# EDGAR Filing Document

**Accession Number:** 0000945908
**File Stem:** 0000035402-26-003306
**Filing Date:** 2026-5
**Character Count:** 84128
**Document Hash:** 824e58a543b395725f2195c1bbe38a92
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-003306.hdr.sgml**: 20260526

**ACCESSION NUMBER**: 0000035402-26-003306

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260526

**DATE AS OF CHANGE**: 20260526

**PERIOD START**: 20260630

**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:** 261017414

**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 Enhanced Emerging Markets ETF (Series ID: S000087780)

| Class ID   | Class Name                             | Ticker Symbol   |
|:---|:---|:---|
| C000253742 | Fidelity Enhanced Emerging Markets ETF | FEMR            |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity® Enhanced Emerging Markets ETF**

**March 31, 2026**

EEM-NPRT3-0526

1.9916460.101 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 97.2%** | &nbsp;&nbsp;**Common Stocks - 97.2%** | &nbsp;&nbsp;**Common Stocks - 97.2%** |
|  | Shares | Value ($)<br>|
| BRAZIL - 4.6%  |  |  |
| Communication Services - 0.8% |  |  |
| Diversified Telecommunication Services - 0.8% |  |  |
| Telefonica Brasil SA  | 97897 | 779230 |
| Consumer Staples - 1.3% |  |  |
| Beverages - 0.6% |  |  |
| Ambev SA  | 187031 | 550638 |
| Consumer Staples Distribution & Retail - 0.7% |  |  |
| Raia Drogasil SA  | 149952 | 681172 |
| TOTAL CONSUMER STAPLES |  | 1231810 |
| Energy - 0.7% |  |  |
| Oil, Gas & Consumable Fuels - 0.7% |  |  |
| Petroleo Brasileiro SA - Petrobras ADR  | 23608 | 489866 |
| Petroleo Brasileiro SA - Petrobras ADR (PN)  | 8981 | 168394 |
| TOTAL ENERGY |  | 658260 |
| Financials - 1.2% |  |  |
| Banks - 1.2% |  |  |
| Itau Unibanco Holding SA  | 134319 | 1127482 |
| Industrials - 0.6% |  |  |
| Aerospace & Defense - 0.6% |  |  |
| Embraer SA ADR  | 10588 | 628292 |
| TOTAL BRAZIL |  | 4425074 |
| CHINA - 25.6%  |  |  |
| Communication Services - 5.5% |  |  |
| Entertainment - 1.0% |  |  |
| Kingsoft Corp Ltd  | 1637 | 4693 |
| Netease Inc  | 40022 | 870244 |
|  |  | 874937 |
| Interactive Media & Services - 3.9% |  |  |
| Bilibili Inc ADR (b) | 6819 | 153837 |
| Bilibili Inc Z Shares (b) | 17214 | 374742 |
| Tencent Holdings Ltd  | 50509 | 3117681 |
|  |  | 3646260 |
| Wireless Telecommunication Services - 0.6% |  |  |
| China United Network Communications Ltd A Shares (China)  | 900786 | 581026 |
| TOTAL COMMUNICATION SERVICES |  | 5102223 |
| Consumer Discretionary - 4.7% |  |  |
| Automobile Components - 0.6% |  |  |
| Huayu Automotive Systems Co Ltd A Shares (China)  | 209890 | 584431 |
| Automobiles - 1.5% |  |  |
| Geely Automobile Holdings Ltd  | 355585 | 948686 |
| Zhejiang Leapmotor Technology Co Ltd H Shares (b)(c)(d) | 88025 | 527845 |
|  |  | 1476531 |
| Broadline Retail - 2.6% |  |  |
| Alibaba Group Holding Ltd  | 119460 | 1812955 |
| JD.com Inc A Shares  | 14214 | 205201 |
| PDD Holdings Inc Class A ADR (b) | 3285 | 335661 |
|  |  | 2353817 |
| TOTAL CONSUMER DISCRETIONARY |  | 4414779 |
| Consumer Staples - 1.1% |  |  |
| Beverages - 0.4% |  |  |
| Beijing Yanjing Brewery Co Ltd A Shares (China)  | 212486 | 403474 |
| Consumer Staples Distribution & Retail - 0.7% |  |  |
| JD Health International Inc (b)(c)(d) | 111463 | 668960 |
| TOTAL CONSUMER STAPLES |  | 1072434 |
| Energy - 1.3% |  |  |
| Oil, Gas & Consumable Fuels - 1.3% |  |  |
| China Petroleum & Chemical Corp A Shares (China)  | 281322 | 239770 |
| PetroChina Co Ltd H Shares  | 747788 | 1025190 |
| TOTAL ENERGY |  | 1264960 |
| Financials - 3.1% |  |  |
| Banks - 1.4% |  |  |
| Bank of Beijing Co Ltd A Shares (China)  | 563502 | 450050 |
| Bank of Changsha Co Ltd A Shares (China)  | 189227 | 264133 |
| Bank of Jiangsu Co Ltd A Shares (China)  | 17422 | 27576 |
| China CITIC Bank Corp Ltd A Shares (China)  | 186711 | 224627 |
| China Construction Bank Corp H Shares  | 327158 | 350056 |
| Industrial Bank Co Ltd A Shares (China)  | 5313 | 14494 |
|  |  | 1330936 |
| Consumer Finance - 0.2% |  |  |
| Qfin Holdings Inc Class A ADR  | 12064 | 155746 |
| Insurance - 1.5% |  |  |
| China Life Insurance Co Ltd H Shares  | 214297 | 672309 |
| People's Insurance Co Group of China Ltd/The A Shares (China)  | 87069 | 91751 |
| People's Insurance Co Group of China Ltd/The H Shares  | 645923 | 444828 |
| Ping An Insurance Group Co of China Ltd A Shares (China)  | 31150 | 256370 |
|  |  | 1465258 |
| TOTAL FINANCIALS |  | 2951940 |
| Health Care - 1.7% |  |  |
| Biotechnology - 0.9% |  |  |
| Innovent Biologics Inc (b)(c)(d) | 78857 | 853819 |
| Life Sciences Tools & Services - 0.8% |  |  |
| Wuxi Apptec Co Ltd A Shares (China)  | 51717 | 735387 |
| TOTAL HEALTH CARE |  | 1589206 |
| Industrials - 3.2% |  |  |
| Aerospace & Defense - 0.1% |  |  |
| AviChina Industry & Technology Co Ltd H Shares  | 236123 | 99976 |
| Construction & Engineering - 0.1% |  |  |
| China National Chemical Engineering Co Ltd A Shares (China)  | 105400 | 134290 |
| Electrical Equipment - 0.3% |  |  |
| Sunwoda Electronic Co Ltd A Shares (China)  | 66948 | 244638 |
| Industrial Conglomerates - 0.7% |  |  |
| Fosun International Ltd  | 1239518 | 654441 |
| Machinery - 2.0% |  |  |
