# EDGAR Filing Document

**Accession Number:** 0000945908
**File Stem:** 0000035402-26-003324
**Filing Date:** 2026-5
**Character Count:** 175349
**Document Hash:** 2ca11cb618aa48b0af19ef31cfd5f1be
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-003324.hdr.sgml**: 20260526

**ACCESSION NUMBER**: 0000035402-26-003324

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260526

**DATE AS OF CHANGE**: 20260526

**PERIOD START**: 20260630

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07319
- **FILM NUMBER:** 261017433

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

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

## Series and Classes Contracts Data

### Fidelity Enhanced International ETF (Series ID: S000081802)

| Class ID   | Class Name                          | Ticker Symbol   |
|:---|:---|:---|
| C000244833 | Fidelity Enhanced International ETF | FENI            |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity® Enhanced International ETF**

**March 31, 2026**

ITE-NPRT3-0526

1.9910068.101 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 97.3%** | &nbsp;&nbsp;**Common Stocks - 97.3%** | &nbsp;&nbsp;**Common Stocks - 97.3%** |
|  | Shares | Value ($)<br>|
| AUSTRALIA - 5.8%  |  |  |
| Communication Services - 0.5% |  |  |
| Diversified Telecommunication Services - 0.5% |  |  |
| Telstra Group Ltd  | 10906268 | 40107076 |
| Interactive Media & Services - 0.0% |  |  |
| CAR Group Ltd  | 10 | 157 |
| TOTAL COMMUNICATION SERVICES |  | 40107233 |
| Consumer Discretionary - 0.7% |  |  |
| Broadline Retail - 0.5% |  |  |
| Wesfarmers Ltd  | 807957 | 40643675 |
| Hotels, Restaurants & Leisure - 0.2% |  |  |
| Aristocrat Leisure Ltd  | 496689 | 15534163 |
| TOTAL CONSUMER DISCRETIONARY |  | 56177838 |
| Consumer Staples - 0.0% |  |  |
| Consumer Staples Distribution & Retail - 0.0% |  |  |
| Woolworths Group Ltd  | 158296 | 3976566 |
| Energy - 0.4% |  |  |
| Oil, Gas & Consumable Fuels - 0.4% |  |  |
| Santos Ltd  | 2194542 | 12052429 |
| Woodside Energy Group Ltd  | 784985 | 18983094 |
| TOTAL ENERGY |  | 31035523 |
| Financials - 1.5% |  |  |
| Banks - 0.9% |  |  |
| ANZ Group Holdings Ltd  | 111326 | 2762833 |
| Commonwealth Bank of Australia  | 306527 | 35466589 |
| National Australia Bank Ltd  | 1189039 | 33996442 |
| Westpac Banking Corp  | 95731 | 2606977 |
|  |  | 74832841 |
| Capital Markets - 0.3% |  |  |
| Macquarie Group Ltd  | 161168 | 22454184 |
| Insurance - 0.3% |  |  |
| Medibank Pvt Ltd  | 129 | 388 |
| QBE Insurance Group Ltd  | 1586800 | 23242873 |
|  |  | 23243261 |
| TOTAL FINANCIALS |  | 120530286 |
| Industrials - 0.1% |  |  |
| Commercial Services & Supplies - 0.1% |  |  |
| Brambles Ltd  | 559902 | 8730479 |
| Trading Companies & Distributors - 0.0% |  |  |
| SGH Ltd  | 70873 | 1976002 |
| Transportation Infrastructure - 0.0% |  |  |
| Transurban Group unit  | 74214 | 717367 |
| TOTAL INDUSTRIALS |  | 11423848 |
| Materials - 2.6% |  |  |
| Metals & Mining - 2.6% |  |  |
| BHP Group Ltd  | 1740823 | 60522464 |
| BHP Group Ltd ADR (c) | 163334 | 11880915 |
| Evolution Mining Ltd  | 2954827 | 25728178 |
| Fortescue Ltd  | 1776180 | 24889405 |
| Northern Star Resources Ltd  | 4072 | 57201 |
| Rio Tinto Ltd  | 246161 | 27417075 |
| Rio Tinto PLC  | 177078 | 16275378 |
| Rio Tinto PLC ADR (c) | 272560 | 25427122 |
| South32 Ltd  | 3946009 | 11625284 |
| TOTAL MATERIALS |  | 203823022 |
| Utilities - 0.0% |  |  |
| Electric Utilities - 0.0% |  |  |
| Origin Energy Ltd  | 446897 | 3817207 |
| TOTAL AUSTRALIA |  | 470891523 |
| AUSTRIA - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| Erste Group Bank AG  | 64809 | 6929127 |
| BELGIUM - 0.3%  |  |  |
| Consumer Staples - 0.1% |  |  |
| Beverages - 0.1% |  |  |
| Anheuser-Busch InBev SA/NV  | 102364 | 7065917 |
| Financials - 0.2% |  |  |
| Banks - 0.2% |  |  |
| KBC Group NV  | 113233 | 13676999 |
| Financial Services - 0.0% |  |  |
| Groupe Bruxelles Lambert NV  | 17615 | 1583013 |
| Insurance - 0.0% |  |  |
| Ageas SA/NV  | 11854 | 863876 |
| TOTAL FINANCIALS |  | 16123888 |
| Utilities - 0.0% |  |  |
| Electric Utilities - 0.0% |  |  |
| Elia Group SA/NV  | 7355 | 1120468 |
| TOTAL BELGIUM |  | 24310273 |
| CHINA - 1.7%  |  |  |
| Consumer Discretionary - 0.7% |  |  |
| Broadline Retail - 0.7% |  |  |
| Prosus NV Class N  | 1290166 | 58128472 |
| Financials - 0.3% |  |  |
| Banks - 0.3% |  |  |
| BOC Hong Kong Holdings Ltd  | 3966000 | 21647809 |
| Industrials - 0.7% |  |  |
| Machinery - 0.5% |  |  |
| Yangzijiang Shipbuildling (Holdings) Ltd  | 14104505 | 41467705 |
| Marine Transportation - 0.2% |  |  |
| SITC International Holdings Co Ltd  | 3196108 | 13891160 |
| TOTAL INDUSTRIALS |  | 55358865 |
| TOTAL CHINA |  | 135135146 |
| COTE D'IVOIRE - 0.0%  |  |  |
| Materials - 0.0% |  |  |
| Metals & Mining - 0.0% |  |  |
| Endeavour Mining PLC (United Kingdom)  | 92192 | 5442329 |
| DENMARK - 1.3%  |  |  |
| Financials - 0.6% |  |  |
| Banks - 0.6% |  |  |
| Danske Bank A/S  | 995486 | 48086722 |
| Health Care - 0.5% |  |  |
| Biotechnology - 0.4% |  |  |
| Genmab A/S (b) | 104410 | 27664160 |
| Genmab A/S ADR (b) | 156871 | 4208849 |
|  |  | 31873009 |
| Pharmaceuticals - 0.1% |  |  |
| Novo Nordisk A/S Class B ADR  | 504 | 18522 |
| Novo Nordisk A/S Series B  | 163370 | 5834643 |
|  |  | 5853165 |
| TOTAL HEALTH CARE |  | 37726174 |
| Industrials - 0.2% |  |  |
| Electrical Equipment - 0.2% |  |  |
| Vestas Wind Systems A/S  | 698380 | 20540271 |
| TOTAL DENMARK |  | 106353167 |
| FINLAND - 1.7%  |  |  |
| Energy - 0.1% |  |  |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |
| Neste Oyj  | 132915 | 4293953 |
| Financials - 0.7% |  |  |
| Banks - 0.3% |  |  |
| Nordea Bank Abp  | 1693901 | 28732116 |
| Insurance - 0.4% |  |  |
| Sampo Oyj A Shares  | 2795033 | 29728339 |
| TOTAL FINANCIALS |  | 58460455 |
| Industrials - 0.9% |  |  |
| Machinery - 0.9% |  |  |
| Kone Oyj B Shares  | 605291 | 38325492 |
| Wartsila OYJ Abp  | 931552 | 34143247 |
| TOTAL INDUSTRIALS |  | 72468739 |
| Materials - 0.0% |  |  |
| Paper & Forest Products - 0.0% |  |  |
| UPM-Kymmene Oyj  | 38546 | 1194031 |
| TOTAL FINLAND |  | 136417178 |
| FRANCE - 8.0%  |  |  |
| Communication Services - 0.1% |  |  |
| Diversified Telecommunication Services - 0.1% |  |  |
| Orange SA  | 316004 | 6455851 |
| Consumer Discretionary - 0.3% |  |  |
| Hotels, Restaurants & Leisure - 0.1% |  |  |
| FDJ UNITED (c) | 184001 | 5355221 |
| Sodexo SA  | 39901 | 2033873 |
|  |  | 7389094 |
| Textiles, Apparel & Luxury Goods - 0.2% |  |  |
| LVMH Moet Hennessy Louis Vuitton SE  | 27730 | 14843152 |
| TOTAL CONSUMER DISCRETIONARY |  | 22232246 |
| Consumer Staples - 0.7% |  |  |
| Consumer Staples Distribution & Retail - 0.0% |  |  |
| Carrefour SA  | 157558 | 2896514 |
| Food Products - 0.7% |  |  |
| Danone SA  | 716212 | 57153635 |
| TOTAL CONSUMER STAPLES |  | 60050149 |
| Energy - 0.7% |  |  |
| Oil, Gas & Consumable Fuels - 0.7% |  |  |
| TotalEnergies SE  | 604999 | 56579400 |
| Financials - 2.4% |  |  |
| Banks - 2.2% |  |  |
| BNP Paribas SA  | 827974 | 77508545 |
| Credit Agricole SA  | 2489401 | 45836570 |
| Societe Generale SA Series A  | 811389 | 57921244 |
|  |  | 181266359 |
| Insurance - 0.2% |  |  |
| AXA SA  | 374411 | 16981618 |
| TOTAL FINANCIALS |  | 198247977 |
| Health Care - 0.0% |  |  |
| Health Care Equipment & Supplies - 0.0% |  |  |
| EssilorLuxottica SA  | 42 | 9631 |
| Pharmaceuticals - 0.0% |  |  |
| Ipsen SA  | 4557 | 844860 |
| TOTAL HEALTH CARE |  | 854491 |
| Industrials - 1.9% |  |  |
| Aerospace & Defense - 0.9% |  |  |
| Airbus SE  | 26523 | 4930196 |
| Safran SA  | 154533 | 49905581 |
| Thales SA  | 49719 | 14487609 |
|  |  | 69323386 |
| Building Products - 0.0% |  |  |
| Cie de Saint-Gobain SA  | 44204 | 3579589 |
| Construction & Engineering - 0.4% |  |  |
| Bouygues SA  | 6 | 342 |
| Eiffage SA  | 194423 | 29472530 |
| Vinci SA  | 240 | 35605 |
|  |  | 29508477 |
| Electrical Equipment - 0.5% |  |  |
| Legrand SA  | 292974 | 44598098 |
| Transportation Infrastructure - 0.1% |  |  |
| Getlink SE Series A  | 269218 | 5778531 |
| TOTAL INDUSTRIALS |  | 152788081 |
| Information Technology - 0.5% |  |  |
| IT Services - 0.5% |  |  |
| Capgemini SE  | 339418 | 39427788 |
| Materials - 0.0% |  |  |
| Chemicals - 0.0% |  |  |
| Air Liquide SA  | 15082 | 3101596 |
| Real Estate - 0.2% |  |  |
| Diversified REITs - 0.2% |  |  |
| Covivio SA/France  | 133164 | 7888278 |
| Office REITs - 0.0% |  |  |
| Gecina SA  | 32251 | 2527402 |
| Retail REITs - 0.0% |  |  |
| Klepierre SA  | 72084 | 2701179 |
| TOTAL REAL ESTATE |  | 13116859 |
| Utilities - 1.2% |  |  |
| Multi-Utilities - 1.2% |  |  |
| Engie SA  | 1887587 | 60456776 |
| Veolia Environnement SA  | 970109 | 36621674 |
| TOTAL UTILITIES |  | 97078450 |
| TOTAL FRANCE |  | 649932888 |
| GERMANY - 8.8%  |  |  |
| Communication Services - 1.2% |  |  |
| Diversified Telecommunication Services - 1.1% |  |  |
| Deutsche Telekom AG  | 2474316 | 91375024 |
| Interactive Media & Services - 0.1% |  |  |
| Scout24 SE (d)(e) | 53847 | 4107778 |
| TOTAL COMMUNICATION SERVICES |  | 95482802 |
| Consumer Discretionary - 0.3% |  |  |
| Automobile Components - 0.0% |  |  |
| Aumovio SE  | 5410 | 208980 |
| Automobiles - 0.2% |  |  |
| Mercedes-Benz Group AG  | 266301 | 16125852 |
| Volkswagen AG  | 9124 | 932792 |
|  |  | 17058644 |
| Specialty Retail - 0.1% |  |  |
| Zalando SE (b)(d)(e) | 344304 | 8178156 |
| TOTAL CONSUMER DISCRETIONARY |  | 25445780 |
| Financials - 1.9% |  |  |
| Banks - 0.0% |  |  |
| Commerzbank AG  | 89174 | 3173579 |
| Capital Markets - 0.6% |  |  |
| Deutsche Bank AG  | 1634639 | 47452218 |
| Deutsche Boerse AG  | 6141 | 1782327 |
|  |  | 49234545 |
| Insurance - 1.3% |  |  |
| Allianz SE  | 198621 | 82486688 |
| Hannover Rueck SE  | 12 | 3714 |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen  | 1310 | 816740 |
| Talanx AG  | 167455 | 20439182 |
|  |  | 103746324 |
| TOTAL FINANCIALS |  | 156154448 |
| Health Care - 0.3% |  |  |
| Health Care Providers & Services - 0.1% |  |  |
| Fresenius Medical Care AG  | 257219 | 11467114 |
| Pharmaceuticals - 0.2% |  |  |
| Bayer AG  | 251938 | 11469012 |
| TOTAL HEALTH CARE |  | 22936126 |
| Industrials - 2.9% |  |  |
| Air Freight & Logistics - 0.3% |  |  |
| Deutsche Post AG  | 430766 | 22281065 |
| Construction & Engineering - 0.0% |  |  |
| HOCHTIEF AG  | 2611 | 1155261 |
| Electrical Equipment - 1.1% |  |  |
| Siemens Energy AG  | 550844 | 90569585 |
| Industrial Conglomerates - 1.3% |  |  |
| Siemens AG  | 441725 | 105023806 |
| Machinery - 0.2% |  |  |
| Daimler Truck Holding AG  | 43106 | 2066204 |
| Gea Group Ag  | 40873 | 2891275 |
| Knorr-Bremse AG  | 63752 | 7158765 |
| Rational AG  | 5617 | 4038279 |
|  |  | 16154523 |
| TOTAL INDUSTRIALS |  | 235184240 |
| Information Technology - 0.5% |  |  |
| Software - 0.5% |  |  |
| SAP SE  | 226950 | 38534831 |
| Materials - 0.5% |  |  |
| Chemicals - 0.4% |  |  |
| Evonik Industries AG  | 1328709 | 25724454 |
| Symrise AG  | 56 | 4741 |
|  |  | 25729195 |
| Construction Materials - 0.1% |  |  |
| Heidelberg Materials AG  | 55262 | 11392032 |
| TOTAL MATERIALS |  | 37121227 |
| Real Estate - 0.4% |  |  |
| Real Estate Management & Development - 0.4% |  |  |
| Vonovia SE  | 1409390 | 35122177 |
| Utilities - 0.8% |  |  |
| Independent Power and Renewable Electricity Producers - 0.8% |  |  |
| RWE AG  | 933907 | 62263046 |
| Multi-Utilities - 0.0% |  |  |
| E.ON SE  | 187227 | 4103064 |
| TOTAL UTILITIES |  | 66366110 |
| TOTAL GERMANY |  | 712347741 |
| HONG KONG - 2.5%  |  |  |
| Consumer Staples - 0.4% |  |  |
| Food Products - 0.4% |  |  |
| WH Group Ltd (d)(e) | 27341251 | 35775294 |
| Financials - 1.6% |  |  |
| Capital Markets - 0.5% |  |  |
| Futu Holdings Ltd Class A ADR (b) | 68166 | 9322382 |
| Hong Kong Exchanges & Clearing Ltd  | 655901 | 32505628 |
|  |  | 41828010 |
| Insurance - 1.1% |  |  |
| AIA Group Ltd  | 7509958 | 81265615 |
| TOTAL FINANCIALS |  | 123093625 |
| Industrials - 0.2% |  |  |
| Machinery - 0.2% |  |  |
| Techtronic Industries Co Ltd  | 1232300 | 16045737 |
