# EDGAR Filing Document

**Accession Number:** 0000945908
**File Stem:** 0000035402-26-004033
**Filing Date:** 2026-6
**Character Count:** 59940
**Document Hash:** efd7c6018990e46670f55f0b95a8f6fa
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-004033.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0000035402-26-004033

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20260731

**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:** 261126941

**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 Blue Chip Value ETF (Series ID: S000068175)

| Class ID   | Class Name                   | Ticker Symbol   |
|:---|:---|:---|
| C000218331 | Fidelity Blue Chip Value ETF | FBCV            |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity® Blue Chip Value ETF**

**April 30, 2026**

VTF-NPRT3-0626

1.9897888.105 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 98.0%** | &nbsp;&nbsp;**Common Stocks - 98.0%** | &nbsp;&nbsp;**Common Stocks - 98.0%** |
|  | Shares | Value ($)<br>|
| CANADA - 1.1%  |  |  |
| Energy - 0.8% |  |  |
| Oil, Gas & Consumable Fuels - 0.8% |  |  |
| Canadian Natural Resources Ltd (United States)  | 168 | 8012 |
| Imperial Oil Ltd (United States)  | 8651 | 1159407 |
| TOTAL ENERGY |  | 1167419 |
| Materials - 0.3% |  |  |
| Chemicals - 0.3% |  |  |
| Nutrien Ltd (United States)  | 6729 | 511404 |
| TOTAL CANADA |  | 1678823 |
| TAIWAN - 0.8%  |  |  |
| Information Technology - 0.8% |  |  |
| Semiconductors & Semiconductor Equipment - 0.8% |  |  |
| Taiwan Semiconductor Manufacturing Co Ltd ADR  | 3609 | 1429381 |
| UNITED KINGDOM - 4.9%  |  |  |
| Consumer Staples - 1.6% |  |  |
| Beverages - 0.6% |  |  |
| Diageo PLC ADR  | 11947 | 963526 |
| Personal Care Products - 0.5% |  |  |
| Unilever PLC ADR  | 13427 | 791924 |
| Tobacco - 0.5% |  |  |
| British American Tobacco PLC ADR  | 14022 | 824494 |
| TOTAL CONSUMER STAPLES |  | 2579944 |
| Health Care - 2.9% |  |  |
| Pharmaceuticals - 2.9% |  |  |
| Astrazeneca PLC (United States)  | 12590 | 2358988 |
| GSK PLC ADR  | 43245 | 2262146 |
| TOTAL HEALTH CARE |  | 4621134 |
| Utilities - 0.4% |  |  |
| Multi-Utilities - 0.4% |  |  |
| National Grid PLC ADR  | 6934 | 620870 |
| TOTAL UNITED KINGDOM |  | 7821948 |
| UNITED STATES - 91.2%  |  |  |
| Communication Services - 9.2% |  |  |
| Entertainment - 2.1% |  |  |
| Walt Disney Co/The  | 19677 | 2041489 |
| Warner Bros Discovery Inc (a) | 45861 | 1240540 |
|  |  | 3282029 |
| Interactive Media & Services - 6.9% |  |  |
| Alphabet Inc Class A  | 18999 | 7310816 |
| Alphabet Inc Class C  | 7928 | 3028020 |
| Meta Platforms Inc Class A  | 1077 | 659027 |
