# EDGAR Filing Document

**Accession Number:** 0000945908
**File Stem:** 0001752724-25-159878
**Filing Date:** 2025-6
**Character Count:** 78803
**Document Hash:** 0e6f869bd42b0fde79cfedb339cf11bb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-159878.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-159878

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20251031

**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:** 251079813

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

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

## Series and Classes Contracts Data

### Fidelity Emerging Markets Multifactor ETF (Series ID: S000064787)

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

- **a. Name of Series:** Fidelity Emerging Markets Multifactor ETF

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

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

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-04-30

**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:** $163635691.64

**Total Liabilities:** $292086.12

**Net Assets:** $163343605.52

**Cash Not Reported:** $908656.50

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000209804 | -2.33%               | 1.04%                | 1.23%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1343157.78              | $-4638194.75                               |
| Month 2  | $101.63                  | $202666.42                                 |
| Month 3  | $260423.25               | $2121642.38                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CHINA CONSTRUCTION BANK CORP                      | CHINA CONSTRUCTION BANK CORP H                              | CUSIP: N/A<br>LEI: 5493001KQW6DM7KEDR62       | Long             | EC               | CORP              | CN        |   1990000 | NS      | $1637226.46   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MALAYAN BANKING BERHAD                            | MALAYAN BANKING                                             | CUSIP: N/A<br>LEI: 5493004OT3TOY404V310       | Long             | EC               | CORP              | MY        |    288500 | NS      | $667929.32    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| BIM BIRLESIK MAGAZALAR AS                         | BIM BIRLESIK MAGAZALAR AS                                   | CUSIP: N/A<br>LEI: 7890001GCDJQD8DJKE29       | Long             | EC               | CORP              | TR        |    121269 | NS      | $1422066.42   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| CATCHER TECHNOLOGY CO LTD                         | CATCHER TECHNOLOGY CO LTD                                   | CUSIP: N/A<br>LEI: 5299006PRSCU66N5JF55       | Long             | EC               | CORP              | TW        |     25000 | NS      | $169621.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FOXCONN TECHNOLOGY CO LTD                         | FOXCONN TECHNOLOGY CO LTD                                   | CUSIP: N/A<br>LEI: 3003003OO8QC88ZHCE44       | Long             | EC               | CORP              | TW        |     54000 | NS      | $99615.42     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA TOWER CORP LTD                              | CHINA TOWER CORP LTD H                                      | CUSIP: N/A<br>LEI: 300300T6BNNP0L7O7H91       | Long             | EC               | CORP              | CN        |    502800 | NS      | $728780.22    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| FAR EASTERN NEW CENTURY CORP                      | FAR EASTERN NEW CENTURY CORP                                | CUSIP: N/A<br>LEI: 254900CDLU5OS06M6K24       | Long             | EC               | CORP              | TW        |    520000 | NS      | $534096.24    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                        | SAMSUNG ELECTRONICS CO LTD                                  | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |     93089 | NS      | $3634498.42   | 2.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SINOPAC FINANCIAL HOLDINGS CO LTD                 | SINOPAC HOLDINGS                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |   1028775 | NS      | $685142.34    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| HINDUSTAN UNILEVER LTD                            | HINDUSTAN UNILEVER LTD                                      | CUSIP: N/A<br>LEI: 5493007IW5N37IKRPM32       | Long             | EC               | CORP              | IN        |     63744 | NS      | $1767142.47   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GRUPO AEROPORTUARIO DEL SUREST E SAB DE CV        | GRUPO AEROPORT DEL SURST SAB B                              | CUSIP: N/A<br>LEI: 5299001W7JIDXCUOUC82       | Long             | EC               | CORP              | MX        |      8175 | NS      | $259432.53    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTA COMPUTER INC                               | QUANTA COMPUTER INC                                         | CUSIP: N/A<br>LEI: 529900DE8BIV3XOXIK04       | Long             | EC               | CORP              | TW        |     57000 | NS      | $425053.93    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| RICHTER GEDEON NYRT                               | RICHTER GEDEON NYRT                                         | CUSIP: N/A<br>LEI: 549300J6ZJW5IH4WEE46       | Long             | EC               | CORP              | HU        |     63959 | NS      | $1941566.96   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FAR EASTONE TELECOMMUNICATIONS CO LTD             | FAR EASTONE TELECOM CO LTD                                  | CUSIP: N/A<br>LEI: 529900L7W7BWDLVZL253       | Long             | EC               | CORP              | TW        |    249000 | NS      | $667207.58    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| BRILLIANCE CHINA AUTOMOTIVE HOLDINGS LTD          | BRILLIANCE CH AUTO HLDG LTD                                 | CUSIP: N/A<br>LEI: 5299005WPCSQN14NBM26       | Long             | EC               | CORP              | BM        |    368000 | NS      | $130501.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KUMHO PETRO CHEMICAL CO LTD                       | KUMHO PETRO CHEMICAL CO LTD                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     15705 | NS      | $1312524.80   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| PEGATRON CORP                                     | PEGATRON CORP                                               | CUSIP: N/A<br>LEI: 529900M87JQS8TUO0L66       | Long             | EC               | CORP              | TW        |     61000 | NS      | $154106.87    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSNEFT PJSC                                    | AK TRANSNEFT PJSC PFD(RUB) PAR=1                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | RU        |      1200 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ABU DHABI ISLAMIC BANK                            | ABU DHABI ISLAMIC BANK                                      | CUSIP: N/A<br>LEI: 5493006DOLY8O98XHD74       | Long             | EC               | CORP              | AE        |    165102 | NS      | $822577.04    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI GLOVIS CO LTD                             | HYUNDAI GLOVIS CO LTD                                       | CUSIP: N/A<br>LEI: 988400U6RDXNJ5ZRN304       | Long             | EC               | CORP              | KR        |      3747 | NS      | $300498.07    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMPLO TECHNOLOGY CO LTD                          | SIMPLO TECHNOLOGY CO LTD                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     10000 | NS      | $109120.47    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PB FINTECH LTD                                    | PB FINTECH