| Real Estate - 0.2% |  |  |
| Real Estate Management & Development - 0.2% |  |  |
| CK Asset Holdings Ltd  | 187382 | 1062465 |
| Sun Hung Kai Properties Ltd  | 916367 | 15099043 |
| TOTAL REAL ESTATE |  | 16161508 |
| Utilities - 0.1% |  |  |
| Electric Utilities - 0.1% |  |  |
| CLP Holdings Ltd  | 1013413 | 9499293 |
| Power Assets Holdings Ltd  | 289500 | 2253988 |
| TOTAL UTILITIES |  | 11753281 |
| TOTAL HONG KONG |  | 202829445 |
| INDONESIA - 0.1%  |  |  |
| Industrials - 0.1% |  |  |
| Industrial Conglomerates - 0.1% |  |  |
| Jardine Matheson Holdings Ltd (Singapore)  | 100464 | 7148014 |
| IRELAND - 0.5%  |  |  |
| Industrials - 0.5% |  |  |
| Trading Companies & Distributors - 0.5% |  |  |
| AerCap Holdings NV  | 287090 | 39383006 |
| ISRAEL - 1.5%  |  |  |
| Financials - 1.2% |  |  |
| Banks - 1.2% |  |  |
| Bank Hapoalim BM  | 1708512 | 39839743 |
| Bank Leumi Le-Israel BM  | 1663160 | 36915033 |
| Israel Discount Bank Ltd Class A  | 137286 | 1374475 |
| Mizrahi Tefahot Bank Ltd  | 161048 | 11667695 |
|  |  | 89796946 |
| Insurance - 0.0% |  |  |
| Phoenix Financial Ltd  | 57872 | 3055291 |
| TOTAL FINANCIALS |  | 92852237 |
| Industrials - 0.2% |  |  |
| Aerospace & Defense - 0.2% |  |  |
| Elbit Systems Ltd  | 19085 | 16005834 |
| Information Technology - 0.1% |  |  |
| IT Services - 0.0% |  |  |
| Wix.com Ltd (b) | 9425 | 848910 |
| Software - 0.1% |  |  |
| Nice Ltd (b) | 5126 | 565534 |
| Nice Ltd ADR (b)(c) | 90297 | 9956147 |
|  |  | 10521681 |
| TOTAL INFORMATION TECHNOLOGY |  | 11370591 |
| TOTAL ISRAEL |  | 120228662 |
| ITALY - 2.3%  |  |  |
| Communication Services - 0.0% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| Telecom Italia SpA/Milano rights 4/1/2026 (b) | 9379435 | 217 |
| Consumer Staples - 0.1% |  |  |
| Beverages - 0.1% |  |  |
| Coca-Cola HBC AG  | 279444 | 15704768 |
| Energy - 0.3% |  |  |
| Oil, Gas & Consumable Fuels - 0.3% |  |  |
| Eni SpA  | 949708 | 27278342 |
| Financials - 0.8% |  |  |
| Banks - 0.8% |  |  |
| Banca Monte dei Paschi di Siena SpA (c) | 1299441 | 11155049 |
| Intesa Sanpaolo SpA  | 7547502 | 45023430 |
| UniCredit SpA  | 54152 | 3809324 |
|  |  | 59987803 |
| Financial Services - 0.0% |  |  |
| Banca Mediolanum SpA  | 59803 | 1194451 |
| Nexi SpA (c)(d)(e) | 725980 | 2668414 |
|  |  | 3862865 |
| TOTAL FINANCIALS |  | 63850668 |
| Industrials - 0.6% |  |  |
| Aerospace & Defense - 0.6% |  |  |
| Leonardo SpA  | 670819 | 45002251 |
| Utilities - 0.5% |  |  |
| Electric Utilities - 0.5% |  |  |
| Enel SpA  | 3494049 | 37861843 |
| TOTAL ITALY |  | 189698089 |
| JAPAN - 21.9%  |  |  |
| Communication Services - 1.0% |  |  |
| Entertainment - 0.2% |  |  |
| Konami Group Corp  | 100980 | 12302374 |
| Nexon Co Ltd  | 239291 | 4416265 |
|  |  | 16718639 |
| Wireless Telecommunication Services - 0.8% |  |  |
| SoftBank Group Corp  | 2783350 | 62347181 |
| TOTAL COMMUNICATION SERVICES |  | 79065820 |
| Consumer Discretionary - 5.0% |  |  |
| Automobile Components - 0.7% |  |  |
| Aisin Corp  | 1335427 | 18242688 |
| Bridgestone Corp  | 554136 | 11407091 |
| Denso Corp  | 1430500 | 17553944 |
| Sumitomo Electric Industries Ltd  | 118828 | 6274400 |
|  |  | 53478123 |
| Automobiles - 1.7% |  |  |
| Isuzu Motors Ltd  | 64667 | 904983 |
| Subaru Corp  | 484900 | 7587972 |
| Suzuki Motor Corp  | 3797798 | 44880566 |
| Toyota Motor Corp  | 4238408 | 84445015 |
|  |  | 137818536 |
| Household Durables - 1.6% |  |  |
| Panasonic Holdings Corp  | 2910219 | 47411053 |
| Sony Group Corp  | 4101965 | 82941342 |
|  |  | 130352395 |
| Leisure Products - 0.4% |  |  |
| Bandai Namco Holdings Inc  | 1498114 | 36502989 |
| Textiles, Apparel & Luxury Goods - 0.6% |  |  |
| Asics Corp  | 1772800 | 46424226 |
| TOTAL CONSUMER DISCRETIONARY |  | 404576269 |
| Consumer Staples - 1.1% |  |  |
| Beverages - 0.1% |  |  |
| Kirin Holdings Co Ltd  | 487440 | 7755181 |
| Consumer Staples Distribution & Retail - 0.2% |  |  |
| Aeon Co Ltd  | 1222500 | 14516249 |
| Food Products - 0.2% |  |  |
| Ajinomoto Co Inc  | 588882 | 16315265 |
| Tobacco - 0.6% |  |  |
| Japan Tobacco Inc  | 1354453 | 51377128 |
| TOTAL CONSUMER STAPLES |  | 89963823 |
| Energy - 1.0% |  |  |
| Oil, Gas & Consumable Fuels - 1.0% |  |  |
| ENEOS Holdings Inc (c) | 2252360 | 20017982 |
| Idemitsu Kosan Co Ltd  | 479700 | 4659320 |
| Inpex Corp  | 1889936 | 55707890 |
| TOTAL ENERGY |  | 80385192 |
| Financials - 2.0% |  |  |
| Banks - 0.6% |  |  |
| Japan Post Bank Co Ltd  | 384918 | 6105863 |
| Mitsubishi UFJ Financial Group Inc  | 2229408 | 36523493 |
| Sumitomo Mitsui Financial Group Inc  | 220738 | 6962694 |
|  |  | 49592050 |
| Capital Markets - 1.0% |  |  |
| Daiwa Securities Group Inc  | 4553727 | 41891821 |
| Nomura Holdings Inc  | 4333748 | 32877556 |
| SBI Holdings Inc  | 207482 | 3724623 |
|  |  | 78494000 |
| Financial Services - 0.3% |  |  |
| ORIX Corp  | 714800 | 20749716 |
| Insurance - 0.1% |  |  |
| Daiichi Life Group Inc  | 1288014 | 11532515 |
| TOTAL FINANCIALS |  | 160368281 |
| Health Care - 1.6% |  |  |
| Health Care Equipment & Supplies - 0.3% |  |  |
| Hoya Corp  | 57296 | 9585134 |
| Terumo Corp  | 1399789 | 18592705 |
|  |  | 28177839 |
| Pharmaceuticals - 1.3% |  |  |
| Astellas Pharma Inc  | 3629604 | 57609859 |
| Eisai Co Ltd  | 217963 | 6689756 |
| Kyowa Kirin Co Ltd  | 235780 | 3830004 |
| Otsuka Holdings Co Ltd  | 279417 | 19384274 |
| Shionogi & Co Ltd  | 778300 | 17012209 |
|  |  | 104526102 |
| TOTAL HEALTH CARE |  | 132703941 |
| Industrials - 5.7% |  |  |
| Building Products - 0.1% |  |  |
| AGC Inc  | 135340 | 4688569 |
| Construction & Engineering - 0.2% |  |  |
| Obayashi Corp (c) | 572300 | 13544367 |
| Taisei Corp  | 58000 | 5867427 |
|  |  | 19411794 |
| Electrical Equipment - 0.7% |  |  |
| Fujikura Ltd  | 170136 | 4384588 |
| Mitsubishi Electric Corp  | 1376630 | 43266630 |
| NIDEC CORP  | 774992 | 9600418 |
|  |  | 57251636 |
| Ground Transportation - 0.5% |  |  |
| Central Japan Railway Co  | 1573655 | 40495303 |
| Industrial Conglomerates - 1.1% |  |  |
| Hitachi Ltd  | 3148100 | 88548681 |
| Machinery - 1.2% |  |  |
| Daifuku Co Ltd (c) | 583600 | 19938119 |
| FANUC Corp  | 352800 | 11786305 |
| Kubota Corp  | 882446 | 13661635 |
| Makita Corp  | 1138500 | 36420810 |
| Mitsubishi Heavy Industries Ltd  | 365084 | 9714563 |
| SMC Corp  | 9100 | 3432891 |
|  |  | 94954323 |
| Marine Transportation - 0.2% |  |  |
| Nippon Yusen KK (c) | 427072 | 15521573 |
| Professional Services - 0.1% |  |  |
| Recruit Holdings Co Ltd  | 270144 | 11108407 |
| Trading Companies & Distributors - 1.6% |  |  |
| ITOCHU Corp  | 787348 | 9795650 |
| Mitsubishi Corp  | 458500 | 15360855 |
| Mitsui & Co Ltd  | 1043731 | 39189648 |
| Sumitomo Corp  | 1144441 | 41680281 |
| Toyota Tsusho Corp  | 679900 | 25490092 |
|  |  | 131516526 |
| TOTAL INDUSTRIALS |  | 463496812 |
| Information Technology - 3.6% |  |  |
| Electronic Equipment, Instruments & Components - 0.9% |  |  |
| Kyocera Corp  | 227074 | 3402426 |
| Murata Manufacturing Co Ltd  | 1449600 | 31137560 |
| TDK Corp  | 667800 | 8272548 |
| Yokogawa Electric Corp  | 879594 | 26292769 |
|  |  | 69105303 |
| IT Services - 0.5% |  |  |
| NEC Corp  | 1787506 | 43317779 |
| Otsuka Corp  | 88900 | 1692239 |
|  |  | 45010018 |
| Semiconductors & Semiconductor Equipment - 2.2% |  |  |
| Advantest Corp  | 572200 | 73298422 |
| Kioxia Holdings Corp (b) | 28772 | 3459058 |
| Lasertec Corp  | 6009 | 1262721 |
| Renesas Electronics Corp  | 3456358 | 46856458 |
| Tokyo Electron Ltd  | 233700 | 54822791 |
|  |  | 179699450 |
| TOTAL INFORMATION TECHNOLOGY |  | 293814771 |
| Materials - 0.5% |  |  |
| Chemicals - 0.4% |  |  |
| Asahi Kasei Corp  | 1651359 | 15701464 |
| Mitsubishi Chemical Group Corp  | 2082473 | 11796372 |
| Nippon Paint Holdings Co Ltd  | 567268 | 3489285 |
|  |  | 30987121 |
| Metals & Mining - 0.1% |  |  |
| Sumitomo Metal Mining Co Ltd  | 148392 | 8279582 |
| TOTAL MATERIALS |  | 39266703 |
| Real Estate - 0.1% |  |  |
| Real Estate Management & Development - 0.1% |  |  |
| Mitsui Fudosan Co Ltd  | 1515725 | 15810987 |
| Utilities - 0.3% |  |  |
| Electric Utilities - 0.1% |  |  |
| Kansai Electric Power Co Inc/The  | 250300 | 4076118 |
| Gas Utilities - 0.2% |  |  |
| Osaka Gas Co Ltd  | 81800 | 3288906 |
| Tokyo Gas Co Ltd  | 280249 | 13097299 |
|  |  | 16386205 |
| TOTAL UTILITIES |  | 20462323 |
| TOTAL JAPAN |  | 1779914922 |
| LUXEMBOURG - 0.2%  |  |  |
| Health Care - 0.0% |  |  |
| Life Sciences Tools & Services - 0.0% |  |  |
| Eurofins Scientific SE  | 12511 | 906116 |
| Materials - 0.2% |  |  |
| Metals & Mining - 0.2% |  |  |
| ArcelorMittal SA  | 318412 | 16134721 |
| TOTAL LUXEMBOURG |  | 17040837 |
| MACAU - 0.1%  |  |  |
| Consumer Discretionary - 0.1% |  |  |
| Hotels, Restaurants & Leisure - 0.1% |  |  |
| Galaxy Entertainment Group Ltd  | 1922576 | 8581615 |
| MEXICO - 0.4%  |  |  |
| Materials - 0.4% |  |  |
| Metals & Mining - 0.4% |  |  |
| Fresnillo PLC  | 830166 | 36304607 |
| NETHERLANDS - 5.2%  |  |  |
| Communication Services - 0.5% |  |  |
| Diversified Telecommunication Services - 0.5% |  |  |
| Koninklijke KPN NV  | 6882401 | 38207977 |
| Consumer Staples - 0.1% |  |  |
| Beverages - 0.1% |  |  |
| Heineken Holding NV Class A  | 58689 | 4161719 |
| Financials - 1.4% |  |  |
| Banks - 0.7% |  |  |
| ABN AMRO Bank NV depository receipt (d) | 553497 | 17343880 |
| ING Groep NV  | 1450022 | 37048155 |
|  |  | 54392035 |
| Insurance - 0.7% |  |  |
| ASR Nederland NV  | 128325 | 8777841 |
| NN Group NV  | 635053 | 49223785 |
|  |  | 58001626 |
| TOTAL FINANCIALS |  | 112393661 |
| Health Care - 0.2% |  |  |
| Biotechnology - 0.2% |  |  |
| Argenx SE (b) | 19394 | 13916198 |
| Health Care Equipment & Supplies - 0.0% |  |  |
| Koninklijke Philips NV  | 204747 | 5523570 |
| TOTAL HEALTH CARE |  | 19439768 |
| Industrials - 0.0% |  |  |
| Professional Services - 0.0% |  |  |
| Wolters Kluwer NV  | 48633 | 3632448 |
| Information Technology - 3.0% |  |  |
| Semiconductors & Semiconductor Equipment - 3.0% |  |  |
| ASM International NV  | 6864 | 5053802 |
| ASML Holding NV  | 185151 | 239516393 |
| TOTAL INFORMATION TECHNOLOGY |  | 244570195 |
| TOTAL NETHERLANDS |  | 422405768 |
| NEW ZEALAND - 0.0%  |  |  |
| Utilities - 0.0% |  |  |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |
| Meridian Energy Ltd  | 1746480 | 5549989 |
| NORWAY - 0.8%  |  |  |
| Communication Services - 0.0% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| Telenor ASA  | 153403 | 2698007 |
| Financials - 0.2% |  |  |
| Insurance - 0.2% |  |  |
| Gjensidige Forsikring ASA  | 476990 | 12413789 |
| Industrials - 0.6% |  |  |
| Aerospace & Defense - 0.6% |  |  |
| Kongsberg Gruppen ASA  | 1141746 | 48668856 |
| TOTAL NORWAY |  | 63780652 |
| PORTUGAL - 0.2%  |  |  |
| Energy - 0.2% |  |  |
| Oil, Gas & Consumable Fuels - 0.2% |  |  |
| Galp Energia SGPS SA  | 517517 | 12567594 |
| Utilities - 0.0% |  |  |
| Electric Utilities - 0.0% |  |  |
| EDP SA  | 578867 | 3027603 |
| TOTAL PORTUGAL |  | 15595197 |
| SINGAPORE - 1.8%  |  |  |
| Communication Services - 0.1% |  |  |
| Diversified Telecommunication Services - 0.1% |  |  |
| Singapore Telecommunications Ltd  | 1364600 | 5243154 |
| Consumer Discretionary - 0.1% |  |  |
| Broadline Retail - 0.1% |  |  |
| Sea Ltd Class A ADR (b) | 124938 | 10346116 |
| Financials - 0.8% |  |  |
| Banks - 0.5% |  |  |
| DBS Group Holdings Ltd  | 200 | 8851 |
| Oversea-Chinese Banking Corp Ltd  | 1209208 | 20662908 |
| United Overseas Bank Ltd  | 571126 | 16280445 |
|  |  | 36952204 |
| Capital Markets - 0.3% |  |  |
| Singapore Exchange Ltd  | 1433100 | 21757884 |
| TOTAL FINANCIALS |  | 58710088 |
| Industrials - 0.6% |  |  |
| Aerospace & Defense - 0.6% |  |  |
| Singapore Technologies Engineering Ltd  | 5735655 | 48224648 |
| Passenger Airlines - 0.0% |  |  |
| Singapore Airlines Ltd  | 726227 | 3728007 |
| TOTAL INDUSTRIALS |  | 51952655 |
| Real Estate - 0.2% |  |  |
| Diversified REITs - 0.2% |  |  |
| CapitaLand Integrated Commercial Trust  | 10690307 | 19040836 |
| TOTAL SINGAPORE |  | 145292849 |
| SPAIN - 5.3%  |  |  |
