# EDGAR Filing Document

**Accession Number:** 0000945908
**File Stem:** 0000035402-26-004091
**Filing Date:** 2026-6
**Character Count:** 70458
**Document Hash:** 5e0f3e0c8b9a081d8a87912f73b632c7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-004091.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0000035402-26-004091

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07319
- **FILM NUMBER:** 261127055

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $271520326.88

**Total Liabilities:** $120449.29

**Net Assets:** $271399877.59

**Delayed Delivery Securities:** $79962.74

**Cash Not Reported:** $167320.97

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000209805 | 4.87%                | -6.23%               | 4.20%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $20069114.45             | $-8071755.45                               |
| Month 2  | $-238932.33              | $-18349609.48                              |
| Month 3  | $-21563.22               | $9720697.15                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| HANNOVER RUECK SA                      | HANNOVER RUECKVERSICHERUNGS SE(REGD)   | CUSIP: N/A<br>LEI: 529900KIN5BE45V5KB18       | Long             | EC               | CORP              | DE        |      3460 | NS      | $1045534.77   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| HASEKO CORP                            | HASEKO CORP                            | CUSIP: N/A<br>LEI: 529900EH7TSG348O4045       | Long             | EC               | CORP              | JP        |     33000 | NS      | $570479.56    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINOR ASA                            | EQUINOR ASA                            | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |     85442 | NS      | $3414887.84   | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO BANK NV                       | ABN AMRO BANK NV-GDR                   | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | EC               | CORP              | NL        |     27583 | NS      | $957421.09    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXON CO LTD                           | NEXON CO LTD                           | CUSIP: N/A<br>LEI: 5299005SFO0GAJFLKN43       | Long             | EC               | CORP              | JP        |    108800 | NS      | $1834683.00   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| PLUS500 LTD                            | PLUS500 LTD                            | CUSIP: N/A<br>LEI: 549300X8NGW9C5OJZU13       | Long             | EC               | CORP              | IL        |     12655 | NS      | $773487.18    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| GEA GROUP AG                           | GEA GROUP AG                           | CUSIP: N/A<br>LEI: 549300PHUU0ZZWO8EO07       | Long             | EC               | CORP              | DE        |     13725 | NS      | $939441.49    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| MIZRAHI TEFAHOT BANK LTD               | MIZRAHI TEFAHOT BANK LTD               | CUSIP: N/A<br>LEI: YZO9YEGEO4VYDZMDWF93       | Long             | EC               | CORP              | IL        |     11849 | NS      | $931174.91    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ACKERMANS and VAN HAAREN NV            | ACKERMANS and VAN HAAREN SA            | CUSIP: N/A<br>LEI: 5493005E2GHATS0Z6J59       | Long             | EC               | CORP              | BE        |      2814 | NS      | $924929.75    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| EIFFAGE SA                             | EIFFAGE SA (FORM FOUGEROLLE)           | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |      6903 | NS      | $1109366.29   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIE SA                                | SPIE SA                                | CUSIP: N/A<br>LEI: 969500TJNS5GSFWJ8X85       | Long             | EC               | CORP              | FR        |     18910 | NS      | $1093591.11   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| LOBLAW COS LTD                         | LOBLAW COS LTD DTC ELIGIBLE            | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |     54031 | NS      | $2485799.15   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| NKT AS                                 | NKT AS                                 | CUSIP: N/A<br>LEI: 529900197LKWCEQ0NL18       | Long             | EC               | CORP              | DK        |      6612 | NS      | $974138.87    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN TOBACCO INC                      | JAPAN TOBACCO INC                      | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               | CORP              | JP        |     53000 | NS      | $1983631.66   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                              | UST BILLS 0% 05/14/2026                | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     26000 | PA      | $25966.36     | 0.01%             | 2026-05-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SANDOZ GROUP AG                        | SANDOZ GROUP AG                        | CUSIP: N/A<br>LEI: 5493000JWK6XWFEUD320       | Long             | EC               | CORP              | CH        |     15208 | NS      | $1216173.29   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| SECOM CO LTD                           | SECOM CO LTD                           | CUSIP: N/A<br>LEI: 529900TYCL9N3E9PGE47       | Long             | EC               | CORP              | JP        |     24900 | NS      | $912070.45    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ANZ GROUP HOLDINGS LTD                 | ANZ GROUP HOLDINGS LTD                 | CUSIP: N/A<br>LEI: 9845005D9C6BAA10BK72       | Long             | EC               | CORP              | AU        |     52668 | NS      | $1387776.39   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSOCIATED BRITISH FOODS PLC           | ASSOCIATED BRITISH FOODS PLC           | CUSIP: N/A<br>LEI: GBQKSY6W7G0OHCQ8OQ72       | Long             | EC               | CORP              | GB        |     60381 | NS      | $1499030.15   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| FOOD and LIFE COMPANIES LTD            | FOOD and LIFE COMPANIES LTD            | CUSIP: N/A<br>LEI: 529900CWF7GCVZKS5M87       | Long             | EC               | CORP              | JP        |     13200 | NS      | $764345.75    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MAPFRE SA                              | MAPFRE SA                              | CUSIP: N/A<br>LEI: 95980020140005693107       | Long             | EC               | CORP              | ES        |    193022 | NS      | $943284.29    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BANK OF CANADA                | NATIONAL BANK OF CANADA DTC ELIGIBLE   | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |      7134 | NS      | $1074686.18   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO SANTANDER SA                     | BANCO SANTANDER SA                     | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |    198045 | NS      | $2411447.22   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| AL SYDBANK                             | AL SYDBANK                             | CUSIP: N/A<br>LEI: GP5DT10VX1QRQUKVBK64       | Long             | EC               | CORP              | DK        |     10014 | NS      | $852827.27    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| POWER CORP OF CANADA                   | POWER CORP OF CANADA SUB VTG           | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |     14228 | NS      | $792151.82    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| 77 BANK LTD                            | SEVENTY SEVENTH BANK                   | CUSIP: N/A<br>LEI: 549300U6CT3EHB9XS980       | Long             | EC               | CORP              | JP        |     49300 | NS      | $951362.11    | 0.35%             |  |  |  | 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        |     45700 | NS      | $1176438.53   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLARAMA INC                          | DOLLARAMA INC                          | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |      4866 | NS      | $620628.61    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESNILLO PLC                          | FRESNILLO PLC                          | CUSIP: N/A<br>LEI: 549300JXWH1UV5J0XV81       | Long             | EC               | CORP              | GB        |     11386 | NS      | $500514.87    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SWISSQUOTE GROUP HOLDING SA            | SWISSQUOTE GROUP HOLDINGS SA           | CUSIP: N/A<br>LEI: 549300O3WME82RDPEN66       | Long             | EC               | CORP              | CH        |      1616 | NS      | $815800.52    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| NEC CORP                               | NEC CORP                               | CUSIP: N/A<br>LEI: 5493000QYMPFRTEY4K28       | Long             | EC               | CORP              | JP        |     26800 | NS      | $701361.16    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                            | BNP PARIBAS                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |     16779 | NS      | $1756278.93   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| FINNING INTERNATIONAL INC              | FINNING INTERNATIONAL INC              | CUSIP: 318071404<br>LEI: 549300QLDCP11KB6XW55 | Long             | EC               | CORP              | CA        |     19538 | NS      | $1427992.24   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVO-NORDISK AS                        | NOVO-NORDISK AS CL B                   | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |     57525 | NS      | $2458545.59   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| TOKYO GAS CO LTD                       | TOKYO GAS CO LTD                       | CUSIP: N/A<br>LEI: 353800678EIJLOQSWZ83       | Long             | EC               | CORP              | JP        |     68000 | NS      | $2894355.64   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| INDUSTRIA DE DISENO TEXTIL INDITEX SA  | INDITEX SA                             | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |     13573 | NS      | $805325.03    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MANULIFE FINANCIAL CORP                | MANULIFE FINANCIAL CORP                | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |     26918 | NS      | $1056270.94   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ITALGAS SPA                            | ITALGAS SPA                            | CUSIP: N/A<br>LEI: 815600F25FF44EF1FA76       | Long             | EC               | CORP              | IT        |    257406 | NS      | $3107066.62   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BPER BANCA                             | BPER BANCA                             | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | EC               | CORP              | IT        |     84068 | NS      | $1236052.54   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| RELX PLC                               | RELX PLC                               | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |     37468 | NS      | $1365497.17   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIZUOKA FINANCIAL GROUP               | SHIZUOKA FINANCIAL GROUP               | CUSIP: N/A<br>LEI: 353800MNO5C8V2SHGA81       | Long             | EC               | CORP              | JP        |     56600 | NS      | $993628.79    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| TUI AG                                 | TUI AG (GB)                            | CUSIP: N/A<br>LEI: 529900SL2WSPV293B552       | Long             | EC               | CORP              | DE        |     49154 | NS      | $366256.96    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVARTIS AG                            | NOVARTIS AG (REG)                      | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |     25200 | NS      | $3734646.12   | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| RIO TINTO LTD                          | RIO TINTO LTD                          | CUSIP: N/A<br>LEI: 529900X2VMAQT2PE0V24       | Long             | EC               | CORP              | AU        |      4463 | NS      | $537132.