| Sany Heavy Industry Co Ltd A Shares (China)  | 199144 | 554797 |
| Weichai Power Co Ltd A Shares (China)  | 132268 | 464731 |
| Weichai Power Co Ltd H Shares  | 75961 | 264660 |
| Yutong Bus Co Ltd A Shares (China)  | 122191 | 635131 |
|  |  | 1919319 |
| TOTAL INDUSTRIALS |  | 3052664 |
| Information Technology - 0.5% |  |  |
| Electronic Equipment, Instruments & Components - 0.5% |  |  |
| BOE Technology Group Co Ltd A Shares (China)  | 868117 | 492004 |
| Materials - 4.5% |  |  |
| Chemicals - 1.2% |  |  |
| Hengli Petrochemical Co Ltd A Shares (China)  | 187307 | 587795 |
| Kingfa Sci & Tech Co Ltd A Shares (China)  | 207964 | 503406 |
| Rongsheng Petrochemical Co Ltd A Shares (China)  | 60480 | 105197 |
|  |  | 1196398 |
| Metals & Mining - 3.3% |  |  |
| Aluminum Corp of China Ltd A Shares (China)  | 210466 | 347777 |
| Aluminum Corp of China Ltd H Shares  | 206963 | 296936 |
| Baoshan Iron & Steel Co Ltd A Shares (China)  | 586128 | 544583 |
| Citic Pacific Special Steel Group Co Ltd A Shares (China)  | 269291 | 637805 |
| Hunan Valin Steel Co Ltd A Shares (China)  | 129417 | 95107 |
| Shandong Nanshan Aluminum Co Ltd A Shares (China)  | 704426 | 625907 |
| Zhongjin Gold Corp Ltd A Shares (China)  | 149740 | 579730 |
|  |  | 3127845 |
| TOTAL MATERIALS |  | 4324243 |
| TOTAL CHINA |  | 24264453 |
| GREECE - 0.9%  |  |  |
| Financials - 0.2% |  |  |
| Banks - 0.2% |  |  |
| Eurobank SA  | 55134 | 217180 |
| Utilities - 0.7% |  |  |
| Electric Utilities - 0.7% |  |  |
| Public Power Corp SA  | 31233 | 648368 |
| TOTAL GREECE |  | 865548 |
| HUNGARY - 0.9%  |  |  |
| Financials - 0.9% |  |  |
| Banks - 0.9% |  |  |
| OTP Bank Nyrt  | 8332 | 887393 |
| Health Care - 0.0% |  |  |
| Pharmaceuticals - 0.0% |  |  |
| Richter Gedeon Nyrt  | 486 | 17302 |
| TOTAL HUNGARY |  | 904695 |
| INDIA - 9.5%  |  |  |
| Communication Services - 0.4% |  |  |
| Wireless Telecommunication Services - 0.4% |  |  |
| Bharti Airtel Ltd  | 20539 | 391763 |
| Consumer Discretionary - 0.5% |  |  |
| Automobiles - 0.5% |  |  |
| Mahindra & Mahindra Ltd  | 13705 | 433343 |
| Tata Motors Passenger Vehicles Limited  | 19813 | 62802 |
| TOTAL CONSUMER DISCRETIONARY |  | 496145 |
| Energy - 2.3% |  |  |
| Oil, Gas & Consumable Fuels - 2.3% |  |  |
| Hindustan Petroleum Corp Ltd  | 117312 | 421061 |
| Indian Oil Corp Ltd  | 336763 | 487958 |
| Reliance Industries Ltd  | 90834 | 1306335 |
| TOTAL ENERGY |  | 2215354 |
| Financials - 3.8% |  |  |
| Banks - 3.2% |  |  |
| Canara Bank  | 373845 | 493881 |
| HDFC Bank Ltd  | 6270 | 49085 |
| HDFC Bank Ltd ADR  | 30834 | 767150 |
| ICICI Bank Ltd  | 3190 | 41166 |
| ICICI Bank Ltd ADR  | 819 | 21212 |
| Punjab National Bank  | 340882 | 366833 |
| State Bank of India  | 62074 | 650593 |
| Union Bank of India Ltd  | 348064 | 611606 |
|  |  | 3001526 |
| Consumer Finance - 0.6% |  |  |
| Muthoot Finance Ltd  | 19100 | 645912 |
| TOTAL FINANCIALS |  | 3647438 |
| Industrials - 0.6% |  |  |
| Aerospace & Defense - 0.0% |  |  |
| Hindustan Aeronautics Ltd (c) | 390 | 14554 |
| Transportation Infrastructure - 0.6% |  |  |
| Adani Ports & Special Economic Zone Ltd  | 37571 | 527745 |
| TOTAL INDUSTRIALS |  | 542299 |
| Information Technology - 0.2% |  |  |
| IT Services - 0.2% |  |  |
| HCL Technologies Ltd  | 6951 | 99796 |
| Tata Consultancy Services Ltd  | 3916 | 98853 |
| TOTAL INFORMATION TECHNOLOGY |  | 198649 |
| Materials - 1.7% |  |  |
| Chemicals - 0.2% |  |  |
| UPL Ltd  | 39093 | 237601 |
| Metals & Mining - 1.5% |  |  |
| Hindalco Industries Ltd  | 66719 | 631483 |
| Vedanta Ltd  | 104149 | 729799 |
|  |  | 1361282 |
| TOTAL MATERIALS |  | 1598883 |
| TOTAL INDIA |  | 9090531 |
| INDONESIA - 1.0%  |  |  |
| Energy - 0.2% |  |  |
| Oil, Gas & Consumable Fuels - 0.2% |  |  |
| United Tractors Tbk PT  | 116000 | 211939 |
| Financials - 0.8% |  |  |
| Banks - 0.8% |  |  |
| Bank Mandiri Persero Tbk PT  | 2618441 | 727238 |
| TOTAL INDONESIA |  | 939177 |
| KOREA (SOUTH) - 16.2%  |  |  |
| Communication Services - 0.0% |  |  |
| Wireless Telecommunication Services - 0.0% |  |  |
| SK Telecom Co Ltd  | 29 | 1473 |
| Consumer Discretionary - 1.9% |  |  |
| Automobile Components - 1.3% |  |  |
| Hankook Tire & Technology Co Ltd  | 14676 | 527773 |
| Hyundai Mobis Co Ltd  | 2643 | 664097 |
|  |  | 1191870 |
| Household Durables - 0.6% |  |  |
| LG Electronics Inc  | 9123 | 640389 |
| TOTAL CONSUMER DISCRETIONARY |  | 1832259 |
| Energy - 0.4% |  |  |
| Oil, Gas & Consumable Fuels - 0.4% |  |  |
| HD Hyundai Co Ltd  | 2417 | 383987 |
| Financials - 1.1% |  |  |
| Capital Markets - 0.3% |  |  |
| Mirae Asset Securities Co Ltd  | 6606 | 270497 |
| Financial Services - 0.7% |  |  |
| Meritz Financial Group Inc (b) | 8419 | 623431 |
| Insurance - 0.1% |  |  |
| Samsung Life Insurance Co Ltd  | 904 | 126491 |
| TOTAL FINANCIALS |  | 1020419 |
| Health Care - 0.3% |  |  |
| Life Sciences Tools & Services - 0.3% |  |  |
| Samsung Biologics Co Ltd (b)(c)(d) | 264 | 263933 |
| Industrials - 2.3% |  |  |
| Aerospace & Defense - 0.6% |  |  |
| Hanwha Aerospace Co Ltd  | 667 | 553772 |
| Industrial Conglomerates - 0.6% |  |  |
| SK Inc  | 3074 | 615053 |
| Machinery - 1.1% |  |  |
| HD Hyundai Heavy Industries Co Ltd  | 1538 | 475392 |
| HD Korea Shipbuilding & Offshore Engineering Co Ltd  | 2555 | 584241 |
