SPA                                     | CUSIP: N/A<br>LEI: 815600DAEFB0388F3521       | Long             | EC               | CORP              | IT        |      3281 | NS      | $430917.88    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| POWER CORP OF CANADA                           | POWER CORP OF CANADA SUB VTG                  | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |     23600 | NS      | $1196774.36   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN POST HOLDINGS CO LTD                     | JAPAN POST HOLDINGS CO LTD                    | CUSIP: N/A<br>LEI: 5299003D9N4JBS256X18       | Long             | EC               | CORP              | JP        |     91000 | NS      | $1093993.91   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE CONNECTION INC                           | WASTE CONNECTIONS INC                         | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |      5316 | NS      | $894276.70    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| QBE INS GROUP LTD                              | QBE INSURANCE GROUP LTD                       | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | EC               | CORP              | AU        |     67297 | NS      | $930640.59    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEBECOR INC                                   | QUEBECOR INC CL B SUB VTG                     | CUSIP: 748193208<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     83267 | NS      | $3054219.91   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTO TRADER GROUP PLC                          | AUTOTRADER GROUP PLC                          | CUSIP: N/A<br>LEI: 213800QLK9BZILB1DI86       | Long             | EC               | CORP              | GB        |    222078 | NS      | $1639536.36   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| CK HUTCHISON HOLDINGS LTD                      | CK HUTCHISON HOLDINGS LTD                     | CUSIP: N/A<br>LEI: 254900Z8HM1VEPOQ2G79       | Long             | EC               | CORP              | KY        |     68000 | NS      | $550725.38    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| RECORDATI INDUSTRIA CHIMICA E FARMACEUTICA SPA | RECORDATI SPA                                 | CUSIP: N/A<br>LEI: 815600FBF92FD3531704       | Long             | EC               | CORP              | IT        |      6971 | NS      | $384299.95    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| RELX PLC                                       | RELX PLC                                      | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |     26526 | NS      | $938763.82    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| RIO TINTO PLC                                  | RIO TINTO PLC                                 | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |     38787 | NS      | $3586331.53   | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| RIO TINTO LTD                                  | RIO TINTO LTD                                 | CUSIP: N/A<br>LEI: 529900X2VMAQT2PE0V24       | Long             | EC               | CORP              | AU        |     17941 | NS      | $1904766.41   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCHE HOLDING AG                               | ROCHE HOLDINGS AG (GENUSSCHEINE)              | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |      4443 | NS      | $2023453.15   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEPERFORMANCE                                | TELEPERFORMANCE                               | CUSIP: N/A<br>LEI: 9695004GI61FHFFNRG61       | Long             | EC               | CORP              | FR        |      7918 | NS      | $514312.82    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NATWEST GROUP PLC                              | NATWEST GROUP PLC                             | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |    163043 | NS      | $1488290.25   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| PSP SWISS PROPERTY AG                          | PSP SWISS PROPERTY AG                         | CUSIP: N/A<br>LEI: 50670042Y437P8X44F56       | Long             | EC               | CORP              | CH        |     21830 | NS      | $4394065.32   | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| SKF AB                                         | SKF AB SER B                                  | CUSIP: N/A<br>LEI: 549300B6HWYEE57O8J84       | Long             | EC               | CORP              | SE        |     24448 | NS      | $642390.89    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| THE SAGE GROUP PLC                             | THE SAGE GROUP PLC                            | CUSIP: N/A<br>LEI: 2138005RN5XYLTF8G138       | Long             | EC               | CORP              | GB        |     35742 | NS      | $469575.59    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MIZRAHI TEFAHOT BANK LTD                       | MIZRAHI TEFAHOT BANK LTD                      | CUSIP: N/A<br>LEI: YZO9YEGEO4VYDZMDWF93       | Long             | EC               | CORP              | IL        |     12799 | NS      | $1008049.64   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| SANRIO CO LTD                                  | SANRIO CO LTD                                 | CUSIP: N/A<br>LEI: 3538002Q5JQLOMSPH125       | Long             | EC               | CORP              | JP        |     14500 | NS      | $446956.44    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SECOM CO LTD                                   | SECOM CO LTD                                  | CUSIP: N/A<br>LEI: 529900TYCL9N3E9PGE47       | Long             | EC               | CORP              | JP        |     23100 | NS      | $847419.29    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SEKISUI CHEMICAL CO LTD                        | SEKISUI CHEMICAL CO LTD                       | CUSIP: N/A<br>LEI: 529900KQIVT7NWFNMI70       | Long             | EC               | CORP              | JP        |     44200 | NS      | $783084.40    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIMAMURA CO LTD                               | SHIMAMURA CORP                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      7800 | NS      | $524601.32    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SANKYO CO LTD GUNMA                            | SANKYO CO LTD GUNMA (6417)                    | CUSIP: N/A<br>LEI: 3538009H2R9ZBZAOAK48       | Long             | EC               | CORP              | JP        |     30400 | NS      | $476022.30    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SMITHS GROUP PLC                               | SMITHS GROUP PLC                              | CUSIP: N/A<br>LEI: 213800MJL6IPZS3ASA11       | Long             | EC               | CORP              | GB        |     22664 | NS      | $780626.91    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SODEXO SA                                      | SODEXO                                        | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Long             | EC               | CORP              | FR        |      7856 | NS      | $403181.71    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN TOBACCO INC                              | JAPAN TOBACCO INC                             | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               | CORP              | JP        |     60700 | NS      | $2196076.11   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| SANWA HOLDINGS CORP                            | SANWA HOLDINGS CORP                           | CUSIP: N/A<br>LEI: 5299003X6BCA4ROO5A70       | Long             | EC               | CORP              | JP        |     28100 | NS      | $637559.96    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SINO LAND LTD                                  | SINO LAND CO                                  | CUSIP: N/A<br>LEI: 529900G5P51053HJVZ92       | Long             | EC               | CORP              | HK        |   2292055 | NS      | $3457291.30   | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED PLC                         | STANDARD CHARTERED PLC                        | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |     58047 | NS      | $1483176.02   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| STRAUMANN HOLDING AG                           | STRAUMANN HOLDG AG (REGD)                     | CUSIP: N/A<br>LEI: 50670046ML5FVIM60Z37       | Long             | EC               | CORP              | CH        |      1438 | NS      | $173855.98    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO CORP                                  | SUMITOMO CORP                                 | CUSIP: N/A<br>LEI: V82KK8NH1P0JS71FJC05       | Long             | EC               | CORP              | JP        |     37400 | NS      | $1515056.40   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNCORP GROUP LTD                              | SUNCORP GROUP LTD                             | CUSIP: N/A<br>LEI: 549300BVOKRTHDIWVT46       | Long             | EC               | CORP              | AU        |     69505 | NS      | $827759.37    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| SWISSQUOTE GROUP HOLDING SA                    | SWISSQUOTE GROUP HOLDINGS SA                  | CUSIP: N/A<br>LEI: 549300O3WME82RDPEN66       | Long             | EC               | CORP              | CH        |      1212 | NS      | $689693.40    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| AL SYDBANK                                     | AL SYDBANK                                    | CUSIP: N/A<br>LEI: GP5DT10VX1QRQUKVBK64       | Long             | EC               | CORP              | DK        |     10018 | NS      | $912076.56    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| TMX GROUP LTD                                  | TMX GROUP LTD                                 | CUSIP: 87262K105<br>LEI: 549300N65GFVKSHGJW59 | Long             | EC               | CORP              | CA        |     21210 | NS      | $787377.10    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| THOMSON REUTERS CORP                           | THOMSON REUTERS CORP                          | CUSIP: 884903808<br>LEI: 549300561UZND4C7B569 | Long             | EC               | CORP              | CA        |      4118 | NS      | $457521.77    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TOKIO MARINE HOLDINGS INC                      | TOKIO MARINE HOLDINGS INC                     | CUSIP: N/A<br>LEI: 5299009QN2NZ191KLS29       | Long             | EC               | CORP              | JP        |     33900 | NS      | $1258558.93   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPPAN HOLDINGS INC                            | TOPPAN HOLDINGS INC                           | CUSIP: 890747108<br>LEI: 3538003H9W4KIDODQY20 | Long             | EC               | CORP              | JP        |     29000 | NS      | $895604.82    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| TOWER SEMICONDUCTOR LTD                        | TOWER SEMICONDCTR