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| THE TORONTO DOMINION BANK              | TORONTO-DOMINION BANK                  | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |     19587 | NS      | $2105771.59   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| IPSEN                                  | IPSEN PROMESSES                        | CUSIP: N/A<br>LEI: 549300M6SGDPB4Z94P11       | Long             | EC               | CORP              | FR        |      7703 | NS      | $1509012.70   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUI and CO LTD                      | MITSUI and CO LTD                      | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Long             | EC               | CORP              | JP        |     47200 | NS      | $1775892.28   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| CAIXABANK SA                           | CAIXABANK SA                           | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |     97148 | NS      | $1235320.56   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| STEADFAST GROUP LTD                    | STEADFAST GROUP LTD                    | CUSIP: N/A<br>LEI: 9845003B6BEAA12DBD91       | Long             | EC               | CORP              | AU        |    206843 | NS      | $630529.45    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO CORP                          | SUMITOMO CORP                          | CUSIP: N/A<br>LEI: V82KK8NH1P0JS71FJC05       | Long             | EC               | CORP              | JP        |     30000 | NS      | $1118024.31   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| EVOLUTION AB                           | EVOLUTION AB                           | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |      8601 | NS      | $597205.16    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDEN CORP                            | KINDEN CORPORATION                     | CUSIP: N/A<br>LEI: 35380008T6JUN5TU9T34       | Long             | EC               | CORP              | JP        |     18800 | NS      | $1005593.95   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT AGRICOLE SA                     | CREDIT AGRICOLE SA                     | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               | CORP              | FR        |     49778 | NS      | $969016.62    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| NICE LTD                               | NICE LTD                               | CUSIP: N/A<br>LEI: 254900YTY4EF5Z4W0A51       | Long             | EC               | CORP              | IL        |      6249 | NS      | $629948.48    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| USS CO LTD                             | USS CO LTD                             | CUSIP: N/A<br>LEI: 5299000RRQD6UZXG4W72       | Long             | EC               | CORP              | JP        |     63200 | NS      | $683602.95    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SBM OFFSHORE NV                        | SBM OFFSHORE NV-DRP RT 04/05/2026      | CUSIP: N/A<br>LEI: 549300RDGCRYZ5QE6513       | Long             | EC               | CORP              | NL        |     58885 | NS      | $34599.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOVA HLDG AG                         | SONOVA HLDG AG                         | CUSIP: N/A<br>LEI: 5299004A0QNX7FBNHS61       | Long             | EC               | CORP              | CH        |      3667 | NS      | $802749.70    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| DASSAULT AVIATION SA                   | DASSAULT AVIATION SA                   | CUSIP: N/A<br>LEI: 969500CVFTUT88V8QN95       | Long             | EC               | CORP              | FR        |      2753 | NS      | $958487.90    | 0.35%             |  |  |  | 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        |     90581 | NS      | $1557633.31   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLSBERG AS                           | CARLSBERG AS CL B                      | CUSIP: N/A<br>LEI: 5299001O0WJQYB5GYZ19       | Long             | EC               | CORP              | DK        |     14251 | NS      | $1928888.43   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXT VISION STABILIZED SYSTEMS LTD     | NEXT VISION STABILIZED SYSTEMS LTD     | CUSIP: N/A<br>LEI: 2549001OCAI48UYCZD40       | Long             | EC               | CORP              | IL        |      7120 | NS      | $814947.75    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| DANONE SA                              | DANONE SA                              | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |     29596 | NS      | $2317051.81   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCHE HOLDING AG                       | ROCHE HOLDING AG                       | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |      9395 | NS      | $3825034.20   | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ISRAEL DISCOUNT BANK LTD               | ISRAEL DISCOUNT BANK LTD CL A          | CUSIP: 465074201<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |     79557 | NS      | $884460.73    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| KION GROUP AG                          | KION GROUP AG                          | CUSIP: N/A<br>LEI: 5299005KY91C4C6U9H17       | Long             | EC               | CORP              | DE        |     13589 | NS      | $706167.54    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| GAMES WORKSHOP GROUP PLC               | GAMES WORKSHOP GROUP CO PLC            | CUSIP: N/A<br>LEI: 213800RP9QJQYGWHNT41       | Long             | EC               | CORP              | GB        |      3940 | NS      | $1043469.07   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| OCEANAGOLD CORP                        | OCEANAGOLD CORP                        | CUSIP: 675222400<br>LEI: 549300CBMSE8I9N3E232 | Long             | EC               | CORP              | CA        |     14591 | NS      | $450883.45    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYO SUISAN KAISHA LTD                 | TOYO SUISAN KAISHA LTD                 | CUSIP: 892306101<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     22600 | NS      | $1556134.14   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO BANK NV                       | ABN AMRO BANK NV RT 12/31/2049         | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | EC               | CORP              | NL        |     27583 | NS      | $22649.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE     | CANADIAN IMP BK OF COMMERCE            | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |     12897 | NS      | $1436190.06   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPGEMINI SA                           | CAPGEMINI SA (FF40)                    | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |      5368 | NS      | $648584.04    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BANDAI NAMCO HOLDINGS INC              | BANDAI NAMCO HOLDINGS INC              | CUSIP: N/A<br>LEI: 3538008EFEM34VRJDQ95       | Long             | EC               | CORP              | JP        |     30000 | NS      | $693596.25    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE SYSTEMS PLC                        | BAE SYSTEMS PLC                        | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |     50759 | NS      | $1408791.24   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| SANWA HOLDINGS CORP                    | SANWA HOLDINGS CORP                    | CUSIP: N/A<br>LEI: 5299003X6BCA4ROO5A70       | Long             | EC               | CORP              | JP        |     36200 | NS      | $824465.08    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ENGIE SA                               | ENGIE SA                               | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |    116741 | NS      | $3843990.86   | 1.42%             |  |  |  | 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        |     46200 | NS      | $875030.15    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| KONE OYJ                               | KONE OYJ B                             | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |     13821 | NS      | $878729.65    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| GALENICA AG                            | GALENICA SANTE LTD                     | CUSIP: N/A<br>LEI: 506700W4772BD8016Z20       | Long             | EC               | CORP              | CH        |      7060 | NS      | $751544.02    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                | GSK PLC                                | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |     83549 | NS      | $2189436.83   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYOTA TSUSHO CORP                     | TOYOTA TSUSHO CORP                     | CUSIP: N/A<br>LEI: 549300CEE2ENIUJNXB84       | Long             | EC               | CORP              | JP        |     26200 | NS      | $1020045.31   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ITOCHU CORPORATION                     | ITOCHU CORP                            | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               | CORP              | JP        |    117700 | NS      | $1455617.88   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| ARC RESOURCES LTD                      | ARC RESOURCES LTD                      | CUSIP: 00208D408<br>LEI: FIR47I6FEYKYNJBYW622 | Long             | EC               | CORP              | CA        |    113528 | NS      | $2687438.22   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| BOUYGUES SA                            | BOUYGUES ORD                           | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |     18905 | NS      | $1115034.94   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL KPN NV (KONINKLIJKE KPN)         | KPN (KON) NV                           | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |    519997 | NS      | $2783960.05   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RIO TINTO PLC                          | RIO TINTO PLC                          | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |     11076 | NS      | $1105919.75   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                         | MSCI EAFE FUT JUN26 MFSM6              | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DE               | CORP              | US        |        12 | NC      | $93146.37     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CGI INC                                | CGI INC CL A SUB VTG                   | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |      8629 | NS      | $563664.97    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| RECKITT BENCKISER GROUP PLC            | RECKITT BENCKISER GROUP PLC            | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |     24378 | NS      | $1549636.40   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHNIP ENERGIES NV                    | TECHNIP ENERGIES NV                    | CUSIP: N/A<br>LEI: 724500FLODI49NSCIP70       | Long             | EC               | CORP              | NL        |     53499 | NS      | $2529107.18   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSA ABLOY AB                          | ASSA ABLOY AB SER B                    | CUSIP: N/A<br>LEI: 549300YECS8HKCIMMB67       | Long             | EC               | CORP              | SE        |     23526 | NS      | $893550.12    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ORKLA ASA                              | ORKLA ASA                              | CUSIP: N/A<br>LEI: 549300PZS8G8RG6RVZ52       | Long             | EC               | CORP              | NO        |    167866 | NS      | $2060746.16   | 0.76%             |  |  |  | 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        |     49000 | NS      | $1406789.83   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| ENDESA SA                              | ENDESA SA                              | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               | CORP              | ES        |     85035 | NS      | $3809464.22   | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDIBANK PRIVATE LIMITED               | MEDIBANK PRIVATE LIMITED               | CUSIP: N/A<br>LEI: BDYVSUPTML83OLINBJ17       | Long             | EC               | CORP              | AU        |    237410 | NS      | $800516.96    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| POSTE ITALIANE SPA                     | POSTE ITALIANE SPA                     | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | EC               | CORP              | IT        |     42515 | NS      | $1126613.47   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| HOCHTIEF AG                            | HOCHTIEF AG                            | CUSIP: N/A<br>LEI: 529900Y25S8NZIYTT924       | Long             | EC               | CORP              | DE        |      2362 | NS      | $1266784.20   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| DRAX GROUP PLC                         | DRAX GROUP PLC                         | CUSIP: N/A<br>LEI: 549300YPSNTXR4ZHSR98       | Long             | EC               | CORP              | GB        |    250307 | NS      | $3005385.73   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LOTTOMATICA GROUP SPA                  | LOTTOMATICA GROUP SPA                  | CUSIP: N/A<br>LEI: 549300R72LKEGT4EX026       | Long             | EC               | CORP              | IT        |     21686 | NS      | $638004.16    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| DPM METALS INC                         | DPM METALS INC                         | CUSIP: 26139R109<br>LEI: 549300LATVTU0EIUMD45 | Long             | EC               | CORP              | CA        |     14457 | NS      | $484449.17    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GENMAB AS                              | GENMAB AS                              | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | EC               | CORP              | DK        |      4383 | NS      | $1162818.48   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| AZBIL CORP                             | AZBIL CORPORATION                