| Communication Services - 0.0% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| Telefonica SA  | 255404 | 1120317 |
| Consumer Discretionary - 0.4% |  |  |
| Hotels, Restaurants & Leisure - 0.0% |  |  |
| Amadeus IT Group SA Class A  | 70884 | 3988414 |
| Specialty Retail - 0.4% |  |  |
| Industria de Diseno Textil SA  | 538584 | 30652999 |
| TOTAL CONSUMER DISCRETIONARY |  | 34641413 |
| Energy - 0.1% |  |  |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |
| Repsol SA  | 216720 | 6174722 |
| Financials - 2.2% |  |  |
| Banks - 2.2% |  |  |
| Banco Bilbao Vizcaya Argentaria SA  | 4061087 | 85665636 |
| Banco Bilbao Vizcaya Argentaria SA ADR  | 8 | 173 |
| Banco Santander SA  | 7906351 | 86724896 |
|  |  | 172390705 |
| Insurance - 0.0% |  |  |
| Mapfre SA  | 359890 | 1586543 |
| TOTAL FINANCIALS |  | 173977248 |
| Industrials - 0.9% |  |  |
| Construction & Engineering - 0.3% |  |  |
| ACS Actividades de Construccion y Servicios SA  | 185879 | 22516096 |
| Transportation Infrastructure - 0.6% |  |  |
| Aena SME SA (d)(e) | 1617852 | 47722253 |
| TOTAL INDUSTRIALS |  | 70238349 |
| Utilities - 1.7% |  |  |
| Electric Utilities - 1.7% |  |  |
| Endesa SA  | 845556 | 35262280 |
| Iberdrola SA  | 4335915 | 98955372 |
|  |  | 134217652 |
| Gas Utilities - 0.0% |  |  |
| Naturgy Energy Group SA  | 231436 | 6928387 |
| TOTAL UTILITIES |  | 141146039 |
| TOTAL SPAIN |  | 427298088 |
| SWEDEN - 2.0%  |  |  |
| Communication Services - 0.1% |  |  |
| Diversified Telecommunication Services - 0.1% |  |  |
| Telia Co AB  | 666411 | 3395886 |
| Wireless Telecommunication Services - 0.0% |  |  |
| Tele2 AB B Shares  | 40609 | 834774 |
| TOTAL COMMUNICATION SERVICES |  | 4230660 |
| Consumer Discretionary - 0.0% |  |  |
| Hotels, Restaurants & Leisure - 0.0% |  |  |
| Evolution AB (e) | 60 | 3709 |
| Financials - 0.9% |  |  |
| Banks - 0.0% |  |  |
| Svenska Handelsbanken AB A Shares  | 10 | 130 |
| Swedbank AB A1 Shares  | 108514 | 3655476 |
|  |  | 3655606 |
| Financial Services - 0.9% |  |  |
| Industrivarden AB A Shares  | 163104 | 8015083 |
| Industrivarden AB C Shares  | 19 | 929 |
| Investor AB B Shares  | 1582891 | 59241472 |
|  |  | 67257484 |
| TOTAL FINANCIALS |  | 70913090 |
| Health Care - 0.0% |  |  |
| Biotechnology - 0.0% |  |  |
| Swedish Orphan Biovitrum AB B Shares (b) | 28784 | 1192511 |
| Industrials - 0.4% |  |  |
| Construction & Engineering - 0.0% |  |  |
| Skanska AB B Shares  | 65631 | 1751242 |
| Machinery - 0.4% |  |  |
| Sandvik AB  | 364269 | 13752462 |
| SKF AB B Shares  | 28 | 663 |
| Volvo AB B Shares  | 407150 | 13139212 |
|  |  | 26892337 |
| TOTAL INDUSTRIALS |  | 28643579 |
| Information Technology - 0.6% |  |  |
| Communications Equipment - 0.6% |  |  |
| Telefonaktiebolaget LM Ericsson B Shares  | 4573119 | 51351064 |
| Materials - 0.0% |  |  |
| Metals & Mining - 0.0% |  |  |
| Boliden AB (b) | 65250 | 3347744 |
| TOTAL SWEDEN |  | 159682357 |
| SWITZERLAND - 3.5%  |  |  |
| Consumer Discretionary - 0.1% |  |  |
| Textiles, Apparel & Luxury Goods - 0.1% |  |  |
| Cie Financiere Richemont SA Series A  | 48555 | 8413326 |
| Financials - 1.1% |  |  |
| Capital Markets - 1.1% |  |  |
| UBS Group AG  | 2310954 | 88813928 |
| Insurance - 0.0% |  |  |
| Helvetia Baloise Holding AG  | 5700 | 1464207 |
| Zurich Insurance Group AG  | 3704 | 2600582 |
|  |  | 4064789 |
| TOTAL FINANCIALS |  | 92878717 |
| Health Care - 0.1% |  |  |
| Health Care Equipment & Supplies - 0.1% |  |  |
| Sonova Holding AG  | 20435 | 4574619 |
| Life Sciences Tools & Services - 0.0% |  |  |
| Lonza Group AG  | 5233 | 3303674 |
| TOTAL HEALTH CARE |  | 7878293 |
| Industrials - 1.9% |  |  |
| Building Products - 0.0% |  |  |
| Geberit AG  | 10 | 6660 |
| Electrical Equipment - 1.2% |  |  |
| ABB Ltd  | 1114738 | 88164121 |
| Machinery - 0.5% |  |  |
| Schindler Holding AG participation certificate  | 79880 | 26013947 |
| VAT Group AG (d)(e) | 20940 | 12669800 |
|  |  | 38683747 |
| Marine Transportation - 0.0% |  |  |
| Kuehne + Nagel International AG  | 10298 | 2322073 |
| Professional Services - 0.2% |  |  |
| SGS SA  | 139552 | 14677743 |
| TOTAL INDUSTRIALS |  | 143854344 |
| Information Technology - 0.0% |  |  |
| Technology Hardware, Storage & Peripherals - 0.0% |  |  |
| Logitech International SA  | 9746 | 881967 |
| Materials - 0.3% |  |  |
| Chemicals - 0.3% |  |  |
| DSM-Firmenich AG  | 105419 | 7486375 |
| EMS-Chemie Holding AG  | 639 | 497470 |
| Givaudan SA  | 5121 | 17189550 |
| TOTAL MATERIALS |  | 25173395 |
| Real Estate - 0.0% |  |  |
| Real Estate Management & Development - 0.0% |  |  |
| Swiss Prime Site AG  | 99 | 16715 |
| Utilities - 0.0% |  |  |
| Electric Utilities - 0.0% |  |  |
| BKW AG  | 7849 | 1533284 |
| TOTAL SWITZERLAND |  | 280630041 |
| UNITED KINGDOM - 11.3%  |  |  |
| Communication Services - 0.6% |  |  |
| Wireless Telecommunication Services - 0.6% |  |  |
| Vodafone Group PLC  | 28743711 | 43105184 |
| Vodafone Group PLC ADR  | 202238 | 3037615 |
| TOTAL COMMUNICATION SERVICES |  | 46142799 |
| Consumer Discretionary - 0.3% |  |  |
| Broadline Retail - 0.0% |  |  |
| Next PLC  | 30 | 5033 |
| Hotels, Restaurants & Leisure - 0.3% |  |  |
| Compass Group PLC  | 767150 | 21171085 |
| Specialty Retail - 0.0% |  |  |
| Kingfisher PLC  | 736 | 2764 |
| TOTAL CONSUMER DISCRETIONARY |  | 21178882 |
| Consumer Staples - 2.4% |  |  |
| Consumer Staples Distribution & Retail - 0.5% |  |  |
| Tesco PLC  | 6238455 | 39064903 |
| Personal Care Products - 0.3% |  |  |
| Unilever PLC  | 269047 | 14953085 |
| Unilever PLC ADR  | 282559 | 16097386 |
|  |  | 31050471 |
| Tobacco - 1.6% |  |  |
| British American Tobacco PLC  | 568711 | 32902522 |
| British American Tobacco PLC ADR  | 908835 | 53139583 |
| Imperial Brands PLC  | 1020833 | 41305406 |
|  |  | 127347511 |
| TOTAL CONSUMER STAPLES |  | 197462885 |
| Financials - 3.9% |  |  |
| Banks - 3.4% |  |  |
| Barclays PLC  | 1539897 | 7937800 |
| Barclays PLC ADR  | 1129303 | 23896051 |
| HSBC Holdings PLC  | 7080863 | 114491166 |
| HSBC Holdings PLC ADR  | 473307 | 39043094 |
| Lloyds Banking Group PLC  | 33284871 | 40681177 |
| NatWest Group PLC  | 5071410 | 37133651 |
| NatWest Group PLC ADR  | 705862 | 10517344 |
| Standard Chartered PLC  | 177427 | 3651799 |
|  |  | 277352082 |
| Capital Markets - 0.0% |  |  |
| 3i Group PLC  | 52 | 1678 |
| London Stock Exchange Group PLC  | 24 | 2816 |
|  |  | 4494 |
| Financial Services - 0.1% |  |  |
| M&G PLC  | 1572158 | 5660071 |
| Insurance - 0.4% |  |  |
| Admiral Group PLC  | 357107 | 14889005 |
| Aviva PLC  | 2518209 | 20011941 |
|  |  | 34900946 |
| TOTAL FINANCIALS |  | 317917593 |
| Health Care - 1.0% |  |  |
| Health Care Equipment & Supplies - 0.1% |  |  |
| Smith & Nephew PLC  | 489779 | 7682017 |
| Pharmaceuticals - 0.9% |  |  |
| Astrazeneca PLC  | 384730 | 74805686 |
| Astrazeneca PLC (United States)  | 82 | 16172 |
|  |  | 74821858 |
| TOTAL HEALTH CARE |  | 82503875 |
| Industrials - 2.2% |  |  |
| Aerospace & Defense - 1.8% |  |  |
| BAE Systems PLC  | 2081732 | 60618371 |
| Rolls-Royce Holdings PLC  | 5904188 | 88463346 |
|  |  | 149081717 |
| Industrial Conglomerates - 0.2% |  |  |
| CK Hutchison Holdings Ltd  | 2572266 | 19551479 |
| Trading Companies & Distributors - 0.2% |  |  |
| Bunzl PLC  | 428386 | 12791784 |
| TOTAL INDUSTRIALS |  | 181424980 |
| Information Technology - 0.3% |  |  |
| Electronic Equipment, Instruments & Components - 0.2% |  |  |
| Halma PLC  | 226315 | 11388911 |
| Software - 0.1% |  |  |
| Sage Group PLC/The  | 950550 | 10540764 |
| TOTAL INFORMATION TECHNOLOGY |  | 21929675 |
| Utilities - 0.6% |  |  |
| Multi-Utilities - 0.6% |  |  |
| National Grid PLC  | 2476049 | 41605304 |
| National Grid PLC ADR  | 101129 | 8555513 |
| TOTAL UTILITIES |  | 50160817 |
| TOTAL UNITED KINGDOM |  | 918721506 |
| UNITED STATES - 10.0%  |  |  |
| Communication Services - 0.3% |  |  |
| Entertainment - 0.3% |  |  |
| Spotify Technology SA (b) | 53825 | 26100281 |
| Consumer Staples - 1.1% |  |  |
| Food Products - 1.1% |  |  |
| Nestle SA  | 922378 | 90461334 |
| Energy - 2.1% |  |  |
| Oil, Gas & Consumable Fuels - 2.1% |  |  |
| BP PLC  | 2624019 | 21057718 |
| Shell PLC  | 2180322 | 103400873 |
| Shell PLC ADR  | 429935 | 39983955 |
| TOTAL ENERGY |  | 164442546 |
| Financials - 0.2% |  |  |
| Insurance - 0.2% |  |  |
| Aegon Ltd  | 2208513 | 15898276 |
| Health Care - 5.6% |  |  |
| Life Sciences Tools & Services - 0.3% |  |  |
| QIAGEN NV (Germany)  | 651912 | 26180791 |
| Pharmaceuticals - 5.3% |  |  |
| GSK PLC  | 1377058 | 37619991 |
| GSK PLC ADR  | 922000 | 50885180 |
| Novartis AG  | 811623 | 122677283 |
| Roche Holding AG  | 282822 | 111310761 |
| Roche Holding AG ADR  | 46714 | 2322153 |
| Roche Holding AG bearer shares  | 22141 | 9060199 |
| Sanofi SA  | 617108 | 59002876 |
| Sanofi SA ADR (c) | 582257 | 28053142 |
|  |  | 420931585 |
| TOTAL HEALTH CARE |  | 447112376 |
| Industrials - 0.4% |  |  |
| Electrical Equipment - 0.2% |  |  |
| Schneider Electric SE  | 69882 | 18505120 |
| Marine Transportation - 0.2% |  |  |
| AP Moller - Maersk A/S Series A  | 1693 | 4119112 |
| AP Moller - Maersk A/S Series B  | 5342 | 13265763 |
|  |  | 17384875 |
| TOTAL INDUSTRIALS |  | 35889995 |
| Information Technology - 0.0% |  |  |
| Software - 0.0% |  |  |
| Monday.com Ltd (b) | 32369 | 2237021 |
| Materials - 0.3% |  |  |
| Construction Materials - 0.3% |  |  |
| CRH PLC (United Kingdom)  | 143006 | 14729983 |
| Holcim AG  | 137395 | 11155182 |
| TOTAL MATERIALS |  | 25885165 |
| TOTAL UNITED STATES |  | 808026994 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $7,225,373,417) |  | <br> **7895872010** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Preferred Stocks - 0.5%** | &nbsp;&nbsp;**Non-Convertible Preferred Stocks - 0.5%** | &nbsp;&nbsp;**Non-Convertible Preferred Stocks - 0.5%** |
|  | Shares | Value ($)<br>|
| GERMANY - 0.5%  |  |  |
| Consumer Discretionary - 0.5% |  |  |
| Automobiles - 0.5% |  |  |
| Volkswagen AG non-voting shares <br>(Cost $49,113,209)<br>| 439852 | **43926014** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 0.1%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 0.1%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 0.1%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 0.1%** |
|  | Yield (%) (f) | Principal<br> Amount (a)<br>| Value ($)<br>|
| US Treasury Bills 0% 4/16/2026 (g) | 3.61 | 3830000 | 3824214 |
| US Treasury Bills 0% 4/2/2026  | 3.51 to 3.56 | 600000 | 599939 |
| US Treasury Bills 0% 4/9/2026  | 3.55 to 3.58 | 620000 | 619502 |
| US Treasury Bills 0% 5/28/2026 (g) | 3.61 | 2810000 | 2793817 |
| <br> **TOTAL U.S. TREASURY OBLIGATIONS**<br> (Cost $7,837,823) |  |  | **7837472** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 2.4%** | &nbsp;&nbsp;**Money Market Funds - 2.4%** | &nbsp;&nbsp;**Money Market Funds - 2.4%** | &nbsp;&nbsp;**Money Market Funds - 2.4%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (h) | 3.69 | 117547595 | 117571105 |
| Fidelity Securities Lending Cash Central Fund (h)(i) | 3.69 | 76213290 | 76220911 |
| <br> **TOTAL MONEY MARKET FUNDS**<br> (Cost $193,792,016) |  |  | **193792016** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 100.3%**<br> (Cost $7,476,116,465)<br>| <br>**8141427512** |
| **NET OTHER ASSETS (LIABILITIES) - (0.3)%**  | **(28012971)** |
| **NET ASSETS - 100.0%** | **8113414541** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  |
|  | Number <br> of contracts | Expiration <br> Date | Notional <br> Amount ($)<br>| Unrealized<br> Appreciation/<br> (Depreciation) ($)<br>|
| LONG |  |  |  |  |
| Equity Contracts |  |  |  |  |
| ICE MSCI EAFE Index Contracts (United States) | 845 | 6/2026 | 122571475 | 1258628 |
| The notional amount of long futures as a percentage of Net Assets is 1.5%. | The notional amount of long futures as a percentage of Net Assets is 1.5%. | The notional amount of long futures as a percentage of Net Assets is 1.5%. | The notional amount of long futures as a percentage of Net Assets is 1.5%. | The notional amount of long futures as a percentage of Net Assets is 1.5%. |