|  |  | 1059633 |
| TOTAL INDUSTRIALS |  | 2228458 |
| Information Technology - 9.6% |  |  |
| Electronic Equipment, Instruments & Components - 0.6% |  |  |
| LG Display Co Ltd (b) | 80597 | 581288 |
| Semiconductors & Semiconductor Equipment - 3.5% |  |  |
| SK Hynix Inc  | 6195 | 3323206 |
| Technology Hardware, Storage & Peripherals - 5.5% |  |  |
| Samsung Electronics Co Ltd  | 46617 | 5181114 |
| TOTAL INFORMATION TECHNOLOGY |  | 9085608 |
| Utilities - 0.6% |  |  |
| Electric Utilities - 0.6% |  |  |
| Korea Electric Power Corp  | 21942 | 607482 |
| TOTAL KOREA (SOUTH) |  | 15423619 |
| MALAYSIA - 1.0%  |  |  |
| Communication Services - 0.1% |  |  |
| Wireless Telecommunication Services - 0.1% |  |  |
| Maxis Bhd  | 103400 | 91934 |
| Financials - 0.9% |  |  |
| Banks - 0.9% |  |  |
| Malayan Banking Bhd  | 290400 | 814755 |
| TOTAL MALAYSIA |  | 906689 |
| MEXICO - 0.6%  |  |  |
| Materials - 0.6% |  |  |
| Metals & Mining - 0.6% |  |  |
| Industrias Penoles SAB de CV (b) | 12823 | 569934 |
| PHILIPPINES - 0.2%  |  |  |
| Industrials - 0.2% |  |  |
| Transportation Infrastructure - 0.2% |  |  |
| International Container Terminal Services Inc  | 18970 | 215277 |
| POLAND - 2.1%  |  |  |
| Consumer Discretionary - 0.2% |  |  |
| Textiles, Apparel & Luxury Goods - 0.2% |  |  |
| LPP SA  | 31 | 186224 |
| Energy - 1.1% |  |  |
| Oil, Gas & Consumable Fuels - 1.1% |  |  |
| ORLEN SA  | 27037 | 978436 |
| Financials - 0.7% |  |  |
| Banks - 0.7% |  |  |
| Santander Bank Polska SA  | 4544 | 713634 |
| Materials - 0.1% |  |  |
| Metals & Mining - 0.1% |  |  |
| KGHM Polska Miedz SA (b) | 1401 | 101106 |
| TOTAL POLAND |  | 1979400 |
| SAUDI ARABIA - 2.7%  |  |  |
| Energy - 1.2% |  |  |
| Oil, Gas & Consumable Fuels - 1.2% |  |  |
| Saudi Arabian Oil Co (c)(d) | 152377 | 1112597 |
| Financials - 1.5% |  |  |
| Banks - 1.5% |  |  |
| Al Rajhi Bank  | 37743 | 1072164 |
| Saudi Awwal Bank  | 3905 | 38815 |
| Saudi National Bank/The  | 29250 | 325970 |
| TOTAL FINANCIALS |  | 1436949 |
| Materials - 0.0% |  |  |
| Metals & Mining - 0.0% |  |  |
| Saudi Arabian Mining Co (b) | 59 | 1018 |
| TOTAL SAUDI ARABIA |  | 2550564 |
| SOUTH AFRICA - 2.2%  |  |  |
| Financials - 1.7% |  |  |
| Banks - 1.0% |  |  |
| Standard Bank Group Ltd  | 48991 | 881455 |
| Insurance - 0.7% |  |  |
| Discovery Ltd  | 47436 | 696069 |
| TOTAL FINANCIALS |  | 1577524 |
| Materials - 0.5% |  |  |
| Metals & Mining - 0.5% |  |  |
| Harmony Gold Mining Co Ltd  | 36517 | 552462 |
| TOTAL SOUTH AFRICA |  | 2129986 |
| TAIWAN - 25.4%  |  |  |
| Communication Services - 0.8% |  |  |
| Diversified Telecommunication Services - 0.8% |  |  |
| Chunghwa Telecom Co Ltd  | 188869 | 786856 |
| Consumer Staples - 0.3% |  |  |
| Food Products - 0.3% |  |  |
| Uni-President Enterprises Corp  | 120729 | 268505 |
| Financials - 2.0% |  |  |
| Banks - 1.0% |  |  |
| CTBC Financial Holding Co Ltd  | 557052 | 895150 |
| E.Sun Financial Holding Co Ltd  | 36405 | 36207 |
|  |  | 931357 |
| Financial Services - 0.5% |  |  |
| Yuanta Financial Holding Co Ltd  | 320306 | 448994 |
| Insurance - 0.5% |  |  |
| Cathay Financial Holding Co Ltd  | 231884 | 510633 |
| TOTAL FINANCIALS |  | 1890984 |
| Information Technology - 21.7% |  |  |
| Electronic Equipment, Instruments & Components - 3.5% |  |  |
| Chroma ATE Inc  | 12012 | 551234 |
| Delta Electronics Inc  | 34909 | 1509035 |
| Hon Hai Precision Industry Co Ltd  | 156839 | 921166 |
| Innolux Corp  | 466093 | 348211 |
|  |  | 3329646 |
| Semiconductors & Semiconductor Equipment - 17.0% |  |  |
| MediaTek Inc  | 26615 | 1242211 |
| Novatek Microelectronics Corp  | 59903 | 712103 |
| Realtek Semiconductor Corp  | 45085 | 675060 |
| Taiwan Semiconductor Manufacturing Co Ltd  | 238786 | 13164497 |
| United Microelectronics Corp  | 209475 | 370735 |
|  |  | 16164606 |
| Technology Hardware, Storage & Peripherals - 1.2% |  |  |
| Asia Vital Components Co Ltd  | 15238 | 949869 |
| Compal Electronics Inc  | 289753 | 244607 |
|  |  | 1194476 |
| TOTAL INFORMATION TECHNOLOGY |  | 20688728 |
| Materials - 0.6% |  |  |
| Chemicals - 0.6% |  |  |
| Nan Ya Plastics Corp  | 260471 | 602957 |
| TOTAL TAIWAN |  | 24238030 |
| THAILAND - 0.4%  |  |  |
| Communication Services - 0.4% |  |  |
| Wireless Telecommunication Services - 0.4% |  |  |
| Advanced Info Service PCL depository receipt  | 29745 | 340647 |
| TURKEY - 0.8%  |  |  |
| Industrials - 0.8% |  |  |
| Aerospace & Defense - 0.8% |  |  |
| Aselsan Elektronik Sanayi Ve Ticaret AS  | 99918 | 720036 |
| UNITED ARAB EMIRATES - 2.4%  |  |  |
| Consumer Discretionary - 0.4% |  |  |
| Specialty Retail - 0.4% |  |  |
| Abu Dhabi National Oil Co for Distribution PJSC  | 445395 | 459545 |
| Real Estate - 2.0% |  |  |
| Real Estate Management & Development - 2.0% |  |  |
| Aldar Properties PJSC (b) | 283701 | 601647 |
| Emaar Development PJSC  | 143068 | 525799 |
| Emaar Properties PJSC  | 229644 | 731450 |
| TOTAL REAL ESTATE |  | 1858896 |
| TOTAL UNITED ARAB EMIRATES |  | 2318441 |
| UNITED STATES - 0.7%  |  |  |
| Health Care - 0.7% |  |  |
| Biotechnology - 0.7% |  |  |
| BeOne Medicines Ltd H Shares (b) | 31329 | 685617 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $90,387,781) |  | <br> **92567718** |