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     70500 | NS      | $627146.55    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SEIBU HOLDINGS INC                     | SEIBU HOLDINGS INC                     | CUSIP: N/A<br>LEI: 353800JY9TYV9WTCN620       | Long             | EC               | CORP              | JP        |     31100 | NS      | $730737.37    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLAS COPCO AB                         | ATLAS COPCO AB SER A                   | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |     62553 | NS      | $1177783.22   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| SKF AB                                 | SKF AB SER B                           | CUSIP: N/A<br>LEI: 549300B6HWYEE57O8J84       | Long             | EC               | CORP              | SE        |     27017 | NS      | $670468.03    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIVA  PLC                             | AVIVA PLC                              | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | EC               | CORP              | GB        |    110684 | NS      | $937912.81    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL PLC                              | SHELL PLC                              | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |    110852 | NS      | $5009995.05   | 1.85%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESENIUS MEDICAL CARE AG              | FRESENIUS MEDICAL CARE AG              | CUSIP: N/A<br>LEI: 549300CP8NY40UP89Q40       | Long             | EC               | CORP              | DE        |     26969 | NS      | $1221465.40   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| TOWER SEMICONDUCTOR LTD                | TOWER SEMICONDCTR LTD                  | CUSIP: N/A<br>LEI: 54930086ZSNXZOUX0C54       | Long             | EC               | CORP              | IL        |      5599 | NS      | $1149709.13   | 0.42%             |  |  |  | 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        |      9799 | NS      | $818201.48    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BRAMBLES LTD                           | BRAMBLES LTD                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     31764 | NS      | $516795.15    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HOLCIM AG                              | HOLCIM LTD                             | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |      8117 | NS      | $752279.47    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK LEUMI LE-ISRAEL                   | BANK LEUMI LE-ISRAEL BM                | CUSIP: N/A<br>LEI: 7JDSZWRGUQY2DSTWCR57       | Long             | EC               | CORP              | IL        |     47239 | NS      | $1193396.21   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| IG GROUP HOLDINGS PLC                  | IG GROUP HLDGS PLC                     | CUSIP: N/A<br>LEI: 2138003A5Q1M7ANOUD76       | Long             | EC               | CORP              | GB        |     43649 | NS      | $891466.03    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| WOLTERS KLUWER NV                      | WOLTERS KLUWER NV                      | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |     11691 | NS      | $910892.35    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| AMADEUS IT GROUP SA                    | AMADEUS IT GROUP SA                    | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Long             | EC               | CORP              | ES        |     10459 | NS      | $601177.57    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| LUNDIN GOLD INC                        | LUNDIN GOLD INC                        | CUSIP: 550371108<br>LEI: 549300ZOV16K515FC525 | Long             | EC               | CORP              | CA        |      6682 | NS      | $448166.76    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRAZENECA PLC                        | ASTRAZENECA PLC                        | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |     22329 | NS      | $4232068.91   | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| KDDI CORP                              | KDDI CORP                              | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |    164900 | NS      | $2717553.68   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOKUHOKU FINANCIAL GROUP INC           | HOKUHOKU FINANCIAL GROUP INC           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     25700 | NS      | $975978.43    | 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        |     66760 | NS      | $2804596.87   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WASHINGTON H SOUL PATTINSON and CO LTD | WASHINGTON H SOUL PATTINSON and CO LTD | CUSIP: N/A<br>LEI: 254900CV4BQYQLH2KI62       | Long             | EC               | CORP              | AU        |     29251 | NS      | $886835.37    | 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        |     44600 | NS      | $650478.93    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL PLC                         | PRUDENTIAL PLC                         | CUSIP: N/A<br>LEI: 5493001Z3ZE83NGK8Y12       | Long             | EC               | CORP              | GB        |     67580 | NS      | $1008305.29   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| SUBARU CORP                            | SUBARU CORP                            | CUSIP: N/A<br>LEI: 549300N244BVAEE6HH86       | Long             | EC               | CORP              | JP        |     32500 | NS      | $487277.05    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| INPEX CORPORATION                      | INPEX CORP                             | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               | CORP              | JP        |    110900 | NS      | $2936951.60   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RAIFFEISEN BANK INTERNATIONAL AG       | RAIFFEISEN BANK INTERNTNL AG           | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | EC               | CORP              | AT        |     17723 | NS      | $964654.38    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| BALFOUR BEATTY PLC                     | BALFOUR BEATTY PLC                     | CUSIP: N/A<br>LEI: CT4UIJ3TUKGYYHMENQ17       | Long             | EC               | CORP              | GB        |     72518 | NS      | $804095.25    | 0.30%             |  |  |  | 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        |     87400 | NS      | $1016752.50   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED PLC                 | STANDARD CHARTERED PLC                 | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |     45934 | NS      | $1162711.62   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| CHOW TAI FOOK JEWELLERY CO LTD         | CHOW TAI FOOK JEWELLERY CO LTD         | CUSIP: N/A<br>LEI: 254900VXRL7SRSF44G79       | Long             | EC               | CORP              | KY        |    279200 | NS      | $378860.19    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCELLERON INDUSTRIES LTD              | ACCELLERON INDUSTRIES LTD              | CUSIP: N/A<br>LEI: 254900KS0MD2PAARXD14       | Long             | EC               | CORP              | CH        |     11090 | NS      | $1185504.76   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP GROUP LTD                          | BHP GROUP LIMITED                      | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |     33751 | NS      | $1303530.92   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE LTD                 | SINGAPORE EXCHANGE LTD                 | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Long             | EC               | CORP              | SG        |     76100 | NS      | $1296666.80   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| SMITHS GROUP PLC                       | SMITHS GROUP PLC                       | CUSIP: N/A<br>LEI: 213800MJL6IPZS3ASA11       | Long             | EC               | CORP              | GB        |     22159 | NS      | $766017.66    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ENDEAVOUR MINING PLC                   | ENDEAVOUR MINING PLC                   | CUSIP: N/A<br>LEI: 529900NI5MXQ91GHXR07       | Long             | EC               | CORP              | GB        |     10415 | NS      | $624687.94    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BROTHER INDUSTRIES LTD                 | BROTHER INDUSTRIES                     | CUSIP: 114813108<br>LEI: 549300O5FACQ67KI6R92 | Long             | EC               | CORP              | JP        |     29900 | NS      | $569360.26    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| KAJIMA CORP                            | KAJIMA CORP                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     22400 | NS      | $874386.91    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| NISSAN CHEMICAL CORP                   | NISSAN CHEMICAL CORP                   | CUSIP: N/A<br>LEI: 3538002E4L1CUGJFFU25       | Long             | EC               | CORP              | JP        |     18400 | NS      | $795507.48    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| KNORR-BREMSE AG                        | KNORR-BREMSE AG                        | CUSIP: N/A<br>LEI: 5299001GRRO0Z25YZT52       | Long             | EC               | CORP              | DE        |      7915 | NS      | $919648.62    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| GREAT WEST LIFECO INC                  | GREAT WEST LIFECO INC                  | CUSIP: 39138C106<br>LEI: 549300X81X4VZEESFU46 | Long             | EC               | CORP              | CA        |     12169 | NS      | $648906.05    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SEKISUI CHEMICAL CO LTD                | SEKISUI CHEMICAL CO LTD                | CUSIP: N/A<br>LEI: 529900KQIVT7NWFNMI70       | Long             | EC               | CORP              | JP        |     47400 | NS      | $716421.94    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| GEBERIT AG                             | GEBERIT AG (REG)                       | CUSIP: N/A<br>LEI: 52990093Z5OHD6T7BS47       | Long             | EC               | CORP              | CH        |      1445 | NS      | $974111.63    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust           | Fidelity Cash Central Fund             | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |    187017 | NS      | $187054.05    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NITERRA CO LTD                         | NITERRA CO LTD                         | CUSIP: N/A<br>LEI: 549300RG3XQGTFM4HH31       | Long             | EC               | CORP              | JP        |     16700 | NS      | $896357.49    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| GAZTRANSPORT ET TECHNIGAZ SA           | GAZTRANSPORT ET TECHNIGA               | CUSIP: N/A<br>LEI: 969500BVOHVZUUFWDT54       | Long             | EC               | CORP              | FR        |      9828 | NS      | $2386448.23   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTPAC BANKING CORP                   | WESTPAC BANKING CORP                   | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | EC               | CORP              | AU        |     54606 | NS      | $1511470.87   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIONOGI and CO LTD                    | SHIONOGI and CO LTD                    | CUSIP: N/A<br>LEI: 35380049VXDTHZI3DY35       | Long             | EC               | CORP              | JP        |    111300 | NS      | $2251498.04   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| MEBUKI FINANCIAL GROUP INC             | MEBUKI FINANCIAL GROUP INC             | CUSIP: N/A<br>LEI: 353800K1RXV3E3JAE812       | Long             | EC               | CORP              | JP        |    122900 | NS      | $1018382.63   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| YOKOGAWA ELECTRIC CORP                 | YOKOGAWA ELECTRIC                      | CUSIP: N/A<br>LEI: 529900MV0U7C9WWF4L22       | Long             | EC               | CORP              | JP        |     19800 | NS      | $690261.32    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK HAPOALIM B M                      | BANK HAPOALIM LTD (REG)                | CUSIP: N/A<br>LEI: B6ARUI4946ST4S7WOU88       | Long             | EC               | CORP              | IL        |     44464 | NS      | $1190014.27   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTO TRADER GROUP PLC                  | AUTOTRADER GROUP PLC                   | CUSIP: N/A<br>LEI: 213800QLK9BZILB1DI86       | Long             | EC               | CORP              | GB        |    378517 | NS      | $2551165.21   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| OBIC CO LTD                            | OBIC CO LTD                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     26500 | NS      | $703656.55    | 0.26%             |  |  |  | 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        |    213000 | NS      | $1215938.73   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL OIL LTD                       | IMPERIAL OIL LTD                       | CUSIP: 453038408<br>LEI: 549300MO45LTBPAU4Z27 | Long             | EC               | CORP              | CA        |     20419 | NS      | $2729734.21   