---

**Legend**

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

(b) Non-income producing.

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

(d) Security exempt from registration under Regulation S of the Securities Act of 1933 and may be resold to qualified foreign investors outside of the United States. At the end of the period, the value of securities amounted to $128,465,575 or 1.6% of net assets.

(e) 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 $111,125,404 or 1.4% of net assets.

(f) Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.

(g) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $4,210,673.

(h) 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.

(i) Investment made with cash collateral received from securities on loan.

At period end, the value of non-cash collateral for securities on loan amounted to $15,737,521.

**Affiliated Central Funds**

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period  | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund | 38515325 | 1443147667 | 1364094532 | 2740548 | 2645 | - | 117571105 | 117547595 | 0.2% |
| Fidelity Securities Lending Cash Central Fund | 40843586 | 462998236 | 427618584 | 253937 | (2327) | - | 76220911 | 76213290 | 0.2% |
| Total | 79358911 | 1906145903 | 1791713116 | 2994485 | 318 | - | 193792016 |  |  |

---

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

Amounts in the dividend income column for Fidelity Securities Lending Cash Central Fund represents the income earned on investing cash collateral, less rebates paid to borrowers and any lending agent fees associated with the loan, plus any premium income received for lending certain types of securities.

**Investment Valuation**

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

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

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

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

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

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

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

Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing services or from brokers who make markets in such securities. U.S. Treasury Obligations are valued by pricing services who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

