# EDGAR Filing Document

**Accession Number:** 0000945908
**File Stem:** 0001752724-23-067483
**Filing Date:** 2023-3
**Character Count:** 105348
**Document Hash:** 8a0bd4cfd6e62dcce308c28005ece34b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-067483.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-067483

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230327

**DATE AS OF CHANGE**: 20230327

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY COVINGTON TRUST
- **CENTRAL INDEX KEY:** 0000945908
- **IRS NUMBER:** 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:** 23763564

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity**<sup>®</sup> **Emerging Markets Multifactor ETF**

**January 31, 2023**

EMK-NPRT1-0423

1.9893931.103 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 97.4%** | &nbsp;&nbsp;**Common Stocks - 97.4%** | &nbsp;&nbsp;**Common Stocks - 97.4%** |
|  | Shares | Value ($)<br>|
| COMMUNICATION SERVICES - 5.7%  |  |  |
| Diversified Telecommunication Services - 1.8% |  |  |
| China Tower Corp. Ltd. (H Shares) (a) | 478000 | 54273 |
| Chunghwa Telecom Co. Ltd.  | 19000 | 71191 |
| Indus Towers Ltd.  | 20962 | 39223 |
| LG Uplus Corp.  | 7005 | 63180 |
| PT Telkom Indonesia Persero Tbk  | 254600 | 65391 |
| Sitios Latinoamerica S.A.B. de CV (b) | 4485 | 2078 |
| Telefonica Brasil SA  | 5700 | 46818 |
| TIME dotCom Bhd  | 50700 | 62517 |
|  |  | 404671 |
| Entertainment - 0.3% |  |  |
| International Games Systems Co. Ltd.  | 4000 | 65878 |
| Interactive Media & Services - 0.2% |  |  |
| Autohome, Inc. ADR Class A  | 1215 | 42355 |
| Media - 0.5% |  |  |
| Cheil Worldwide, Inc.  | 3826 | 68177 |
| MultiChoice Group Ltd.  | 7896 | 54279 |
|  |  | 122456 |
| Wireless Telecommunication Services - 2.9% |  |  |
| Advanced Information Service PCL NVDR  | 10900 | 64390 |
| America Movil S.A.B. de CV Series L  | 89700 | 93899 |
| DiGi.com Bhd  | 66900 | 66026 |
| Far EasTone Telecommunications Co. Ltd.  | 23000 | 51094 |
| Intouch Holdings PCL NVDR  | 26800 | 59064 |
| Mobile TeleSystems OJSC sponsored ADR (b)(c) | 15647 | 15584 |
| PLDT, Inc.  | 1735 | 42623 |
| Taiwan Mobile Co. Ltd.  | 18000 | 56713 |
| TIM SA  | 19200 | 44460 |
| Turkcell Iletisim Hizmet A/S  | 53079 | 102430 |
| Vodacom Group Ltd.  | 7413 | 51894 |
|  |  | 648177 |
| TOTAL COMMUNICATION SERVICES |  | 1283537 |
| CONSUMER DISCRETIONARY - 10.4%  |  |  |
| Automobiles - 2.2% |  |  |
| Bajaj Auto Ltd.  | 1336 | 62264 |
| Dongfeng Motor Group Co. Ltd. (H Shares)  | 102000 | 60639 |
| Guangzhou Automobile Group Co. Ltd. (H Shares)  | 76000 | 54490 |
| Kia Corp.  | 1408 | 76355 |
| Li Auto, Inc. ADR (b) | 861 | 21439 |
| Maruti Suzuki India Ltd.  | 836 | 90768 |
| PT Astra International Tbk  | 146100 | 58479 |
| Yadea Group Holdings Ltd. (a) | 32000 | 72911 |
|  |  | 497345 |
| Diversified Consumer Services - 0.5% |  |  |
| Human Soft Holding Co. KSCC  | 6510 | 72319 |
| New Oriental Education & Technology Group, Inc. sponsored ADR (b) | 632 | 26948 |
| TAL Education Group ADR (b) | 2746 | 20073 |
|  |  | 119340 |
| Hotels, Restaurants & Leisure - 1.6% |  |  |
| H World Group Ltd. ADR  | 535 | 25402 |
| Jiumaojiu International Holdings Ltd. (a) | 29000 | 73993 |
| Kangwon Land, Inc. (b) | 2736 | 52197 |
| MakeMyTrip Ltd. (b) | 351 | 10172 |
| Tongcheng Travel Holdings Ltd. (b) | 34400 | 77678 |
| Trip.com Group Ltd. ADR (b) | 1431 | 52604 |
| Yum China Holdings, Inc.  | 1140 | 70235 |
|  |  | 362281 |
| Household Durables - 0.5% |  |  |
| Haier Smart Home Co. Ltd.  | 28400 | 104346 |
| Internet & Direct Marketing Retail - 3.5% |  |  |
| Alibaba Group Holding Ltd. sponsored ADR (b) | 4377 | 482345 |
| JD.com, Inc.: |  |  |
|  Class A  | 1023  | 30226  |
|  sponsored ADR  | 2088  | 124299  |
| Pinduoduo, Inc. ADR (b) | 1202 | 117772 |
| Vipshop Holdings Ltd. ADR (b) | 1599 | 24737 |
|  |  | 779379 |
| Multiline Retail - 0.3% |  |  |
| Shinsegae Co. Ltd.  | 307 | 57696 |
| Specialty Retail - 0.7% |  |  |
| Jumbo SA  | 4713 | 84354 |
| Topsports International Holdings Ltd. (a) | 86000 | 81079 |
|  |  | 165433 |
| Textiles, Apparel & Luxury Goods - 1.1% |  |  |
| Arezzo Industria e Comercio SA  | 2500 | 43013 |
| Bosideng International Holdings Ltd.  | 118000 | 65635 |
| Page Industries Ltd.  | 109 | 53266 |
| Pou Chen Corp.  | 68000 | 77682 |
|  |  | 239596 |
| TOTAL CONSUMER DISCRETIONARY |  | 2325416 |
| CONSUMER STAPLES - 10.2%  |  |  |
| Beverages - 1.1% |  |  |
| Arca Continental S.A.B. de CV  | 28900 | 255704 |
| Food & Staples Retailing - 1.2% |  |  |
| Cencosud SA  | 143404 | 256688 |
| Food Products - 4.1% |  |  |
| AVI Ltd.  | 52953 | 224756 |
| Nestle (Malaysia) Bhd  | 6000 | 190166 |
| Nestle India Ltd.  | 653 | 151578 |
| PT Indofood Sukses Makmur Tbk  | 404700 | 181562 |
| Want Want China Holdings Ltd.  | 253000 | 164610 |
|  |  | 912672 |
| Personal Products - 1.9% |  |  |
| Hengan International Group Co. Ltd.  | 41500 | 203832 |
| Hindustan Unilever Ltd.  | 6972 | 219277 |
|  |  | 423109 |
| Tobacco - 1.9% |  |  |
| ITC Ltd.  | 44011 | 189278 |
| KT&G Corp.  | 3214 | 241350 |
|  |  | 430628 |
| TOTAL CONSUMER STAPLES |  | 2278801 |
| ENERGY - 7.7%  |  |  |
| Oil, Gas & Consumable Fuels - 7.7% |  |  |
| China Coal Energy Co. Ltd. (H Shares)  | 267000 | 213571 |
| China Shenhua Energy Co. Ltd. (H Shares)  | 85000 | 264048 |
| Coal India Ltd.  | 82436 | 226242 |