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BECHTLE AG                             | BECHTLE AG                             | CUSIP: N/A<br>LEI: 529900HA2QT774RUXW59       | Long             | EC               | CORP              | DE        |     13159 | NS      | $448266.23    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL BRANDS PLC                    | IMPERIAL BRANDS PLC                    | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |     41826 | NS      | $1591955.64   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION SOFTWARE INC             | CONSTELLATION SOFTWARE INC WT 08/22/28 | CUSIP: 21037X134<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |        40 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| HALMA PLC                              | HALMA PLC                              | CUSIP: N/A<br>LEI: 2138007FRGLUR9KGBT40       | Long             | EC               | CORP              | GB        |     15384 | NS      | $921263.45    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| JARDINE MATHESON HOLDINGS LTD          | JARDINE MATHESON HLD                   | CUSIP: N/A<br>LEI: 2138009KENVUNWOLPK41       | Long             | EC               | CORP              | BM        |      5877 | NS      | $398989.53    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| RIGHTMOVE PLC                          | RIGHTMOVE PLC                          | CUSIP: N/A<br>LEI: 2138001JXGCFKBXYB828       | Long             | EC               | CORP              | GB        |    416445 | NS      | $2452551.17   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| TIS INC                                | TIS INC                                | CUSIP: N/A<br>LEI: 35380064HYEZXBQHDF07       | Long             | EC               | CORP              | JP        |     26200 | NS      | $571298.94    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD         | FAIRFAX FINL HLDGS LTD SUB VTG         | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |       450 | NS      | $777166.63    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| VODAFONE GRP PLC                       | VODAFONE GROUP PLC                     | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | EC               | CORP              | GB        |   1816889 | NS      | $2894761.35   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EMS-CHEMIE HOLDING AG                  | EMS-CHEMIE HOLDING AG                  | CUSIP: N/A<br>LEI: 529900G1XFTGSE0DIX60       | Long             | EC               | CORP              | CH        |       707 | NS      | $601182.79    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| OJI HOLDINGS CORP                      | OJI HOLDINGS CORP                      | CUSIP: N/A<br>LEI: 529900LVC9GIIYUGE243       | Long             | EC               | CORP              | JP        |    110000 | NS      | $577358.73    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHNOLOGY ONE LIMITED                 | TECHNOLOGY ONE LIMITED                 | CUSIP: N/A<br>LEI: 875500YEWBJIM91P9N12       | Long             | EC               | CORP              | AU        |     41363 | NS      | $832364.63    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| THOMSON REUTERS CORP                   | THOMSON REUTERS CORP                   | CUSIP: 884903808<br>LEI: 549300561UZND4C7B569 | Long             | EC               | CORP              | CA        |     13868 | NS      | $1323934.99   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDEA BANK ABP                        | NORDEA BANK ABP                        | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               | CORP              | FI        |     68896 | NS      | $1281574.77   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| ONO PHARMACEUTICAL CO LTD              | ONO PHARMACEUTICAL CO LTD              | CUSIP: N/A<br>LEI: 529900G26L4NG4GFJZ86       | Long             | EC               | CORP              | JP        |    147700 | NS      | $2173486.49   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD         | CANADIAN NATL RESOURCES LTD            | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |     75553 | NS      | $3599189.27   | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| KINROSS GOLD CORP                      | KINROSS GOLD CORP                      | CUSIP: 496902404<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | EC               | CORP              | CA        |     20654 | NS      | $624430.31    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO BPM SPA                          | BANCO BPM SPA                          | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | EC               | CORP              | IT        |     80430 | NS      | $1168505.08   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTESCUE LTD                          | FORTESCUE LTD                          | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |     27401 | NS      | $387104.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SOJITZ CORPORATION                     | SOJITZ CORPORATION                     | CUSIP: N/A<br>LEI: 5493004SE33MRLPB1W98       | Long             | EC               | CORP              | JP        |     23200 | NS      | $867566.45    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| KONINKLIJKE AHOLD DELHAIZE NV          | KONINKLIJKE AHOLD DELHAIZE NV          | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |     56635 | NS      | $2658756.19   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL PLC                         | PRUDENTIAL PLC-ENT RT                  | CUSIP: N/A<br>LEI: 5493001Z3ZE83NGK8Y12       | Long             | EC               | CORP              | GB        |     66827 | NS      | $12658.