---

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| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Preferred Stocks - 1.1%** | &nbsp;&nbsp;**Non-Convertible Preferred Stocks - 1.1%** | &nbsp;&nbsp;**Non-Convertible Preferred Stocks - 1.1%** |
|  | Shares | Value ($)<br>|
| COLOMBIA - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| Grupo Cibest SA non-voting shares  | 6600 | 121269 |
| KOREA (SOUTH) - 1.0%  |  |  |
| Information Technology - 1.0% |  |  |
| Technology Hardware, Storage & Peripherals - 1.0% |  |  |
| Samsung Electronics Co Ltd non-voting shares  | 11896 | 901464 |
| <br> **TOTAL NON-CONVERTIBLE PREFERRED STOCKS**<br> (Cost $875,105) |  | <br> **1022733** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 0.1%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 0.1%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 0.1%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 0.1%** |
|  | Yield (%) (e) | Principal<br> Amount (a)<br>| Value ($)<br>|
| US Treasury Bills 0% 4/16/2026  | 3.61 | 100000 | 99849 |
| US Treasury Bills 0% 5/28/2026 (f) | 3.61 | 80000 | 79539 |
| <br> **TOTAL U.S. TREASURY OBLIGATIONS**<br> (Cost $179,398) |  |  | **179388** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 1.4%** | &nbsp;&nbsp;**Money Market Funds - 1.4%** | &nbsp;&nbsp;**Money Market Funds - 1.4%** | &nbsp;&nbsp;**Money Market Funds - 1.4%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (g)<br>(Cost $1,300,411)<br>| 3.69 | 1300151 | **1300411** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 99.8%**<br> (Cost $92,742,695)<br>| <br>**95070250** |
| **NET OTHER ASSETS (LIABILITIES) - 0.2%**  | **207821** |
| **NET ASSETS - 100.0%** | **95278071** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  |
|  | Number <br> of contracts | Expiration <br> Date | Notional <br> Amount ($)<br>| Unrealized<br> Appreciation/<br> (Depreciation) ($)<br>|
| LONG |  |  |  |  |
| Equity Contracts |  |  |  |  |
| ICE MSCI Emerging Markets Index Contracts (United States) | 18 | 6/2026 | 1309140 | (9553) |
| The notional amount of long futures as a percentage of Net Assets is 1.4%. | The notional amount of long futures as a percentage of Net Assets is 1.4%. | The notional amount of long futures as a percentage of Net Assets is 1.4%. | The notional amount of long futures as a percentage of Net Assets is 1.4%. | The notional amount of long futures as a percentage of Net Assets is 1.4%. |

---

**Legend**

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

(b) Non-income producing.

(c) Security exempt from registration under Regulation S of the Securities Act of 1933 and may be resold to qualified foreign investors outside of the United States. At the end of the period, the value of securities amounted to $3,441,708 or 3.6% of net assets.

(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 $3,427,154 or 3.6% of net assets.

(e) 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.

(f) 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 $73,574.

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

**Affiliated Central Funds**

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<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 | 70825 | 41640919 | 40411505 | 19997 | 172 | - | 1300411 | 1300151 | 0.0% |
| Fidelity Securities Lending Cash Central Fund | - | 1827649 | 1827649 | 778 | - | - | - | - | 0.0% |
| Total | 70825 | 43468568 | 42239154 | 20775 | 172 | - | 1300411 |  |  |

---

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 Enhanced Emerging Markets ETF

- **b. EDGAR series identifier (if any):** S000087780

- **c. LEI of Series:** 2549006V4CAL995KV315

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

- **a. Date of fiscal year-end:** 2026-06-30

- **b. Date as of which information is reported:** 2026-03-31

**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:** $95307642.80

**Total Liabilities:** $29905.04

**Net Assets:** $95277737.76

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000253742 | 10.57%               | 6.38%                | -13.53%              |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $484017.40               | $5006976.30                                |
| Month 2  | $-1498.69                | $5168650.78                                |
| Month 3  | $-201150.55              | $-13834177.66                              |

