# EDGAR Filing Document

**Accession Number:** 0000945908
**File Stem:** 0000035402-26-004078
**Filing Date:** 2026-6
**Character Count:** 56517
**Document Hash:** 3290e2128edf948e6ff0ac3687506b15
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-004078.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0000035402-26-004078

**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:** 261127042

**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 High Dividend ETF (Series ID: S000054749)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000171930 | Fidelity High Dividend ETF | FDVV            |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity® High Dividend ETF**

**April 30, 2026**

T17-NPRT3-0626

1.9880050.109 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 99.7%** | &nbsp;&nbsp;**Common Stocks - 99.7%** | &nbsp;&nbsp;**Common Stocks - 99.7%** |
|  | Shares | Value ($)<br>|
| DENMARK - 1.2%  |  |  |
| Financials - 1.2% |  |  |
| Banks - 1.2% |  |  |
| Danske Bank A/S  | 2206248 | 113358498 |
| ITALY - 2.4%  |  |  |
| Financials - 2.4% |  |  |
| Banks - 2.4% |  |  |
| Banca Monte dei Paschi di Siena SpA (b) | 10848386 | 115193029 |
| Banco BPM SpA  | 7452376 | 108269790 |
| TOTAL ITALY |  | 223462819 |
| JAPAN - 0.4%  |  |  |
| Industrials - 0.4% |  |  |
| Marine Transportation - 0.4% |  |  |
| Mitsui OSK Lines Ltd  | 521300 | 19743566 |
| Nippon Yusen KK  | 512500 | 18540331 |
| TOTAL JAPAN |  | 38283897 |
| NORWAY - 1.4%  |  |  |
| Consumer Staples - 1.4% |  |  |
| Food Products - 1.4% |  |  |
| Orkla ASA  | 10229419 | 125577758 |
| SINGAPORE - 0.2%  |  |  |
| Industrials - 0.2% |  |  |
| Passenger Airlines - 0.2% |  |  |
| Singapore Airlines Ltd  | 3281400 | 16206671 |
| UNITED STATES - 94.1%  |  |  |
| Communication Services - 3.8% |  |  |
| Diversified Telecommunication Services - 0.3% |  |  |
| AT&T Inc  | 440020 | 11497723 |
| Comcast Corp Class A  | 260756 | 7050842 |
| Verizon Communications Inc  | 260165 | 12495725 |
|  |  | 31044290 |
| Entertainment - 0.2% |  |  |
| Electronic Arts Inc  | 23680 | 4792122 |
| Walt Disney Co/The  | 111091 | 11525691 |
|  |  | 16317813 |
| Interactive Media & Services - 3.0% |  |  |
| Alphabet Inc Class A  | 526104 | 202444819 |
| Match Group Inc  | 90300 | 3379026 |
| Meta Platforms Inc Class A  | 111477 | 68213891 |
|  |  | 274037736 |
| Media - 0.2% |  |  |
| Fox Corp Class A  | 52344 | 3323321 |
| New York Times Co/The Class A  | 43554 | 3442073 |
| News Corp Class A  | 122834 | 3232991 |
| Nexstar Media Group Inc  | 12679 | 2639006 |
| Omnicom Group Inc  | 50494 | 3873900 |
|  |  | 16511291 |
| Wireless Telecommunication Services - 0.1% |  |  |
| T-Mobile US Inc  | 35952 | 7028616 |
| TOTAL COMMUNICATION SERVICES |  | 344939746 |
| Consumer Discretionary - 14.5% |  |  |
| Automobiles - 2.2% |  |  |
| Ford Motor Co  | 9526198 | 115076472 |
| Stellantis NV (Italy) (c) | 12119628 | 88272916 |
|  |  | 203349388 |
| Hotels, Restaurants & Leisure - 4.5% |  |  |
| McDonald's Corp  | 484477 | 142237602 |
| Starbucks Corp  | 1440196 | 151695845 |
| Vail Resorts Inc (b) | 917788 | 116724278 |
|  |  | 410657725 |
| Household Durables - 0.9% |  |  |
| Whirlpool Corp (b) | 1420225 | 79617813 |
| Specialty Retail - 5.9% |  |  |
| Best Buy Co Inc  | 1837084 | 111125211 |
| Home Depot Inc/The  | 462138 | 151950975 |
| Lowe's Cos Inc  | 528961 | 126310597 |