| Exxaro Resources Ltd.  | 12860 | 160688 |
| Gazprom OAO (c) | 14450 | 2005 |
| Inner Mongolia Yitai Coal Co. Ltd. (B Shares)  | 134100 | 200882 |
| MOL Hungarian Oil and Gas PLC Series A (For. Reg.)  | 19951 | 148389 |
| PT Adaro Energy Indonesia Tbk  | 967700 | 191087 |
| PT Bukit Asam Tbk  | 728200 | 165169 |
| PT United Tractors Tbk  | 93800 | 153622 |
| Surgutneftegas OJSC (c) | 56600 | 918 |
|  |  | 1726621 |
| FINANCIALS - 18.5%  |  |  |
| Banks - 14.4% |  |  |
| Agricultural Bank of China Ltd. (H Shares)  | 225000 | 80946 |
| Akbank TAS  | 150333 | 135704 |
| Al Rajhi Bank  | 6138 | 134110 |
| Alinma Bank  | 4762 | 41682 |
| AU Small Finance Bank Ltd. (a) | 9044 | 68320 |
| Banco de Chile  | 1007649 | 109733 |
| Bank Albilad  | 2917 | 34859 |
| Bank of Baroda  | 46304 | 94864 |
| Bank of China Ltd. (H Shares)  | 319000 | 121682 |
| Bank of Communications Co. Ltd. (H Shares)  | 119000 | 73478 |
| Capitec Bank Holdings Ltd.  | 772 | 79371 |
| China CITIC Bank Corp. Ltd. (H Shares)  | 108000 | 52081 |
| China Construction Bank Corp. (H Shares)  | 332000 | 215162 |
| Commercial International Bank SAE  | 62113 | 101896 |
| Federal Bank Ltd.  | 52086 | 85476 |
| Haci Omer Sabanci Holding A/S  | 63492 | 131706 |
| Hong Leong Bank Bhd  | 16700 | 80334 |
| Industrial & Commercial Bank of China Ltd. (H Shares)  | 266000 | 142187 |
| Kotak Mahindra Bank Ltd.  | 5739 | 121254 |
| Krung Thai Bank PCL NVDR  | 169700 | 89965 |
| Postal Savings Bank of China Co. Ltd. (H Shares) (a) | 90000 | 61198 |
| PT Bank Mandiri (Persero) Tbk  | 177900 | 118086 |
| Public Bank Bhd  | 104400 | 103770 |
| Qatar Islamic Bank (b) | 14658 | 79172 |
| Sberbank of Russia (b)(c) | 38410 | 313 |
| Sinopac Financial Holdings Co.  | 155670 | 89695 |
| State Bank of India  | 14477 | 97805 |
| Taichung Commercial Bank Co. Ltd.  | 170466 | 74375 |
| Taiwan Cooperative Financial Holding Co. Ltd.  | 106000 | 93379 |
| TCS Group Holding PLC GDR (b)(c) | 789 | 990 |
| The Saudi National Bank  | 7029 | 88588 |
| The Shanghai Commercial & Savings Bank Ltd.  | 54885 | 85184 |
| Turkiye Is Bankasi A/S Series C  | 223556 | 129305 |
| Union Bank of Taiwan  | 169602 | 91226 |
| VTB Bank OJSC (b)(c) | 91900000 | 4656 |
| Woori Financial Group, Inc.  | 10675 | 110840 |
|  |  | 3223392 |
| Capital Markets - 0.8% |  |  |
| China Cinda Asset Management Co. Ltd. (H Shares)  | 286000 | 40500 |
| HDFC Asset Management Co. Ltd. (a) | 2782 | 64189 |
| Investec Ltd.  | 12496 | 79325 |
|  |  | 184014 |
| Diversified Financial Services - 0.7% |  |  |
| Grupo de Inversiones Suramerica SA  | 9117 | 80321 |
| Power Finance Corp. Ltd.  | 46183 | 79735 |
|  |  | 160056 |
| Insurance - 2.6% |  |  |
| BB Seguridade Participacoes SA  | 16800 | 124661 |
| Hyundai Fire & Marine Insurance Co. Ltd.  | 3360 | 84423 |
| OUTsurance Group Ltd.  | 38341 | 79157 |
| People's Insurance Co. of China Group Ltd. (H Shares)  | 142000 | 47825 |
| PICC Property & Casualty Co. Ltd. (H Shares)  | 52000 | 48892 |
| Powszechny Zaklad Ubezpieczen SA  | 12627 | 106828 |
| SBI Life Insurance Co. Ltd. (a) | 5157 | 76765 |
|  |  | 568551 |
| TOTAL FINANCIALS |  | 4136013 |
| HEALTH CARE - 8.7%  |  |  |
| Biotechnology - 0.9% |  |  |
| Seegene, Inc.  | 9281 | 205315 |
| Health Care Providers & Services - 3.3% |  |  |
| Guangzhou Baiyunshan Pharma Health (H Shares)  | 86000 | 251245 |
| Mediclinic International PLC  | 40051 | 244569 |
| Sinopharm Group Co. Ltd. (H Shares)  | 103200 | 253045 |
|  |  | 748859 |
| Pharmaceuticals - 4.5% |  |  |
| China Medical System Holdings Ltd.  | 152000 | 262171 |
| Cipla Ltd./India  | 15148 | 188211 |
| PT Kalbe Farma Tbk  | 2251100 | 309357 |
| Sun Pharmaceutical Industries Ltd.  | 18876 | 238344 |
|  |  | 998083 |
| TOTAL HEALTH CARE |  | 1952257 |
| INDUSTRIALS - 2.0%  |  |  |
| Aerospace & Defense - 0.3% |  |  |
| Bharat Electronics Ltd.  | 27825 | 32247 |
| Hindustan Aeronautics Ltd.  | 1222 | 38077 |
|  |  | 70324 |
| Airlines - 0.2% |  |  |
| EVA Airways Corp.  | 39000 | 37669 |
| Construction & Engineering - 0.1% |  |  |
| China Railway Group Ltd. (H Shares)  | 59000 | 32140 |
| Industrial Conglomerates - 0.6% |  |  |
| Enka Insaat ve Sanayi A/S  | 32573 | 51395 |
| GS Holdings Corp.  | 1161 | 41660 |
| LG Corp.  | 658 | 44230 |
|  |  | 137285 |
| Machinery - 0.3% |  |  |
| Yangzijiang Shipbuilding Holdings Ltd.  | 60900 | 59772 |
| Transportation Infrastructure - 0.5% |  |  |
| China Merchants Holdings International Co. Ltd.  | 21046 | 29481 |
| Grupo Aeroportuario Norte S.A.B. de CV  | 4100 | 37447 |
| Promotora y Operadora de Infraestructura S.A.B. de CV  | 3840 | 37270 |
|  |  | 104198 |
| TOTAL INDUSTRIALS |  | 441388 |
| INFORMATION TECHNOLOGY - 15.4%  |  |  |
| Electronic Equipment & Components - 3.9% |  |  |
| E Ink Holdings, Inc.  | 14000 | 80433 |
| Iljin Materials Co. Ltd.  | 56 | 2855 |
| Kingboard Chemical Holdings Ltd.  | 34500 | 140842 |
| L&F Co. Ltd. (b) | 62 | 10369 |
| LG Display Co. Ltd.  | 573 | 6331 |
| LG Innotek Co. Ltd.  | 36 | 7935 |
| Lotes Co. Ltd.  | 4000 | 100983 |
| Samsung Electro-Mechanics Co. Ltd.  | 151 | 17493 |
| Samsung SDI Co. Ltd.  | 144 | 80078 |
| Simplo Technology Co. Ltd.  | 9000 | 88726 |
| SINBON Electronics Co. Ltd.  | 9000 | 86178 |
| Synnex Technology International Corp.  | 44000 | 88513 |
| Tripod Technology Corp.  | 23000 | 75837 |
| WPG Holding Co. Ltd.  | 48000 | 76256 |
|  |  | 862829 |