LTD                                              | CUSIP: N/A<br>LEI: 98450083AC6B01HF1F87       | Long             | EC               | CORP              | IN        |     18795 | NS      | $361578.57    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| KALBE FARMA PT                                    | KALBE FARMA PT (DEMAT)                                      | CUSIP: N/A<br>LEI: 529900PRQI8S32HOE387       | Long             | EC               | CORP              | ID        |  24873900 | NS      | $2045353.83   | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ORION CORP/REPUBLIC OF KOREA/NEW                  | ORION CORP/REPUBLIC OF KOREA                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     17357 | NS      | $1504314.03   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| POP MART INTERNATIONAL GROUP LTD                  | POP MART INTERNATIONAL GROUP LTD                            | CUSIP: N/A<br>LEI: 9845000A05E8F937E337       | Long             | EC               | CORP              | KY        |     21600 | NS      | $539811.98    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| GRUPO ARGOS SA                                    | GRUPO ARGOS SA                                              | CUSIP: N/A<br>LEI: 254900HANAO95XIAE681       | Long             | EC               | CORP              | CO        |    250728 | NS      | $1304695.56   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| TURKCELL ILETISIM HIZMET A S                      | TURKCELL ILETISIM HIZMET AS                                 | CUSIP: N/A<br>LEI: 7890003EX1LTLS2FFL84       | Long             | EC               | CORP              | TR        |    348778 | NS      | $815271.61    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| INARI AMERTRON BHD                                | INARI AMERTRON BHD                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |     86800 | NS      | $38622.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASE TECHNOLOGY HOLDING CO LTD                     | ASE TECHNOLOGY HOLDING CO LTD                               | CUSIP: N/A<br>LEI: 300300GO8QHPMV87NZ73       | Long             | EC               | CORP              | TW        |     74000 | NS      | $313510.30    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BAIDU INC                                         | BAIDU INC CL A                                              | CUSIP: N/A<br>LEI: 254900AL64IANZYI1E02       | Long             | EC               | CORP              | KY        |     98200 | NS      | $1094741.25   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| KINGBOARD HOLDINGS LTD                            | KINGBOARD HOLDINGS LTD                                      | CUSIP: N/A<br>LEI: 529900G89MY26MMSDR76       | Long             | EC               | CORP              | KY        |    240000 | NS      | $645286.08    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDIATEK INC                                      | MEDIA TEK INC                                               | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |     28000 | NS      | $1181877.87   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| INTER RAO JSC                                     | INTER RAO JSC                                               | CUSIP: N/A<br>LEI: 253400PMFKF8Q8G1FA17       | Long             | EC               | CORP              | RU        |   7348600 | NS      | $0.90         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SINBON ELECTRONICS CO LTD                         | SINBON ELECTRONICS CO                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     14000 | NS      | $96738.89     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO DE CHILE                                    | BANCO DE CHILE                                              | CUSIP: N/A<br>LEI: 8B4EZFY8IHJC44TT2K84       | Long             | EC               | CORP              | CL        |   5401200 | NS      | $784984.26    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| BHARAT ELECTRONICS LTD                            | BHARAT ELECTRONICS LTD (DEMAT)                              | CUSIP: N/A<br>LEI: 335800HS8AOTM9W1F335       | Long             | EC               | CORP              | IN        |    107375 | NS      | $399206.80    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA ELECTRONICS INC                             | DELTA ELECTRONICS IND CO LTD                                | CUSIP: N/A<br>LEI: 529900UVZWNWGDLJSM52       | Long             | EC               | CORP              | TW        |     39000 | NS      | $406669.17    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI MOBIS CO LTD                              | HYUNDAI MOBIS                                               | CUSIP: N/A<br>LEI: 988400HJA9E0ZVDHRS65       | Long             | EC               | CORP              | KR        |      2387 | NS      | $449189.24    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| HAIDILAO INTERNATIONAL HOLDING LTD                | HAIDILAO INTERNATIONAL HOLDING LTD                          | CUSIP: N/A<br>LEI: 3003009Q8GV4VNKZWI24       | Long             | EC               | CORP              | KY        |    111000 | NS      | $252210.92    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BNK FINANCIAL GROUP INC                           | BNK FINANCIAL GROUP INC                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     68267 | NS      | $497054.84    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ZTE CORPORATION                                   | ZTE CORPORATION H                                           | CUSIP: N/A<br>LEI: 52990091DL79U1DJ9L47       | Long             | EC               | CORP              | CN        |    177400 | NS      | $523870.68    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| FALABELLA SA                                      | FALABELLA SA                                                | CUSIP: N/A<br>LEI: 5493004CKJQ7H391LM41       | Long             | EC               | CORP              | CL        |    171469 | NS      | $770849.44    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| ASIAN PAINTS LTD                                  | ASIAN PAINTS LTD (DEMAT)                                    | CUSIP: N/A<br>LEI: 335800HEHXGYRUNERD75       | Long             | EC               | CORP              | IN        |     64651 | NS      | $1856261.48   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ITAUSA SA                                         | ITAUSA SA                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |      3827 | NS      | $7219.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TURKIYE IS BANK AS                                | TURKIYE IS BANKASI AS C                                     | CUSIP: N/A<br>LEI: 789000FIRX9MDN0KTM91       | Long             | EC               | CORP              | TR        |   1748307 | NS      | $468218.39    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| KRUNG THAI BANK PUBLIC CO LTD                     | KRUNG THAI BANK (NVDR)                                      | CUSIP: N/A<br>LEI: 54930007ZQMYCRFQGE36       | Long             | EC               | CORP              | TH        |    595900 | NS      | $388882.50    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AGRICULTURAL BANK OF CHINA LTD                    | AGRICULTURAL BANK OF CHINA H                                | CUSIP: N/A<br>LEI: 549300E7TSGLCOVSY746       | Long             | EC               | CORP              | CN        |   1187000 | NS      | $725544.51    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL BANK LTD                                  | FEDERAL BANK LTD                                            | CUSIP: N/A<br>LEI: 335800J8VWGE2HGWF417       | Long             | EC               | CORP              | IN        |    157144 | NS      | $365834.64    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTA SPORTS PRODUCTS LTD                          | ANTA SPORTS PRODUCTS LTD                                    | CUSIP: N/A<br>LEI: 529900291XG0CTK4LF95       | Long             | EC               | CORP              | KY        |     32600 | NS      | $386548.80    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TELKOM INDONESIA PERSERO TBK PT (DEMAT)           | TELKOM INDONESIA PERSERO TBK PT (DEMAT) DEMATERIALIZED SHRS | CUSIP: N/A<br>LEI: 529900M5SQZAOKV1PC81       | Long             | EC               | CORP              | ID        |   4637400 | NS      | $737514.22    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| HAIER SMART HOME CO LTD                           | HAIER SMART HOME CO LTD                                     | CUSIP: N/A<br>LEI: 3003002BYTNGNJTWSH07       | Long             | EC               | CORP              | CN        |     95000 | NS      | $276251.82    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| INDOFOOD SUKSES MAKMUR TBK PT                     | INDOFOOD SUKSES MAKMR (DEMAT)                               | CUSIP: N/A<br>LEI: 529900E61EV2GTYWZ485       | Long             | EC               | CORP              | ID        |   2628000 | NS      | $1266506.02   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| JUMBO SA                                          | JUMBO SA                                                    | CUSIP: N/A<br>LEI: 549300TGIVUUMY40MZ05       | Long             | EC               | CORP              | GR        |     21576 | NS      | $681837.20    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| LENOVO GROUP LTD                                  | LENOVO GROUP LTD                                            | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Long             | EC               | CORP              | HK        |    532000 | NS      | $616745.97    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| LARGAN PRECISION CO LTD                           | LARGAN PRECISION CO LTD                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      2000 | NS      | $141325.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF BARODA                                    | BANK OF BARODA (DEMAT)                                      | CUSIP: N/A<br>LEI: 549300CQ6M9Q0TJEZR23       | Long             | EC               | CORP              | IN        |    123277 | NS      | $364692.86    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AL RAJHI CO FOR CO-OPERATIVE INSURANCE            | AL RAJHI CO FOR CO-OPERATIVE INSURANCE                      | CUSIP: N/A<br>LEI: 558600VHM09JP5WQFN39       | Long             | EC               | CORP              | SA        |      9859 | NS      | $344325.10    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| QIFU TECHNOLOGY INC                               | QIFU TECHNOLOGY INC ADR                                     | CUSIP: 88557W101<br>LEI: 836800R59NKEPDR6I240 | Long             | EC               | CORP              | KY        |     16472 | NS      | $675846.16    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA PACIFIC INSURANCELTD (GROUP) CO LTD         | CHINA PACIFIC INS(GRP) CO LTD H                             | CUSIP: N/A<br>LEI: 529900BA5ILEL308WX03       | Long             | EC               | CORP              | CN        |    142600 | NS      | $388004.69    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BYD CO LTD                                        | BYD COMPANY LTD H                                           | CUSIP: N/A<br>LEI: 5299005557VL7ULJ7A69       | Long             | EC               | CORP              | CN        |     21000 | NS      | $1002514.60   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE FINANCIAL SERVICES SOFTWARE LTD            | ORACLE FIN SVCS SOFTWARE LTD                                | CUSIP: N/A<br>LEI: 3358008SYNPKSPNMTJ57       | Long             | EC               | CORP              | IN        |      1812 | NS      | $187057.96    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LOTES CO LTD                                      | LOTES CO LTD                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      3000 | NS      | $117249.79    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NATCO PHARMA LTD                                  | NATCO PHARMA LTD                                            | CUSIP: N/A<br>LEI: 33580086GIBRWXSNGG39       | Long             | EC               | CORP              | IN        |    126162 | NS      | $1270673.30   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| KIA CORP                                          | KIA CORP                                                    | CUSIP: N/A<br>LEI: 988400V8MJK9N7OI5X76       | Long             | EC               | CORP              | KR        |      7397 | NS      | $470410.69    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA ELECTRONICS THAI PCL                        | DELTA ELECTRONICS THAI-NVDR                                 | CUSIP: N/A<br>LEI: 529900JKLVG9Y2SVWL93       | Long             | EC               | CORP              | TH        |     83200 | NS      | $244083.22    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SURGUTNEFTEGAZ PJSC                               | SURGUTNEFTEGAS PJSC                                         | CUSIP: N/A<br>LEI: 2138002GZLU65FRAC894       | Long             | EC               | CORP              | RU        |     56600 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| JENTECH PRECISION INDUSTRIAL CO LTD               | JENTECH PRECISION INDUS CO LTD                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      4000 | NS      | $125066.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CIMB GROUP HOLDINGS BERHAD                        | CIMB GROUP HOLDINGS BERHAD                                  | CUSIP: N/A<br>LEI: 549300FYDN5UD7USZW18       | Long             | EC               | CORP              | MY        |    329800 | NS      | $544189.11    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| YANGZIJIANG SHIPBUILDLING (HOLDINGS) LTD          | YANGZIJIANG SHIPBLDG HLDGS LTD                              | CUSIP: N/A<br>LEI: 254900Z3JEM14YIGLM66       | Long             | EC               | CORP              | SG        |     97600 | NS      | $166690.66    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCTON TECHNOLOGY CORP                            | ACCTON TECHNOLOGY CORP                                      | CUSIP: N/A<br>LEI: 529900M1YRZ0GWMDF920       | Long             | EC               | CORP              | TW        |     12000 | NS      | $222868.