### Schedule of Portfolio Investments

| Name                                                  | Title                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ADVANCED INFO SERVICE PCL                             | ADVANCED INFO SERVICE NVDR                            | CUSIP: N/A<br>LEI: 529900DU2YW1NO5RMU78       | Long             | EC               | CORP              | TH        |     29745 | NS      | $340647.37    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVERY LTD                                         | DISCOVERY LTD                                         | CUSIP: N/A<br>LEI: 378900245A26169C8132       | Long             | EC               | CORP              | ZA        |     47436 | NS      | $696069.07    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| AVICHINA INDUSTRY and TECHNOLOGY CO LTD               | AVICHINA INDS and TECH CO LTD H                       | CUSIP: N/A<br>LEI: 5299003TVA3JVDKJGF39       | Long             | EC               | CORP              | CN        |    236123 | NS      | $99975.56     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA LIFE INSURANCE CO LTD                           | CHINA LIFE INS CO LTD H                               | CUSIP: N/A<br>LEI: 549300J6TFLDXGH6S048       | Long             | EC               | CORP              | CN        |    214297 | NS      | $672308.60    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION BANK OF INDIA LTD                               | UNION BANK OF INDIA                                   | CUSIP: N/A<br>LEI: 5493000P4HD6132SQ711       | Long             | EC               | CORP              | IN        |    348064 | NS      | $611605.73    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| SANY HEAVY INDUSTRY CO LTD                            | SANY HEAVY INDUSTRY CO LTD A                          | CUSIP: N/A<br>LEI: 3003001FS86S7NYOHV89       | Long             | EC               | CORP              | CN        |    199144 | NS      | $554797.46    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| BAOSHAN IRON and STEEL CO LTD                         | BAOSHAN IRON and STEEL CO LTD A                       | CUSIP: N/A<br>LEI: 300300PYAP4PEHORZT21       | Long             | EC               | CORP              | CN        |    586128 | NS      | $544583.34    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA CONSTRUCTION BANK CORP                          | CHINA CONSTRUCTION BANK CORP H                        | CUSIP: N/A<br>LEI: 5493001KQW6DM7KEDR62       | Long             | EC               | CORP              | CN        |    327158 | NS      | $350055.56    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| WEICHAI POWER CO LTD                                  | WEICHAI POWER CO LTD H                                | CUSIP: N/A<br>LEI: 529900OKTPKBG85F9502       | Long             | EC               | CORP              | CN        |     75961 | NS      | $264660.32    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CHROMA ATE INC                                        | CHROMA ATE INC                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     12012 | NS      | $551233.55    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| LG DISPLAY CO LTD                                     | LG DISPLAY CO LTD                                     | CUSIP: N/A<br>LEI: 988400P37K91W0SABO95       | Long             | EC               | CORP              | KR        |     80597 | NS      | $581287.61    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| ASIA VITAL COMPONENTS CO LTD                          | ASIA VITAL COMPONENTS CO LTD                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     15238 | NS      | $949869.06    | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PING AN INSURANCE (GROUP) COMPANY OF CHINA LIMITED    | PING AN INSURANCE CO LTD A                            | CUSIP: N/A<br>LEI: 300300IP9S6FHQPKRN68       | Long             | EC               | CORP              | CN        |     31150 | NS      | $256370.05    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| TENCENT HLDGS LTD                                     | TENCENT HOLDINGS LTD                                  | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |     50509 | NS      | $3117680.46   | 3.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SANTANDER BANK POLSKA SA                              | SANTANDER BANK POLSKA SA                              | CUSIP: N/A<br>LEI: 259400LGXW3K0GDAG361       | Long             | EC               | CORP              | PL        |      4544 | NS      | $713633.96    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| ALUMINUM CORP CHINA LTD                               | ALUMINUM CORP OF CHINA LTD H                          | CUSIP: N/A<br>LEI: 529900TKZUWQLIQN6T48       | Long             | EC               | CORP              | CN        |    206963 | NS      | $296935.90    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ALUMINUM CORP CHINA LTD                               | ALUMINUM CORP OF CHINA LTD A                          | CUSIP: N/A<br>LEI: 529900TKZUWQLIQN6T48       | Long             | EC               | CORP              | CN        |    210466 | NS      | $347776.84    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| BHARTI AIRTEL LTD                                     | BHARTI AIRTEL LIMITED                                 | CUSIP: N/A<br>LEI: 335800KQ1FPKOQ84OR26       | Long             | EC               | CORP              | IN        |     20539 | NS      | $391763.30    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| TATA CONSULTANCY SERVICES LTD                         | TATA CONSULTANCY SERVICES LTD                         | CUSIP: N/A<br>LEI: 335800ZJKU9GPQRE2U66       | Long             | EC               | CORP              | IN        |      3916 | NS      | $98853.37     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA CITIC BANK CORP LTD                             | CHINA CITIC BANK CORP LTD A                           | CUSIP: N/A<br>LEI: 300300C1030211000384       | Long             | EC               | CORP              | CN        |    186711 | NS      | $224626.95    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| EMAAR PROPERTIES PJSC                                 | EMAAR PROPERTIES                                      | CUSIP: N/A<br>LEI: 254900YWYEXYXK1BMP81       | Long             | EC               | CORP              | AE        |    229644 | NS      | $731449.87    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| UPL LTD                                               | UPL LTD                                               | CUSIP: N/A<br>LEI: 335800RJSM1SLHO4UA95       | Long             | EC               | CORP              | IN        |     39093 | NS      | $237601.07    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD BK GROUP LTD                                 | STANDARD BANK GROUP LTD                               | CUSIP: N/A<br>LEI: 2549003PEZXUT7MDBU41       | Long             | EC               | CORP              | ZA        |     48991 | NS      | $881454.38    | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOLUX CORP                                          | INNOLUX CORP                                          | CUSIP: N/A<br>LEI: 3003007EXL0825P1MJ10       | Long             | EC               | CORP              | TW        |    466093 | NS      | $348211.94    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ASELSAN AS                                            | ASELSAN AS                                            | CUSIP: N/A<br>LEI: 7890008XT4M710MU8714       | Long             | EC               | CORP              | TR        |     99918 | NS      | $720035.54    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| LPP SA                                                | LPP SA                                                | CUSIP: N/A<br>LEI: 259400NUS7MKGPJL4752       | Long             | EC               | CORP              | PL        |        31 | NS      | $186223.80    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK MANDIRI PERSERO TBK PT                           | BANK MANDIRI (PERSERO) PT                             | CUSIP: N/A<br>LEI: 549300RSKQN4Z5ZSGH94       | Long             | EC               | CORP              | ID        |   2618441 | NS      | $727237.73    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| GEELY AUTOMOBILE HLDGS LTD                            | GEELY AUTO HLDGS LTD                                  | CUSIP: N/A<br>LEI: 549300YS3T1KVQ2SNI84       | Long             | EC               | CORP              | KY        |    355585 | NS      | $948686.20    | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPAL ELECTRONICS INC                                | COMPAL ELECTRONICS INC                                | CUSIP: N/A<br>LEI: 529900ZPKWFDL21LW166       | Long             | EC               | CORP              | TW        |    289753 | NS      | $244607.30    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CANARA BANK                                           | CANARA BANK                                           | CUSIP: N/A<br>LEI: 335800E4RH82Z8XC3C30       | Long             | EC               | CORP              | IN        |    373845 | NS      | $493880.59    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| CATHAY FINANCIAL HOLDING CO LTD                       | CATHAY FINANCIAL HLDG CO LTD                          | CUSIP: N/A<br>LEI: 5299009XR1QLFAMQ3X77       | Long             | EC               | CORP              | TW        |    231884 | NS      | $510632.92    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| FOSUN INTERNATIONAL LTD                               | FOSUN INTERNATIONAL                                   | CUSIP: N/A<br>LEI: 213800Z99WQEXDF82F09       | Long             | EC               | CORP              | HK        |   1239518 | NS      | $654441.22    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| ADANI PORTS and SPECIAL ECONOMIC ZONE LTD             | ADANI PORT and SPEC ECO ZONE LTD                      | CUSIP: N/A<br>LEI: 335800QOAXP5TM7OYP69       | Long             | EC               | CORP              | IN        |     37571 | NS      | $527745.38    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA PETROLEUM and CHEM CORP                         | CHINA PETROLM and CHEMCL CORP A                       | CUSIP: N/A<br>LEI: 529900A2OB24EZ5B3J19       | Long             | EC               | CORP              | CN        |    281322 | NS      | $239770.02    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CTBC FINANCIAL HOLDING CO LTD                         | CTBC FINL HLDG CO LTD                                 | CUSIP: N/A<br>LEI: 549300IWDYIFW6JXM387       | Long             | EC               | CORP              | TW        |    557052 | NS      | $895149.97    | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| INDUSTRIAL BANK CO LTD                                | INDUSTRIAL BANK CO LTD A                              | CUSIP: N/A<br>LEI: 300300C1030935001303       | Long             | EC               | CORP              | CN        |      5313 | NS      | $14493.