| IT Services - 2.3% |  |  |
| HCL Technologies Ltd.  | 3676 | 50351 |
| Infosys Ltd.  | 9984 | 186906 |
| Samsung SDS Co. Ltd.  | 102 | 10351 |
| Tata Consultancy Services Ltd.  | 2897 | 118764 |
| TravelSky Technology Ltd. (H Shares)  | 57000 | 118384 |
| Wipro Ltd.  | 5740 | 27944 |
|  |  | 512700 |
| Semiconductors & Semiconductor Equipment - 2.1% |  |  |
| ASPEED Tech, Inc.  | 1000 | 69942 |
| DB HiTek Co. Ltd.  | 101 | 3706 |
| Nanya Technology Corp.  | 46000 | 88553 |
| Novatek Microelectronics Corp.  | 10000 | 118235 |
| Radiant Opto-Electronics Corp.  | 25000 | 85346 |
| SK Hynix, Inc.  | 1393 | 100082 |
| SK Square Co. Ltd. (b) | 223 | 6563 |
|  |  | 472427 |
| Software - 0.6% |  |  |
| Asseco Poland SA  | 6409 | 112445 |
| Tata Elxsi Ltd.  | 182 | 14734 |
|  |  | 127179 |
| Technology Hardware, Storage & Peripherals - 6.5% |  |  |
| Advantech Co. Ltd.  | 7000 | 79500 |
| ASUSTeK Computer, Inc.  | 10000 | 90591 |
| Catcher Technology Co. Ltd.  | 15000 | 88926 |
| Chicony Electronics Co. Ltd.  | 30000 | 86728 |
| Gigabyte Technology Co. Ltd.  | 29000 | 111557 |
| Lite-On Technology Corp.  | 39000 | 86248 |
| Micro-Star International Co. Ltd.  | 21000 | 91624 |
| Pegatron Corp.  | 41000 | 88077 |
| Samsung Electronics Co. Ltd.  | 14960 | 740823 |
|  |  | 1464074 |
| TOTAL INFORMATION TECHNOLOGY |  | 3439209 |
| MATERIALS - 4.2%  |  |  |
| Chemicals - 1.7% |  |  |
| Formosa Plastics Corp.  | 21000 | 62458 |
| Kumho Petro Chemical Co. Ltd.  | 528 | 63182 |
| Mesaieed Petrochemical Holding Co. (b) | 28110 | 16595 |
| Petronas Chemicals Group Bhd  | 25200 | 49328 |
| Pidilite Industries Ltd.  | 1912 | 53199 |
| Sabic Agriculture-Nutrients Co.  | 1509 | 55085 |
| Sahara International Petrochemical Co.  | 3903 | 38479 |
| Taiwan Fertilizer Co. Ltd.  | 21000 | 39027 |
|  |  | 377353 |
| Construction Materials - 0.3% |  |  |
| Anhui Conch Cement Co. Ltd. (H Shares)  | 18000 | 68201 |
| Metals & Mining - 2.2% |  |  |
| African Rainbow Minerals Ltd.  | 3553 | 57849 |
| Korea Zinc Co. Ltd.  | 154 | 67636 |
| Kumba Iron Ore Ltd.  | 1784 | 54208 |
| MMC Norilsk Nickel PJSC (c) | 188 | 1658 |
| NMDC Ltd.  | 40398 | 60724 |
| NMDC Steel Ltd. (c) | 40976 | 19255 |
| Vale SA  | 8400 | 155925 |
| Vedanta Ltd.  | 18883 | 76612 |
|  |  | 493867 |
| TOTAL MATERIALS |  | 939421 |
| REAL ESTATE - 7.0%  |  |  |
| Real Estate Management & Development - 7.0% |  |  |
| China Overseas Land and Investment Ltd.  | 136000 | 366956 |
| Emaar Properties PJSC (b) | 238264 | 360667 |
| Longfor Properties Co. Ltd. (a) | 110500 | 365112 |
| Ruentex Development Co. Ltd.  | 312000 | 465012 |
|  |  | 1557747 |
| UTILITIES - 7.6%  |  |  |
| Electric Utilities - 5.0% |  |  |
| CEZ A/S  | 5803 | 235156 |
| CPFL Energia SA  | 45900 | 300023 |
| Inter Rao Ues JSC (c) | 7348600 | 53720 |
| Manila Electric Co.  | 48680 | 250050 |
| Power Grid Corp. of India Ltd.  | 105991 | 280280 |
|  |  | 1119229 |
| Gas Utilities - 2.6% |  |  |
| Beijing Enterprises Holdings Ltd.  | 89500 | 303717 |
| GAIL India Ltd.  | 231899 | 269322 |
|  |  | 573039 |
| TOTAL UTILITIES |  | 1692268 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $22,720,420) |  | <br> **21772678** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Nonconvertible Preferred Stocks - 2.1%** | &nbsp;&nbsp;**Nonconvertible Preferred Stocks - 2.1%** | &nbsp;&nbsp;**Nonconvertible Preferred Stocks - 2.1%** |
|  | Shares | Value ($)<br>|
| ENERGY - 1.2%  |  |  |
| Oil, Gas & Consumable Fuels - 1.2% |  |  |
| AK Transneft OAO (c) | 12 | 4617 |
| Petroleo Brasileiro SA - Petrobras (PN) (non-vtg.)  | 50600 | 259090 |
|  |  | 263707 |
| FINANCIALS - 0.5%  |  |  |
| Banks - 0.5% |  |  |
| Itausa-Investimentos Itau SA (PN)  | 67331 | 112804 |
| MATERIALS - 0.4%  |  |  |
| Chemicals - 0.2% |  |  |
| Sociedad Quimica y Minera de Chile SA (PN-B)  | 510 | 49440 |
| Metals & Mining - 0.2% |  |  |
| Bradespar SA (PN)  | 6200 | 38846 |
| TOTAL MATERIALS |  | 88286 |
| <br> **TOTAL NONCONVERTIBLE PREFERRED STOCKS**<br> (Cost $533,872) |  | <br> **464797** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 0.0%** | &nbsp;&nbsp;**Money Market Funds - 0.0%** | &nbsp;&nbsp;**Money Market Funds - 0.0%** |
|  | Shares | Value ($)<br>|
| Fidelity Cash Central Fund 4.38% (d) <br>(Cost $13,563) <br>| 13561 | **13563** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 99.5%**<br> (Cost $23,267,855)<br>| <br>**22251038** |
| **NET OTHER ASSETS (LIABILITIES) - 0.5%** (e)  | **102656** |
| **NET ASSETS - 100.0%** | **22353694** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  |
|  | Number <br> of contracts | Expiration <br> Date | Notional <br> Amount ($)<br>| Value ($)<br>| Unrealized<br> Appreciation/<br> (Depreciation) ($)<br>|
| Purchased |  |  |  |  |  |
| Equity Index Contracts |  |  |  |  |  |
| ICE E-mini MSCI Emerging Markets Index Contracts (United States) | 2 | Mar 2023 | 104460 | 6782 | 6782 |
| The notional amount of futures purchased as a percentage of Net Assets is 0.5% | The notional amount of futures purchased as a percentage of Net Assets is 0.5% | The notional amount of futures purchased as a percentage of Net Assets is 0.5% | The notional amount of futures purchased as a percentage of Net Assets is 0.5% | The notional amount of futures purchased as a percentage of Net Assets is 0.5% | The notional amount of futures purchased as a percentage of Net Assets is 0.5% |