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ALAMTRI RESOURCES INDONESIA TBK PT                | ALAMTRI RESOURCES INDONESIA TBK PT                          | CUSIP: N/A<br>LEI: 529900P2WAH7XA87OI24       | Long             | EC               | CORP              | ID        |   9320800 | NS      | $1066838.55   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPUTER AGE MANAGEMENT SERVICES LTD              | COMPUTER AGE MANAGEMENT SERVICES PVT LTD                    | CUSIP: N/A<br>LEI: 33580012MDHMBHWN5Z06       | Long             | EC               | CORP              | IN        |      6275 | NS      | $290139.02    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PETRONAS CHEMICALS GROUP BHD                      | PETRONAS CHEMICALS GROUP BHD                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |   1260000 | NS      | $1071657.01   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| INNER MONGOL YITAI COAL CO LTD                    | INNER MONGOLIA YITAI COAL CL B                              | CUSIP: N/A<br>LEI: 529900OW9OHPX81B0T69       | Long             | EC               | CORP              | CN        |    660037 | NS      | $1312153.56   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM CHINA HOLDINGS INC                            | YUM CHINA HOLDINGS INC                                      | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |      8850 | NS      | $413814.85    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBERLY CLARK DE MEXICO SAB D                    | KIMBERLY-CLARK DE MEXICO CL A                               | CUSIP: N/A<br>LEI: 549300JGHL56QT00KT54       | Long             | EC               | CORP              | MX        |   1246600 | NS      | $2201530.63   | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF COMMUNICATIONS CO LTD                     | BANK OF COMMUNICATIONS H                                    | CUSIP: N/A<br>LEI: 549300AX1UM10U30HK09       | Long             | EC               | CORP              | CN        |    741000 | NS      | $649773.69    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                         | ALIBABA GROUP HOLDING LTD                                   | CUSIP: N/A<br>LEI: 5493001NTNQJDH60PM02       | Long             | EC               | CORP              | KY        |    240400 | NS      | $3642565.15   | 2.23%             |  |  |  | No            |                  1 | On Loan: No      |
| OPAP SA                                           | GREEK ORG OF FOOTBL PROGNOC SA                              | CUSIP: N/A<br>LEI: 213800M4NRGFJCI34834       | Long             | EC               | CORP              | GR        |     34140 | NS      | $759485.18    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| KING SLIDE WORKS CO LTD                           | KING SLIDE WORKS CO LTD                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      3000 | NS      | $163680.71    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| JIANGXI COPPER CO LTD                             | JIANGXI COPPER CO LTD H                                     | CUSIP: N/A<br>LEI: 3003002E74YFQ6MEZY56       | Long             | EC               | CORP              | CN        |    971000 | NS      | $1635299.88   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WIPRO LTD                                         | WIPRO LTD (DEMAT)                                           | CUSIP: N/A<br>LEI: 335800IFS1IJHESG8362       | Long             | EC               | CORP              | IN        |     89065 | NS      | $254595.68    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ASIA OPTICAL CO INC                               | ASIA OPTICAL CO INC                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     19000 | NS      | $80198.86     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK CENTRAL ASIA TBK PT                          | BANK CENTRAL ASIA                                           | CUSIP: N/A<br>LEI: 254900BR956G2OHVOM21       | Long             | EC               | CORP              | ID        |   1541000 | NS      | $819236.45    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| VIBRA ENERGIA SA                                  | VIBRA ENERGIA SA                                            | CUSIP: N/A<br>LEI: 549300U7VLJ3SYVNY689       | Long             | EC               | CORP              | BR        |    236400 | NS      | $785021.37    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA RESOURCES PHARMACEUTICAL GROUP LTD          | CHINA RESOURCES PHARMACEUTICAL GROUP LTD                    | CUSIP: N/A<br>LEI: 3003004H1KDKMJ8JD874       | Long             | EC               | CORP              | HK        |   2427500 | NS      | $1533876.23   | 0.94%             |  |  |  | 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        |     10991 | NS      | $320103.69    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| KT and G CORP                                     | KT and G CORP                                               | CUSIP: N/A<br>LEI: 988400ZJV6ISYBLQX875       | Long             | EC               | CORP              | KR        |     17292 | NS      | $1395281.32   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| CAIXA SEGURIDADE PARTICIPACOES S/A                | CAIXA SEGURIDADE PARTICIPACO                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |    239300 | NS      | $691515.88    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| AKBANK TAS                                        | AKBANK TAS                                                  | CUSIP: N/A<br>LEI: 789000TUMN63Z28TJ497       | Long             | EC               | CORP              | TR        |    391363 | NS      | $493531.69    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| KING YUAN ELECTRONICS CO LTD                      | KING YUAN ELECTRONICS CO LTD                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     44000 | NS      | $119413.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VTB BANK PJSC                                     | VTB BANK PJSC                                               | CUSIP: N/A<br>LEI: 253400V1H6ART1UQ0N98       | Long             | EC               | CORP              | RU        |     18380 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ELAN MICROELECTRONICS CORP                        | ELAN MICROELECTRONICS CORP                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     21000 | NS      | $86014.45     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSECO POLAND SA                                  | ASSECO POLAND SA                                            | CUSIP: N/A<br>LEI: 259400O79EWIK4XZPL40       | Long             | EC               | CORP              | PL        |      9708 | NS      | $401457.68    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| GRUPO AEROPORTUARIO DEL CENTRO NORTE SAB DE CV    | GRUPO AERO CENTRO NORTE CL B                                | CUSIP: N/A<br>LEI: 529900HUSBARAFSXJ605       | Long             | EC               | CORP              | MX        |     21300 | NS      | $235622.07    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| KINGSOFT CORP LTD                                 | KINGSOFT CORP LTD                                           | CUSIP: N/A<br>LEI: 529900UVT35D3Q7YQY41       | Long             | EC               | CORP              | KY        |    125400 | NS      | $624194.36    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| HCL TECHNOLOGIES LTD                              | HCL TECHNOLOGIES LTD (DEMAT)                                | CUSIP: N/A<br>LEI: 549300C1F8OLYSOQYB65       | Long             | EC               | CORP              | IN        |     25428 | NS      | $471787.65    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| KALYAN JEWELLERS INDIA LTD                        | KALYAN JEWELLERS INDIA LTD                                  | CUSIP: N/A<br>LEI: 335800EP35CO1QHM9P33       | Long             | EC               | CORP              | IN        |     67648 | NS      | $413612.97    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTRAPAR PARTICIPACOES SA                         | ULTRAPAR PARTICIPACOES SA                                   | CUSIP: N/A<br>LEI: 529900FU4XBXGQMLRE72       | Long             | EC               | CORP              | BR        |    307900 | NS      | $969699.54    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| TAICHUNG COMMERCIAL BANK CO LTD                   | TAICHUNG BUSINESS BANK                                      | CUSIP: N/A<br>LEI: 549300VNYOLU68FQNE06       | Long             | EC               | CORP              | TW        |   1061706 | NS      | $657279.77    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIP.COM GROUP LTD                                | TRIP.COM GROUP LTD                                          | CUSIP: N/A<br>LEI: 2549004RMYDSRQL4KW41       | Long             | EC               | CORP              | KY        |      9950 | NS      | $600487.45    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CHROMA ATE INC                                    | CHROMA ATE INC                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     14000 | NS      | $128036.77    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXARO RESOURCES LTD                              | EXXARO RESOURCES LTD                                        | CUSIP: N/A<br>LEI: 378900BC3D9BFF4E4A37       | Long             | EC               | CORP              | ZA        |    105450 | NS      | $861565.82    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| UTD TRACTORS TBK PT                               | UNITED TRACTORS PT                                          | CUSIP: N/A<br>LEI: 529900N9ELYOWQV4FW14       | Long             | EC               | CORP              | ID        |    878400 | NS      | $1201185.54   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPCO SCIENTIFIC CO LTD                           | TOPCO SCIENTIFIC CO LTD                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     12000 | NS      | $92111.43     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GAZPROM PJSC                                      | GAZPROM OAO                                                 | CUSIP: N/A<br>LEI: 213800FD9J2IHTA7YX78       | Long             | EC               | CORP              | RU        |     14450 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MMC NORILSK NICKEL PJSC                           | MMC NORILSK NICKEL PJSC                                     | CUSIP: N/A<br>LEI: 253400JPTEEW143W3E47       | Long             | EC               | CORP              | RU        |     18800 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| COMMERCIAL INTERNATIONAL BANK EGYPT (CIB)         | COMMERCIAL INTERNATIONAL BANK EGYPT (CIB)                   | CUSIP: N/A<br>LEI: 213800FIIXJAMEVRIH48       | Long             | EC               | CORP              | EG        |    442067 | NS      | $704748.28    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| HINDUSTAN AERONAUTICS LTD                         | HINDUSTAN AERONAUTICS LIMITED                               | CUSIP: N/A<br>LEI: 335800AKDC7T933T3I86       | Long             | EC               | CORP              | IN        |      7400 | NS      | $393098.79    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SALIK CO PJSC                                     | SALIK CO PJSC                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AE        |    211975 | NS      | $292017.12    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ITC LTD                                           | ITC LTD (DEMAT)                                             | CUSIP: N/A<br>LEI: 335800WLOU3OFWFTMP43       | Long             | EC               | CORP              | IN        |    304535 | NS      | $1534863.25   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRA INTERNATIONAL TBK PT                        | ASTRA INTL TBK PT (DEMAT)                                   | CUSIP: N/A<br>LEI: 529900L49TRJOMG4DK47       | Long             | EC               | CORP              | ID        |    759600 | NS      | $219643.37    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GUANGZHOU AUTOMOBILE GROUP COMPANY LTD            | GUANGZHOU AUTOMOB GRP CO LTD H                              | CUSIP: N/A<br>LEI: 5299005KY9BJO3ZE6A37       | Long             | EC               | CORP              | CN        |    480000 | NS      | $170219.35    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| HENGAN INTERNATIONAL GROUP CO LTD                 | HENGAN INTL GRP CO LTD                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |    462000 | NS      | $1248133.39   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| LG CORP                                           | LG CORP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      7477 | NS      | $350311.78    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| DOOSAN BOBCAT INC                                 | DOOSAN BOBCAT INC                                           | CUSIP: N/A<br>LEI: 9884007K6X0Q0112FX44       | Long             | EC               | CORP              | KR        |     10661 | NS      | $367491.38    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF CHINA LTD                                 | BANK OF CHINA LTD H                                         | CUSIP: N/A<br>LEI: 54930053HGCFWVHYZX42       | Long             | EC               | CORP              | CN        |   2041000 | NS      | $1142267.27   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED INFO SERVICE PCL                         | ADVANCED INFO SERVICE NVDR                                  | CUSIP: N/A<br>LEI: 529900DU2YW1NO5RMU78       | Long             | EC               | CORP              | TH        |     92200 | NS      | $814219.43    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE97 COMMUNICATIONS LTD                          | ONE97 COMMUNICATIONS LTD                                    | CUSIP: N/A<br>LEI: 335800ZRHU5J6GSTMI23       | Long             | EC               | CORP              | IN        |     34899 | NS      | $357215.56    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MOMENTUM GROUP LIMITED                            | MOMENTUM GROUP LIMITED                                      | CUSIP: N/A<br>LEI: 98450051AABCKEC84814       | Long             | EC               | CORP              | ZA        |    426273 | NS      | $778030.56    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| KINGS TOWN BANK CO LTD                            | KINGS TOWN BANK                                             | CUSIP: N/A<br>LEI: 549300WWWDUONZNJTT60       | Long             | EC               | CORP              | TW        |    380000 | NS      | $572679.24    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICONY ELECTRONICS CO LTD                        | CHICONY ELECTRONICS CO LTD                                  | CUSIP: N/A<br>LEI: 254900JBP5GB5B1IHS51       | Long             | EC               | CORP              | TW        |     27000 | NS      | $130006.57    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PROMOTORA Y OPERADORA DE INFRAESTRUCTURA SA DE CV | PROMOTORA Y OP DE INFRASHS                                  | CUSIP: N/A<br>LEI: 52990035X6RK8DBUWA73       | Long             | EC               | CORP              | MX        |     20585 | NS      | $230636.13    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GETAC HOLDINGS CORP                               | GETAC HOLDINGS CORP                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     28000 | NS      | $93674.76     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TATA CONSULTANCY SERVICES LTD                     | TATA CONSULTANCY SERVICES LTD                               | CUSIP: N/A<br>LEI: 335800ZJKU9GPQRE2U66       | Long             | EC               | CORP              | IN        |     20260 | NS      | $828229.83    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| WOORI FINANCIAL GROUP INC                         | WOORI FINANCIAL GROUP INC                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     58965 | NS      | $734625.50    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| KRAFTON INC                                       | KRAFTON INC                                                 | CUSIP: N/A<br>LEI: 988400CE024EWSCICK17       | Long             | EC               | CORP              | KR        |      2880 | NS      | $752669.72    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| FUYAO GLASS INDUSTRY GROUP CO LTD                 | FUYAO GLASS INDUSTRY GROUP CO LTD H                         | CUSIP: N/A<br>LEI: 549300AS5CSLWETN0P64       | Long             | EC               | CORP              | CN        |     35200 | NS      | $248974.17    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ENKA INSAAT VE SANAYI AS                          | ENKA INSAAT VE SANAYI AS                                    | CUSIP: N/A<br>LEI: 789000EE9HXTYDRH9O46       | Long             | EC               | CORP              | TR        |    223974 | NS      | $372710.07    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| WH GROUP LTD                                      | WH GROUP LTD                                                | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | KY        |   1658500 | NS      | $1484259.87   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| TENCENT HLDGS LTD                                 | TENCENT HOLDINGS LTD                                        | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |    136400 | NS      | $8393629.67   | 5.14%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPAL ELECTRONICS INC                            | COMPAL ELECTRONICS INC                                      | CUSIP: N/A<br>LEI: 529900ZPKWFDL21LW166       | Long             | EC               | CORP              | TW        |    138000 | NS      | $118009.57    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVATEK MICROELECTRONICS CORP                     | NOVATEK MICROELECTRONICS CORP                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     15000 | NS      | $243410.56    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED MICROELECTRONICS CORP                      | UNITED MICROELECTRONICS CORP                                | CUSIP: N/A<br>LEI: 391200YJCAGH9LF96P73       | Long             | EC               | CORP              | TW        |    262000 | NS      | $370271.71    | 0.23%             |  |  |  | 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        |    743320 | NS      | $722798.11    | 0.44%             |  |  |  | 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        |    406000 | NS      | $11526373.39  | 7.06%             |  |  |  | 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        |     60720 | NS      | $566817.03    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMSUNG SDS CO LTD                                | SAMSUNG SDS CO LTD                                          | CUSIP: N/A<br>LEI: 988400G19T2TB4CAWX91       | Long             | EC               | CORP              | KR        |       870 | NS      | $78584.59     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DB INSURANCE CO LTD                               | DB INSURANCE CO LTD                                         | CUSIP: N/A<br>LEI: 9884000ZF26VNJBWSJ91       | Long             | EC               | CORP              | KR        |      8371 | NS      | $537063.10    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SABIC AGRI-NUTRIENTS CO                           | SABIC AGRI-NUTRIENTS CO                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |     45761 | NS      | $1204140.53   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| LITE-ON TECHNOLOGY CORP                           | LITE ON TECHNOLOGY CORP                                     | CUSIP: N/A<br>LEI: 2549005GU1PQ73SZBT32       | Long             | EC               | CORP              | TW        |     61000 | NS      | $183097.27    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                      | Fidelity Cash Central Fund                                  | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |     80861 | NS      | $80877.12     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEKOM MALAYSIA BERHAD                           | TELEKOM MALAYSIA BHD                                        | CUSIP: N/A<br>LEI: 254900SNFPTSDGGVEK77       | Long             | EC               | CORP              | MY        |    438000 | NS      | $690243.34    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| HITACHI ENERGY INDIA LTD                          | HITACHI ENERGY INDIA LTD                                    | CUSIP: N/A<br>LEI: 549300ASJQYQLII9F213       | Long             | EC               | CORP              | IN        |      1964 | NS      | $337756.74    | 0.21%             |  |  |  | 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        |    682000 | NS      | $403675.19    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NMDC LTD                                          | NMDC LTD                                                    | CUSIP: N/A<br>LEI: 335800IXHXOHQ7B2HP66       | Long             | EC               | CORP              | IN        |   2004086 | NS      | $1536919.61   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA MERCHANTS PORT HOLDINGS                     | CHINA MERCHANTS PORT HOLDINGS                               | CUSIP: N/A<br>LEI: 529900GA4UH90FUOR048       | Long             | EC               | CORP              | HK        |    196000 | NS      | $318970.43    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD BK GROUP LTD                             | STANDARD BANK GROUP LTD                                     | CUSIP: N/A<br>LEI: 2549003PEZXUT7MDBU41       | Long             | EC               | CORP              | ZA        |     76012 | NS      | $946603.45    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| POWERTECH TECHNOLOGY INC                          | POWERTECH TECHNOLOGY INC                                    | CUSIP: N/A<br>LEI: 254900O6KNZXH2RI9Q14       | Long             | EC               | CORP              | TW        |     36000 | NS      | $122127.38    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JD.COM INC                                        | JD.COM INC CL A                                             | CUSIP: N/A<br>LEI: 549300HVTWB0GJZ16V92       | Long             | EC               | CORP              | KY        |     49650 | NS      | $818888.55    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| RADIANT OPTO-ELECTRONICS CORP                     | RADIANT OPTO-ELECTRONICS CORP                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     21000 | NS      | $97176.63     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC BANK LTD                                     | HDFC BANK LTD (DEMAT)                                       | CUSIP: N/A<br>LEI: 335800ZQ6I4E2JXENC50       | Long             | EC               | CORP              | IN        |    108114 | NS      | $2463425.81   | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| SBERBANK OF RUSSIA PJSC                           | SBERBANK OF RUSSIA                                          | CUSIP: N/A<br>LEI: 549300WE6TAF5EEWQS81       | Long             | EC               | CORP              | RU        |     38410 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MOL HUNGARIAN OIL AND GAS PLC                     | MOL HUNGARIAN OIL and GAS PLC                               | CUSIP: N/A<br>LEI: 213800R83KX5FQFGXS67       | Long             | EC               | CORP              | HU        |    137589 | NS      | $1165611.75   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                    | MSCI EMGMKT FUT JUN25 MESM5                                 | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DE               | CORP              | US        |        20 | NC      | $34919.