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| YUTONG BUS CO LTD                                     | YUTONG BUS CO LTD A                                   | CUSIP: N/A<br>LEI: 300300OMPRVW0Q75F037       | Long             | EC               | CORP              | CN        |    122191 | NS      | $635131.07    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| KINGSOFT CORP LTD                                     | KINGSOFT CORP LTD                                     | CUSIP: N/A<br>LEI: 529900UVT35D3Q7YQY41       | Long             | EC               | CORP              | KY        |      1637 | NS      | $4693.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RAIA DROGASIL SA                                      | RAIA DROGASIL SA                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |    149952 | NS      | $681172.34    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUNGHWA TELECOM CO LTD                               | CHUNGHWA TELECOM CO LTD                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |    188869 | NS      | $786855.56    | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| ALDAR PROPERTIES PJSC                                 | ALDAR PROPERTIES PJSC                                 | CUSIP: N/A<br>LEI: 98450048CD8AEF13B480       | Long             | EC               | CORP              | AE        |    283701 | NS      | $601647.24    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| SK INC                                                | SK INC                                                | CUSIP: N/A<br>LEI: 988400GMME8AOAFMDK34       | Long             | EC               | CORP              | KR        |      3074 | NS      | $615053.38    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| ZHONGJIN GOLD CO LTD                                  | ZHONGJIN GOLD CO LTD A                                | CUSIP: N/A<br>LEI: 300300Q0ZK8HFP814Z87       | Long             | EC               | CORP              | CN        |    149740 | NS      | $579729.73    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA UNITED NETWORK COMMUNICATIONS LIMITED           | CHINA UNITED NTWK COMMUN LTD A                        | CUSIP: N/A<br>LEI: 300300UTFDNZL9GJRR78       | Long             | EC               | CORP              | CN        |    900786 | NS      | $581025.90    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF BEIJING CO LTD                                | BANK OF BEIJING CO LTD A                              | CUSIP: N/A<br>LEI: 300300C1080211000042       | Long             | EC               | CORP              | CN        |    563502 | NS      | $450050.16    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| SHANDONG NANSHAN ALUMINUM CO LTD                      | SHANDONG NANSHAN ALU CO LTD A                         | CUSIP: N/A<br>LEI: 836800YU5J3RT2VPUO65       | Long             | EC               | CORP              | CN        |    704426 | NS      | $625906.85    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| KINGFA SCI and TECH CO LTD                            | KINGFA SCI. and TECH CO LTD A                         | CUSIP: N/A<br>LEI: 300300SN8W1XSX4OLL19       | Long             | EC               | CORP              | CN        |    207964 | NS      | $503406.12    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| HUAYU AUTOMOTIVE SYSTEMS CO LTD                       | HUAYU AUTOMOTIVE SYS CO LTD A                         | CUSIP: N/A<br>LEI: 3003001J2BNVV78BOT83       | Long             | EC               | CORP              | CN        |    209890 | NS      | $584430.63    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| E.SUN FINANCIAL HOLDING CO LTD                        | E SUN FINANCIAL HOLDING CO LTD                        | CUSIP: N/A<br>LEI: 549300X6CNQE512OPC90       | Long             | EC               | CORP              | TW        |     36405 | NS      | $36206.58     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PUNJAB NATIONAL BANK                                  | PUNJAB NATIONAL BANK                                  | CUSIP: N/A<br>LEI: 335800LE3GBR6I412V82       | Long             | EC               | CORP              | IN        |    340882 | NS      | $366833.19    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| SAUDI ARABIAN MINING COMPANY                          | SAUDI ARABIAN MINING COMPANY                          | CUSIP: N/A<br>LEI: 254900R4HAVLB4GY9713       | Long             | EC               | CORP              | SA        |        59 | NS      | $1018.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AL RAJHI BANK                                         | AL RAJHI BANKING and INVEST CORP                      | CUSIP: N/A<br>LEI: 558600BQZS4Y1DTU8589       | Long             | EC               | CORP              | SA        |     37743 | NS      | $1072164.31   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA ELECTRONICS INC                                 | DELTA ELECTRONICS IND CO LTD                          | CUSIP: N/A<br>LEI: 529900UVZWNWGDLJSM52       | Long             | EC               | CORP              | TW        |     34909 | NS      | $1509034.58   | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| MIRAE ASSET SECURITIES CO LTD                         | MIRAE ASSET SECURITIES CO LTD                         | CUSIP: N/A<br>LEI: 98840072S6T63E2V1291       | Long             | EC               | CORP              | KR        |      6606 | NS      | $270496.55    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| EMBRAER SA                                            | EMBRAER S A SPON ADR                                  | CUSIP: 29082A107<br>LEI: 549300EM51WYXFHUY333 | Long             | EC               | CORP              | BR        |     10588 | NS      | $628291.92    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| SAUDI AWWAL BANK                                      | SAUDI AWWAL BANK                                      | CUSIP: N/A<br>LEI: 558600TQS0WENZUC5190       | Long             | EC               | CORP              | SA        |      3905 | NS      | $38814.82     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                          | Fidelity Cash Central Fund                            | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   1300151 | NS      | $1300411.04   | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| YUANTA FINL HOLDING CO LTD                            | YUANTA FINL HLDG CO LTD                               | CUSIP: N/A<br>LEI: 21380045JG57LJEFFE13       | Long             | EC               | CORP              | TW        |    320306 | NS      | $448994.28    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXIS BERHAD                                          | MAXIS BHD                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |    103400 | NS      | $91933.81     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MUTHOOT FINANCE LTD                                   | MUTHOOT FINANCE LTD                                   | CUSIP: N/A<br>LEI: 335800HAMJMBFL4RRF02       | Long             | EC               | CORP              | IN        |     19100 | NS      | $645912.18    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA NATIONAL CHEMICAL ENGINEERING CO LTD            | CHINA NATL CHEM ENGI CO LTD A                         | CUSIP: N/A<br>LEI: 300300PQKHJ03AUIIX32       | Long             | EC               | CORP              | CN        |    105400 | NS      | $134289.90    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC BANK LTD                                         | HDFC BANK LTD SPON ADR                                | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |     30834 | NS      | $767149.92    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| HARMONY GOLD MINING CO LTD                            | HARMONY GOLD MINING CO LTD                            | CUSIP: N/A<br>LEI: 378900986D05F0C29811       | Long             | EC               | CORP              | ZA        |     36517 | NS      | $552462.26    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| HCL TECHNOLOGIES LTD                                  | HCL TECHNOLOGIES LTD (DEMAT)                          | CUSIP: N/A<br>LEI: 549300C1F8OLYSOQYB65       | Long             | EC               | CORP              | IN        |      6951 | NS      | $99795.19     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HD KOREA SHIPBUILDING and OFFSHORE ENGINEERING CO LTD | HD KOREA SHIPBUILDING and OFFSHORE ENGINEERING CO LTD | CUSIP: N/A<br>LEI: 988400DPTJ9KH5R6W540       | Long             | EC               | CORP              | KR        |      2555 | NS      | $584240.68    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| MERITZ FINANCIAL HOLDINGS CO                          | MERITZ FINANCE HOLDINGS CO LTD                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      8419 | NS      | $623430.65    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI MOBIS CO LTD                                  | HYUNDAI MOBIS                                         | CUSIP: N/A<br>LEI: 988400HJA9E0ZVDHRS65       | Long             | EC               | CORP              | KR        |      2643 | NS      | $664096.84    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| HINDALCO INDUSTRIES LTD                               | HINDALCO INDS LTD                                     | CUSIP: N/A<br>LEI: 335800KXLE5NO5B4GF90       | Long             | EC               | CORP              | IN        |     66719 | NS      | $631483.63    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| HINDUSTAN PETROLEUM CORP LTD                          | HINDUSTAN PETRO CORP (DEMAT) DEMATERIALIZED SHS       | CUSIP: N/A<br>LEI: 335800DWLXIP7HFFY564       | Long             | EC               | CORP              | IN        |    117312 | NS      | $421060.77    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC BANK LTD                                         | HDFC BANK LTD (DEMAT)                                 | CUSIP: N/A<br>LEI: 335800ZQ6I4E2JXENC50       | Long             | EC               | CORP              | IN        |      6270 | NS      | $49085.23     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ICICI BANK LTD                                        | ICICI BANK LTD SPONS ADR                              | CUSIP: 45104G104<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |       819 | NS      | $21212.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INDIAN OIL CORP LTD                                   | INDIAN OIL CORP LTD (DEMAT)                           | CUSIP: N/A<br>LEI: 335800J8OBWE4VFUDG88       | Long             | EC               | CORP              | IN        |    336763 | NS      | $487957.86    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL CONTAINER TERMINAL SVCS INC             | INTL CONTAINER TERMINL SRV INC                        | CUSIP: N/A<br>LEI: 254900FU1MWK0I0Q4J61       | Long             | EC               | CORP              | PH        |     18970 | NS      | $215276.61    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ITAU UNIBANCO HOLDING SA                              | ITAU UNIBANCO HOLDING SA                              | CUSIP: N/A<br>LEI: 5493002W2IVG62O3ZJ94       | Long             | EC               | CORP              | BR        |    134319 | NS      | $1127482.48   | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HANKOOK TIRE and TECHNOLOGY CO LTD                    | HANKOOK TIRE AND TECHNOLOGY CO L                      | CUSIP: N/A<br>LEI: 9884001BIEVM09M7AH02       | Long             | EC               | CORP              | KR        |     14676 | NS      | $527773.30    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                             | ALIBABA GROUP HOLDING LTD                             | CUSIP: N/A<br>LEI: 5493001NTNQJDH60PM02       | Long             | EC               | CORP              | KY        |    119460 | NS      | $1812954.65   | 1.90%             |  |  |  | No            |                  1 | On Loan: No      |