| TJX Cos Inc/The  | 963772 | 151071261 |
|  |  | 540458044 |
| Textiles, Apparel & Luxury Goods - 1.0% |  |  |
| NIKE Inc Class B  | 2098027 | 93068478 |
| TOTAL CONSUMER DISCRETIONARY |  | 1327151448 |
| Consumer Staples - 9.9% |  |  |
| Beverages - 3.5% |  |  |
| Coca-Cola Co/The  | 2155669 | 169780490 |
| PepsiCo Inc  | 941351 | 149194720 |
|  |  | 318975210 |
| Food Products - 1.3% |  |  |
| Kraft Heinz Co/The  | 5183659 | 117461713 |
| Household Products - 1.8% |  |  |
| Procter & Gamble Co/The  | 1124289 | 165371669 |
| Tobacco - 3.3% |  |  |
| Altria Group Inc  | 2142740 | 155670061 |
| Philip Morris International Inc  | 909683 | 150161373 |
|  |  | 305831434 |
| TOTAL CONSUMER STAPLES |  | 907640026 |
| Financials - 15.3% |  |  |
| Banks - 8.5% |  |  |
| Bank of America Corp  | 3050188 | 163063050 |
| JPMorgan Chase & Co  | 753596 | 236048875 |
| Truist Financial Corp  | 2284343 | 117643665 |
| US Bancorp  | 2171006 | 123009200 |
| Wells Fargo & Co  | 1691670 | 139106024 |
|  |  | 778870814 |
| Capital Markets - 3.0% |  |  |
| Blackstone Inc  | 966332 | 121351972 |
| Goldman Sachs Group Inc/The  | 169619 | 156688944 |
|  |  | 278040916 |
| Insurance - 2.5% |  |  |
| Old Republic International Corp  | 2870552 | 114678552 |
| Prudential Financial Inc  | 1182701 | 116034796 |
|  |  | 230713348 |
| Mortgage Real Estate Investment Trusts (REITs) - 1.3% |  |  |
| Annaly Capital Management Inc  | 5123565 | 117329638 |
| TOTAL FINANCIALS |  | 1404954716 |
| Health Care - 3.0% |  |  |
| Biotechnology - 0.3% |  |  |
| AbbVie Inc  | 173959 | 36761016 |
| Health Care Providers & Services - 0.7% |  |  |
| UnitedHealth Group Inc  | 115050 | 42623724 |
| Universal Health Services Inc Class B  | 101484 | 17076713 |
|  |  | 59700437 |
| Pharmaceuticals - 2.0% |  |  |
| Bristol-Myers Squibb Co  | 446064 | 27027017 |
| Eli Lilly & Co  | 54392 | 50834763 |
| Johnson & Johnson  | 196201 | 45096800 |
| Merck & Co Inc  | 285032 | 31119794 |
| Pfizer Inc  | 1018447 | 27192535 |
|  |  | 181270909 |
| TOTAL HEALTH CARE |  | 277732362 |
| Industrials - 2.8% |  |  |
| Aerospace & Defense - 0.8% |  |  |
| GE Aerospace  | 106617 | 30911467 |
| Lockheed Martin Corp  | 38113 | 19741390 |
| RTX Corp  | 151924 | 26749259 |
|  |  | 77402116 |
| Air Freight & Logistics - 0.2% |  |  |
| United Parcel Service Inc Class B  | 181825 | 19782560 |
| Ground Transportation - 0.3% |  |  |
| Union Pacific Corp  | 96922 | 26118541 |
| Industrial Conglomerates - 0.2% |  |  |
| Honeywell International Inc  | 103157 | 22109640 |
| Machinery - 0.7% |  |  |
| Caterpillar Inc  | 47400 | 42191214 |
| PACCAR Inc  | 157822 | 18749254 |
|  |  | 60940468 |
| Marine Transportation - 0.2% |  |  |
| AP Moller - Maersk A/S Series B  | 6732 | 15942012 |
| Professional Services - 0.4% |  |  |
| Automatic Data Processing Inc  | 92247 | 19550829 |
| Paychex Inc  | 188797 | 17488266 |
|  |  | 37039095 |
| TOTAL INDUSTRIALS |  | 259334432 |
| Information Technology - 26.7% |  |  |
| IT Services - 1.6% |  |  |
| Accenture PLC Class A  | 371675 | 66422038 |
| IBM Corporation  | 357820 | 82649264 |
|  |  | 149071302 |
| Semiconductors & Semiconductor Equipment - 12.6% |  |  |
| Broadcom Inc  | 767403 | 320337034 |
| NVIDIA Corp  | 3148318 | 628309824 |
| Skyworks Solutions Inc (b) | 1254237 | 88009810 |
| Texas Instruments Inc  | 429776 | 120801438 |
|  |  | 1157458106 |
| Software - 4.5% |  |  |