|  |  | 10997863 |
| Media - 0.2% |  |  |
| Omnicom Group Inc  | 6141 | 471137 |
| TOTAL COMMUNICATION SERVICES |  | 14751029 |
| Consumer Discretionary - 8.8% |  |  |
| Broadline Retail - 3.9% |  |  |
| Amazon.com Inc (a) | 23298 | 6175368 |
| Diversified Consumer Services - 0.6% |  |  |
| H&R Block Inc  | 31778 | 1008316 |
| Hotels, Restaurants & Leisure - 0.4% |  |  |
| Domino's Pizza Inc  | 1919 | 651347 |
| Household Durables - 0.6% |  |  |
| Mohawk Industries Inc (a) | 3798 | 400917 |
| Taylor Morrison Home Corp (a) | 2098 | 127432 |
| Toll Brothers Inc  | 2740 | 389464 |
|  |  | 917813 |
| Specialty Retail - 2.7% |  |  |
| Abercrombie & Fitch Co Class A (a) | 2223 | 189732 |
| AutoNation Inc (a) | 1354 | 287563 |
| Group 1 Automotive Inc  | 687 | 245170 |
| Lithia Motors Inc  | 1224 | 355107 |
| Lowe's Cos Inc  | 4539 | 1083868 |
| Murphy USA Inc  | 618 | 363384 |
| Ross Stores Inc  | 7592 | 1729382 |
|  |  | 4254206 |
| Textiles, Apparel & Luxury Goods - 0.6% |  |  |
| Lululemon Athletica Inc (a) | 3169 | 436371 |
| PVH Corp  | 6214 | 568208 |
|  |  | 1004579 |
| TOTAL CONSUMER DISCRETIONARY |  | 14011629 |
| Consumer Staples - 7.6% |  |  |
| Beverages - 2.0% |  |  |
| Constellation Brands Inc Class A  | 3809 | 596413 |
| Keurig Dr Pepper Inc  | 87332 | 2567561 |
|  |  | 3163974 |
| Consumer Staples Distribution & Retail - 1.8% |  |  |
| BJ's Wholesale Club Holdings Inc (a) | 56 | 5258 |
| Kroger Co/The  | 9791 | 666473 |
| Sprouts Farmers Market Inc (a) | 8211 | 672070 |
| Target Corp  | 7200 | 934201 |
| US Foods Holding Corp (a) | 6507 | 608339 |
|  |  | 2886341 |
| Food Products - 1.0% |  |  |
| McCormick & Co Inc/MD  | 264 | 13421 |
| Mondelez International Inc  | 26281 | 1614705 |
|  |  | 1628126 |
| Household Products - 2.4% |  |  |
| Colgate-Palmolive Co  | 11431 | 975750 |
| Kimberly-Clark Corp  | 4930 | 485260 |
| Procter & Gamble Co/The  | 15661 | 2303577 |
|  |  | 3764587 |
| Tobacco - 0.4% |  |  |
| Philip Morris International Inc  | 4280 | 706500 |
| TOTAL CONSUMER STAPLES |  | 12149528 |
| Energy - 7.4% |  |  |
| Oil, Gas & Consumable Fuels - 7.4% |  |  |
| ConocoPhillips  | 20735 | 2608048 |
| Exxon Mobil Corp  | 39428 | 6084924 |
| Shell PLC ADR  | 33624 | 3048688 |
| TOTAL ENERGY |  | 11741660 |
| Financials - 21.0% |  |  |
| Banks - 8.1% |  |  |
| Bank of America Corp  | 73677 | 3938772 |
| M&T Bank Corp  | 8205 | 1793859 |
| PNC Financial Services Group Inc/The  | 11704 | 2609992 |
| US Bancorp  | 35088 | 1988086 |
| Wells Fargo & Co  | 30464 | 2505055 |
|  |  | 12835764 |
| Capital Markets - 3.1% |  |  |