LTD                         | CUSIP: N/A<br>LEI: 54930086ZSNXZOUX0C54       | Long             | EC               | CORP              | IL        |     11199 | NS      | $1527070.48   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYO SUISAN KAISHA LTD                         | TOYO SUISAN KAISHA LTD                        | CUSIP: 892306101<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     22800 | NS      | $1630260.60   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| TREND MICRO INC                                | TREND MICRO INC                               | CUSIP: N/A<br>LEI: 3538005O5UJ5RNAGVE16       | Long             | EC               | CORP              | JP        |      7700 | NS      | $301990.15    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TOKYO GAS CO LTD                               | TOKYO GAS CO LTD                              | CUSIP: N/A<br>LEI: 353800678EIJLOQSWZ83       | Long             | EC               | CORP              | JP        |     86600 | NS      | $3843274.99   | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| UNILEVER PLC                                   | UNILEVER PLC ORD                              | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |     42538 | NS      | $2883906.72   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| OBIC CO LTD                                    | OBIC CO LTD                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     13900 | NS      | $387192.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| VODAFONE GRP PLC                               | VODAFONE GROUP PLC                            | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | EC               | CORP              | GB        |   2390893 | NS      | $3523689.72   | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| SANOFI                                         | SANOFI                                        | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |     10095 | NS      | $951153.73    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| USS CO LTD                                     | USS CO LTD                                    | CUSIP: N/A<br>LEI: 5299000RRQD6UZXG4W72       | Long             | EC               | CORP              | JP        |     53100 | NS      | $587590.43    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| 3I GROUP PLC                                   | 3I GROUP PLC                                  | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |     21909 | NS      | $1007465.59   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIONOGI and CO LTD                            | SHIONOGI and CO LTD                           | CUSIP: N/A<br>LEI: 35380049VXDTHZI3DY35       | Long             | EC               | CORP              | JP        |     26500 | NS      | $545254.76    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| WOLTERS KLUWER NV                              | WOLTERS KLUWER NV                             | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |      6973 | NS      | $654343.48    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| INDRA SISTEMAS                                 | INDRA SISTEMAS SA                             | CUSIP: N/A<br>LEI: 95980020140005308793       | Long             | EC               | CORP              | ES        |     12454 | NS      | $808948.20    | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| LY CORPORATION                                 | LY CORPORATION                                | CUSIP: N/A<br>LEI: 52990078MD2OL792YM35       | Long             | EC               | CORP              | JP        |    677300 | NS      | $1741327.50   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| ZURICH INSURANCE GROUP AG                      | ZURICH INSURANCE GROUP AG                     | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |      2332 | NS      | $1662577.75   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| TUI AG                                         | TUI AG (GB)                                   | CUSIP: N/A<br>LEI: 529900SL2WSPV293B552       | Long             | EC               | CORP              | DE        |     51159 | NS      | $548725.52    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BEAZLEY PLC/UK                                 | BEAZLEY PLC/UK                                | CUSIP: N/A<br>LEI: 213800VTOMUWD41GIT12       | Long             | EC               | CORP              | GB        |     68686 | NS      | $1067901.94   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ITALGAS SPA                                    | ITALGAS SPA                                   | CUSIP: N/A<br>LEI: 815600F25FF44EF1FA76       | Long             | EC               | CORP              | IT        |    316905 | NS      | $3811531.02   | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO BPM SPA                                  | BANCO BPM SPA                                 | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | EC               | CORP              | IT        |     75658 | NS      | $1135882.54   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| GALENICA AG                                    | GALENICA SANTE LTD                            | CUSIP: N/A<br>LEI: 506700W4772BD8016Z20       | Long             | EC               | CORP              | CH        |      1155 | NS      | $144890.59    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSITY AB                                      | ESSITY AB