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

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

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

**Derivative Instruments**

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

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

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

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

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

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

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

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

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

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

- **b. EDGAR series identifier (if any):** S000081802

- **c. LEI of Series:** 2549006JF0656LMP5685

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $8234015462.22

**Total Liabilities:** $120685550.91

**Net Assets:** $8113329911.31

**Cash Not Reported:** $48756074.22

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000244833 | 5.70%                | 5.44%                | -9.77%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $53166577.92             | $300252738.98                              |
| Month 2  | $-10200210.47            | $412316657.11                              |
| Month 3  | $9484763.09              | $-886246527.07                             |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ACS ACTIVIDADES DE CONSTRUCCION Y SERVICIOS SA            | ACS ACTIVIDADES CONST Y SRV SA                | CUSIP: N/A<br>LEI: 95980020140005558665       | Long             | EC               | CORP              | ES        |    185879 | NS      | $22516095.90  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| AEGON LTD                                                 | AEGON LTD                                     | CUSIP: N/A<br>LEI: O4QK7KMMK83ITNTHUG69       | Long             | EC               | CORP              | BM        |   2208513 | NS      | $15898276.41  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANTEST CORP                                            | ADVANTEST CORP                                | CUSIP: N/A<br>LEI: 353800EMK32PDKS9XR54       | Long             | EC               | CORP              | JP        |    572200 | NS      | $73298421.60  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR LIQUIDE SA                                            | AIR LIQUIDE SA                                | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |     15082 | NS      | $3101595.70   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRBUS SE                                                 | AIRBUS SE                                     | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |     26523 | NS      | $4930195.98   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AJINOMOTO CO INC                                          | AJINOMOTO CO INC                              | CUSIP: N/A<br>LEI: 353800UT0TLROREPIC92       | Long             | EC               | CORP              | JP        |    588882 | NS      | $16315265.14  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AISIN CORP                                                | AISIN CORP                                    | CUSIP: N/A<br>LEI: 3538004IOK08PDY6I723       | Long             | EC               | CORP              | JP        |   1335427 | NS      | $18242687.60  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTELLAS PHARMA INC                                       | ASTELLAS PHARMA INC                           | CUSIP: N/A<br>LEI: 529900IB708DY2HBBB35       | Long             | EC               | CORP              | JP        |   3629604 | NS      | $57609857.76  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| NESTE OYJ                                                 | NESTE OYJ                                     | CUSIP: N/A<br>LEI: 5493009GY1X8GQ66AM14       | Long             | EC               | CORP              | FI        |    132915 | NS      | $4293953.01   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANZ SE                                                | ALLIANZ SE (REGD)                             | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |    198621 | NS      | $82486687.04  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KONE OYJ                                                  | KONE OYJ B                                    | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |    605291 | NS      | $38325490.71  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTESCUE LTD                                             | FORTESCUE LTD                                 | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |   1776180 | NS      | $24889405.19  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCELORMITTAL SA LUXEMBOURG                               | ARCELORMITTAL SA                              | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | EC               | CORP              | LU        |    318412 | NS      | $16134720.70  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BANDAI NAMCO HOLDINGS INC                                 | BANDAI NAMCO HOLDINGS INC                     | CUSIP: N/A<br>LEI: 3538008EFEM34VRJDQ95       | Long             | EC               | CORP              | JP        |   1498114 | NS      | $36502988.80  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUBISHI CHEMICAL GROUP CORP                            | MITSUBISHI CHEMICAL GROUP CORP                | CUSIP: N/A<br>LEI: 353800YNKX4RQUGAR072       | Long             | EC               | CORP              | JP        |   2082473 | NS      | $11796372.06  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ARISTOCRAT LEISURE LTD                                    | ARISTOCRAT LEISURE LTD                        | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               | CORP              | AU        |    496689 | NS      | $15534163.79  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AGC INC                                                   | AGC INC                                       | CUSIP: N/A<br>LEI: JE4WFFEELMVPFZ0G1E77       | Long             | EC               | CORP              | JP        |    135340 | NS      | $4688568.85   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ASAHI KASEI CORP                                          | ASAHI KASEI CORP                              | CUSIP: N/A<br>LEI: 353800GPI4Z3MGDGN142       | Long             | EC               | CORP              | JP        |   1651359 | NS      | $15701463.29  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML HOLDING NV                                           | ASML HOLDING NV                               | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |    185151 | NS      | $239516393.28 | 2.95%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRAZENECA PLC                                           | ASTRAZENECA PLC                               | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |    384730 | NS      | $74805685.59  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRAZENECA PLC                                           | ASTRAZENECA PLC                               | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |        82 | NS      | $16172.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASM INTL NV                                               | ASM INTERNATIONAL NV (NETH)                   | CUSIP: N/A<br>LEI: 7245001I22ND6ZFHX623       | Long             | EC               | CORP              | NL        |      6864 | NS      | $5053801.58   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ASICS CORP                                                | ASICS CORP                                    | CUSIP: N/A<br>LEI: 3538002LJMRZ83SU0B85       | Long             | EC               | CORP              | JP        |   1772800 | NS      | $46424226.08  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| IPSEN                                                     | IPSEN PROMESSES                               | CUSIP: N/A<br>LEI: 549300M6SGDPB4Z94P11       | Long             | EC               | CORP              | FR        |      4557 | NS      | $844860.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ELIA GROUP                                                | ELIA GROUP                                    | CUSIP: N/A<br>LEI: 549300S1MP1NFDIKT460       | Long             | EC               | CORP              | BE        |      7355 | NS      | $1120468.28   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                                    | AXA SA                                        | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |    374411 | NS      | $16981618.42  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE SYSTEMS PLC                                           | BAE SYSTEMS PLC                               | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |   2081732 | NS      | $60618370.57  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| BP PLC                                                    | BP PLC                                        | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |   2624019 | NS      | $21057717.88  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                               | BNP PARIBAS                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |    827974 | NS      | $77508543.88  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK HAPOALIM B M                                         | BANK HAPOALIM LTD (REG)                       | CUSIP: N/A<br>LEI: B6ARUI4946ST4S7WOU88       | Long             | EC               | CORP              | IL        |   1708512 | NS      | $39839741.70  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA S.A                       | BANCO BILBAO VI ARG SPON ADR                  | CUSIP: 05946K101<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |         8 | NS      | $173.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA S.A                       | BANCO BILBAO VIZ ARGENTARIA SA                | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |   4061087 | NS      | $85665635.70  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK LEUMI LE-ISRAEL                                      | BANK LEUMI LE-ISRAEL BM                       | CUSIP: N/A<br>LEI: 7JDSZWRGUQY2DSTWCR57       | Long             | EC               | CORP              | IL        |   1663160 | NS      | $36915032.41  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                              | BARCLAYS PLC ORD                              | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |   1539897 | NS      | $7937799.79   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                              | BARCLAYS PLC ADR                              | CUSIP: 06738E204<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |   1129303 | NS      | $23896051.48  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| INPEX CORPORATION                                         | INPEX CORP                                    | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               | CORP              | JP        |   1889936 | NS      | $55707889.53  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| BAYER AG                                                  | BAYER AG                                      | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |    251938 | NS      | $11469012.00  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PHOENIX FINANCE LTD                                       | PHOENIX FINANCE LTD                           | CUSIP: N/A<br>LEI: 254900IUA68QTCFYHE30       | Long             | EC               | CORP              | IL        |     57872 | NS      | $3055291.16   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO SANTANDER SA                                        | BANCO SANTANDER SA                            | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |   7906351 | NS      | $86724895.07  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP GROUP LTD                                             | BHP GROUP LTD SPON ADR(AUS)                   | CUSIP: 088606108<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |    163334 | NS      | $11880915.16  | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| BHP GROUP LTD                                             | BHP GROUP LIMITED                             | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |   1740823 | NS      | $60522462.96  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| COVIVIO                                                   | COVIVIO                                       | CUSIP: N/A<br>LEI: 969500P8M3W2XX376054       | Long             | EC               | CORP              | FR        |    133164 | NS      | $7888277.53   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIVA  PLC                                                | AVIVA PLC                                     | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | EC               | CORP              | GB        |   2518209 | NS      | $20011941.04  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMIRAL GROUP PLC                                         | ADMIRAL GROUP PLC                             | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | EC               | CORP              | GB        |    357107 | NS      | $14889005.02  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SWEDISH ORPHAN BIOVITRUM AB                               | SWEDISH ORPHAN BIOVITRUM AB                   | CUSIP: N/A<br>LEI: 549300124Y3MQI87PT35       | Long             | EC               | CORP              | SE        |     28784 | NS      | $1192511.06   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEMITSU KOSAN CO LTD                                     | IDEMITSU KOSAN CO LTD                         | CUSIP: N/A<br>LEI: 549300P0R46FF6DUA630       | Long             | EC               | CORP              | JP        |    479700 | NS      | $4659321.07   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GALP ENERGIA SGPS SA                                      | GALP ENERGIA SGPS SA                          | CUSIP: N/A<br>LEI: 2138003319Y7NM75FG53       | Long             | EC               | CORP              | PT        |    517517 | NS      | $12567594.30  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BOUYGUES SA                                               | BOUYGUES ORD                                  | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |         6 | NS      | $342.66       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITALAND INTEGRATED COMMERCIAL TRUST                    | CAPITALAND INTEGRATED COMMERCIAL TRUST        | CUSIP: N/A<br>LEI: 54930031292WUTXF0L29       | Long             | EC               | CORP              | SG        |  10690307 | NS      | $19040836.14  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGESTONE CORP                                          | BRIDGESTONE CORP                              | CUSIP: N/A<br>LEI: 549300DHPOF90OYYD780       | Long             | EC               | CORP              | JP        |    554136 | NS      | $11407090.59  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH AMERICAN TOBACCO PLC                              | BRITISH AMERICAN TOB PLC ADR                  | CUSIP: 110448107<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |    908835 | NS      | $53139582.45  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH AMERICAN TOBACCO PLC                              | BRITISH AMERICAN TOBACCO PLC                  | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |    568711 | NS      | $32902522.46  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| SYMRISE AG                                                | SYMRISE AG                                    | CUSIP: N/A<br>LEI: 529900D82I6R9601CF26       | Long             | EC               | CORP              | DE        |        56 | NS      | $4740.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AERCAP HOLDINGS NV                                        | AERCAP HOLDINGS NV                            | CUSIP: N/A<br>LEI: 549300SZYINBBLJQU475       | Long             | EC               | CORP              | NL        |    287090 | NS      | $39383006.20  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| BRAMBLES LTD                                              | BRAMBLES LTD                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    559902 | NS      | $8730479.10   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNZL PLC                                                 | BUNZL PLC                                     | CUSIP: N/A<br>LEI: 213800Q1Q9DV4L78UM09       | Long             | EC               | CORP              | GB        |    428386 | NS      | $12791784.19  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                                                   | CRH PLC                                       | CUSIP: N/A<br>LEI: 549300MIDJNNTH068E74       | Long             | EC               | CORP              | IE        |    143006 | NS      | $14729982.98  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GETLINK SE                                                | GETLINK                                       | CUSIP: N/A<br>LEI: 9695007ZEQ7M0OE74G82       | Long             | EC               | CORP              | FR        |    269218 | NS      | $5778531.39   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GALAXY ENTERTAINMENT GROUP LTD                            | GALAXY ENT GROUP LTD                          | CUSIP: N/A<br>LEI: 549300ZSEBV3HR826S10       | Long             | EC               | CORP              | HK        |   1922576 | NS      | $8581615.06   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPGEMINI SA                                              | CAPGEMINI SA (FF40)                           | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |    339418 | NS      | $39427787.90  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| BOLIDEN AB                                                | BOLIDEN AB                                    | CUSIP: N/A<br>LEI: 21380059QU7IM1ONDJ56       | Long             | EC               | CORP              | SE        |     65250 | NS      | $3347744.45   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CARREFOUR SA                                              | CARREFOUR SA (SUPERMARCHE)                    | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | EC               | CORP              | FR        |    157558 | NS      | $2896513.87   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| YANGZIJIANG SHIPBUILDLING (HOLDINGS) LTD                  | YANGZIJIANG SHIPBLDG HLDGS LTD                | CUSIP: N/A<br>LEI: 254900Z3JEM14YIGLM66       | Long             | EC               | CORP              | SG        |  14104505 | NS      | $41467705.45  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| KBC GROUPE SA/NV                                          | KBC GROUPE SA                                 | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | EC               | CORP              | BE        |    113233 | NS      | $13676998.02  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL JAPAN RAILWAY CO                                  | CENTRAL JAPAN RAILWAY CO                      | CUSIP: N/A<br>LEI: 353800YAR3OVUITHTG64       | Long             | EC               | CORP              | JP        |   1573655 | NS      | $40495302.73  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| MAPFRE SA                                                 | MAPFRE SA                                     | CUSIP: N/A<br>LEI: 95980020140005693107       | Long             | EC               | CORP              | ES        |    359890 | NS      | $1586543.37   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MACQUARIE GROUP LTD                                       | MACQUARIE GROUP LTD                           | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | EC               | CORP              | AU        |    161168 | NS      | $22454184.19  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| BOC HONG KONG HOLDINGS LTD                                | BANK OF CHINA HONG KONG LTD                   | CUSIP: N/A<br>LEI: 254900JB98W77JDJMW15       | Long             | EC               | CORP              | HK        |   3966000 | NS      | $21647809.01  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA COLA HBC AG                                          | COCA COLA HBC AG                              | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               | CORP              | CH        |    279444 | NS      | $15704768.48  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESNILLO PLC                                             | FRESNILLO PLC                                 | CUSIP: N/A<br>LEI: 549300JXWH1UV5J0XV81       | Long             | EC               | CORP              | GB        |    830166 | NS      | $36304607.06  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| ENGIE SA                                                  | ENGIE SA                                      | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |   1887587 | NS      | $60456775.94  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERZBANK AG                                            | COMMERZBANK AG                                | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | EC               | CORP              | DE        |     89174 | NS      | $3173579.75   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMONWEALTH BANK AUSTRALIA                               | COMMONWEALTH BK OF AUSTRALIA                  | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | EC               | CORP              | AU        |    306527 | NS      | $35466588.52  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPAGNIE DE ST GOBAIN                                    | ST GOBAIN CIE DE                              | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |     44204 | NS      | $3579589.15   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPASS GROUP PLC                                         | COMPASS GROUP PLC                             | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | EC               | CORP              | GB        |    767150 | NS      | $21171084.62  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| KYOWA KIRIN CO LTD                                        | KYOWA KIRIN CO LTD                            | CUSIP: N/A<br>LEI: 529900TBXKVTQGYA3582       | Long             | EC               | CORP              | JP        |    235780 | NS      | $3830004.35   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | LLOYDS BANKING GROUP PLC                      | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EC               | CORP              | GB        |  33284871 | NS      | $40681176.82  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | CREDIT AGRICOLE SA                            | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               | CORP              | FR        |   2489401 | NS      | $45836570.40  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| DAIFUKU CO LTD                                            | DAIFUKU CO LTD                                | CUSIP: N/A<br>LEI: 3538006FG1W4X3MYHL36       | Long             | EC               | CORP              | JP        |    583600 | NS      | $19938119.15  | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| DAI-ICHI LIFE HOLDINGS INC                                | DAI-ICHI LIFE HOLDINGS INC                    | CUSIP: N/A<br>LEI: 549300ZUFXI7JXZVTZ25       | Long             | EC               | CORP              | JP        |   1288014 | NS      | $11532515.64  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DAIWA SECURITIES GROUP INC                                | DAIWA SECURITIES GROUP INC                    | CUSIP: N/A<br>LEI: 353800WRC7Y23PWFJG38       | Long             | EC               | CORP              | JP        |   4553727 | NS      | $41891820.80  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| DANSKE BANK A/S                                           | DANSKE BK AS                                  | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | EC               | CORP              | DK        |    995486 | NS      | $48086722.42  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| DANONE SA                                                 | DANONE SA                                     | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |    716212 | NS      | $57153634.84  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                                    | MERCEDES-BENZ GROUP AG                        | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |    266301 | NS      | $16125852.22  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AP MOLLER MAERSK AS                                       | A P MOLLER - MAERSK A/S B                     | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | EC               | CORP              | DK        |      5342 | NS      | $13265762.85  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AP MOLLER MAERSK AS                                       | A P MOLLER - MAERSK A/S A                     | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | EC               | CORP              | DK        |      1693 | NS      | $4119113.10   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                                    | DBS GROUP HOLDINGS LTD                        | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |       200 | NS      | $8851.