| Bank of New York Mellon Corp/The  | 8206 | 1102640 |
| Blackrock Inc  | 32 | 34099 |
| Charles Schwab Corp/The  | 13012 | 1192420 |
| Northern Trust Corp  | 16004 | 2662106 |
| State Street Corp  | 68 | 10393 |
|  |  | 5001658 |
| Consumer Finance - 1.0% |  |  |
| Capital One Financial Corp  | 8264 | 1580903 |
| Financial Services - 2.3% |  |  |
| Berkshire Hathaway Inc Class B (a) | 2475 | 1172160 |
| Fiserv Inc (a) | 5508 | 345076 |
| Global Payments Inc  | 7545 | 542938 |
| Sycamore Partners LLC rights (a)(b) | 37295 | 20139 |
| Visa Inc Class A  | 4720 | 1556846 |
|  |  | 3637159 |
| Insurance - 6.0% |  |  |
| Chubb Ltd  | 8255 | 2699385 |
| Fidelity National Financial Inc  | 8824 | 461495 |
| Hartford Insurance Group Inc/The  | 7900 | 1080799 |
| Marsh & McLennan Cos Inc  | 8099 | 1358283 |
| Travelers Companies Inc/The  | 10414 | 3177728 |
| Willis Towers Watson PLC  | 2963 | 759121 |
|  |  | 9536811 |
| Mortgage Real Estate Investment Trusts (REITs) - 0.5% |  |  |
| Annaly Capital Management Inc  | 34776 | 796370 |
| TOTAL FINANCIALS |  | 33388665 |
| Health Care - 8.8% |  |  |
| Biotechnology - 1.8% |  |  |
| Biogen Inc (a) | 6263 | 1185461 |
| Gilead Sciences Inc  | 12575 | 1645313 |
|  |  | 2830774 |
| Health Care Providers & Services - 3.7% |  |  |
| Cigna Group/The  | 7062 | 2052077 |
| CVS Health Corp  | 11724 | 976492 |
| Elevance Health Inc  | 2551 | 960247 |
| Henry Schein Inc (a) | 7509 | 560096 |
| UnitedHealth Group Inc  | 3535 | 1309647 |
|  |  | 5858559 |
| Life Sciences Tools & Services - 1.0% |  |  |
| Charles River Laboratories International Inc (a) | 1032 | 172313 |
| Thermo Fisher Scientific Inc  | 3416 | 1636127 |
|  |  | 1808440 |
| Pharmaceuticals - 2.3% |  |  |
| Merck & Co Inc  | 31237 | 3410456 |
| Viatris Inc  | 13443 | 200838 |
|  |  | 3611294 |
| TOTAL HEALTH CARE |  | 14109067 |
| Industrials - 13.5% |  |  |
| Aerospace & Defense - 1.0% |  |  |
| Lockheed Martin Corp  | 662 | 342896 |
| Northrop Grumman Corp  | 32 | 18543 |
| Textron Inc  | 12788 | 1227137 |
|  |  | 1588576 |
| Air Freight & Logistics - 3.6% |  |  |
| CH Robinson Worldwide Inc  | 5985 | 1088133 |
| Expeditors International of Washington Inc  | 3357 | 496467 |
| FedEx Corp  | 6185 | 2494472 |
| United Parcel Service Inc Class B  | 15493 | 1685638 |
|  |  | 5764710 |
| Electrical Equipment - 1.5% |  |  |
| Acuity Inc  | 3274 | 948707 |
| Regal Rexnord Corp  | 6388 | 1373612 |
|  |  | 2322319 |
| Ground Transportation - 0.6% |  |  |
| Knight-Swift Transportation Holdings Inc  | 13737 | 891531 |
| Machinery - 4.6% |  |  |
| Allison Transmission Holdings Inc  | 7182 | 964902 |