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SAUDI TELECOM CO                                  | SAUDI TELECOM CO                                            | CUSIP: N/A<br>LEI: 21380028ATJ79OTA9W17       | Long             | EC               | CORP              | SA        |    120168 | NS      | $1524966.49   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| PETROCHINA CO LTD                                 | PETROCHINA CO LTD H                                         | CUSIP: N/A<br>LEI: 529900RPY4YG47TRSV05       | Long             | EC               | CORP              | CN        |   2218000 | NS      | $1698959.34   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TAIWAN MOBILE CO LTD                              | TAIWAN MOBILE CO LTD                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |    209000 | NS      | $741690.90    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| INDUS TOWERS LTD                                  | INDUS TOWERS LTD                                            | CUSIP: N/A<br>LEI: 335800L6DI4VHODGDK41       | Long             | EC               | CORP              | IN        |    170132 | NS      | $822026.51    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA SHENHUA ENERGY CO LTD                       | CHINA SHENHUA ENERGY CO H                                   | CUSIP: N/A<br>LEI: 529900N9JOX4C108MA40       | Long             | EC               | CORP              | CN        |    410500 | NS      | $1545720.66   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| LG UPLUS CORP                                     | LG UPLUS CORP                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     87885 | NS      | $743142.95    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSIDENG INTERNATIONAL HOLDINGS LTD               | BOSIDENG INTERNATL HOLDING LTD                              | CUSIP: N/A<br>LEI: 254900G7F1RDM4B3S169       | Long             | EC               | CORP              | KY        |    396000 | NS      | $205284.54    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| POU CHEN CORP                                     | POU CHEN CORP                                               | CUSIP: N/A<br>LEI: 25490027LIXQ7W4PBH18       | Long             | EC               | CORP              | TW        |    355000 | NS      | $363513.43    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| HANMI SEMICONDUCTOR CO LTD                        | HANMI SEMICONDUTOR CO LTD                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       984 | NS      | $52678.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EMPRESAS COPEC SA                                 | COPEC SA (CIA DE PETRO CHILE) (CIA DE PETROLEOS DE CHILE)   | CUSIP: N/A<br>LEI: 549300Q3IDJYG6Z7PA50       | Long             | EC               | CORP              | CL        |     94821 | NS      | $644427.08    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| OTP BANK PLC                                      | OTP BANK (REG)                                              | CUSIP: N/A<br>LEI: 529900W3MOO00A18X956       | Long             | EC               | CORP              | HU        |     14199 | NS      | $1048842.01   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                         | UST BILLS 0% 05/29/2025                                     | CUSIP: 912797NN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     13000 | PA      | $12957.33     | 0.01%             | 2025-05-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AL RAJHI BANK                                     | AL RAJHI BANKING and INVEST CORP                            | CUSIP: N/A<br>LEI: 558600BQZS4Y1DTU8589       | Long             | EC               | CORP              | SA        |     48169 | NS      | $1250809.30   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| INDUSTRIAL and COMMERCIAL BANK OF CHINA           | INDUSTRIAL and COM BK OF CHINA H                            | CUSIP: N/A<br>LEI: 5493002ERZU2K9PZDL40       | Long             | EC               | CORP              | CN        |   1796000 | NS      | $1232119.88   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| HISENSE HOME APPLIANCES GROUP CO LTD              | HISENSE HOME APPLIANCES GROUP CO LTD H                      | CUSIP: N/A<br>LEI: 529900PRGESPUBUBN103       | Long             | EC               | CORP              | CN        |     53000 | NS      | $161295.73    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| IHH HEALTHCARE BHD                                | IHH HEALTHCARE BHD                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |   1171600 | NS      | $1878904.29   | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ASUSTEK COMPUTER INC                              | ASUSTEK COMPUTER INC                                        | CUSIP: N/A<br>LEI: 254900B3WB4OGRB7HM13       | Long             | EC               | CORP              | TW        |     15000 | NS      | $272019.51    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ZHEN DING TECH HOLDING LTD                        | ZHEN DING TECHONGY HOLDING LTD                              | CUSIP: N/A<br>LEI: 549300H7R4K33675UP38       | Long             | EC               | CORP              | KY        |     34000 | NS      | $103861.43    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SAUDI ARAMCO BASE OIL CO                          | LUBEREF                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |     42408 | NS      | $1122694.39   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                      | Fidelity Securities Lending Cash Central Fund               | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |    181886 | NS      | $181904.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GULF DEVELOPMENT PCL                              | GULF DEVELOPMENT PCL NVDR                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TH        |         1 | NS      | $1.47         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EICHER MOTORS LTD                                 | EICHER MOTORS LTD                                           | CUSIP: N/A<br>LEI: 25490059S64CN2OY7239       | Long             | EC               | CORP              | IN        |      8659 | NS      | $570578.99    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA TAIPING INSURANCE HOLDINGS CO LTD           | CHINA TAIPING INSU HLDS CO LTD                              | CUSIP: N/A<br>LEI: 529900C2G37NOIADYW07       | Long             | EC               | CORP              | HK        |    201800 | NS      | $280006.71    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL GAMES SYSTEM CO LTD                 | INTERNATIONAL GAMES SYS CO LTD                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     25000 | NS      | $650345.50    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ITAUSA SA                                         | ITAUSA (INVEST ITAU) PFD                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |    457505 | NS      | $864680.73    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOHOME INC                                      | AUTOHOME INC ADR CL A                                       | CUSIP: 05278C107<br>LEI: 529900NYB6ZGZN3MVT56 | Long             | EC               | CORP              | KY        |     39848 | NS      | $1087053.44   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| SK HYNIX INC                                      | SK HYNIX INC                                                | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |      9176 | NS      | $1145789.66   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC LIFE INSURANCE CO LTD                        | HDFC LIFE INSURANCE CO LTD                                  | CUSIP: N/A<br>LEI: 335800RQI8GAFHIRGZ37       | Long             | EC               | CORP              | IN        |     53624 | NS      | $472045.44    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIPOD TECHNOLOGY CORP                            | TRIPOD TECHNOLOGY CORP                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     21000 | NS      | $120485.