| ICICI BANK LTD                                        | ICICI BANK LTD (DEMAT)                                | CUSIP: N/A<br>LEI: R7RX8ER1V4666J8D1I38       | Long             | EC               | CORP              | IN        |      3190 | NS      | $41166.25     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KGHM POLSKA MIEDZ S A                                 | KGHM POLSKA MIEDZ SA (BR)                             | CUSIP: N/A<br>LEI: G30CO71KTT9JDYJESN22       | Long             | EC               | CORP              | PL        |      1401 | NS      | $101106.59    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PEOPLES INSURANCE CO GRP OF CHINA                     | PEOPLES INSURANCE CO GRP OF CHINA LTD H               | CUSIP: N/A<br>LEI: 3003000P2JHYHQ524P66       | Long             | EC               | CORP              | CN        |    645923 | NS      | $444827.86    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| RICHTER GEDEON NYRT                                   | RICHTER GEDEON NYRT                                   | CUSIP: N/A<br>LEI: 549300J6ZJW5IH4WEE46       | Long             | EC               | CORP              | HU        |       486 | NS      | $17302.39     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KOREA ELEC POWER CORP                                 | KOREA ELECTRIC POWER CORP                             | CUSIP: N/A<br>LEI: 988400QG33WS7JEIV602       | Long             | EC               | CORP              | KR        |     21942 | NS      | $607482.35    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| LG ELECTRONICS INC NEW                                | LG ELECTRONICS INC                                    | CUSIP: N/A<br>LEI: 988400RMQFTGZIOG0609       | Long             | EC               | CORP              | KR        |      9123 | NS      | $640389.26    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| HON HAI PRECISION INDUSTRY CO LTD                     | HON HAI PRECISION IND CO LTD                          | CUSIP: N/A<br>LEI: 30030004CM3GSZXX7O56       | Long             | EC               | CORP              | TW        |    156839 | NS      | $921166.29    | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| MAHINDRA and MAHINDRA LTD                             | MAHINDRA and MAHINDRA LTD(DEMAT)DEMATERIALIZED SHS    | CUSIP: N/A<br>LEI: 3358003B573EV4KB4Z02       | Long             | EC               | CORP              | IN        |     13705 | NS      | $433342.93    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| MALAYAN BANKING BERHAD                                | MALAYAN BANKING                                       | CUSIP: N/A<br>LEI: 5493004OT3TOY404V310       | Long             | EC               | CORP              | MY        |    290400 | NS      | $814755.25    | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDIATEK INC                                          | MEDIA TEK INC                                         | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |     26615 | NS      | $1242211.19   | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AMBEV SA                                              | AMBEV SA                                              | CUSIP: N/A<br>LEI: 549300TH5Q6VRP8OT012       | Long             | EC               | CORP              | BR        |    187031 | NS      | $550638.10    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| NAN YA PLASTICS CORP                                  | NAN YA PLASTICS CORP                                  | CUSIP: N/A<br>LEI: 254900L66RP14M9UOM28       | Long             | EC               | CORP              | TW        |    260471 | NS      | $602957.24    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| NETEASE INC                                           | NETEASE INC                                           | CUSIP: N/A<br>LEI: 5299004AF4DSJDB0PA32       | Long             | EC               | CORP              | KY        |     40022 | NS      | $870243.20    | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVATEK MICROELECTRONICS CORP                         | NOVATEK MICROELECTRONICS CORP                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     59903 | NS      | $712103.39    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| THE SAUDI NATIONAL BANK                               | THE SAUDI NATIONAL BANK                               | CUSIP: N/A<br>LEI: 5586006ZEFQ542K7CY16       | Long             | EC               | CORP              | SA        |     29250 | NS      | $325969.99    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| OTP BANK PLC                                          | OTP BANK (REG)                                        | CUSIP: N/A<br>LEI: 529900W3MOO00A18X956       | Long             | EC               | CORP              | HU        |      8332 | NS      | $887392.71    | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| PETROCHINA CO LTD                                     | PETROCHINA CO LTD H                                   | CUSIP: N/A<br>LEI: 529900RPY4YG47TRSV05       | Long             | EC               | CORP              | CN        |    747788 | NS      | $1025190.15   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PETROLEO BRASILEIRO-PETROBRAS                         | PETROBRAS PN SPON ADR                                 | CUSIP: 71654V101<br>LEI: 5493000J801JZRCMFE49 | Long             | EC               | CORP              | BR        |      8981 | NS      | $168393.75    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PETROLEO BRASILEIRO-PETROBRAS                         | PETROLEO BRASILEIRO SPONS ADR                         | CUSIP: 71654V408<br>LEI: 5493000J801JZRCMFE49 | Long             | EC               | CORP              | BR        |     23608 | NS      | $489866.00    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| ORLEN SA                                              | ORLEN SA                                              | CUSIP: N/A<br>LEI: 259400VVMM70CQREJT74       | Long             | EC               | CORP              | PL        |     27037 | NS      | $978436.12    | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC POWER CORP OF GREECE                           | PUBLIC POWER CORP OF GREECE                           | CUSIP: N/A<br>LEI: 213800T9Y5XCOVRZ4Y57       | Long             | EC               | CORP              | GR        |     31233 | NS      | $648367.91    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| UNI-PRESIDENT ENTERPRISES CORP                        | UNI-PRESIDENT ENTERPRISES CORP                        | CUSIP: N/A<br>LEI: 254900DAXBDMVEXU5959       | Long             | EC               | CORP              | TW        |    120729 | NS      | $268505.17    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                               | RELIANCE INDUSTRIES LTD(DEMAT)DEMATERIALIZED SHS      | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | EC               | CORP              | IN        |     90834 | NS      | $1306335.34   | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| BEONE MEDICINES LTD                                   | BEONE MEDICINES LTD                                   | CUSIP: N/A<br>LEI: 549300JFUK6FRD5MH739       | Long             | EC               | CORP              | CH        |     31329 | NS      | $685616.54    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| REALTEK SEMICONDUCTOR CORP                            | REALTEK SEMICONDUCTOR CORP                            | CUSIP: N/A<br>LEI: 5299002E7F36O00MYY75       | Long             | EC               | CORP              | TW        |     45085 | NS      | $675060.46    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| SK HYNIX INC                                          | SK HYNIX INC                                          | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |      6195 | NS      | $3323206.24   | 3.49%             |  |  |  | No            |                  1 | On Loan: No      |
| SK TELECOM COMPANY LTD                                | SK TELECOM LTD                                        | CUSIP: N/A<br>LEI: 9884003WEA1PHW006037       | Long             | EC               | CORP              | KR        |        29 | NS      | $1472.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INDUSTRIAS PENOLES SAB DE CV                          | INDUSTRIAS PENOLES SAB DE CV                          | CUSIP: N/A<br>LEI: 549300WA2HB7776CB324       | Long             | EC               | CORP              | MX        |     12823 | NS      | $569934.16    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                            | SAMSUNG ELECTRONICS CO LTD                            | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |     46617 | NS      | $5181112.75   | 5.44%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                            | SAMSUNG ELECTRONICS CO LTD PFD                        | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EP               | CORP              | KR        |     11896 | NS      | $901463.73    | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| HANWHA AEROSPACE CO LTD                               | HANWHA AEROSPACE CO LTD                               | CUSIP: N/A<br>LEI: 9884001NSUA8FQKQWR25       | Long             | EC               | CORP              | KR        |       667 | NS      | $553771.65    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMSUNG LIFE INSURANCE CO LTD                         | SAMSUNG LIFE INSURANCE CO LTD                         | CUSIP: N/A<br>LEI: 988400VYE6E0WYSM4S92       | Long             | EC               | CORP              | KR        |       904 | NS      | $126491.98    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE BANK OF INDIA                                   | STATE BANK OF INDIA (DEMAT) DEMATERIALIZED SHS        | CUSIP: N/A<br>LEI: 5493001JZ37UBBZF6L49       | Long             | EC               | CORP              | IN        |     62074 | NS      | $650592.59    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEFONICA BRASIL SA                                  | TELEFONICA BRASIL SA                                  | CUSIP: N/A<br>LEI: 529900MTGG2HSDBIWG79       | Long             | EC               | CORP              | BR        |     97897 | NS      | $779229.77    | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| TATA MOTORS PASSENGER VEHICLES LIMITED                | TATA MOTORS PASSENGER VEHICLES LIMITED                | CUSIP: N/A<br>LEI: 335800BO2LHWJJ8TZI32       | Long             | EC               | CORP              | IN        |     19813 | NS      | $62802.16     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED MICROELECTRONICS CORP                          | UNITED MICROELECTRONICS CORP                          | CUSIP: N/A<br>LEI: 391200YJCAGH9LF96P73       | Long             | EC               | CORP              | TW        |    209475 | NS      | $370734.79    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| UTD TRACTORS TBK PT                                   | UNITED TRACTORS PT                                    | CUSIP: N/A<br>LEI: 529900N9ELYOWQV4FW14       | Long             | EC               | CORP              | ID        |    116000 | NS      | $211939.16    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| VEDANTA LTD                                           | VEDANTA LTD                                           | CUSIP: N/A<br>LEI: 335800XDKX9KB5EMCO07       | Long             | EC               | CORP              | IN        |    104149 | NS      | $729798.66    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MFG CO LTD                       | TAIWAN SEMICONDUCTOR MFG CO LTD                       | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |    238786 | NS      | $13164495.68  | 13.82%            |  |  |  | No            |                  1 | On Loan: No      |
| SAMSUNG BIOLOGICS CO LTD                              | SAMSUNG BIOLOGICS CO LTD                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       264 | NS      | $263933.31    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| BEIJING YANJING BREWERY CO LTD                        | BEIJING YANJING BREWERY CO LTD A                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    212486 | NS      | $403473.92    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| WEICHAI POWER CO LTD                                  | WEICHAI POWER CO LTD A                                | CUSIP: N/A<br>LEI: 529900OKTPKBG85F9502       | Long             | EC               | CORP              | CN        |    132268 | NS      | $464730.59    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| BOE TECHNOLOGY GROUP CO LTD                           | BOE TECHNOLOGY GROUP CO LTD A                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    868117 | NS      | $492004.27    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNAN VALIN STEEL CO LTD                              | HUNAN VALIN STEEL CO LTD A                            | CUSIP: N/A<br>LEI: 3003007J7HWD6GTNJ656       | Long             | EC               | CORP              | CN        |    129417 | NS      | $95107.14     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNWODA ELECTRONIC CO LTD                             | SUNWODA ELECTRONIC CO LTD A                           | CUSIP: N/A<br>LEI: 836800CQGW5QDXND0Q43       | Long             | EC               | CORP              | CN        |     66948 | NS      | $244638.22    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| RONGSHENG PETRO CHEMICAL CO LTD                       | RONGSHENG PETRO CHEMICAL CO LTD                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     60480 | NS      | $105197.85    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HD HYUNDAI CO LTD                                     | HYUNDAI ROBOTICS CO LTD                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      2417 | NS      | $383987.42    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| EMAAR DEVELOPMENT PJSC                                | EMAAR DEVELOPMENT PJSC                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AE        |    143068 | NS      | $525799.15    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| ABU DHABI NATIONAL OIL CO FOR DISTRIBUTION PJSC       | ABU DHABI NATIONAL OIL CO FOR DISTRIBUTION PJSC       | CUSIP: N/A<br>LEI: 213800YI1ZIOJB3HLB11       | Long             | EC               | CORP              | AE        |    445395 | NS      | $459545.11    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| HINDUSTAN AERONAUTICS LTD                             | HINDUSTAN AERONAUTICS LIMITED                         | CUSIP: N/A<br>LEI: 335800AKDC7T933T3I86       | Long             | EC               | CORP              | IN        |       390 | NS      | $14553.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BILIBILI INC                                          | BILIBILI INC CL Z                                     | CUSIP: N/A<br>LEI: 5493008V60M52L3PIS45       | Long             | EC               | CORP              | KY        |     17214 | NS      | $374742.36    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| BILIBILI INC                                          | BILIBILI INC ADR                                      | CUSIP: 090040106<br>LEI: 5493008V60M52L3PIS45 | Long             | EC               | CORP              | KY        |      6819 | NS      | $153836.64    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF JIANGSU CO LTD                                | BANK OF JIANGSU CO LTD A                              | CUSIP: N/A<br>LEI: 300300C1086832000046       | Long             | EC               | CORP              | CN        |     17422 | NS      | $27576.21     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOVENT BIOLGICS INC                                 | INNOVENT BIOLOGICS INC                                | CUSIP: N/A<br>LEI: 25490058ONL9SCIE1R22       | Long             | EC               | CORP              | KY        |     78857 | NS      | $853818.20    | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| PDD HOLDINGS INC                                      | PDD HOLDINGS INC ADR                                  | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               | CORP              | KY        |      3285 | NS      | $335661.30    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| HENGLI PETROCHEMICAL CO LTD                           | HENGLI PETROCHEMICAL CO LTD A                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    187307 | NS      | $587794.83    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| QFIN HOLDINGS INC                                     | QFIN HOLDINGS INC ADR                                 | CUSIP: 88557W101<br>LEI: 836800R59NKEPDR6I240 | Long             | EC               | CORP              | KY        |     12064 | NS      | $155746.24    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WUXI APPTEC CO LTD                                    | WUXI APPTEC CO LTD A                                  | CUSIP: N/A<br>LEI: 254900OEPQLZSPLN9175       | Long             | EC               | CORP              | CN        |     51717 | NS      | $735387.40    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF CHANGSHA CO LTD                               | BANK OF CHANGSHA CO LTD A                             | CUSIP: N/A<br>LEI: 300300C1086243000041       | Long             | EC               | CORP              | CN        |    189227 | NS      | $264133.35    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                             | SAUDI ARAMCO                                          | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | EC               | CORP              | SA        |    152377 | NS      | $1112596.55   | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PEOPLES INSURANCE CO GRP OF CHINA                     | PICC HOLDING CO-A                                     | CUSIP: N/A<br>LEI: 3003000P2JHYHQ524P66       | Long             | EC               | CORP              | CN        |     87069 | NS      | $91751.21     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIC PACIFIC SPECIAL STEEL GROUP CO LTD              | CITIC PACIFIC SPECIAL STEEL GROUP CO LTD              | CUSIP: N/A<br>LEI: 836800ETMJJWP4GAL167       | Long             | EC               | CORP              | CN        |    269291 | NS      | $637804.75    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| JD.COM INC                                            | JD.COM INC CL A                                       | CUSIP: N/A<br>LEI: 549300HVTWB0GJZ16V92       | Long             | EC               | CORP              | KY        |     14214 | NS      | $205201.35    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| JD HEALTH INTERNATIONAL INC                           | JD HEALTH INTERNATIONAL INC                           | CUSIP: N/A<br>LEI: 254900OM3MAXYK8PCC84       | Long             | EC               | CORP              | KY        |    111463 | NS      | $668959.95    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| HD HYUNDAI HEAVY INDUSTRIES CO LTD                    | HD HYUNDAI HEAVY INDUSTRIES CO LTD                    | CUSIP: N/A<br>LEI: 988400CAR8W9URQLGF30       | Long             | EC               | CORP              | KR        |      1538 | NS      | $475391.86    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| ZHEJIANG LEAPMOTOR TECHNOLOGIES LTD                   | ZHEJIANG LEAPMOTOR TECHNOLOGIES LTD H                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     88025 | NS      | $527844.65    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                        | MSCI EMGMKT FUT JUN26 MESM6                           | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DE               | CORP              | US        |        18 | NC      | $-9552.59     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                             | UST BILLS 0% 04/16/2026                               | CUSIP: 912797QD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $99848.92     | 0.10%             | 2026-04-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GRUPO CIBEST SA                                       | GRUPO CIBEST SA PREF                                  | CUSIP: N/A<br>LEI: 529900OSSJBGZREZ2C28       | Long             | EP               | CORP              | CO        |      6600 | NS      | $121269.04    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                             | UST BILLS 0% 05/28/2026                               | CUSIP: 912797SW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     80000 | PA      | $79539.28     | 0.08%             | 2026-05-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                           | EUROBANK SA                                           | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | EC               | CORP              | GR        |     55134 | NS      | $217180.37    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

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

**Signature:** Stacie M. Smith

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

**Title:** President and Treasurer