| Cummins Inc  | 1654 | 1109851 |
| Deere & Co  | 2173 | 1281788 |
| Dover Corp  | 4447 | 1006845 |
| Mueller Industries Inc  | 1419 | 192175 |
| PACCAR Inc  | 4439 | 527353 |
| Pentair PLC  | 13395 | 1081110 |
| Westinghouse Air Brake Technologies Corp  | 4361 | 1176990 |
|  |  | 7341014 |
| Professional Services - 1.5% |  |  |
| ExlService Holdings Inc (a) | 21423 | 682965 |
| Genpact Ltd  | 699 | 24290 |
| Leidos Holdings Inc  | 3794 | 566141 |
| Maximus Inc  | 5791 | 380005 |
| SS&C Technologies Holdings Inc  | 10158 | 703950 |
|  |  | 2357351 |
| Trading Companies & Distributors - 0.7% |  |  |
| Ferguson Enterprises Inc  | 2785 | 745573 |
| Rush Enterprises Inc Class A  | 5275 | 390508 |
|  |  | 1136081 |
| TOTAL INDUSTRIALS |  | 21401582 |
| Information Technology - 9.2% |  |  |
| Communications Equipment - 2.3% |  |  |
| Cisco Systems Inc  | 40561 | 3711332 |
| IT Services - 1.2% |  |  |
| Accenture PLC Class A  | 6960 | 1243822 |
| GoDaddy Inc Class A (a) | 6984 | 606140 |
|  |  | 1849962 |
| Semiconductors & Semiconductor Equipment - 3.9% |  |  |
| Intel Corp (a) | 24668 | 2330633 |
| Micron Technology Inc  | 5629 | 2911094 |
| QUALCOMM Inc  | 5759 | 1034201 |
|  |  | 6275928 |
| Software - 1.8% |  |  |
| Gen Digital Inc  | 62207 | 1199973 |
| Intuit Inc  | 821 | 318958 |
| Salesforce Inc  | 7907 | 1395823 |
|  |  | 2914754 |
| TOTAL INFORMATION TECHNOLOGY |  | 14751976 |
| Materials - 3.7% |  |  |
| Chemicals - 1.5% |  |  |
| Cabot Corp  | 5214 | 401269 |
| CF Industries Holdings Inc  | 2779 | 345152 |
| Corteva Inc  | 14431 | 1169055 |
| Mosaic Co/The  | 21681 | 504517 |
| Scotts Miracle-Gro Co/The  | 84 | 5267 |
|  |  | 2425260 |
| Construction Materials - 0.6% |  |  |
| CRH PLC  | 8715 | 1032030 |
| Containers & Packaging - 0.6% |  |  |
| Crown Holdings Inc  | 9387 | 922836 |
| Metals & Mining - 1.0% |  |  |
| Newmont Corp  | 14010 | 1556371 |
| TOTAL MATERIALS |  | 5936497 |
| Real Estate - 0.2% |  |  |
| Specialized REITs - 0.2% |  |  |
| Lamar Advertising Co Class A  | 2730 | 376302 |
| Utilities - 1.8% |  |  |
| Electric Utilities - 1.6% |  |  |
| Eversource Energy  | 16810 | 1188467 |
| PG&E Corp  | 82209 | 1366314 |
|  |  | 2554781 |
| Gas Utilities - 0.2% |  |  |
| UGI Corp  | 10666 | 384936 |
| TOTAL UTILITIES |  | 2939717 |
| TOTAL UNITED STATES |  | 145557652 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $129,466,003) |  | <br> **156487804** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 98.0%**<br> (Cost $129,466,003)<br>| <br>**156487804** |
| **NET OTHER ASSETS (LIABILITIES) - 2.0%**  | **3183378** |
| **NET ASSETS - 100.0%** | **159671182** |