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DENSO CORP                                                | DENSO CORP                                    | CUSIP: N/A<br>LEI: 549300RYPA10CQM3QK38       | Long             | EC               | CORP              | JP        |   1430500 | NS      | $17553944.43  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN STAR RESOURCES LTD                               | NORTHERN STAR RESOURCES LTD                   | CUSIP: N/A<br>LEI: 254900XFXCRYYZAX6M78       | Long             | EC               | CORP              | AU        |      4072 | NS      | $57200.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG                                          | DEUTSCHE BANK AG                              | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |   1634639 | NS      | $47452218.19  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                       | DEUTSCHE TELEKOM AG (REGD)                    | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |   2474316 | NS      | $91375024.37  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DHL GROUP                                                 | DHL GROUP                                     | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |    430766 | NS      | $22281064.56  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ENI SPA                                                   | ENI SPA                                       | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |    949708 | NS      | $27278341.95  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                       | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |    187227 | NS      | $4103064.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ERSTE GROUP BANK AG (UNGTD)                               | ERSTE GROUP BANK AG                           | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |     64809 | NS      | $6929127.18   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EIFFAGE SA                                                | EIFFAGE SA (FORM FOUGEROLLE)                  | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |    194423 | NS      | $29472529.76  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BOERSE AG                                        | DEUTSCHE BOERSE AG                            | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | EC               | CORP              | DE        |      6141 | NS      | $1782326.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EVOLUTION MINING LTD                                      | EVOLUTION MINING LTD                          | CUSIP: N/A<br>LEI: 254900BCFW5QO5LW8F27       | Long             | EC               | CORP              | AU        |   2954827 | NS      | $25728178.05  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| EISAI CO LTD                                              | EISAI CO LTD                                  | CUSIP: N/A<br>LEI: 353800HDEE0ZYEX4QV91       | Long             | EC               | CORP              | JP        |    217963 | NS      | $6689756.30   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ELBIT SYSTEMS LTD                                         | ELBIT SYSTEMS LTD                             | CUSIP: N/A<br>LEI: 529900Q9CB1REUMZSS32       | Long             | EC               | CORP              | IL        |     19085 | NS      | $16005834.37  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ENDESA SA                                                 | ENDESA SA                                     | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               | CORP              | ES        |    845556 | NS      | $35262279.57  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| EMS-CHEMIE HOLDING AG                                     | EMS-CHEMIE HOLDING AG                         | CUSIP: N/A<br>LEI: 529900G1XFTGSE0DIX60       | Long             | EC               | CORP              | CH        |       639 | NS      | $497470.61    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ERICSSON                                                  | ERICSSON (LM) TELE CO CL B                    | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |   4573119 | NS      | $51351063.97  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSILORLUXOTTICA                                          | ESSILORLUXOTTICA                              | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | EC               | CORP              | FR        |        42 | NS      | $9631.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEL SPA                                                  | ENEL (ENTE NAZ ENERG ELET) SPA                | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |   3494049 | NS      | $37861842.75  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| EUROFINS SCIENTIFIC SE                                    | EUROFINS SCIENTIFIC SE                        | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Long             | EC               | CORP              | LU        |     12511 | NS      | $906116.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FANUC CORPORATION                                         | FANUC CORPORATION                             | CUSIP: N/A<br>LEI: 529900QTSW745LOKW705       | Long             | EC               | CORP              | JP        |    352800 | NS      | $11786305.41  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE LTD                                    | SINGAPORE EXCHANGE LTD                        | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Long             | EC               | CORP              | SG        |   1433100 | NS      | $21757884.42  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                              | Fidelity Cash Central Fund                    | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        | 117547595 | NS      | $117571104.58 | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                              | Fidelity Securities Lending Cash Central Fund | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  76546656 | NS      | $76554310.32  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| LEONARDO SPA                                              | LEONARDO SPA                                  | CUSIP: N/A<br>LEI: 529900X4EEX1U9LN3U39       | Long             | EC               | CORP              | IT        |    670819 | NS      | $45002251.09  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXT PLC                                                  | NEXT PLC                                      | CUSIP: N/A<br>LEI: 213800WQD8ECPZP9PH98       | Long             | EC               | CORP              | GB        |        30 | NS      | $5032.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                       | SUMITOMO MITSUI FINL GROUP INC                | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | EC               | CORP              | JP        |    220738 | NS      | $6962694.48   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL GRID PLC                                         | NATIONAL GRID PLC                             | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |   2476049 | NS      | $41605303.99  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| SWEDBANK AB                                               | SWEDBANK AB A                                 | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | EC               | CORP              | SE        |    108514 | NS      | $3655476.29   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CAR GROUP LTD                                             | CAR GROUP LTD                                 | CUSIP: N/A<br>LEI: 5299009TFWZGH2AN7D11       | Long             | EC               | CORP              | AU        |        10 | NS      | $157.31       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESENIUS MEDICAL CARE AG                                 | FRESENIUS MEDICAL CARE AG                     | CUSIP: N/A<br>LEI: 549300CP8NY40UP89Q40       | Long             | EC               | CORP              | DE        |    257219 | NS      | $11467114.90  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SUBARU CORP                                               | SUBARU CORP                                   | CUSIP: N/A<br>LEI: 549300N244BVAEE6HH86       | Long             | EC               | CORP              | JP        |    484900 | NS      | $7587972.34   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GECINA SA                                                 | GECINA                                        | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | EC               | CORP              | FR        |     32251 | NS      | $2527402.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NATURGY ENERGY GROUP SA                                   | NATURGY ENERGY GROUP SA                       | CUSIP: N/A<br>LEI: TL2N6M87CW970S5SV098       | Long             | EC               | CORP              | ES        |    231436 | NS      | $6928387.32   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FUJIKURA LTD                                              | FUJIKURA LTD                                  | CUSIP: N/A<br>LEI: 353800PSDZ8VRCKVPL51       | Long             | EC               | CORP              | JP        |    170136 | NS      | $4384589.27   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EVONIK INDUSTRIES AG                                      | EVONIK INDUSTRIES AG                          | CUSIP: N/A<br>LEI: 41GUOJQTALQHLF39XJ34       | Long             | EC               | CORP              | DE        |   1328709 | NS      | $25724454.13  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEOS HOLDINGS INC                                        | ENEOS HOLDINGS INC                            | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | EC               | CORP              | JP        |   2252360 | NS      | $20017981.66  | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| GENMAB AS                                                 | GENMAB AS SP ADR                              | CUSIP: 372303206<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |    156871 | NS      | $4208848.93   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GENMAB AS                                                 | GENMAB AS                                     | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | EC               | CORP              | DK        |    104410 | NS      | $27664160.43  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| GROUPE BRUXELLES LAMBERT SA                               | GBL (GROUPE BRUXELLES LAMB) SA                | CUSIP: N/A<br>LEI: 549300KV0ZEHT2KVU152       | Long             | EC               | CORP              | BE        |     17615 | NS      | $1583013.16   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GIVAUDAN SA                                               | GIVAUDAN AG                                   | CUSIP: N/A<br>LEI: 213800SVRMQA1TD91D41       | Long             | EC               | CORP              | CH        |      5121 | NS      | $17189549.77  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| GJENSIDIGE FORSIKRING ASA                                 | GJENSIDIGE FORSIKRING ASA                     | CUSIP: N/A<br>LEI: 5967007LIEEXZX6FAO47       | Long             | EC               | CORP              | NO        |    476990 | NS      | $12413789.26  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                                   | GSK PLC SPONS ADR                             | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |    922000 | NS      | $50885180.00  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| AMADEUS IT GROUP SA                                       | AMADEUS IT GROUP SA                           | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Long             | EC               | CORP              | ES        |     70884 | NS      | $3988414.31   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO BANK NV-GDR                          | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | EC               | CORP              | NL        |    553497 | NS      | $17343880.35  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SITC INTERNATIONAL HOLDINGS COMPANY LIMITED               | SITC INTL HOLDINGS CO LTD                     | CUSIP: N/A<br>LEI: 529900JUV4MOM9CE3V12       | Long             | EC               | CORP              | KY        |   3196108 | NS      | $13891159.60  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AIA GROUP LTD                                             | AIA GROUP LTD                                 | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |   7509958 | NS      | $81265614.49  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLP HOLDINGS LTD                                          | CLP HLDGS LTD                                 | CUSIP: N/A<br>LEI: 25490002BUTSMP94GO68       | Long             | EC               | CORP              | HK        |   1013413 | NS      | $9499292.90   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                                   | GSK PLC                                       | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |   1377058 | NS      | $37619990.79  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| OTSUKA HOLDINGS CO LTD                                    | OTSUKA HOLDINGS CO LTD                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    279417 | NS      | $19384273.78  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC HOLDINGS PLC SPON ADR                    | CUSIP: 404280406<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |    473307 | NS      | $39043094.43  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| HALMA PLC                                                 | HALMA PLC                                     | CUSIP: N/A<br>LEI: 2138007FRGLUR9KGBT40       | Long             | EC               | CORP              | GB        |    226315 | NS      | $11388911.32  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HANNOVER RUECK SA                                         | HANNOVER RUECKVERSICHERUNGS SE(REGD)          | CUSIP: N/A<br>LEI: 529900KIN5BE45V5KB18       | Long             | EC               | CORP              | DE        |        12 | NS      | $3714.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GEBERIT AG                                                | GEBERIT AG (REG)                              | CUSIP: N/A<br>LEI: 52990093Z5OHD6T7BS47       | Long             | EC               | CORP              | CH        |        10 | NS      | $6660.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC HOLDINGS PLC                             | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |   7080863 | NS      | $114491165.16 | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| HELVETIA BALOISE HOLDING AG                               | HELVETIA BALOISE HOLDING AG                   | CUSIP: N/A<br>LEI: 529900SUJBXTORH0LT80       | Long             | EC               | CORP              | CH        |      5700 | NS      | $1464207.10   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HEINEKEN HOLDING NV                                       | HEINEKEN HOLDING NV                           | CUSIP: N/A<br>LEI: 724500M1WJLFM9TYBS04       | Long             | EC               | CORP              | NL        |     58689 | NS      | $4161719.03   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HITACHI LTD                                               | HITACHI LTD                                   | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |   3148100 | NS      | $88548680.89  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HOLCIM AG                                                 | HOLCIM LTD                                    | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |    137395 | NS      | $11155181.84  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HOCHTIEF AG                                               | HOCHTIEF AG                                   | CUSIP: N/A<br>LEI: 529900Y25S8NZIYTT924       | Long             | EC               | CORP              | DE        |      2611 | NS      | $1155261.45   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HONG KONG EXCHANGES and CLEARING LTD                      | HONG KONG EXCHS and CLEARING LTD              | CUSIP: N/A<br>LEI: 213800YTVSXYQN17BW16       | Long             | EC               | CORP              | HK        |    655901 | NS      | $32505627.79  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| HEIDELBERG MATERIALS AG                                   | HEIDELBERG MATERIALS AG                       | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | EC               | CORP              | DE        |     55262 | NS      | $11392031.89  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXON CO LTD                                              | NEXON CO LTD                                  | CUSIP: N/A<br>LEI: 5299005SFO0GAJFLKN43       | Long             | EC               | CORP              | JP        |    239291 | NS      | $4416265.01   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BKW AG                                                    | BKW AG                                        | CUSIP: N/A<br>LEI: 549300IE30SKTUO98Q38       | Long             | EC               | CORP              | CH        |      7849 | NS      | $1533283.89   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HOYA CORP                                                 | HOYA CORP                                     | CUSIP: N/A<br>LEI: 353800X4VR3BHEUCJB42       | Long             | EC               | CORP              | JP        |     57296 | NS      | $9585134.68   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL BRANDS PLC                                       | IMPERIAL BRANDS PLC                           | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |   1020833 | NS      | $41305406.34  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| IBERDROLA SA                                              | IBERDROLA SA                                  | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |   4335915 | NS      | $98955372.45  | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ING GROEP NV                                              | ING GROEP NV                                  | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |   1450022 | NS      | $37048155.47  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| ISUZU MOTORS LTD                                          | ISUZU MOTORS LTD                              | CUSIP: N/A<br>LEI: 529900C0QSXVCC7AR494       | Long             | EC               | CORP              | JP        |     64667 | NS      | $904983.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | INTESA SANPAOLO SPA                           | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |   7547502 | NS      | $45023429.80  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESTOR AB                                               | INVESTOR AB SER B                             | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | EC               | CORP              | SE        |   1582891 | NS      | $59241472.04  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| INDUSTRIVARDEN AB                                         | INDUSTRIVARDEN AB SER A                       | CUSIP: N/A<br>LEI: 549300TM1DLIQI3B3T37       | Long             | EC               | CORP              | SE        |    163104 | NS      | $8015082.51   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| INDUSTRIVARDEN AB                                         | INDUSTRIVARDEN AB SER C                       | CUSIP: N/A<br>LEI: 549300TM1DLIQI3B3T37       | Long             | EC               | CORP              | SE        |        19 | NS      | $929.26       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ITOCHU CORPORATION                                        | ITOCHU CORP                                   | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               | CORP              | JP        |    787348 | NS      | $9795649.95   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ISRAEL DISCOUNT BANK LTD                                  | ISRAEL DISCOUNT BANK LTD CL A                 | CUSIP: 465074201<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |    137286 | NS      | $1374475.49   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JARDINE MATHESON HOLDINGS LTD                             | JARDINE MATHESON HLD                          | CUSIP: N/A<br>LEI: 2138009KENVUNWOLPK41       | Long             | EC               | CORP              | BM        |    100464 | NS      | $7148013.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TALANX AG                                                 | TALANX AKTIENGESELLSCHAFT                     | CUSIP: N/A<br>LEI: 5299006ZIILJ6VJVSJ32       | Long             | EC               | CORP              | DE        |    167455 | NS      | $20439182.32  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AEON CO LTD                                               | AEON CO LTD                                   | CUSIP: N/A<br>LEI: 5299009MXFL34SA71416       | Long             | EC               | CORP              | JP        |   1222500 | NS      | $14516248.70  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| KANSAI ELECTRIC POWER CO INC                              | KANSAI ELECTRIC POWER CO INC                  | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | EC               | CORP              | JP        |    250300 | NS      | $4076118.27   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EDP S.A.                                                  | EDP S.A.                                      | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | EC               | CORP              | PT        |    578867 | NS      | $3027602.51   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KIRIN HOLDINGS CO LTD                                     | KIRIN HOLDINGS CO LTD                         | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |    487440 | NS      | $7755181.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KLEPIERRE SA                                              | KLEPIERRE SA                                  | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | EC               | CORP              | FR        |     72084 | NS      | $2701179.02   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KONINKLIJKE PHILIPS NV                                    | KONINKLIJKE PHILIPS NV                        | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | EC               | CORP              | NL        |    204747 | NS      | $5523570.21   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KUBOTA CORP                                               | KUBOTA CORP                                   | CUSIP: N/A<br>LEI: 549300CSY4INHEHQQT13       | Long             | EC               | CORP              | JP        |    882446 | NS      | $13661635.25  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| KYOCERA CORP                                              | KYOCERA CORP                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    227074 | NS      | $3402425.71   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KUEHNE and NAGEL INTERNATIONAL AG                         | KUEHNE and NAGEL INTL AG REGD                 | CUSIP: N/A<br>LEI: 529900Q0YED3805QXQ66       | Long             | EC               | CORP              | CH        |     10298 | NS      | $2322072.79   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH MOET HENNESSY LOUIS VUITTON SE                       | LVMH MOET HENNESSY LOUIS VUITTON SE           | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |     27730 | NS      | $14843151.85  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| KONAMI GROUP CORPORATION                                  | KONAMI GROUP CORPORATION                      | CUSIP: N/A<br>LEI: 353800FC4A5QCMIZFV94       | Long             | EC               | CORP              | JP        |    100980 | NS      | $12302374.22  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| KONGSBERG GRUPPEN ASA                                     | KONGSBERG GRUPPEN ASA                         | CUSIP: N/A<br>LEI: 5967007LIEEXZXJ9HK73       | Long             | EC               | CORP              | NO        |   1141746 | NS      | $48668855.56  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL KPN NV (KONINKLIJKE KPN)                            | KPN (KON) NV                                  | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |   6882401 | NS      | $38207976.62  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB LTD                                                   | ABB LTD                                       | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |   1114738 | NS      | $88164120.96  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LASERTEC CORP                                             | LASERTEC CORP                                 | CUSIP: N/A<br>LEI: 5299008UY0JUHZ3SAQ87       | Long             | EC               | CORP              | JP        |      6009 | NS      | $1262721.09   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LEGRAND SA                                                | LEGRAND SA                                    | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | EC               | CORP              | FR        |    292974 | NS      | $44598097.78  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| INDUSTRIA DE DISENO TEXTIL INDITEX SA                     | INDITEX SA                                    | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |    538584 | NS      | $30652999.03  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| LOGITECH INTERNATIONAL SA                                 | LOGITECH INTL SA REG                          | CUSIP: N/A<br>LEI: 549300SN6PRK6IJJC215       | Long             | EC               | CORP              | CH        |      9746 | NS      | $881966.