B                                   | CUSIP: N/A<br>LEI: 549300G8E6YUVJ1DA153       | Long             | EC               | CORP              | SE        |     71537 | NS      | $2126977.71   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| KNORR-BREMSE AG                                | KNORR-BREMSE AG                               | CUSIP: N/A<br>LEI: 5299001GRRO0Z25YZT52       | Long             | EC               | CORP              | DE        |      9498 | NS      | $1112415.67   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDEA BANK ABP                                | NORDEA BANK ABP                               | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               | CORP              | FI        |     80122 | NS      | $1555872.44   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| IA FINANCIAL CORP INC                          | IA FINANCIAL CORP INC                         | CUSIP: 45075E104<br>LEI: 549300ZXLJVHQAIXV215 | Long             | EC               | CORP              | CA        |      8616 | NS      | $1064537.13   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ALCON INC                                      | ALCON INC                                     | CUSIP: N/A<br>LEI: 549300LDT5AP8S0NBM78       | Long             | EC               | CORP              | CH        |      3884 | NS      | $314835.76    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PROSUS NV                                      | PROSUS NV                                     | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |     15178 | NS      | $874928.09    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| FDJ UNITED                                     | FDJ UNITED                                    | CUSIP: N/A<br>LEI: 969500R4CLSQFTYYI535       | Long             | EC               | CORP              | FR        |     14723 | NS      | $391289.95    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDNET AB                                     | NORDNET AB                                    | CUSIP: N/A<br>LEI: 549300D6WW5ZTWLZ4C08       | Long             | EC               | CORP              | SE        |     28617 | NS      | $932321.48    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHNIP ENERGIES NV                            | TECHNIP ENERGIES NV                           | CUSIP: N/A<br>LEI: 724500FLODI49NSCIP70       | Long             | EC               | CORP              | NL        |      2386 | NS      | $93784.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DEFINITY FINANCIAL CORP                        | DEFINITY FINANCIAL CORP                       | CUSIP: 24477T100<br>LEI: 984500D5F3FC49D00C44 | Long             | EC               | CORP              | CA        |     14998 | NS      | $738076.82    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL PLC                                      | SHELL PLC                                     | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |     11521 | NS      | $441722.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HALEON PLC                                     | HALEON PLC                                    | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               | CORP              | GB        |    128005 | NS      | $665556.27    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| IYOGIN HOLDINGS INC                            | IYOGIN HOLDINGS INC                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     62800 | NS      | $1168798.13   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCELLERON INDUSTRIES LTD                      | ACCELLERON INDUSTRIES LTD                     | CUSIP: N/A<br>LEI: 254900KS0MD2PAARXD14       | Long             | EC               | CORP              | CH        |      9212 | NS      | $882859.04    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| LOTTOMATICA GROUP SPA                          | LOTTOMATICA GROUP SPA                         | CUSIP: N/A<br>LEI: 549300R72LKEGT4EX026       | Long             | EC               | CORP              | IT        |     17801 | NS      | $438786.61    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION SOFTWARE INC                     | CONSTELLATION SOFTWARE INC WT 08/22/28        | CUSIP: 21037X134<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |        40 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ICE FUTURES US                                 | MSCI EAFE FUT MAR26 MFSH6                     | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DE               | CORP              | US        |         5 | NC      | $31138.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNUM ICE CREAM CO BV/THE                     | MAGNUM ICE CREAM CO BV/THE                    | CUSIP: N/A<br>LEI: 25490052LLF3XH6G9847       | Long             | EC               | CORP              | NL        |      9293 | NS      | $165764.93    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                      | UST BILLS 0% 02/12/2026                       | CUSIP: 912797RT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     35000 | PA      | $34965.07     | 0.01%             | 2026-02-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON H SOUL PATTINSON and CO LTD         | WASHINGTON H SOUL PATTINSON and CO LTD        | CUSIP: N/A<br>LEI: 254900CV4BQYQLH2KI62       | Long             | EC               | CORP              | AU        |     33280 | NS      | $899698.99    | 0.35%             |  |  |  | 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