---

**Legend**

(a) Non-income producing.

(b) Level 3 security.

**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.

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

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 Blue Chip Value ETF

- **b. EDGAR series identifier (if any):** S000068175

- **c. LEI of Series:** 549300EK27ECTCNSS602

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

- **a. Date of fiscal year-end:** 2026-07-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $159743511.54

**Total Liabilities:** $73176.49

**Net Assets:** $159670335.05

**Cash Not Reported:** $3138737.44

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000218331 | 2.36%                | -4.75%               | 6.98%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $340362.97               | $3462275.97                                |
| Month 2  | $6461304.00              | $-15544948.65                              |
| Month 3  | $1834055.85              | $8420370.35                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| EXLSERVICE HOLDINGS INC                      | EXLSERVICE HOLDINGS INC                  | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     21423 | NS      | $682965.24    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                 | THERMO FISHER SCIENTIFIC INC             | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      3416 | NS      | $1636127.36   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                            | STATE STREET CORP                        | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |        68 | NS      | $10393.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICOM GROUP INC                            | OMNICOM GROUP INC                        | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      6141 | NS      | $471137.52    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD               | CANADIAN NATL RESOURCES LTD              | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |       168 | NS      | $8011.92      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCTER and GAMBLE CO                        | PROCTER and GAMBLE CO                    | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     15661 | NS      | $2303576.49   | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECH CORP             | WESTINGHOUSE AIR BRAKE TECH CORP         | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      4361 | NS      | $1176990.29   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| GODADDY INC                                  | GODADDY INC CL A                         | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |      6984 | NS      | $606141.36    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| SYCAMORE PARTNERS LLC                        | SYCAMORE PARTNERS LLC CVR RT             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     37295 | NS      | $20139.30     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| SHELL PLC                                    | SHELL PLC SPONS ADR                      | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     33624 | NS      | $3048688.08   | 1.91%             |  |  |  | No            |                  1 | On Loan: No      |
| LULULEMON ATHLETICA INC                      | LULULEMON ATHLETICA INC                  | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |      3169 | NS      | $436371.30    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAGEO PLC                                   | DIAGEO PLC SPON ADR                      | CUSIP: 25243Q205<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |     11947 | NS      | $963525.55    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION BRANDS INC                     | CONSTELLATION BRANDS INC CL A            | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      3809 | NS      | $596413.22    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                               | AMAZON.COM INC                           | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     23298 | NS      | $6175367.88   | 3.87%             |  |  |  | No            |                  1 | On Loan: No      |
| CH ROBINSON WORLDWIDE INC                    | CH ROBINSON WORLDWIDE INC                | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |      5985 | NS      | $1088132.85   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS INC                           | CONOCOPHILLIPS                           | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     20735 | NS      | $2608048.30   | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL OIL LTD                             | IMPERIAL OIL LTD                         | CUSIP: 453038408<br>LEI: 549300MO45LTBPAU4Z27 | Long             | EC               | CORP              | CA        |      8651 | NS      | $1159407.02   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| TAYLOR MORRISON HOME CORP                    | TAYLOR MORRISON HOME CORP                | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |      2098 | NS      | $127432.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DOVER CORP                                   | DOVER CORP                               | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      4447 | NS      | $1006845.27   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDITORS INTERNATIONAL OF WASHINGTON INC   | EXPEDITORS INTL OF WASH INC              | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      3357 | NS      | $496466.73    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                 | ALPHABET INC CL C                        | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      7928 | NS      | $3028020.32   | 1.90%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCENTURE PLC                                | ACCENTURE PLC CL A                       | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |      6960 | NS      | $1243821.60   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC                                     | VISA INC CL A                            | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      4720 | NS      | $1556844.80   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERSOURCE ENERGY                            | EVERSOURCE ENERGY                        | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |     16810 | NS      | $1188467.00   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP DEL                               | US BANCORP DEL                           | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     35088 | NS      | $1988086.08   | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                   | CAPITAL ONE FINANCIAL CORP               | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      8264 | NS      | $1580903.20   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| ACUITY INC                                   | ACUITY INC                               | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3274 | NS      | $948706.98    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBERLY-CLARK CORP                          | KIMBERLY CLARK CORP                      | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      4930 | NS      | $485259.90    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH CORP                                     | PVH CORP                                 | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |      6214 | NS      | $568208.16    