| Microsoft Corp  | 1011041 | 412282299 |
| Technology Hardware, Storage & Peripherals - 8.0% |  |  |
| Apple Inc  | 1923648 | 521981885 |
| Dell Technologies Inc Class C  | 632350 | 132129533 |
| HP Inc  | 3787384 | 79004830 |
|  |  | 733116248 |
| TOTAL INFORMATION TECHNOLOGY |  | 2451927955 |
| Real Estate - 8.9% |  |  |
| Health Care REITs - 1.6% |  |  |
| Healthpeak Properties Inc  | 4374865 | 70741567 |
| Omega Healthcare Investors Inc  | 1711983 | 80411842 |
|  |  | 151153409 |
| Industrial REITs - 1.0% |  |  |
| Prologis Inc  | 665347 | 94492581 |
| Retail REITs - 1.8% |  |  |
| Realty Income Corp  | 1279725 | 82209534 |
| Simon Property Group Inc  | 413324 | 84198232 |
|  |  | 166407766 |
| Specialized REITs - 4.5% |  |  |
| American Tower Corp  | 473154 | 86449967 |
| Crown Castle Inc  | 895291 | 79483935 |
| Gaming and Leisure Properties Inc  | 1618767 | 78445449 |
| Public Storage  | 271209 | 82027162 |
| VICI Properties Inc  | 2639039 | 77059939 |
|  |  | 403466452 |
| TOTAL REAL ESTATE |  | 815520208 |
| Utilities - 9.2% |  |  |
| Electric Utilities - 8.3% |  |  |
| American Electric Power Co Inc  | 825162 | 113137962 |
| Duke Energy Corp  | 847074 | 109738437 |
| Edison International  | 1470630 | 102194079 |
| Eversource Energy  | 1370099 | 96865999 |
| Exelon Corp  | 2212859 | 101769385 |
| NextEra Energy Inc  | 1296822 | 126932938 |
| Southern Co/The  | 1152147 | 111412615 |
|  |  | 762051415 |
| Independent Power and Renewable Electricity Producers - 0.9% |  |  |
| AES Corp/The  | 5812252 | 83987041 |
| TOTAL UTILITIES |  | 846038456 |
| TOTAL UNITED STATES |  | 8635239349 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $8,321,993,705) |  | <br> **9152128992** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 0.0%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 0.0%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 0.0%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 0.0%** |
|  | Yield (%) (e) | Principal<br> Amount (a)<br>| Value ($)<br>|
| US Treasury Bills 0% 5/14/2026 (f)<br>(Cost $987,710)<br>| 3.64 | 989000 | **987721** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 3.3%** | &nbsp;&nbsp;**Money Market Funds - 3.3%** | &nbsp;&nbsp;**Money Market Funds - 3.3%** | &nbsp;&nbsp;**Money Market Funds - 3.3%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (g) | 3.69 | 12540236 | 12542744 |
| Fidelity Securities Lending Cash Central Fund (g)(h) | 3.69 | 288824775 | 288853657 |
| <br> **TOTAL MONEY MARKET FUNDS**<br> (Cost $301,396,401) |  |  | **301396401** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 103.0%**<br> (Cost $8,624,377,816)<br>| <br>**9454513114** |
| **NET OTHER ASSETS (LIABILITIES) - (3.0)%** (d)  | **(275290397)** |
| **NET ASSETS - 100.0%** | **9179222717** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| &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 |  |  |  |  |
| CME E-Mini S&P 500 Index Contracts (United States) | 73 | 6/2026 | 26439688 | 1531647 |
| The notional amount of long futures as a percentage of Net Assets is 0.3%. | The notional amount of long futures as a percentage of Net Assets is 0.3%. | The notional amount of long futures as a percentage of Net Assets is 0.3%. | The notional amount of long futures as a percentage of Net Assets is 0.3%. | The notional amount of long futures as a percentage of Net Assets is 0.3%. |