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRICA PLC                           | CENTRICA PLC                           | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | EC               | CORP              | GB        |   1192914 | NS      | $3481889.07   | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| PANDORA A/S                            | PANDORA A/S                            | CUSIP: N/A<br>LEI: 5299007OWYZ6I1E46843       | Long             | EC               | CORP              | DK        |      6709 | NS      | $509538.97    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| INDRA SISTEMAS                         | INDRA SISTEMAS SA                      | CUSIP: N/A<br>LEI: 95980020140005308793       | Long             | EC               | CORP              | ES        |     12031 | NS      | $688853.80    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PROSUS NV                              | PROSUS NV                              | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |     16633 | NS      | $801330.76    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                           | BARCLAYS PLC ORD                       | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |    235529 | NS      | $1380849.60   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| BUZZI SPA                              | BUZZI SPA                              | CUSIP: N/A<br>LEI: 5299003DX5YLKSVJ6K59       | Long             | EC               | CORP              | IT        |      9989 | NS      | $545102.59    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN UTILITIES LTD                 | CANADIAN UTIL LTD NON VTG CL A         | CUSIP: 136717832<br>LEI: LWV4QIQODEH3VBHUFX07 | Long             | EC               | CORP              | CA        |     81849 | NS      | $2915919.48   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UNICAJA BANCO                          | UNICAJA BANCO SA                       | CUSIP: N/A<br>LEI: 5493007SJLLCTM6J6M37       | Long             | EC               | CORP              | ES        |    270023 | NS      | $874864.83    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ALCON INC                              | ALCON INC                              | CUSIP: N/A<br>LEI: 549300LDT5AP8S0NBM78       | Long             | EC               | CORP              | CH        |     15789 | NS      | $1175417.91   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| UNILEVER PLC                           | UNILEVER PLC ORD                       | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |     44008 | NS      | $2569617.64   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSITY AB                              | ESSITY AB B                            | CUSIP: N/A<br>LEI: 549300G8E6YUVJ1DA153       | Long             | EC               | CORP              | SE        |     69945 | NS      | $1848436.81   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| NTT INC                                | NTT INC                                | CUSIP: N/A<br>LEI: 353800VHQU5VIXVUA841       | Long             | EC               | CORP              | JP        |   2744600 | NS      | $2670951.79   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN          | SKANDINAVISKA ENSKI BK SER A           | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | EC               | CORP              | SE        |     48008 | NS      | $939985.21    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| VINCI SA                               | VINCI SA                               | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |     10630 | NS      | $1602333.52   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| NATWEST GROUP PLC                      | NATWEST GROUP PLC                      | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |    149589 | NS      | $1189530.26   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| CK HUTCHISON HOLDINGS LTD              | CK HUTCHISON HOLDINGS LTD              | CUSIP: N/A<br>LEI: 254900Z8HM1VEPOQ2G79       | Long             | EC               | CORP              | KY        |     60500 | NS      | $502380.72    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| LOGITECH INTERNATIONAL SA              | LOGITECH INTL SA REG                   | CUSIP: N/A<br>LEI: 549300SN6PRK6IJJC215       | Long             | EC               | CORP              | CH        |      7867 | NS      | $771962.89    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| TALANX AG                              | TALANX AKTIENGESELLSCHAFT              | CUSIP: N/A<br>LEI: 5299006ZIILJ6VJVSJ32       | Long             | EC               | CORP              | DE        |      7097 | NS      | $923257.57    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| SANOFI                                 | SANOFI                                 | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |     23407 | NS      | $2191664.15   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                   | ROYAL BANK OF CANADA                   | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |     14939 | NS      | $2681468.73   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| TOKIO MARINE HOLDINGS INC              | TOKIO MARINE HOLDINGS INC              | CUSIP: N/A<br>LEI: 5299009QN2NZ191KLS29       | Long             | EC               | CORP              | JP        |     40800 | NS      | $1875125.87   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| SBM OFFSHORE NV                        | SBM OFFSHORE NV                        | CUSIP: N/A<br>LEI: 549300RDGCRYZ5QE6513       | Long             | EC               | CORP              | NL        |     59105 | NS      | $2526498.91   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| ORION OYJ                              | ORION OYJ (NEW) B                      | CUSIP: N/A<br>LEI: 74370029VAHCXDR7B745       | Long             | EC               | CORP              | FI        |     14942 | NS      | $1204153.89   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| FISHER and PAYKEL HEALTHCARE CORP      | FISHER and PAYKEL HEALTHCARE CORP      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NZ        |     79616 | NS      | $1713241.78   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNICO EAGLE MINES LTD                 | AGNICO EAGLE MINES LTD                 | CUSIP: 008474108<br>LEI: YGE0EUBRF7IJOB3QRX76 | Long             | EC               | CORP              | CA        |      4923 | NS      | $923871.79    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNCOR ENERGY INC                      | SUNCOR ENERGY INC                      | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |     51909 | NS      | $3549841.83   | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| HACHIJUNI NAGANO BANK LTD              | HACHIJUNI NAGANO BANK LTD              | CUSIP: N/A<br>LEI: FE70I3MHDCWOZWK19W48       | Long             | EC               | CORP              | JP        |     72100 | NS      | $976102.55    | 0.36%             |  |  |  | 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        |     24557 | NS      | $1188271.79   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| BILFINGER SE                           | BILFINGER SE                           | CUSIP: N/A<br>LEI: 529900H0HULEN2BZ4604       | Long             | EC               | CORP              | DE        |      6632 | NS      | $763185.39    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** Stacie M. Smith

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

**Title:** President and Treasurer