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON STOCK EXCHANGE GROUP PLC                           | LONDON STOCK EXCHANGE GRP PLC                 | CUSIP: N/A<br>LEI: 213800QAUUUP6I445N30       | Long             | EC               | CORP              | GB        |        24 | NS      | $2815.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LONZA GROUP AG                                            | LONZA GROUP AG                                | CUSIP: N/A<br>LEI: 549300EFW4H2TCZ71055       | Long             | EC               | CORP              | CH        |      5233 | NS      | $3303674.84   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AGEAS                                                     | AGEAS                                         | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | EC               | CORP              | BE        |     11854 | NS      | $863876.17    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MAKITA CORP                                               | MAKITA CORP                                   | CUSIP: N/A<br>LEI: 529900CDR9E94BCM6294       | Long             | EC               | CORP              | JP        |   1138500 | NS      | $36420809.05  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| GEA GROUP AG                                              | GEA GROUP AG                                  | CUSIP: N/A<br>LEI: 549300PHUU0ZZWO8EO07       | Long             | EC               | CORP              | DE        |     40873 | NS      | $2891275.11   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WARTSILA OYJ                                              | WARTSILA                                      | CUSIP: N/A<br>LEI: 743700G7A9J1PHM3X223       | Long             | EC               | CORP              | FI        |    931552 | NS      | $34143247.36  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUBISHI CORP                                           | MITSUBISHI CORP                               | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               | CORP              | JP        |    458500 | NS      | $15360855.05  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUBISHI ELECTRIC CORP                                  | MITSUBISHI ELECTRIC CORP ORD                  | CUSIP: N/A<br>LEI: 549300TRXM9Y6561AX39       | Long             | EC               | CORP              | JP        |   1376630 | NS      | $43266629.53  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                        | MITSUBISHI UFJ FINL GRP INC                   | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | EC               | CORP              | JP        |   2229408 | NS      | $36523492.01  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUBISHI HEAVY INDUSTRIES LTD                           | MITSUBISHI HEAVY INDS LTD                     | CUSIP: N/A<br>LEI: 353800TJ98PCAZROVE69       | Long             | EC               | CORP              | JP        |    365084 | NS      | $9714563.07   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUI and CO LTD                                         | MITSUI and CO LTD                             | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Long             | EC               | CORP              | JP        |   1043731 | NS      | $39189647.64  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUI FUDOSAN CO LTD                                     | MITSUI FUDOSAN CO                             | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Long             | EC               | CORP              | JP        |   1515725 | NS      | $15810987.29  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCA MONTE DEI PASCHI DI SIENA SPA                       | BANCA MONTE DEI PASCH SIEN SPA                | CUSIP: N/A<br>LEI: J4CP7MHCXR8DAQMKIL78       | Long             | EC               | CORP              | IT        |   1299441 | NS      | $11155048.67  | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| VONOVIA SE                                                | VONOVIA SE                                    | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | EC               | CORP              | DE        |   1409390 | NS      | $35122176.58  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| MURATA MANUFACTURING CO LTD                               | MURATA MFG CO LTD                             | CUSIP: N/A<br>LEI: 529900QZG6DL8ZRI7140       | Long             | EC               | CORP              | JP        |   1449600 | NS      | $31137559.62  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG IN MUENCHEN | MUNICH REINSURANCE (REG)                      | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |      1310 | NS      | $816739.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEC CORP                                                  | NEC CORP                                      | CUSIP: N/A<br>LEI: 5493000QYMPFRTEY4K28       | Long             | EC               | CORP              | JP        |   1787506 | NS      | $43317778.75  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| MERIDIAN ENERGY LTD                                       | MERIDIAN ENERGY LTD                           | CUSIP: N/A<br>LEI: 254900IFKXIGNCY3A092       | Long             | EC               | CORP              | NZ        |   1746480 | NS      | $5549989.47   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WIX.COM LTD                                               | WIX.COM LTD                                   | CUSIP: N/A<br>LEI: 5493008P6N29Q1AG9464       | Long             | EC               | CORP              | IL        |      9425 | NS      | $848909.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                               | NATIONAL AUSTRALIA BANK LTD                   | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | EC               | CORP              | AU        |   1189039 | NS      | $33996441.86  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL GRID PLC                                         | NATIONAL GRID PLC SPON ADR                    | CUSIP: 636274409<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |    101129 | NS      | $8555513.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NESTLE SA                                                 | NESTLE SA (REG)                               | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |    922378 | NS      | $90461334.12  | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NICE LTD                                                  | NICE LTD SPON ADR                             | CUSIP: 653656108<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |     90297 | NS      | $9956147.22   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| NICE LTD                                                  | NICE LTD                                      | CUSIP: N/A<br>LEI: 254900YTY4EF5Z4W0A51       | Long             | EC               | CORP              | IL        |      5126 | NS      | $565534.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NIPPON YUSEN KK                                           | NIPPON YUSEN KABUSHIKI KAISHA                 | CUSIP: N/A<br>LEI: 353800YPW4XM0ZN5I149       | Long             | EC               | CORP              | JP        |    427072 | NS      | $15521573.33  | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| NIDEC CORP                                                | NIDEC CORP                                    | CUSIP: N/A<br>LEI: 353800IF171MZTNL6Y31       | Long             | EC               | CORP              | JP        |    774992 | NS      | $9600417.58   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NOMURA HOLDINGS INC                                       | NOMURA HOLDINGS INC                           | CUSIP: N/A<br>LEI: 549300B3CEAHYG7K8164       | Long             | EC               | CORP              | JP        |   4333748 | NS      | $32877556.42  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| NIPPON PAINT HOLDINGS CO LTD                              | NIPPON PAINT HOLDINGS CO LTD                  | CUSIP: N/A<br>LEI: 529900RYRJUN78A7PL87       | Long             | EC               | CORP              | JP        |    567268 | NS      | $3489285.29   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVARTIS AG                                               | NOVARTIS AG (REG)                             | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |    811623 | NS      | $122677283.37 | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVO-NORDISK AS                                           | NOVO-NORDISK AS CL B                          | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |    163370 | NS      | $5834642.86   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVO-NORDISK AS                                           | NOVO-NORDISK AS CL B ADR                      | CUSIP: 670100205<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |       504 | NS      | $18522.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORANGE                                                    | ORANGE                                        | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |    316004 | NS      | $6455850.76   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OBAYASHI CORP                                             | OBAYASHI CORP                                 | CUSIP: N/A<br>LEI: 529900YT4O5S0LCXWD54       | Long             | EC               | CORP              | JP        |    572300 | NS      | $13544367.22  | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| WH GROUP LTD                                              | WH GROUP LTD                                  | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | KY        |  27341251 | NS      | $35775293.99  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| REPSOL YPF SA                                             | REPSOL SA                                     | CUSIP: N/A<br>LEI: BSYCX13Y0NOTV14V9N85       | Long             | EC               | CORP              | ES        |    216720 | NS      | $6174721.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIGIN ENERGY LTD                                         | ORIGIN ENERGY LIMITED                         | CUSIP: N/A<br>LEI: ZSN2LWNPYW6ISMRUC664       | Long             | EC               | CORP              | AU        |    446897 | NS      | $3817206.92   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIX CORP                                                 | ORIX CORP                                     | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | EC               | CORP              | JP        |    714800 | NS      | $20749715.51  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA GAS CO LTD                                          | OSAKA GAS CO LTD                              | CUSIP: N/A<br>LEI: 353800024KMNOPQRWZ02       | Long             | EC               | CORP              | JP        |     81800 | NS      | $3288905.83   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OVERSEA-CHINESE BKG CORP LTD                              | OVERSEA-CHINESE BKG CORP LTD                  | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | EC               | CORP              | SG        |   1209208 | NS      | $20662907.18  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| OTSUKA CORPORATION                                        | OTSUKA CORPORATION                            | CUSIP: N/A<br>LEI: 529900RG9DJ58J3UIE72       | Long             | EC               | CORP              | JP        |     88900 | NS      | $1692239.69   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NN GROUP NV                                               | NN GROUP NV                                   | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |    635053 | NS      | $49223784.51  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| PANASONIC HOLDINGS CORP                                   | PANASONIC HOLDINGS CORP                       | CUSIP: N/A<br>LEI: 254900GE1G59KGWPHX32       | Long             | EC               | CORP              | JP        |   2910219 | NS      | $47411053.37  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| ZALANDO SE                                                | ZALANDO SE                                    | CUSIP: N/A<br>LEI: 529900YRFFGH5AXU4S86       | Long             | EC               | CORP              | DE        |    344304 | NS      | $8178155.69   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDIBANK PRIVATE LIMITED                                  | MEDIBANK PRIVATE LIMITED                      | CUSIP: N/A<br>LEI: BDYVSUPTML83OLINBJ17       | Long             | EC               | CORP              | AU        |       129 | NS      | $388.06       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOVA HLDG AG                                            | SONOVA HLDG AG                                | CUSIP: N/A<br>LEI: 5299004A0QNX7FBNHS61       | Long             | EC               | CORP              | CH        |     20435 | NS      | $4574618.56   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AENA SME SA                                               | AENA SME SA                                   | CUSIP: N/A<br>LEI: 959800R7QMXKF0NFMT29       | Long             | EC               | CORP              | ES        |   1617852 | NS      | $47722253.13  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| RECRUIT HOLDINGS CO LTD                                   | RECRUIT HOLDINGS CO LTD                       | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |    270144 | NS      | $11108407.07  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSURBAN GROUP                                          | TRANSURBAN GROUP STAPLED UNIT                 | CUSIP: N/A<br>LEI: 549300ZR71SUQ4VUTM79       | Long             | EC               | CORP              | AU        |     74214 | NS      | $717367.33    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| POWER ASSETS HLDGS LTD                                    | POWER ASSETS HOLDINGS LTD                     | CUSIP: N/A<br>LEI: 254900JOWYUW1ZX4DF47       | Long             | EC               | CORP              | HK        |    289500 | NS      | $2253988.55   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| QIAGEN NV                                                 | QIAGEN NV                                     | CUSIP: N/A<br>LEI: 54930036WK3GMCN17Z57       | Long             | EC               | CORP              | NL        |    651912 | NS      | $26180791.45  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| QBE INS GROUP LTD                                         | QBE INSURANCE GROUP LTD                       | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | EC               | CORP              | AU        |   1586800 | NS      | $23242872.77  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                              | UBS GROUP AG                                  | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |   2310954 | NS      | $88813927.49  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EVOLUTION AB                                              | EVOLUTION AB                                  | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |        60 | NS      | $3709.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CK HUTCHISON HOLDINGS LTD                                 | CK HUTCHISON HOLDINGS LTD                     | CUSIP: N/A<br>LEI: 254900Z8HM1VEPOQ2G79       | Long             | EC               | CORP              | KY        |   2572266 | NS      | $19551478.55  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| RENESAS ELECTRONICS CORP                                  | RENESAS ELECTRONICS CORP                      | CUSIP: N/A<br>LEI: 5299000EPC47VJQOFB81       | Long             | EC               | CORP              | JP        |   3456358 | NS      | $46856458.44  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN POST BANK CO LTD                                    | JAPAN POST BANK CO LTD                        | CUSIP: N/A<br>LEI: 5493006JVO6N2HC2XZ76       | Long             | EC               | CORP              | JP        |    384918 | NS      | $6105863.49   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH32 LTD                                               | SOUTH32                                       | CUSIP: N/A<br>LEI: 213800LAZNPXSBKVHR17       | Long             | EC               | CORP              | AU        |   3946009 | NS      | $11625283.84  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPAGNIE FINANCIERE RICHEMONT AG SWITZ                   | CIE FINANCIERE RICHEMONT SA A                 | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |     48555 | NS      | $8413325.73   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RATIONAL AG                                               | RATIONAL AG                                   | CUSIP: N/A<br>LEI: 529900K139N6UFJ1A758       | Long             | EC               | CORP              | DE        |      5617 | NS      | $4038278.70   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RIO TINTO PLC                                             | RIO TINTO PLC SPON ADR                        | CUSIP: 767204100<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |    272560 | NS      | $25427122.40  | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| RIO TINTO PLC                                             | RIO TINTO PLC                                 | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |    177078 | NS      | $16275377.84  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| RIO TINTO LTD                                             | RIO TINTO LTD                                 | CUSIP: N/A<br>LEI: 529900X2VMAQT2PE0V24       | Long             | EC               | CORP              | AU        |    246161 | NS      | $27417074.57  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ARGENX SE                                                 | ARGENX SE                                     | CUSIP: N/A<br>LEI: 7245009C5FZE6G9ODQ71       | Long             | EC               | CORP              | NL        |     19394 | NS      | $13916197.36  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCHE HOLDING AG                                          | ROCHE HOLDING LTD SPON ADR                    | CUSIP: 771195104<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |     46714 | NS      | $2322152.94   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCHE HOLDING AG                                          | ROCHE HOLDINGS AG (BR)                        | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |     22141 | NS      | $9060199.10   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ROLLS-ROYCE HOLDINGS PLC                                  | ROLLS-ROYCE HOLDINGS PLC                      | CUSIP: N/A<br>LEI: 213800EC7997ZBLZJH69       | Long             | EC               | CORP              | GB        |   5904188 | NS      | $88463346.41  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CK ASSET HOLDINGS LTD                                     | CK ASSET HOLDINGS LTD                         | CUSIP: N/A<br>LEI: 5299006GJZSGP78B8S35       | Long             | EC               | CORP              | KY        |    187382 | NS      | $1062465.40   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NATWEST GROUP PLC                                         | NATWEST GROUP PLC SPON ADR                    | CUSIP: 639057207<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |    705862 | NS      | $10517343.80  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NATWEST GROUP PLC                                         | NATWEST GROUP PLC                             | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |   5071410 | NS      | $37133651.17  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE AG                                                    | RWE AG                                        | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |    933907 | NS      | $62263045.85  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| SKF AB                                                    | SKF AB SER B                                  | CUSIP: N/A<br>LEI: 549300B6HWYEE57O8J84       | Long             | EC               | CORP              | SE        |        28 | NS      | $663.13       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VINCI SA                                                  | VINCI SA                                      | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |       240 | NS      | $35604.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE SAGE GROUP PLC                                        | THE SAGE GROUP PLC                            | CUSIP: N/A<br>LEI: 2138005RN5XYLTF8G138       | Long             | EC               | CORP              | GB        |    950550 | NS      | $10540763.80  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MIZRAHI TEFAHOT BANK LTD                                  | MIZRAHI TEFAHOT BANK LTD                      | CUSIP: N/A<br>LEI: YZO9YEGEO4VYDZMDWF93       | Long             | EC               | CORP              | IL        |    161048 | NS      | $11667695.32  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SAFRAN SA                                                 | SAFRAN SA                                     | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |    154533 | NS      | $49905581.16  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| SANDVIK AB                                                | SANDVIK AB                                    | CUSIP: N/A<br>LEI: 5299008ZUAXN43LVZF54       | Long             | EC               | CORP              | SE        |    364269 | NS      | $13752461.60  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SANOFI                                                    | SANOFI SPON ADR                               | CUSIP: 80105N105<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |    582257 | NS      | $28053142.26  | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| SANTOS LTD                                                | SANTOS LTD                                    | CUSIP: N/A<br>LEI: 5299000RK70B5O2M7077       | Long             | EC               | CORP              | AU        |   2194542 | NS      | $12052429.05  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHNEIDER ELEC SA                                         | SCHNEIDER ELECTRIC SE                         | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |     69882 | NS      | $18505119.54  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHINDLER HOLDING AG                                      | SCHINDLER HOLDING AG PART CERT                | CUSIP: N/A<br>LEI: 5299007DRLI319H7Q933       | Long             | EC               | CORP              | CH        |     79880 | NS      | $26013946.97  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                                    | SAP SE                                        | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |    226950 | NS      | $38534831.36  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMPO OYJ                                                 | SAMPO OYJ SER A                               | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | EC               | CORP              | FI        |   2795033 | NS      | $29728339.27  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| SGH LTD                                                   | SGH LTD                                       | CUSIP: N/A<br>LEI: 254900DME8O9GCK94794       | Long             | EC               | CORP              | AU        |     70873 | NS      | $1976001.57   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SIEMENS AG                                                | SIEMENS AG (REGD)                             | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |    441725 | NS      | $105023805.54 | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE AIRLINES LTD                                    | SINGAPORE AIRLINES LTD (LOC)                  | CUSIP: N/A<br>LEI: 549300ZG62N2599PWR15       | Long             | EC               | CORP              | SG        |    726227 | NS      | $3728006.69   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SMC CORP                                                  | SMC CORP                                      | CUSIP: N/A<br>LEI: 353800O40V08DOZ70X62       | Long             | EC               | CORP              | JP        |      9100 | NS      | $3432891.21   