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PETROLEO BRASILEIRO-PETROBRAS                     | PETROBRAS PN (PFD REG)                                      | CUSIP: N/A<br>LEI: 5493000J801JZRCMFE49       | Long             | EC               | CORP              | BR        |    299300 | NS      | $1585474.79   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| BB SEGURIDADE PARTICIPACOES SA                    | BB SEGURIDADE PARTICIPACOES SA                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |     97900 | NS      | $739602.04    | 0.45%             |  |  |  | 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        |    217000 | NS      | $960056.91    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| VALE SA                                           | VALE S.A.                                                   | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | EC               | CORP              | BR        |    196200 | NS      | $1831902.36   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA CITIC BANK CORP LTD                         | CHINA CITIC BANK CORP LTD H                                 | CUSIP: N/A<br>LEI: 300300C1030211000384       | Long             | EC               | CORP              | CN        |    550000 | NS      | $434768.59    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| LG INNOTEK CO LTD                                 | LG INNOTEK CO LTD                                           | CUSIP: N/A<br>LEI: 988400KTHH2LMUX7EB48       | Long             | EC               | CORP              | KR        |       434 | NS      | $42621.46     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NETEASE INC                                       | NETEASE INC                                                 | CUSIP: N/A<br>LEI: 5299004AF4DSJDB0PA32       | Long             | EC               | CORP              | KY        |     64200 | NS      | $1382567.99   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| FAR EASTERN INTERNATIONAL BANK                    | FAR EASTERN INTL BANK                                       | CUSIP: N/A<br>LEI: 549300MGVLXK8G4X5Y29       | Long             | EC               | CORP              | TW        |   1448282 | NS      | $581884.87    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED LAB INT HLDGS LTD (THE)                    | UNITED LAB INT HLDGS                                        | CUSIP: N/A<br>LEI: 2549007JL3XIH77JXN70       | Long             | EC               | CORP              | KY        |   1070000 | NS      | $1917933.64   | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SBI LIFE INSURANCE CO LTD                         | SBI LIFE INSURANCE CO LTD                                   | CUSIP: N/A<br>LEI: 335800WMVIESQUO95586       | Long             | EC               | CORP              | IN        |     23639 | NS      | $494080.18    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| TRENT LTD                                         | TRENT LTD                                                   | CUSIP: N/A<br>LEI: 335800IYA8EHI7MW7G59       | Long             | EC               | CORP              | IN        |      8860 | NS      | $542451.65    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| MULTI COMMODITY EXCHANGE OF INDIA LTD             | MULTI CMDTY EX OF IND LTD                                   | CUSIP: N/A<br>LEI: 254900BTZEPM27IOAM68       | Long             | EC               | CORP              | IN        |      4239 | NS      | $307474.42    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BAJAJ AUTO LTD                                    | BAJAJ AUTO LTD                                              | CUSIP: N/A<br>LEI: 335800DLAO5NCNN8G863       | Long             | EC               | CORP              | IN        |      4965 | NS      | $471912.65    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CHONGQING RURAL COMMERCIAL BANK CO LTD            | CHONGQING RUR COMM BANK LTD-H                               | CUSIP: N/A<br>LEI: 300300C1126750000027       | Long             | EC               | CORP              | CN        |    472000 | NS      | $362154.56    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MESAIEED PETROCHEMICAL HOLDING CO                 | MESAIEED PETROCHEMICAL HOLDING CO                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | QA        |   3074446 | NS      | $1190598.42   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| INFOSYS LTD                                       | INFOSYS LTD                                                 | CUSIP: N/A<br>LEI: 335800TYLGG93MM7PR89       | Long             | EC               | CORP              | IN        |     67535 | NS      | $1199156.68   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| DIVI'S LABORATORIES LTD                           | DIVIS LABORATORIES LTD                                      | CUSIP: N/A<br>LEI: 335800C1DHFG1C9T1M03       | Long             | EC               | CORP              | IN        |     28662 | NS      | $2065078.72   | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| COAL INDIA LTD                                    | COAL INDIA LTD                                              | CUSIP: N/A<br>LEI: 335800NLJQZNHM9LBB31       | Long             | EC               | CORP              | IN        |    345456 | NS      | $1575500.58   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| BUPA AARABIA FOR COOPERATIVE INSURANCE COMPANY    | BUPA ARABIA                                                 | CUSIP: N/A<br>LEI: 558600B2WJHD5P31XS68       | Long             | EC               | CORP              | SA        |      8658 | NS      | $387785.33    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| GEELY AUTOMOBILE HLDGS LTD                        | GEELY AUTO HLDGS LTD                                        | CUSIP: N/A<br>LEI: 549300YS3T1KVQ2SNI84       | Long             | EC               | CORP              | KY        |    155000 | NS      | $327001.69    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HERO MOTOCORP LTD                                 | HERO MOTOCORP LTD                                           | CUSIP: N/A<br>LEI: 335800Q49FBMZJTRLK49       | Long             | EC               | CORP              | IN        |     10325 | NS      | $467757.47    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ICICI BANK LTD                                    | ICICI BANK LTD (DEMAT)                                      | CUSIP: N/A<br>LEI: R7RX8ER1V4666J8D1I38       | Long             | EC               | CORP              | IN        |    105861 | NS      | $1788079.33   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMSUNG ELECTRO-MECHANICS CO                      | SAMSUNG ELECTRO-MECHANICS CO                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      1171 | NS      | $96958.64     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HACI OMER SABANCI HOLDING AS                      | SABANCI HLDG SA(HACI OMER)                                  | CUSIP: N/A<br>LEI: 78900090FFOWNLGP0F20       | Long             | EC               | CORP              | TR        |    252342 | NS      | $480607.69    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA COMMUNICATIONS SERVICES CO LTD              | CHINA COMM SERV CORP LIMITED H                              | CUSIP: N/A<br>LEI: 529900JCDRVQE6YZKT86       | Long             | EC               | CORP              | CN        |    558000 | NS      | $291423.27    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI STEEL CO                                  | HYUNDAI STEEL CO                                            | CUSIP: N/A<br>LEI: 9884006EYA94IB2C3132       | Long             | EC               | CORP              | KR        |     78358 | NS      | $1350524.80   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-30

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

**Signature:** Stacie M. Smith

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

**Title:** President and Treasurer