---

**Legend**

(a) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $917,840 or 4.1% of net assets.

(b) Non-income producing

(c) Level 3 security

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

(e) Includes $4,401 of cash collateral to cover margin requirements for futures contracts.

**Affiliated Central Funds**

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund 4.38% | - | 130885 | 117322 | 98 | - | - | 13563 | 0.0% |
| Total | - | 130885 | 117322 | 98 | - | - | 13563 |  |

---

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

**Investment Valuation**

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

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

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

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

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

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

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

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

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

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

**Derivative Instruments**

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

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

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

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

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

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

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

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

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $22362520.23

**Total Liabilities:** $8649.13

**Net Assets:** $22353871.10

**Cash Not Reported:** $88479.25

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000209804 | 11.92%               | -1.00%               | 4.02%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $11.53                   | $2262530.34                                |
| Month 2  | $-3413.69                | $-271238.01                                |
| Month 3  | $0.00                    | $836097.88                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| TAIWAN FERTILIZER CO LTD                          | TAIWAN FERTILIZER CO LTD                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     21000 | NS      | $39027.48     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA CONSTRUCTION BANK CORP                      | CHINA CONSTRUCTION BANK CORP H                              | CUSIP: N/A<br>LEI: 5493001KQW6DM7KEDR62       | Long             | EC               | CORP              | CN        |    332000 | NS      | $215162.24    | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| ANHUI CONCH CEMENT CO LTD                         | ANHUI CONCH CEMENT CO LTD H                                 | CUSIP: N/A<br>LEI: 529900HS6X8TTV0FHV63       | Long             | EC               | CORP              | CN        |     18000 | NS      | $68201.39     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MANILA ELECTRIC CO                                | MANILA ELECTRIC CO                                          | CUSIP: N/A<br>LEI: 254900RDFLCM12O8SK69       | Long             | EC               | CORP              | PH        |     48680 | NS      | $250050.03    | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CATCHER TECHNOLOGY CO LTD                         | CATCHER TECHNOLOGY CO LTD                                   | CUSIP: N/A<br>LEI: 5299006PRSCU66N5JF55       | Long             | EC               | CORP              | TW        |     15000 | NS      | $88925.90     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| AVI LTD                                           | AVI LTD                                                     | CUSIP: N/A<br>LEI: 378900C2D68805FAAF75       | Long             | EC               | CORP              | ZA        |     52953 | NS      | $224755.90    | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEFONICA BRASIL SA                              | TELEFONICA BRASIL SA                                        | CUSIP: N/A<br>LEI: 529900MTGG2HSDBIWG79       | Long             | EC               | CORP              | BR        |      5700 | NS      | $46818.49     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA TOWER CORP LTD                              | CHINA TOWER CORP LTD H                                      | CUSIP: N/A<br>LEI: 300300T6BNNP0L7O7H91       | Long             | EC               | CORP              | CN        |    478000 | NS      | $54272.79     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC BANK BHD                                   | PUBLIC BANK BHD (LOC) (MLAY)                                | CUSIP: N/A<br>LEI: 549300L2RSQCVMOHGM20       | Long             | EC               | CORP              | MY        |    104400 | NS      | $103769.79    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                        | SAMSUNG ELECTRONICS CO LTD                                  | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |     14960 | NS      | $740834.55    | 3.31%             |  |  |  | No            |                  1 | On Loan: No      |
| SINOPAC FINANCIAL HOLDINGS CO LTD                 | SINOPAC HOLDINGS                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |    155670 | NS      | $89694.95     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| HINDUSTAN UNILEVER LTD                            | HINDUSTAN UNILEVER LTD                                      | CUSIP: N/A<br>LEI: 5493007IW5N37IKRPM32       | Long             | EC               | CORP              | IN        |      6972 | NS      | $219277.13    | 0.98%             |  |  |  | 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        |     23000 | NS      | $51094.09     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BRADESPAR SA                                      | BRADESPAR SA (REG PFD)                                      | CUSIP: N/A<br>LEI: 9598001UD1DHEH3PZ471       | Long             | EC               | CORP              | BR        |      6200 | NS      | $38845.52     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MULTICHOICE GROUP LTD                             | MULTICHOICE GROUP LTD                                       | CUSIP: N/A<br>LEI: 254900BVQQ7DFBMSVJ81       | Long             | EC               | CORP              | ZA        |      7896 | NS      | $54278.63     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PICC PPTY and CAS CO LTD                          | PICC PROPERTY and CASUALTY CO H                             | CUSIP: N/A<br>LEI: 300300F1000311000017       | Long             | EC               | CORP              | CN        |     52000 | NS      | $48891.70     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNNEX TECHNOLOGY INTL CORP                       | SYNNEX TECHNOLOGY INTL CORP                                 | CUSIP: N/A<br>LEI: 529900GMBJ3R4A2WBC71       | Long             | EC               | CORP              | TW        |     44000 | NS      | $88512.91     | 0.40%             |  |  |  | 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        |       528 | NS      | $63181.69     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| PEGATRON CORP                                     | PEGATRON CORP                                               | CUSIP: N/A<br>LEI: 529900M87JQS8TUO0L66       | Long             | EC               | CORP              | TW        |     41000 | NS      | $88076.60     | 0.39%             |  |  |  | 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        |        12 | NS      | $4617.03      | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| SIMPLO TECHNOLOGY CO LTD                          | SIMPLO TECHNOLOGY CO LTD                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      9000 | NS      | $88726.06     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| QATAR ISLAMIC BANK                                | QATAR ISLAMIC BANK                                          | CUSIP: N/A<br>LEI: 254900CFGPXJI71OHT95       | Long             | EC               | CORP              | QA        |     14658 | NS      | $79171.51     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| KALBE FARMA PT                                    | KALBE FARMA PT (DEMAT)                                      | CUSIP: N/A<br>LEI: 529900PRQI8S32HOE387       | Long             | EC               | CORP              | ID        |   2251100 | NS      | $309357.30    | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| POWER GRID CORP OF INDIA LTD                      | POWER GRID CORP OF INDIA LTD                                | CUSIP: N/A<br>LEI: 3358009SHWZ3DZEQ4Z56       | Long             | EC               | CORP              | IN        |    105991 | NS      | $280279.51    | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANTECH CO LTD                                  | ADVANTECH CO LTD                                            | CUSIP: N/A<br>LEI: 2549002OSTKE9HB9IY03       | Long             | EC               | CORP              | TW        |      7000 | NS      | $79500.42     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ILJIN MATERIALS CO LTD                            | ILJIN MATERIALS CO LTD                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |        56 | NS      | $2855.01      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TURKCELL ILETISIM HIZMET A S                      | TURKCELL ILETISIM HIZMET AS                                 | CUSIP: N/A<br>LEI: 7890003EX1LTLS2FFL84       | Long             | EC               | CORP              | TR        |     53079 | NS      | $102430.44    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| KINGBOARD HOLDINGS LTD                            | KINGBOARD HOLDINGS LTD                                      | CUSIP: N/A<br>LEI: 529900G89MY26MMSDR76       | Long             | EC               | CORP              | KY        |     34500 | NS      | $140842.38    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| SAUDI INTERNATIONAL PETROCHEMICAL CO (SIPCO)      | SAUDI INTL PETROCHEMICAL CO                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |      3903 | NS      | $38478.82     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| THE SAUDI NATIONAL BANK                           | THE SAUDI NATIONAL BANK                                     | CUSIP: N/A<br>LEI: 5586006ZEFQ542K7CY16       | Long             | EC               | CORP              | SA        |      7029 | NS      | $88588.25     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| INTER RAO JSC                                     | INTER RAO JSC                                               | CUSIP: N/A<br>LEI: 253400PMFKF8Q8G1FA17       | Long             | EC               | CORP              | RU        |   7348600 | NS      | $53720.44     | 0.24%             |  |  |  | No            |                  3 | On Loan: No      |
| SINBON ELECTRONICS CO LTD                         | SINBON ELECTRONICS CO                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      9000 | NS      | $86178.18     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO DE CHILE                                    | BANCO DE CHILE                                              | CUSIP: N/A<br>LEI: 8B4EZFY8IHJC44TT2K84       | Long             | EC               | CORP              | CL        |   1007649 | NS      | $109732.71    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION BANK OF TAIWAN                              | UNION BANK OF TAIWAN                                        | CUSIP: N/A<br>LEI: 549300FQN4T2J7VDAD82       | Long             | EC               | CORP              | TW        |    169602 | NS      | $91226.39     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| BHARAT ELECTRONICS LTD                            | BHARAT ELECTRONICS LTD (DEMAT)                              | CUSIP: N/A<br>LEI: 335800HS8AOTM9W1F335       | Long             | EC               | CORP              | IN        |     27825 | NS      | $32247.33     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| KOREA ZINC CO LTD                                 | KOREA ZINC CO LTD                                           | CUSIP: N/A<br>LEI: 988400D0HSQUB1I1VO41       | Long             | EC               | CORP              | KR        |       154 | NS      | $67635.98     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEIL WORLDWIDE INC                               | CHEIL WORLDWIDE INC                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      3826 | NS      | $68177.22     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MOBILE TELESYSTEMS PUBLIC JOINT STOCK CO          | MOBILE TELESYSTEMS PUBLIC JOINT STOCK COMPANY ADR           | CUSIP: 607409109<br>LEI: 2534008FX8EXH1FMJA74 | Long             | EC               | CORP              | RU        |     15647 | NS      | $15584.26     | 0.07%             |  |  |  | No            |                  3 | On Loan: No      |