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SODEXO SA                                                 | SODEXO                                        | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Long             | EC               | CORP              | FR        |     39901 | NS      | $2033873.09   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN TOBACCO INC                                         | JAPAN TOBACCO INC                             | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               | CORP              | JP        |   1354453 | NS      | $51377127.75  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| SONY GROUP CORP                                           | SONY GROUP CORP                               | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |   4101965 | NS      | $82941342.02  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SOFTBANK GROUP CORP                                       | SOFTBANK GROUP CORP                           | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | EC               | CORP              | JP        |   2783350 | NS      | $62347180.30  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| SMITH and NEPHEW PLC                                      | SMITH and NEPHEW PLC                          | CUSIP: N/A<br>LEI: 213800ZTMDN8S67S1H61       | Long             | EC               | CORP              | GB        |    489779 | NS      | $7682017.10   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                          | SOCIETE GENERALE SA CL A                      | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |    811389 | NS      | $57921244.26  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | STANDARD CHARTERED PLC                        | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |    177427 | NS      | $3651798.97   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SBI HLDGS INC JAPAN                                       | SBI HOLDINGS INC                              | CUSIP: N/A<br>LEI: 353800L6LMHYIPSMRQ17       | Long             | EC               | CORP              | JP        |    207482 | NS      | $3724622.53   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO CORP                                             | SUMITOMO CORP                                 | CUSIP: N/A<br>LEI: V82KK8NH1P0JS71FJC05       | Long             | EC               | CORP              | JP        |   1144441 | NS      | $41680280.90  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO ELECTRIC INDS LTD                                | SUMITOMO ELECTRIC INDS LTD                    | CUSIP: N/A<br>LEI: 5493005SP87FL5TOS202       | Long             | EC               | CORP              | JP        |    118828 | NS      | $6274399.92   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO METAL MINING CO LTD                              | SUMITOMO METAL MINING CO LTD                  | CUSIP: N/A<br>LEI: 353800CF81IXL9974H84       | Long             | EC               | CORP              | JP        |    148392 | NS      | $8279582.62   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SUN HUNG KAI PROPERTIES LTD                               | SUN HUNG KAI PROPERTIES LTD                   | CUSIP: N/A<br>LEI: 529900LUMD393RD3S874       | Long             | EC               | CORP              | HK        |    916367 | NS      | $15099043.05  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SGS SA                                                    | SGS SA                                        | CUSIP: N/A<br>LEI: 2138007JNS19JHNA2336       | Long             | EC               | CORP              | CH        |    139552 | NS      | $14677742.87  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                  | SVENSKA HANDELSBANKEN SER A                   | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | EC               | CORP              | SE        |        10 | NS      | $129.98       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SWISS PRIME SITE AG                                       | SWISS PRIME SITE AG                           | CUSIP: N/A<br>LEI: 506700XI9H64OPR34158       | Long             | EC               | CORP              | CH        |        99 | NS      | $16714.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TDK CORP                                                  | TDK CORP                                      | CUSIP: N/A<br>LEI: 3538005O8WNU39U8NX03       | Long             | EC               | CORP              | JP        |    667800 | NS      | $8272548.44   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEFONICA SA                                             | TELEFONICA SA                                 | CUSIP: 879382109<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |    255404 | NS      | $1120317.07   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TELE2 AB                                                  | TELE2 AB B SHS                                | CUSIP: N/A<br>LEI: 213800EKD193RVI9HL76       | Long             | EC               | CORP              | SE        |     40609 | NS      | $834773.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TELIA CO AB                                               | TELIA CO AB                                   | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | EC               | CORP              | SE        |    666411 | NS      | $3395886.26   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TERUMO CORP                                               | TERUMO CORP                                   | CUSIP: N/A<br>LEI: 353800JX1R4582QVK932       | Long             | EC               | CORP              | JP        |   1399789 | NS      | $18592704.78  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| TESCO PLC                                                 | TESCO PLC                                     | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |   6238455 | NS      | $39064903.35  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| THALES SA                                                 | THALES                                        | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |     49719 | NS      | $14487608.80  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYOTA MOTOR CORP                                         | TOYOTA MOTOR CORP                             | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | EC               | CORP              | JP        |   4238408 | NS      | $84445014.94  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TOKYO ELECTRON LTD                                        | TOKYO ELECTRON LTD                            | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |    233700 | NS      | $54822790.71  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| TOKYO GAS CO LTD                                          | TOKYO GAS CO LTD                              | CUSIP: N/A<br>LEI: 353800678EIJLOQSWZ83       | Long             | EC               | CORP              | JP        |    280249 | NS      | $13097298.97  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TOTALENERGIES SE                                          | TOTALENERGIES SE                              | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |    604999 | NS      | $56579400.02  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYOTA TSUSHO CORP                                        | TOYOTA TSUSHO CORP                            | CUSIP: N/A<br>LEI: 549300CEE2ENIUJNXB84       | Long             | EC               | CORP              | JP        |    679900 | NS      | $25490091.68  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| UNILEVER PLC                                              | UNILEVER PLC ORD                              | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |    269047 | NS      | $14953084.51  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| UNILEVER PLC                                              | UNILEVER PLC SPONS ADR                        | CUSIP: 904767803<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |    282559 | NS      | $16097386.23  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                                  | UNITED OVERSEAS BANK (LOC)                    | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | EC               | CORP              | SG        |    571126 | NS      | $16280444.82  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| UPM KYMMENE CORP                                          | UPM KYMMENE CORP                              | CUSIP: N/A<br>LEI: 213800EC6PW5VU4J9U64       | Long             | EC               | CORP              | FI        |     38546 | NS      | $1194030.97   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNICREDIT SPA                                             | UNICREDIT SPA                                 | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |     54152 | NS      | $3809324.14   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SUZUKI MTR CORP                                           | SUZUKI MOTOR CORP                             | CUSIP: N/A<br>LEI: 353800D83H0V3ZV1SV24       | Long             | EC               | CORP              | JP        |   3797798 | NS      | $44880565.51  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | VEOLIA ENVIRONNEMENT                          | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | EC               | CORP              | FR        |    970109 | NS      | $36621674.13  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| VESTAS WIND SYSTEMS AS                                    | VESTAS WIND SYSTEMS AS                        | CUSIP: N/A<br>LEI: 549300DYMC8BGZZC8844       | Long             | EC               | CORP              | DK        |    698380 | NS      | $20540270.53  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| VODAFONE GRP PLC                                          | VODAFONE GROUP PLC SPON ADR                   | CUSIP: 92857W308<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |    202238 | NS      | $3037614.76   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VODAFONE GRP PLC                                          | VODAFONE GROUP PLC                            | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | EC               | CORP              | GB        |  28743711 | NS      | $43105184.35  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| VOLKSWAGEN AG                                             | VOLKSWAGEN AG                                 | CUSIP: N/A<br>LEI: 529900NNUPAGGOMPXZ31       | Long             | EC               | CORP              | DE        |      9124 | NS      | $932791.53    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VOLKSWAGEN AG                                             | VOLKSWAG PFD PERP                             | CUSIP: N/A<br>LEI: 529900NNUPAGGOMPXZ31       | Long             | EP               | CORP              | DE        |    439852 | NS      | $43926013.76  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| VOLVO AB                                                  | VOLVO AB SER B                                | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |    407150 | NS      | $13139212.39  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SANOFI                                                    | SANOFI                                        | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |    617108 | NS      | $59002876.12  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| SKANSKA AB                                                | SKANSKA AB SER B                              | CUSIP: N/A<br>LEI: 549300UINV5RINHGMG07       | Long             | EC               | CORP              | SE        |     65631 | NS      | $1751241.53   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHTRONIC INDUSTRIES CO LTD                              | TECHTRONIC INDUSTRIES CO LTD                  | CUSIP: N/A<br>LEI: 549300HZW2SBE758OK89       | Long             | EC               | CORP              | HK        |   1232300 | NS      | $16045736.62  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| WESFARMERS LTD                                            | WESFARMERS LTD                                | CUSIP: N/A<br>LEI: 5493003L32ZX9557ST85       | Long             | EC               | CORP              | AU        |    807957 | NS      | $40643674.55  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| TELENOR ASA                                               | TELENOR AS                                    | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | EC               | CORP              | NO        |    153403 | NS      | $2698006.89   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| 3I GROUP PLC                                              | 3I GROUP PLC                                  | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |        52 | NS      | $1678.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TAISEI CORP                                               | TAISEI CORP                                   | CUSIP: N/A<br>LEI: 529900TF7XJKIOWMLQ79       | Long             | EC               | CORP              | JP        |     58000 | NS      | $5867426.99   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTPAC BANKING CORP                                      | WESTPAC BANKING CORP                          | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | EC               | CORP              | AU        |     95731 | NS      | $2606977.85   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIONOGI and CO LTD                                       | SHIONOGI and CO LTD                           | CUSIP: N/A<br>LEI: 35380049VXDTHZI3DY35       | Long             | EC               | CORP              | JP        |    778300 | NS      | $17012209.45  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| WOLTERS KLUWER NV                                         | WOLTERS KLUWER NV                             | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |     48633 | NS      | $3632448.74   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WOODSIDE ENERGY GROUP LTD                                 | WOODSIDE ENERGY GROUP LTD                     | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Long             | EC               | CORP              | AU        |    784985 | NS      | $18983094.04  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| KINGFISHER PLC                                            | KINGFISHER PLC                                | CUSIP: N/A<br>LEI: 213800KBMEV7I92FY281       | Long             | EC               | CORP              | GB        |       736 | NS      | $2764.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WOOLWORTHS GROUP LTD                                      | WOOLWORTHS GROUP LTD                          | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | EC               | CORP              | AU        |    158296 | NS      | $3976566.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| YOKOGAWA ELECTRIC CORP                                    | YOKOGAWA ELECTRIC                             | CUSIP: N/A<br>LEI: 529900MV0U7C9WWF4L22       | Long             | EC               | CORP              | JP        |    879594 | NS      | $26292769.20  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ZURICH INSURANCE GROUP AG                                 | ZURICH INSURANCE GROUP AG                     | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |      3704 | NS      | $2600582.29   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE TELECOM LTD                                     | SINGAPORE TELECOM LTD (SING)                  | CUSIP: N/A<br>LEI: 2549003XJKIQO8YDYD89       | Long             | EC               | CORP              | SG        |   1364600 | NS      | $5243154.70   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE TECH ENGINEERING LTD                            | SINGAPORE TECH ENGINEERING LTD                | CUSIP: N/A<br>LEI: 254900OEXGGWCR24DG90       | Long             | EC               | CORP              | SG        |   5735655 | NS      | $48224648.48  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCA MEDIOLANUM SPA                                      | BANCA MEDIOLANUM SPA                          | CUSIP: N/A<br>LEI: 7LVZJ6XRIE7VNZ4UBX81       | Long             | EC               | CORP              | IT        |     59803 | NS      | $1194450.59   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASR NEDERLAND NV                                          | ASR NEDERLAND NV                              | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | EC               | CORP              | NL        |    128325 | NS      | $8777841.07   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| VAT GROUP AG                                              | VAT GROUP AG                                  | CUSIP: N/A<br>LEI: 529900MVFK7NVALR7Y83       | Long             | EC               | CORP              | CH        |     20940 | NS      | $12669799.90  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ANHEUSER BUSCH INBEV SA NV                                | ANHEUSER-BUSCH INBEV SA/NV                    | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | EC               | CORP              | BE        |    102364 | NS      | $7065916.92   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SEA LTD                                                   | SEA LTD ADR                                   | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |    124938 | NS      | $10346115.78  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SCOUT24 SE                                                | SCOUT24 SE                                    | CUSIP: N/A<br>LEI: 5493007EIKM2ENQS7U66       | Long             | EC               | CORP              | DE        |     53847 | NS      | $4107777.65   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SPOTIFY TECHNOLOGY SA                                     | SPOTIFY TECHNOLOGY SA                         | CUSIP: N/A<br>LEI: 549300B4X0JHWV0DTD60       | Long             | EC               | CORP              | LU        |     53825 | NS      | $26100280.75  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| KNORR-BREMSE AG                                           | KNORR-BREMSE AG                               | CUSIP: N/A<br>LEI: 5299001GRRO0Z25YZT52       | Long             | EC               | CORP              | DE        |     63752 | NS      | $7158764.88   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDEA BANK ABP                                           | NORDEA BANK ABP                               | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               | CORP              | FI        |   1693901 | NS      | $28732116.20  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| FUTU HOLDINGS LTD                                         | FUTU HOLDINGS LTD ADR                         | CUSIP: 36118L106<br>LEI: 213800X4W4ZRESFPTQ37 | Long             | EC               | CORP              | KY        |     68166 | NS      | $9322382.16   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXI SPA                                                  | NEXI SPA                                      | CUSIP: N/A<br>LEI: 5493000P70CQRQG8SN85       | Long             | EC               | CORP              | IT        |    725980 | NS      | $2668414.28   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| PROSUS NV                                                 | PROSUS NV                                     | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |   1290166 | NS      | $58128472.03  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| M and G PLC                                               | M and G PLC                                   | CUSIP: N/A<br>LEI: 254900TWUJUQ44TQJY84       | Long             | EC               | CORP              | GB        |   1572158 | NS      | $5660070.66   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FDJ UNITED                                                | FDJ UNITED                                    | CUSIP: N/A<br>LEI: 969500R4CLSQFTYYI535       | Long             | EC               | CORP              | FR        |    184001 | NS      | $5355220.89   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| KIOXIA HOLDINGS CORPORATION                               | KIOXIA HOLDINGS CORPORATION                   | CUSIP: N/A<br>LEI: 35380080RTKRARNH4R73       | Long             | EC               | CORP              | JP        |     28772 | NS      | $3459057.75   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SIEMENS ENERGY AG                                         | SIEMENS ENERGY AG                             | CUSIP: N/A<br>LEI: 5299005CHJZ14D4FDJ62       | Long             | EC               | CORP              | DE        |    550844 | NS      | $90569585.08  | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MONDAY.COM LTD                                            | MONDAY.COM LTD                                | CUSIP: N/A<br>LEI: 984500MDAFVD86E3B328       | Long             | EC               | CORP              | IL        |     32369 | NS      | $2237021.59   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENDEAVOUR MINING PLC                                      | ENDEAVOUR MINING PLC                          | CUSIP: N/A<br>LEI: 529900NI5MXQ91GHXR07       | Long             | EC               | CORP              | GB        |     92192 | NS      | $5442329.78   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DAIMLER TRUCK HOLDING AG                                  | DAIMLER TRUCK HOLDING AG                      | CUSIP: N/A<br>LEI: 529900PW78JIYOUBSR24       | Long             | EC               | CORP              | DE        |     43106 | NS      | $2066204.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL PLC                                                 | SHELL PLC                                     | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |   2180322 | NS      | $103400872.75 | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL PLC                                                 | SHELL PLC SPONS ADR                           | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |    429935 | NS      | $39983955.00  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| TELSTRA GROUP LTD                                         | TELSTRA GROUP LTD                             | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | EC               | CORP              | AU        |  10906268 | NS      | $40107075.30  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| ANZ GROUP HOLDINGS LTD                                    | ANZ GROUP HOLDINGS LTD                        | CUSIP: N/A<br>LEI: 9845005D9C6BAA10BK72       | Long             | EC               | CORP              | AU        |    111326 | NS      | $2762833.17   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DSM FIRMENICH AG                                          | DSM FIRMENICH AG                              | CUSIP: N/A<br>LEI: 506700G44V67MPM4BI12       | Long             | EC               | CORP              | CH        |    105419 | NS      | $7486375.03   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                            | MSCI EAFE FUT JUN26 MFSM6                     | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DE               | CORP              | US        |       845 | NC      | $1258627.70   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                                 | UST BILLS 0% 04/16/2026                       | CUSIP: 912797QD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3830000 | PA      | $3824213.52   | 0.05%             | 2026-04-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AUMOVIO SE                                                | AUMOVIO SE                                    | CUSIP: N/A<br>LEI: 391200IGI9RQ7VTOK384       | Long             | EC               | CORP              | DE        |      5410 | NS      | $208980.22    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                                 | UST BILLS 0% 04/02/2026                       | CUSIP: 912797SD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $599939.52    | 0.01%             | 2026-04-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                 | UST BILLS 0% 04/09/2026                       | CUSIP: 912797SL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    620000 | PA      | $619502.56    | 0.01%             | 2026-04-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                 | UST BILLS 0% 05/28/2026                       | CUSIP: 912797SW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2810000 | PA      | $2793817.04   | 0.03%             | 2026-05-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA SPA                                        | TELECOM ITALIA SPA RT 04/01/26                | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | EC               | CORP              | IT        |   9379435 | NS      | $216.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCHE HOLDING AG                                          | ROCHE HOLDING AG                              | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |    282822 | NS      | $111310759.63 | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** Stacie M. Smith

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

**Title:** President and Treasurer