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                           | META PLATFORMS INC CL A                  | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      1077 | NS      | $659027.07    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUIT INC                                   | INTUIT INC                               | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       821 | NS      | $318958.50    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHWAB CHARLES CORP                          | SCHWAB CHARLES CORP                      | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     13012 | NS      | $1192419.68   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| H and R BLOCK INC                            | BLOCK H and R INC                        | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     31778 | NS      | $1008315.94   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB LTD                                    | CHUBB LTD                                | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |      8255 | NS      | $2699385.00   | 1.69%             |  |  |  | No            |                  1 | On Loan: No      |
| DEERE and CO                                 | DEERE and CO                             | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      2173 | NS      | $1281787.51   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK NEW YORK MELLON CORP                    | BANK OF NEW YORK MELLON CORP             | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      8206 | NS      | $1102640.22   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR INC                                   | PACCAR INC                               | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      4439 | NS      | $527353.20    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH AMERICAN TOBACCO PLC                 | BRITISH AMERICAN TOB PLC ADR             | CUSIP: 110448107<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |     14022 | NS      | $824493.60    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOGEN INC                                   | BIOGEN INC                               | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      6263 | NS      | $1185460.64   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| REGAL REXNORD CORP                           | REGAL REXNORD CORP                       | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |      6388 | NS      | $1373611.64   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY USA INC                               | MURPHY USA INC                           | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |       618 | NS      | $363384.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK and CO INC                             | MERCK and CO INC NEW                     | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     31237 | NS      | $3410455.66   | 2.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA GROUP (THE)                            | CIGNA GROUP (THE)                        | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      7062 | NS      | $2052075.96   | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWES COS INC                                | LOWES COS INC                            | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      4539 | NS      | $1083867.81   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNER BROS DISCOVERY INC                    | WARNER BROS DISCOVERY INC                | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     45861 | NS      | $1240540.05   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| SCOTTS MIRACLE GRO CO (THE)                  | SCOTTS MIRACLE GRO CO                    | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |        84 | NS      | $5266.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNILEVER PLC                                 | UNILEVER PLC SPONS ADR                   | CUSIP: 904767803<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     13427 | NS      | $791924.46    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN HOLDINGS INC                           | CROWN HOLDINGS INC                       | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      9387 | NS      | $922835.97    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                                   | INTEL CORP                               | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     24668 | NS      | $2330632.64   | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC | CHARLES RIVER LABS INTL INC              | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |      1032 | NS      | $172313.04    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HARTFORD INSURANCE GROUP INC/THE             | HARTFORD INSURANCE GROUP INC/THE         | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      7900 | NS      | $1080799.00   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| COLGATE-PALMOLIVE CO                         | COLGATE-PALMOLIVE CO                     | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     11431 | NS      | $975750.16    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| CUMMINS INC                                  | CUMMINS INC                              | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      1654 | NS      | $1109850.54   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| MCCORMICK and CO INC                         | MCCORMICK and CO INC NON-VTG             | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |       264 | NS      | $13421.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                       | GROUP 1 AUTOMOTIVE INC                   | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |       687 | NS      | $245169.69    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH and MCLENNAN COS INC                   | MARSH and MCLENNAN COS INC               | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      8099 | NS      | $1358283.29   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| CORTEVA INC                                  | CORTEVA INC                              | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     14431 | NS      | $1169055.31   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXTRON INC                                  | TEXTRON INC                              | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |     12788 | NS      | $1227136.48   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| RUSH ENTERPRISES INC                         | RUSH ENTERPRISES INC CL A                | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |      5275 | NS      | $390508.25    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PG and E CORP                                | PG and E CORP                            | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     82209 | NS      | $1366313.58   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORP                                  | TARGET CORP                              | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      7200 | NS      | $934200.00    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| TOLL BROS INC                                | TOLL BROTHERS INC                        | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |      2740 | NS      | $389463.60    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                          | ELEVANCE HEALTH INC                      | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      2551 | NS      | $960247.42    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIS TOWERS WATSON PLC                     | WILLIS TOWERS WATSON PLC                 | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | IE        |      2963 | NS      | $759120.60    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| MUELLER INDUSTRIES INC                       | MUELLER INDUSTRIES INC                   | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |      1419 | NS      | $192175.17    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                   | MONDELEZ INTL INC                        | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     26281 | NS      | $1614704.64   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI CORP                                     | UGI CORP NEW                             | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     10666 | NS      | $384935.94    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| M and T BANK CORP                            | M and T BANK CORP                        | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      8205 | NS      | $1793859.15   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KEURIG DR PEPPER INC                         | KEURIG DR PEPPER INC                     | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     87332 | NS      | $2567560.80   | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| HENRY SCHEIN INC                             | HENRY SCHEIN INC                         | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |      7509 | NS      | $560096.31    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK INC                                | BLACKROCK INC                            | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |        32 | NS      | $34099.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINOS PIZZA INC                            | DOMINOS PIZZA INC                        | CUSIP: 25754A201<br>LEI: 5299004V0Y8MI5D9FF45 | Long             | EC               | CORP              | US        |      1919 | NS      | $651346.98    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| NUTRIEN LTD                                  | NUTRIEN LTD                              | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |      6729 | NS      | $511404.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| VIATRIS INC                                  | VIATRIS INC                              | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |     13443 | NS      | $200838.42    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXIMUS INC                                  | MAXIMUS INC                              | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |      5791 | NS      | $380005.42    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV INC                                   | FISERV INC                               | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      5508 | NS      | $345076.20    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC     | KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC | CUSIP: 499049104<br>LEI: 2549007VHKP3K6E1XF67 | Long             | EC               | CORP              | US        |     13737 | NS      | $891531.30    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN TRUST CORP                          | NORTHERN TRUST CORP                      | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |     16004 | NS      | $2662105.36   | 1.67%             |  |  |  | No            |                  1 | On Loan: No      |
| ABERCROMBIE and FITCH CO                     | ABERCROMBIE and FITCH CO CL A            | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |      2223 | NS      | $189733.05    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CF INDUSTRIES HOLDINGS INC                   | CF INDUSTRIES HOLDINGS INC               | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      2779 | NS      | $345151.80    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM INC                                 | QUALCOMM INC                             | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      5759 | NS      | $1034201.22   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| KROGER CO                                    | KROGER CO                                | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      9791 | NS      | $666473.37    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| SPROUTS FARMERS MARKET INC                   | SPROUTS FMRS MKT INC                     | CUSIP: 85208M102<br>LEI: 549300TE8B3NBYVDGN74 | Long             | EC               | CORP              | US        |      8211 | NS      | $672070.35    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                                      | CRH PLC                                  | CUSIP: N/A<br>LEI: 549300MIDJNNTH068E74       | Long             | EC               | CORP              | IE        |      8715 | NS      | $1032030.30   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| CABOT CORP                                   | CABOT CORP                               | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |      5214 | NS      | $401269.44    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY NATIONAL FINANCIAL INC              | FIDELITY NATIONAL FINL INC               | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |      8824 | NS      | $461495.20    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY INC DEL                   | BERKSHIRE HATHAWAY INC CL B              | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      2475 | NS      | $1172160.00   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC              | PHILIP MORRIS INTL INC                   | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      4280 | NS      | $706499.60    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE INC                               | SALESFORCE INC                           | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      7907 | NS      | $1395822.71   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORP                         | LOCKHEED MARTIN CORP                     | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       662 | NS      | $342896.14    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MFG CO LTD              | TAIWAN SEMIC MFG CO LTD SP ADR           | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      3609 | NS      | $1429380.54   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORP                             | EXXON MOBIL CORP                         | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     39428 | NS      | $6084923.24   | 3.81%             |  |  |  | No            |                  1 | On Loan: No      |