| JIUMAOJIU INTERNATIONAL HOLDINGS LTD              | JIUMAOJIU INTERNATIONAL HOLDINGS LTD                        | CUSIP: N/A<br>LEI: 6556009ZSGTEPL7MEK84       | Long             | EC               | CORP              | KY        |     29000 | NS      | $73993.28     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| TATA ELXSI LTD                                    | TATA ELXSI LTD                                              | CUSIP: N/A<br>LEI: 335800OWLDKWXSI48N33       | Long             | EC               | CORP              | IN        |       182 | NS      | $14734.16     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA MEDICAL SYSTEM HOLDINGS LTD                 | CHINA MEDICAL SYSTEM HLDGS                                  | CUSIP: N/A<br>LEI: 529900Z57DVJXUBLHX66       | Long             | EC               | CORP              | KY        |    152000 | NS      | $262170.94    | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TURKIYE IS BANK AS                                | TURKIYE IS BANKASI AS C                                     | CUSIP: N/A<br>LEI: 789000FIRX9MDN0KTM91       | Long             | EC               | CORP              | TR        |    223556 | NS      | $129304.87    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| SK SQUARE CO LTD                                  | SK SQUARE CO LTD                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       223 | NS      | $6562.55      | 0.03%             |  |  |  | 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        |    169700 | NS      | $89965.16     | 0.40%             |  |  |  | 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        |    225000 | NS      | $80946.09     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL BANK LTD                                  | FEDERAL BANK LTD                                            | CUSIP: N/A<br>LEI: 335800J8VWGE2HGWF417       | Long             | EC               | CORP              | IN        |     52086 | NS      | $85476.25     | 0.38%             |  |  |  | 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        |    254600 | NS      | $65390.93     | 0.29%             |  |  |  | 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        |     28400 | NS      | $104345.83    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| LG DISPLAY CO LTD                                 | LG DISPLAY CO LTD                                           | CUSIP: N/A<br>LEI: 988400P37K91W0SABO95       | Long             | EC               | CORP              | KR        |       573 | NS      | $6331.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INDOFOOD SUKSES MAKMUR TBK                        | INDOFOOD SUKSES MAKMR (DEMAT)                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ID        |    404700 | NS      | $181561.54    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| TAL ED GROUP                                      | TAL ED GROUP ADR                                            | CUSIP: 874080104<br>LEI: 5493003PJZS0EC085V72 | Long             | EC               | CORP              | KY        |      2746 | NS      | $20073.26     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JUMBO SA                                          | JUMBO SA                                                    | CUSIP: N/A<br>LEI: 549300TGIVUUMY40MZ05       | Long             | EC               | CORP              | GR        |      4713 | NS      | $84353.76     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF BARODA                                    | BANK OF BARODA (DEMAT)                                      | CUSIP: N/A<br>LEI: 549300CQ6M9Q0TJEZR23       | Long             | EC               | CORP              | IN        |     46304 | NS      | $94864.46     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| RUENTEX DEVELOPMENT CO LTD                        | RUENTEX DEVELOPMENT CO LTD                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |    312000 | NS      | $465012.49    | 2.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                         | ALIBABA GROUP HOLDING LTD SPON ADR                          | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |      4377 | NS      | $482345.40    | 2.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EVA AIRWAYS CORP                                  | EVA AIRWAYS CORP                                            | CUSIP: N/A<br>LEI: 254900S1P4XOXV67GC07       | Long             | EC               | CORP              | TW        |     39000 | NS      | $37668.61     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| LOTES CO LTD                                      | LOTES CO LTD                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      4000 | NS      | $100982.51    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| POWER FINANCE CORP LTD                            | POWER FINANCE CORP LTD                                      | CUSIP: N/A<br>LEI: 3358003Q6D9LIJJZ1614       | Long             | EC               | CORP              | IN        |     46183 | NS      | $79734.96     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| KIA CORP                                          | KIA CORP                                                    | CUSIP: N/A<br>LEI: 988400V8MJK9N7OI5X76       | Long             | EC               | CORP              | KR        |      1408 | NS      | $76355.25     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| FORMOSA PLASTICS CORP                             | FORMOSA PLASTICS CORP                                       | CUSIP: N/A<br>LEI: 254900KM6G17UTG1QN82       | Long             | EC               | CORP              | TW        |     21000 | NS      | $62457.95     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SURGUTNEFTEGAZ PJSC                               | SURGUTNEFTEGAS PJSC                                         | CUSIP: N/A<br>LEI: 2138002GZLU65FRAC894       | Long             | EC               | CORP              | RU        |     56600 | NS      | $918.33       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| YUM CHINA HOLDINGS INC                            | YUM CHINA HOLDINGS INC                                      | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |      1140 | NS      | $70235.40     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCA CONTINENTAL SAB DE CV                        | ARCA CONTINENTAL SAB DE CV                                  | CUSIP: N/A<br>LEI: 254900U2BSJCQHJCXN24       | Long             | EC               | CORP              | MX        |     28900 | NS      | $255703.51    | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVELSKY TECHNOLOGY LTD                          | TRAVELSKY TECHNOLOGY LTD H                                  | CUSIP: N/A<br>LEI: 5299007TAWP4DZ6QFG73       | Long             | EC               | CORP              | CN        |     57000 | NS      | $118384.14    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| VIPSHOP HOLDINGS LIMITED                          | VIPSHOP HLDGS LTD ADR                                       | CUSIP: 92763W103<br>LEI: 549300I9F52K06HPZX60 | Long             | EC               | CORP              | KY        |      1599 | NS      | $24736.53     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PLDT INC                                          | PLDT INC                                                    | CUSIP: N/A<br>LEI: 254900ADE8GQHM5P2648       | Long             | EC               | CORP              | PH        |      1735 | NS      | $42622.67     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| YANGZIJIANG SHIPBUILDLING (HOLDINGS) LTD          | YANGZIJIANG SHIPBLDG HLDGS LTD                              | CUSIP: N/A<br>LEI: 254900Z3JEM14YIGLM66       | Long             | EC               | CORP              | SG        |     60900 | NS      | $59771.75     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMAN SOFT HOLDING CO KSCC                        | HUMAN SOFT HOLDING CO                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KW        |      6510 | NS      | $72319.12     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| NANYA TECHNOLOGY CORP                             | NANYA TECHNOLOGY CORP                                       | CUSIP: N/A<br>LEI: 254900STKVKJBRRO0835       | Long             | EC               | CORP              | TW        |     46000 | NS      | $88552.87     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| GS HOLDINGS CORP                                  | GS HOLDINGS CORP                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      1161 | NS      | $41659.52     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| POWSZECHNY ZAKLAD UBEZPIECZE SA                   | POWSZECHNY ZALKAD UBEZPIEC SA                               | CUSIP: N/A<br>LEI: QLPCKOOKVX32FUELX240       | Long             | EC               | CORP              | PL        |     12627 | NS      | $106827.51    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| YADEA GROUP HOLDINGS LIMITED                      | YADEA GROUP HOLDINGS LIMITED                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     32000 | NS      | $72911.44     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| LI AUTO INC                                       | LI AUTO INC ADR                                             | CUSIP: 50202M102<br>LEI: 2549003R73Q70J5H4I65 | Long             | EC               | CORP              | KY        |       861 | NS      | $21438.90     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MAKEMYTRIP LIMITED                                | MAKEMYTRIP LIMITED                                          | CUSIP: N/A<br>LEI: 529900DNT8HNJ7RYUO60       | Long             | EC               | CORP              | MU        |       351 | NS      | $10171.98     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ADARO ENERGY INDONESIA TBK PT                     | ADARO ENERGY INDONESIA TBK PT                               | CUSIP: N/A<br>LEI: 529900P2WAH7XA87OI24       | Long             | EC               | CORP              | ID        |    967700 | NS      | $191086.86    | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| PETRONAS CHEMICALS GROUP BHD                      | PETRONAS CHEMICALS GROUP BHD                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |     25200 | NS      | $49327.79     | 0.22%             |  |  |  | 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        |    134100 | NS      | $200881.80    | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIP.COM GROUP LTD                                | TRIP.COM GROUP LTD ADR                                      | CUSIP: 89677Q107<br>LEI: 2549004RMYDSRQL4KW41 | Long             | EC               | CORP              | KY        |      1431 | NS      | $52603.56     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| DONGFENG MOTOR GROUP CO LTD                       | DONGFENG MOTOR GP CO LTD H                                  | CUSIP: N/A<br>LEI: 3003002JNYOYPX54GE50       | Long             | EC               | CORP              | CN        |    102000 | NS      | $60638.77     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| PINDUODUO INC                                     | PINDUODUO INC ADR                                           | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               | CORP              | KY        |      1202 | NS      | $117771.96    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| SEEGENE INC                                       | SEEGENE INC                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      9281 | NS      | $205315.19    | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF COMMUNICATIONS CO LTD                     | BANK OF COMMUNICATIONS H                                    | CUSIP: N/A<br>LEI: 