| LITHIA MOTORS INC                            | LITHIA MOTORS INC                        | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |      1224 | NS      | $355106.88    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTONATION INC DEL                           | AUTONATION INC                           | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1354 | NS      | $287562.52    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHROP GRUMMAN CORP                        | NORTHROP GRUMMAN CORP                    | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |        32 | NS      | $18543.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARCEL SERVICE INC                    | UNITED PARCEL SERVICE INC CL B           | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     15493 | NS      | $1685638.40   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GENPACT LTD                                  | GENPACT LTD                              | CUSIP: N/A<br>LEI: 529900OSEC6Q0L4L5B35       | Long             | EC               | CORP              | BM        |       699 | NS      | $24290.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                      | GSK PLC SPONS ADR                        | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |     43245 | NS      | $2262145.95   | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVELERS COS INC                            | TRAVELERS COMPANIES INC                  | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |     10414 | NS      | $3177727.96   | 1.99%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLISON TRANSMISSION HLDGS INC               | ALLISON TRANSMISSION HLDGS INC           | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |      7182 | NS      | $964901.70    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL GRID PLC                            | NATIONAL GRID PLC SPON ADR               | CUSIP: 636274409<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |      6934 | NS      | $620870.36    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC                          | GLOBAL PAYMENTS INC                      | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      7545 | NS      | $542938.20    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDEX CORP                                   | FEDEX CORP                               | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      6185 | NS      | $2494472.35   | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY INC                        | MICRON TECHNOLOGY INC                    | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      5629 | NS      | $2911093.64   | 1.82%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                              | CVS HEALTH CORP                          | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     11724 | NS      | $976491.96    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| ANNALY CAPITAL MANAGEMENT INC                | ANNALY CAPITAL MGMT INC REIT             | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |     34776 | NS      | $796370.40    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| PENTAIR PLC                                  | PENTAIR PLC                              | CUSIP: N/A<br>LEI: 549300EVR9D56WPSRP15       | Long             | EC               | CORP              | IE        |     13395 | NS      | $1081110.45   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO and CO                           | WELLS FARGO and CO                       | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     30464 | NS      | $2505054.72   | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                  | BANK OF AMERICA CORPORATION              | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     73677 | NS      | $3938772.42   | 2.47%             |  |  |  | No            |                  1 | On Loan: No      |
| BJS WHOLESALE CLUB HOLDINGS INC              | BJS WHSL CLUB HLDGS INC                  | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |        56 | NS      | $5257.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LEIDOS HLDGS INC                             | LEIDOS HOLDINGS INC                      | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      3794 | NS      | $566140.68    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC                          | GILEAD SCIENCES INC                      | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     12575 | NS      | $1645313.00   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                       | UNITEDHEALTH GROUP INC                   | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      3535 | NS      | $1309646.80   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC                              | GEN DIGITAL INC                          | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |     62207 | NS      | $1199973.03   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| MOSAIC CO                                    | MOSAIC CO NEW                            | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     21681 | NS      | $504516.87    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ROSS STORES INC                              | ROSS STORES INC                          | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      7592 | NS      | $1729381.68   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MOHAWK INDUSTRIES INC                        | MOHAWK INDUSTRIES INC                    | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |      3798 | NS      | $400916.88    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| US FOODS HOLDING CORP                        | US FOODS HOLDING CORP                    | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |      6507 | NS      | $608339.43    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRAZENECA PLC                              | ASTRAZENECA PLC                          | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |     12590 | NS      | $2358988.30   | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC                            | CISCO SYSTEMS INC                        | CUSIP: 17275R102<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | EC               | CORP              | US        |     40561 | NS      | $3711331.50   | 2.32%             |  |  |  | No            |                  1 | On Loan: No      |
| SS and C TECHNOLOGIES HLDGS INC              | SS and C TECHNOLOGIES HOLDINGS INC       | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |     10158 | NS      | $703949.40    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                 | ALPHABET INC CL A                        | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     18999 | NS      | $7310815.20   | 4.58%             |  |  |  | No            |                  1 | On Loan: No      |
| FERGUSON ENTERPRISES INC                     | FERGUSON ENTERPRISES INC                 | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |      2785 | NS      | $745572.35    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMONT CORP                                 | NEWMONT CORP                             | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     14010 | NS      | $1556370.90   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMAR ADVERTISING CO                         | LAMAR ADVERTISING CO CL A                | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |      2730 | NS      | $376303.20    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC               | PNC FINANCIAL SERVICES GRP INC           | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     11704 | NS      | $2609992.00   | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY CO/THE                           | DISNEY (WALT) CO                         | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     19677 | NS      | $2041488.75   | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** Stacie M. Smith

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

**Title:** President and Treasurer