549300AX1UM10U30HK09       | Long             | EC               | CORP              | CN        |    119000 | NS      | $73477.88     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CENCOSUD SA                                       | CENCOSUD SA                                                 | CUSIP: N/A<br>LEI: 549300NLTGCFV7482429       | Long             | EC               | CORP              | CL        |    143404 | NS      | $256687.60    | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| WIPRO LTD                                         | WIPRO LTD (DEMAT)                                           | CUSIP: N/A<br>LEI: 335800IFS1IJHESG8362       | Long             | EC               | CORP              | IN        |      5740 | NS      | $27943.78     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| INTOUCH HOLDINGS PCL                              | INTOUCH HOLDINGS PCL NVDR                                   | CUSIP: N/A<br>LEI: 529900UDPDZWDBCCDO79       | Long             | EC               | CORP              | TH        |     26800 | NS      | $59063.92     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| KT and G CORP                                     | KT and G CORP                                               | CUSIP: N/A<br>LEI: 988400ZJV6ISYBLQX875       | Long             | EC               | CORP              | KR        |      3214 | NS      | $241350.06    | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AKBANK TURK ANONIM SIRKETI                        | AKBANK TURK ANONIM SIRKETI                                  | CUSIP: N/A<br>LEI: 789000TUMN63Z28TJ497       | Long             | EC               | CORP              | TR        |    150333 | NS      | $135703.69    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| CPFL ENERGIA SA                                   | CPFL ENERGIA SA                                             | CUSIP: N/A<br>LEI: 529900GBWSBDXN8GGM28       | Long             | EC               | CORP              | BR        |     45900 | NS      | $300022.98    | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| PAGE INDUSTRIES LTD                               | PAGE INDUSTRIES LTD                                         | CUSIP: N/A<br>LEI: 335800D6UFCCKUP3KD53       | Long             | EC               | CORP              | IN        |       109 | NS      | $53265.53     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| VTB BANK PJSC                                     | VTB BANK PJSC                                               | CUSIP: N/A<br>LEI: 253400V1H6ART1UQ0N98       | Long             | EC               | CORP              | RU        |  91900000 | NS      | $4655.57      | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| ASSECO POLAND SA                                  | ASSECO POLAND SA                                            | CUSIP: N/A<br>LEI: 259400O79EWIK4XZPL40       | Long             | EC               | CORP              | PL        |      6409 | NS      | $112445.07    | 0.50%             |  |  |  | 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        |      4100 | NS      | $37447.39     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ASPEED TECHNOLOGY INC                             | ASPEED TECH INC                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      1000 | NS      | $69941.72     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| HCL TECHNOLOGIES LTD                              | HCL TECHNOLOGIES LTD (DEMAT)                                | CUSIP: N/A<br>LEI: 549300C1F8OLYSOQYB65       | Long             | EC               | CORP              | IN        |      3676 | NS      | $50351.16     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK ALBILAD                                      | BANK ALBILAD                                                | CUSIP: N/A<br>LEI: 558600YCBMF3KW9QH647       | Long             | EC               | CORP              | SA        |      2917 | NS      | $34859.43     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUNGHWA TELECOM CO LTD                           | CHUNGHWA TELECOM CO LTD                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     19000 | NS      | $71190.67     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| TAICHUNG COMMERCIAL BANK CO LTD                   | TAICHUNG BUSINESS BANK                                      | CUSIP: N/A<br>LEI: 549300VNYOLU68FQNE06       | Long             | EC               | CORP              | TW        |    170466 | NS      | $74374.84     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| EMAAR PROPERTIES PJSC                             | EMAAR PROPERTIES                                            | CUSIP: N/A<br>LEI: 254900YWYEXYXK1BMP81       | Long             | EC               | CORP              | AE        |    238264 | NS      | $360666.98    | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| NMDC STEEL LTD                                    | NMDC STEEL LTD                                              | CUSIP: N/A<br>LEI: 335800XNI1D4ZCE7VG97       | Long             | EC               | CORP              | IN        |     40976 | NS      | $19255.46     | 0.09%             |  |  |  | No            |                  3 | On Loan: No      |
| KUMBA IRON ORE                                    | KUMBA IRON ORE LTD                                          | CUSIP: N/A<br>LEI: 3789006C753402643048       | Long             | EC               | CORP              | ZA        |      1784 | NS      | $54208.42     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGI.COM BERHAD                                   | DIGI.COM BHD                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |     66900 | NS      | $66025.67     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXARO RESOURCES LTD                              | EXXARO RESOURCES LTD                                        | CUSIP: N/A<br>LEI: 378900BC3D9BFF4E4A37       | Long             | EC               | CORP              | ZA        |     12860 | NS      | $160688.20    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| LONGFOR GROUP HOLDINGS LTD                        | LONGFOR GROUP HOLDINGS LTD                                  | CUSIP: N/A<br>LEI: 254900UJX27B2F1JYR13       | Long             | EC               | CORP              | KY        |    110500 | NS      | $365112.17    | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| UTD TRACTORS TBK PT                               | UNITED TRACTORS PT                                          | CUSIP: N/A<br>LEI: 529900N9ELYOWQV4FW14       | Long             | EC               | CORP              | ID        |     93800 | NS      | $153621.75    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| CEZ AS                                            | CEZ AS                                                      | CUSIP: N/A<br>LEI: 529900S5R9YHJHYKKG94       | Long             | EC               | CORP              | CZ        |      5803 | NS      | $235156.38    | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VODACOM GROUP LTD                                 | VODACOM GROUP (PTY) LTD                                     | CUSIP: N/A<br>LEI: 529900TM4LZJFIPQ2U46       | Long             | EC               | CORP              | ZA        |      7413 | NS      | $51894.19     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK MANDIRI PERSERO TBK PT                       | BANK MANDIRI (PERSERO) PT                                   | CUSIP: N/A<br>LEI: 549300RSKQN4Z5ZSGH94       | Long             | EC               | CORP              | ID        |    177900 | NS      | $118085.72    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| TAIWAN COOPERATIVE FINANCIAL HOLDING CO LTD       | TAIWAN COOPERATIVE FIN HLD INC                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |    106000 | NS      | $93378.85     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| GAZPROM PJSC                                      | GAZPROM OAO                                                 | CUSIP: N/A<br>LEI: 213800FD9J2IHTA7YX78       | Long             | EC               | CORP              | RU        |     14450 | NS      | $2004.91      | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| INVESTEC LTD                                      | INVESTEC LTD                                                | CUSIP: N/A<br>LEI: 213800CU7SM6O4UWOZ70       | Long             | EC               | CORP              | ZA        |     12496 | NS      | $79324.77     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| MMC NORILSK NICKEL PJSC                           | MMC NORILSK NICKEL PJSC                                     | CUSIP: N/A<br>LEI: 253400JPTEEW143W3E47       | Long             | EC               | CORP              | RU        |       188 | NS      | $1657.85      | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| COMMERCIAL INTERNATIONAL BANK EGYPT SAE           | COMMERCIAL INTL BK EGYPT SAE                                | CUSIP: N/A<br>LEI: 213800FIIXJAMEVRIH48       | Long             | EC               | CORP              | EG        |     62113 | NS      | $101895.78    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| KOTAK MAHINDRA BANK LTD                           | KOTAK MAHINDRA BANK LTD                                     | CUSIP: N/A<br>LEI: 335800E6GTTXKHXE2I75       | Long             | EC               | CORP              | IN        |      5739 | NS      | $121254.25    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| HINDUSTAN AERONAUTICS LTD                         | HINDUSTAN AERONAUTICS LIMITED                               | CUSIP: N/A<br>LEI: 335800AKDC7T933T3I86       | Long             | EC               | CORP              | IN        |      1222 | NS      | $38076.78     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI MARINE and FIRE INSURANCE CO LTD          | HYUNDAI FIRE and MARINE INS CO                              | CUSIP: N/A<br>LEI: 988400SYR92543UITC37       | Long             | EC               | CORP              | KR        |      3360 | NS      | $84422.80     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ITC LTD                                           | ITC LTD (DEMAT)                                             | CUSIP: N/A<br>LEI: 335800WLOU3OFWFTMP43       | Long             | EC               | CORP              | IN        |     44011 | NS      | $189277.58    | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRA INTERNATIONAL TBK PT                        | ASTRA INTL TBK PT (DEMAT)                                   | CUSIP: N/A<br>LEI: 529900L49TRJOMG4DK47       | Long             | EC               | CORP              | ID        |    146100 | NS      | $58478.99     | 0.26%             |  |  |  | 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        |     76000 | NS      | $54489.67     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA CINDA ASSET MANAGEMENT CO LIMITED           | CHINA CINDA ASSET MANAGEMENT CO LTD CL H                    | CUSIP: N/A<br>LEI: 3003008W60YAHL9CQE51       | Long             | EC               | CORP              | CN        |    286000 | NS      | $40499.84     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HENGAN INTERNATIONAL GROUP CO LTD                 | HENGAN INTL GRP CO LTD                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     41500 | NS      | $203832.34    | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| LG CORP                                           | LG CORP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       658 | NS      | $44229.91     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF CHINA LTD                                 | BANK OF CHINA LTD H                                         | CUSIP: N/A<br>LEI: 54930053HGCFWVHYZX42       | Long             | EC               | CORP              | CN        |    319000 | NS      | $121681.94    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED INFO SERVICE PCL                         | ADVANCED INFO SERVICE NVDR                                  | CUSIP: N/A<br>LEI: 529900DU2YW1NO5RMU78       | Long             | EC               | CORP              | TH        |     10900 | NS      | $64389.58     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| HONG LEONG BANK BHD                               | HONG LEONG BANK BHD                                         | CUSIP: N/A<br>LEI: 549300BUPYUQGB5BFX94       | Long             | EC               | CORP              | MY        |     16700 | NS      | $80333.82     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| KANGWON LAND INC                                  | KANGWON LAND INC                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      2736 | NS      | $52196.79     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICONY ELECTRONICS CO LTD                        | CHICONY ELECTRONICS CO LTD                                  | CUSIP: N/A<br>LEI: 254900JBP5GB5B1IHS51       | Long             | EC               | CORP              | TW        |     30000 | NS      | $86727.73     | 0.39%             |  |  |  | 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        |      3840 | NS      | $37270.47     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| DB HITEK CO LTD                                   | DB HITEK CO LTD                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       101 | NS      | $3706.12      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TATA CONSULTANCY SERVICES LTD                     | TATA CONSULTANCY SERVICES LTD                               | CUSIP: N/A<br>LEI: 335800ZJKU9GPQRE2U66       | Long             | EC               | CORP              | IN        |      2897 | NS      | $118763.61    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| POSTAL SAVINGS BANK OF CHINA CORPORATION LIMITED  | POSTAL SAVINGS BANK OF CHINA CORPORATION LIMITED H          | CUSIP: N/A<br>LEI: 300300C1040311005298       | Long             | EC               | CORP              | CN        |     90000 | NS      | $61197.54     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| WOORI FINANCIAL GROUP INC                         | WOORI FINANCIAL GROUP INC                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     10675 | NS      | $110840.44    | 0.50%             |  |  |  | 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        |     32573 | NS      | $51395.05     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| L and F CO LTD                                    | L and F CO LTD                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |        62 | NS      | $10368.57     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AREZZO INDUSTRIA E COMERCIO SA                    | AREZZO INDUSTRIA E COMERCIO SA                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |      2500 | NS      | $43013.29     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVATEK MICROELECTRONICS CORP                     | NOVATEK MICROELECTRONICS CORP                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     10000 | NS      | $118234.80    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| AFRICAN RAINBOW MINERALS LTD                      | AFRICAN RAINBOW MINERALS LTD                                | CUSIP: N/A<br>LEI: 529900L3TPSCK8ZVZ589       | Long             | EC               | CORP              | ZA        |      3553 | NS      | $57849.02     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| OUTSURANCE GROUP LTD                              | OUTSURANCE GROUP LTD                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ZA        |     38341 | NS      | $79157.03     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRO-STAR INTERNATIONAL                          | MICRO-STAR INTERNATIONAL                                    | CUSIP: N/A<br>LEI: 254900F4E0BDGJSSD870       | Long             | EC               | CORP              | TW        |     21000 | NS      | $91623.65     | 0.41%             |  |  |  | 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        |     14477 | NS      | $97804.73     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMSUNG SDS CO LTD                                | SAMSUNG SDS CO LTD                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       102 | NS      | $10350.71     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SABIC AGRI-NUTRIENTS CO                           | SABIC AGRI-NUTRIENTS CO                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |      1509 | NS      | $55084.73     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| LITE-ON TECHNOLOGY CORP                           | LITE ON TECHNOLOGY CORP                                     | CUSIP: N/A<br>LEI: 2549005GU1PQ73SZBT32       | Long             | EC               | CORP              | TW        |     39000 | NS      | $86248.13     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                      | Fidelity Cash Central Fund                                  | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |     13561 | NS      | $13563.38     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA COAL ENERGY CO LTD                          | CHINA COAL ENERGY CO LTD H                                  | CUSIP: N/A<br>LEI: 529900KRC89344UI3Z10       | Long             | EC               | CORP              | CN        |    267000 | NS      | $213571.39    | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| SINOPHARM GROUP CO LTD                            | SINOPHARM GROUP CO LTD H                                    | CUSIP: N/A<br>LEI: 529900N54X78YH9JYK92       | Long             | EC               | CORP              | CN        |    103200 | NS      | $253044.76    | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MARUTI SUZUKI INDIA LTD                           | MARUTI SUZUKI INDIA LTD (LOC)                               | CUSIP: N/A<br>LEI: 335800D27PBEESKKD357       | Long             | EC               | CORP              | IN        |       836 | NS      | $90767.54     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| PEOPLES INSURANCE CO GRP OF CHINA                 | PEOPLES INSURANCE CO GRP OF CHINA LTD H                     | CUSIP: N/A<br>LEI: 3003000P2JHYHQ524P66       | Long             | EC               | CORP              | CN        |    142000 | NS      | $47825.17     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                    | MSCI EMGMKT FUT MAR23 MESH3                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         2 | NC      | $6782.42      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NMDC LTD                                          | NMDC LTD                                                    | CUSIP: N/A<br>LEI: 335800IXHXOHQ7B2HP66       | Long             | EC               | CORP              | IN        |     40398 | NS      | $60723.66     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| VEDANTA LTD                                       | VEDANTA LTD                                                 | CUSIP: N/A<br>LEI: 335800XDKX9KB5EMCO07       | Long             | EC               | CORP              | IN        |     18883 | NS      | $76611.80     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA OVERSEAS LAND and INVESTMENT LTD            | CHINA OVERSEAS LAND and INV LTD                             | CUSIP: N/A<br>LEI: 529900I6W35GYKRIZ151       | Long             | EC               | CORP              | HK        |    136000 | NS      | $366955.62    | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA MERCHANTS PORT HOLDINGS                     | CHINA MERCHANTS PORT HOLDINGS                               | CUSIP: N/A<br>LEI: 529900GA4UH90FUOR048       | Long             | EC               | CORP              | HK        |     21046 | NS      | $29480.59     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| JD.COM INC                                        | JD.COM INC CL A                                             | CUSIP: N/A<br>LEI: 549300HVTWB0GJZ16V92       | Long             | EC               | CORP              | KY        |      1023 | NS      | $30225.85     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| RADIANT OPTO-ELECTRONICS CORP                     | RADIANT OPTO-ELECTRONICS CORP                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     25000 | NS      | $85345.55     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| TIM SA/BRAZIL                                     | TIM SA                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |     19200 | NS      | $44460.42     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SBERBANK OF RUSSIA PJSC                           | SBERBANK OF RUSSIA                                          | CUSIP: N/A<br>LEI: 549300WE6TAF5EEWQS81       | Long             | EC               | CORP              | RU        |     38410 | NS      | $313.14       | 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        |     19951 | NS      | $148389.39    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| GAIL INDIA LTD                                    | GAIL INDIA LTD                                              | CUSIP: N/A<br>LEI: 335800N82LJD42ZA5L32       | Long             | EC               | CORP              | IN        |    231899 | NS      | $269321.70    | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPSPORTS INTERNATIONAL HOLDINGS LIMITED          | TOPSPORTS INTERNATIONAL HOLDINGS LIMITED                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     86000 | NS      | $81078.77     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| TAIWAN MOBILE CO LTD                              | TAIWAN MOBILE CO LTD                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     18000 | NS      | $56712.74     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| INDUS TOWERS LTD                                  | INDUS TOWERS LTD                                            | CUSIP: N/A<br>LEI: 335800L6DI4VHODGDK41       | Long             | EC               | CORP              | IN        |     20962 | NS      | $39222.80     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GUANGZHOU BAIYUNSHAN PHR HLD CO LTD               | GUANGZHOU BAIYUNSHAN PHR HLD H                              | CUSIP: N/A<br>LEI: 529900ROARJHMUIME057       | Long             | EC               | CORP              | CN        |     86000 | NS      | $251245.45    | 1.12%             |  |  |  | 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        |     85000 | NS      | $264047.56    | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LG UPLUS CORP                                     | LG UPLUS CORP                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      7005 | NS      | $63180.35     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSIDENG INTERNATIONAL HOLDINGS LTD               | BOSIDENG INTERNATL HOLDING LTD                              | CUSIP: N/A<br>LEI: 254900G7F1RDM4B3S169       | Long             | EC               | CORP              | KY        |    118000 | NS      | $65634.59     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| TONGCHENG TRAVEL HOLDINGS LTD                     | TONGCHENG TRAVEL HOLDINGS LTD                               | CUSIP: N/A<br>LEI: 2549004WGGNOPL8NUL61       | Long             | EC               | CORP              | KY        |     34400 | NS      | $77677.63     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| POU CHEN CORP                                     | POU CHEN CORP                                               | CUSIP: N/A<br>LEI: 25490027LIXQ7W4PBH18       | Long             | EC               | CORP              | TW        |     68000 | NS      | $77681.93     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| TCS GROUP HLDG PLC                                | TCS GROUP HOLDING PLC GDR                                   | CUSIP: 87238U203<br>LEI: 549300XQRN9MR54V1W18 | Long             | EC               | CORP              | CY        |       789 | NS      | $989.84       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PIDILITE INDUSTRIES LTD                           | PIDILITE INDUSTRIES LTD                                     | CUSIP: N/A<br>LEI: 335800APXGEBZ349GN74       | Long             | EC               | CORP              | IN        |      1912 | NS      | $53198.66     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SUN PHARMACEUTICAL INDUSTRIES LTD                 | SUN PHARMA IND LTD(DEMAT)                                   | CUSIP: N/A<br>LEI: 335800KJ7GE29LB4SS73       | Long             | EC               | CORP              | IN        |     18876 | NS      | $238343.95    | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMSUNG SDI CO LTD                                | SAMSUNG SDI CO LTD                                          | CUSIP: N/A<br>LEI: 9884002AESDO4YW87G32       | Long             | EC               | CORP              | KR        |       144 | NS      | $80077.93     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| AL RAJHI BANK                                     | AL RAJHI BANKING and INVEST CORP                            | CUSIP: N/A<br>LEI: 558600BQZS4Y1DTU8589       | Long             | EC               | CORP              | SA        |      6138 | NS      | $134110.31    | 0.60%             |  |  |  | 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        |    266000 | NS      | $142187.01    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| AU SMALL FINANCE BANK LTD                         | AU SMALL FINANCE BANK LTD                                   | CUSIP: N/A<br>LEI: 3358006J6L5P5MWKCU97       | Long             | EC               | CORP              | IN        |      9044 | NS      | $68319.50     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| NESTLE (MALAYSIA) BHD                             | NESTLE (MALAYSIA) BHD                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |      6000 | NS      | $190165.86    | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| SHANGHAI COMMERCIAL and SAVINGS BANK LTD          | SHANGHAI COMMERCIAL and SAVINGS BANK LTD                    | CUSIP: N/A<br>LEI: 549300TLB5ALPCGBHN23       | Long             | EC               | CORP              | TW        |     54885 | NS      | $85183.71     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ASUSTEK COMPUTER INC                              | ASUSTEK COMPUTER INC                                        | CUSIP: N/A<br>LEI: 254900B3WB4OGRB7HM13       | Long             | EC               | CORP              | TW        |     10000 | NS      | $90591.17     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| WANT WANT CHINA HOLDINGS LTD                      | WANT WANT CHINA HOLDINGS LTD                                | CUSIP: N/A<br>LEI: 5299005HZCEKX4O1J230       | Long             | EC               | CORP              | KY        |    253000 | NS      | $164609.53    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| JD.COM INC                                        | JD.COM INC SPON ADR                                         | CUSIP: 47215P106<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | KY        |      2088 | NS      | $124298.64    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| BUKIT ASAM TBK PT                                 | BUKIT ASAM TBK PT                                           | CUSIP: N/A<br>LEI: 529900XX13TXG5L4CN33       | Long             | EC               | CORP              | ID        |    728200 | NS      | $165168.78    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDICLINIC INTERNATIONAL PLC                      | MEDICLINIC INTERNATIONAL PLC                                | CUSIP: N/A<br>LEI: 2138002S5BSBIZTD5I60       | Long             | EC               | CORP              | GB        |     40051 | NS      | $244569.07    | 1.09%             |  |  |  | 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        |      4000 | NS      | $65878.43     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                           | AMERICA MOVIL SAB DE CV SER L                               | CUSIP: N/A<br>LEI: 5493000FNR3UCEAONM59       | Long             | EC               | CORP              | MX        |     89700 | NS      | $93898.72     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| SHINSEGAE CO LTD                                  | SHINSEGAE CO LTD                                            | CUSIP: N/A<br>LEI: 9884005BGBN4CVNXZ186       | Long             | EC               | CORP              | KR        |       307 | NS      | $57696.46     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ITAUSA SA                                         | ITAUSA (INVEST ITAU) PFD                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |     67331 | NS      | $112803.51    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOHOME INC                                      | AUTOHOME INC ADR CL A                                       | CUSIP: 05278C107<br>LEI: 529900NYB6ZGZN3MVT56 | Long             | EC               | CORP              | KY        |      1215 | NS      | $42354.90     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| E INK HOLDINGS INC                                | E INK HOLDINGS INC                                          | CUSIP: N/A<br>LEI: 529900UOR451FJJYL571       | Long             | EC               | CORP              | TW        |     14000 | NS      | $80432.97     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SK HYNIX INC                                      | SK HYNIX INC                                                | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |      1393 | NS      | $100081.59    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| ALINMA BANK                                       | ALINMA BANK                                                 | CUSIP: N/A<br>LEI: 558600HPAUTN6XSVBK93       | Long             | EC               | CORP              | SA        |      4762 | NS      | $41681.77     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIPOD TECHNOLOGY CORP                            | TRIPOD TECHNOLOGY CORP                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     23000 | NS      | $75836.80     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA RAILWAY GROUP LIMITED                       | CHINA RAILWAY GROUP LIMITED H                               | CUSIP: N/A<br>LEI: 529900TFRLG8UDJ7QA89       | Long             | EC               | CORP              | CN        |     59000 | NS      | $32139.87     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GIGA-BYTE TECHNOLOGY CO LTD                       | GIGABYTE TECHNOLOGY CO LTD                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     29000 | NS      | $111557.04    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| PETROLEO BRASILEIRO-PETROBRAS                     | PETROBRAS PN (PFD REG)                                      | CUSIP: N/A<br>LEI: 5493000J801JZRCMFE49       | Long             | EC               | CORP              | BR        |     50600 | NS      | $259089.65    | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BB SEGURIDADE PARTICIPACOES SA                    | BB SEGURIDADE PARTICIPACOES SA                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |     16800 | NS      | $124660.75    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| VALE SA                                           | VALE S.A.                                                   | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | EC               | CORP              | BR        |      8400 | NS      | $155924.93    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| SITIOS LATINOAMERICA SAB DE CV                    | SITIOS LATINOAMERICA SAB DE CV                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |      4485 | NS      | $2077.89      | 0.01%             |  |  |  | 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        |    108000 | NS      | $52081.06     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NESTLE INDIA LTD                                  | NESTLE INDIA LTD (DEMAT)                                    | CUSIP: N/A<br>LEI: 3358008SYYY9CPWH5D94       | Long             | EC               | CORP              | IN        |       653 | NS      | $151577.94    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| LG INNOTEK CO LTD                                 | LG INNOTEK CO LTD                                           | CUSIP: N/A<br>LEI: 988400KTHH2LMUX7EB48       | Long             | EC               | CORP              | KR        |        36 | NS      | $7934.73      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW ORIENTAL EDUCATION and TECHNOLOGY GROUP INC   | NEW ORIENTAL ED and TECH GR INC - ADR                       | CUSIP: 647581206<br>LEI: 529900NHZVBZQZ8EKN29 | Long             | EC               | CORP              | KY        |       632 | NS      | $26948.48     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CIPLA LTD/INDIA                                   | CIPLA LTD                                                   | CUSIP: N/A<br>LEI: 335800KMJJYEDDK82Q34       | Long             | EC               | CORP              | IN        |     15148 | NS      | $188211.18    | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| H WORLD GROUP LTD                                 | H WORLD GROUP LTD ADR                                       | CUSIP: 44332N106<br>LEI: 549300Y5ML31FVN83730 | Long             | EC               | CORP              | KY        |       535 | NS      | $25401.80     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC ASSET MANAGEMENT CO LTD                      | HDFC ASSET MANAGEMENT CO LTD                                | CUSIP: N/A<br>LEI: 3358002FLK8AK8WSEP31       | Long             | EC               | CORP              | IN        |      2782 | NS      | $64189.36     | 0.29%             |  |  |  | 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        |      5157 | NS      | $76764.50     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| GRUPO DE INVERSIONES SURAMERICANA S A             | SURAMERICANA DE INVERSIONES SA                              | CUSIP: N/A<br>LEI: 549300AC1Q176TZL0305       | Long             | EC               | CORP              | CO        |      9117 | NS      | $80320.80     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| BEIJING ENTERPRISES HOLDINGS LTD                  | BEIJING ENTERPRISES HLDGS LTD                               | CUSIP: N/A<br>LEI: 529900896ODARUEY2V26       | Long             | EC               | CORP              | HK        |     89500 | NS      | $303716.89    | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| BAJAJ AUTO LTD                                    | BAJAJ AUTO LTD                                              | CUSIP: N/A<br>LEI: 335800DLAO5NCNN8G863       | Long             | EC               | CORP              | IN        |      1336 | NS      | $62263.64     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SOC QUIMICA Y MINERA DE CHILE                     | SOC QUIMICA Y MIN CH PFD B                                  | CUSIP: N/A<br>LEI: TJ88LXZZW5PWIN93ZC81       | Long             | EC               | CORP              | CL        |       510 | NS      | $49439.80     | 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        |     28110 | NS      | $16595.46     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WPG HOLDING CO LTD                                | WPG HOLDING CO LTD                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     48000 | NS      | $76256.45     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| INFOSYS LTD                                       | INFOSYS LTD                                                 | CUSIP: N/A<br>LEI: 335800TYLGG93MM7PR89       | Long             | EC               | CORP              | IN        |      9984 | NS      | $186905.82    | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| COAL INDIA LTD                                    | COAL INDIA LTD                                              | CUSIP: N/A<br>LEI: 335800NLJQZNHM9LBB31       | Long             | EC               | CORP              | IN        |     82436 | NS      | $226242.13    | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TIME DOTCOM BHD                                   | TIME DOTCOM BHD                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |     50700 | NS      | $62517.03     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITEC BANK HOLDINGS LTD                         | CAPITEC BANK HOLDINGS LIMITED                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ZA        |       772 | NS      | $79370.59     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMSUNG ELECTRO-MECHANICS CO                      | SAMSUNG ELECTRO-MECHANICS CO                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       151 | NS      | $17492.86     | 0.08%             |  |  |  | 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        |     63492 | NS      | $131706.11    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-02

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

**Signature:** Stacie M. Smith

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

**Title:** President and Treasurer