---

**Legend**

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

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

(c) Non-income producing.

(d) Includes $784,990 of cash collateral to cover margin requirements for futures contracts.

(e) 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.

(f) 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 $987,721.

(g) 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.

(h) 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 $20,394,738.

**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 | 9901260 | 1187417918 | 1184775870 | 306384 | (564) | - | 12542744 | 12540236 | 0.0% |
| Fidelity Securities Lending Cash Central Fund | 33967044 | 1101507755 | 846613597 | 561087 | (7545) | - | 288853657 | 288824775 | 0.8% |
| Total | 43868304 | 2288925673 | 2031389467 | 867471 | (8109) | - | 301396401 |  |  |

---

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 High Dividend ETF

- **b. EDGAR series identifier (if any):** S000054749

- **c. LEI of Series:** 5493004PN870S9782D49

**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:** $9469252776.56

**Total Liabilities:** $290031328.61

**Net Assets:** $9179221447.95

**Cash Not Reported:** $520962.06

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000171930 | 1.53%                | -5.75%               | 6.99%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $556691977.13            | $-437251833.51                             |
| Month 2  | $3001535.02              | $-553968415.59                             |
| Month 3  | $8093680.94              | $570798324.84                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| DUKE ENERGY CORP NEW                | DUKE ENERGY CORP NEW                          | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |    847074 | NS      | $109738436.70 | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AES CORP                            | AES CORP                                      | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |   5812252 | NS      | $83987041.40  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWS CORP NEW                       | NEWS CORP NEW CL A                            | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |    122834 | NS      | $3232990.88   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICOM GROUP INC                   | OMNICOM GROUP INC                             | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     50494 | NS      | $3873899.68   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCTER and GAMBLE CO               | PROCTER and GAMBLE CO                         | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |   1124289 | NS      | $165371669.01 | 1.80%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                           | UST BILLS 0% 05/14/2026                       | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    989000 | PA      | $987720.55    | 0.01%             | 2026-05-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DELL TECHNOLOGIES INC               | DELL TECHNOLOGIES INC CL C                    | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |    632350 | NS      | $132129532.50 | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| AT and T INC                        | AT and T INC                                  | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    440020 | NS      | $11497722.60  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                          | ABBVIE INC                                    | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |    173959 | NS      | $36761015.88  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                           | APPLE INC                                     | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |   1923648 | NS      | $521981884.80 | 5.69%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORPORATION                     | FOX CORP CL A                                 | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     52344 | NS      | $3323320.56   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE US INC                     | T-MOBILE US INC                               | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     35952 | NS      | $7028616.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD REPUBLIC INTL CORP              | OLD REPUBLIC INTL CORP                        | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |   2870552 | NS      | $114678552.40 | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COMPANY                    | SOUTHERN CO                                   | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |   1152147 | NS      | $111412614.90 | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                      | MICROSOFT CORP                                | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |   1011041 | NS      | $412282298.98 | 4.49%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CO                       | FORD MOTOR CO                                 | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |   9526198 | NS      | $115076471.84 | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BEST BUY CO INC                     | BEST BUY CO INC                               | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |   1837084 | NS      | $111125211.16 | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCENTURE PLC                       | ACCENTURE PLC CL A                            | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |    371675 | NS      | $66422039.25  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINL INC                 | PRUDENTIAL FINANCIAL INC                      | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |   1182701 | NS      | $116034795.11 | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERSOURCE ENERGY                   | EVERSOURCE ENERGY                             | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |   1370099 | NS      | $96865999.30  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO             | BRISTOL-MYERS SQUIBB CO                       | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    446064 | NS      | $27027017.76  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| DANSKE BANK A/S                     | DANSKE BK AS                                  | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | EC               | CORP              | DK        |   2206248 | NS      | $113358498.36 | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)       | GOLDMAN SACHS GROUP INC                       | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |    169619 | NS      | $156688943.63 | 1.71%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP DEL                      | US BANCORP DEL                                | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |   2171006 | NS      | $123009199.96 | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                  | META PLATFORMS INC CL A                       | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |    111477 | NS      | $68213891.07  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                  | NEXTERA ENERGY INC                            | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |   1296822 | NS      | $126932937.36 | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC         | HONEYWELL INTL INC                            | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |    103157 | NS      | $22109639.81  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR INC                          | PACCAR INC                                    | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |    157822 | NS      | $18749253.60  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC      | AMERICAN ELECTRIC POWER CO INC                | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |    825162 | NS      | $113137961.82 | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWORKS SOLUTIONS INC              | SKYWORKS SOLUTIONS INC                        | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |   1254237 | NS      | $88009810.29  | 0.96%             |  |  |  | No            |                  1 | On Loan: —       |
| ELECTRONIC ARTS INC                 | ELECTRONIC ARTS INC                           | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |     23680 | NS      | $4792121.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK and CO INC                    | MERCK and CO INC NEW                          | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    285032 | NS      | $31119793.76  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                      | PUBLIC STORAGE                                | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |    271209 | NS      | $82027162.05  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWES COS INC                       | LOWES COS INC                                 | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |    528961 | NS      | $126310597.19 | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC         | S and P500 EMINI FUT JUN26 ESM6               | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |        73 | NC      | $1531646.56   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOMATIC DATA PROCESSING INC       | AUTOMATIC DATA PROCESSING INC                 | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |     92247 | NS      | $19550829.18  | 0.21%             |  |  |  | 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        |  10848386 | NS      | $115193029.33 | 1.25%             |  |  |  | No            |                  1 | On Loan: —       |
| UNION PACIFIC CORP                  | UNION PACIFIC CORP                            | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     96922 | NS      | $26118540.56  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                      | HOME DEPOT INC                                | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |    462138 | NS      | $151950974.40 | 1.66%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX CORP                            | RTX CORP                                      | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |    151924 | NS      | $26749258.68  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| STARBUCKS CORP                      | STARBUCKS CORP                                | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |   1440196 | NS      | $151695844.68 | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX COMPANIES INC                   | TJX COMPANIES INC NEW                         | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |    963772 | NS      | $151071261.00 | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| NIPPON YUSEN KK                     | NIPPON YUSEN KABUSHIKI KAISHA                 | CUSIP: N/A<br>LEI: 353800YPW4XM0ZN5I149       | Long             | EC               | CORP              | JP        |    512500 | NS      | $18540330.56  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC                          | PFIZER INC                                    | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |   1018447 | NS      | $27192534.90  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ORKLA ASA                           | ORKLA ASA                                     | CUSIP: N/A<br>LEI: 549300PZS8G8RG6RVZ52       | Long             | EC               | CORP              | NO        |  10229419 | NS      | $125577757.81 | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC           | HEALTHPEAK PROPERTIES INC                     | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               | CORP              | US        |   4374865 | NS      | $70741567.05  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PPTYS INC                      | VICI PPTYS INC                                | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |   2639039 | NS      | $77059938.80  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE INC                            | NIKE INC CL B                                 | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |   2098027 | NS      | $93068477.72  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VAIL RESORTS INC                    | VAIL RESORTS INC                              | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |    917788 | NS      | $116724277.84 | 1.27%             |  |  |  | No            |                  1 | On Loan: —       |
| NEXSTAR MEDIA GROUP INC             | NEXSTAR MEDIA GROUP INC                       | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |     12679 | NS      | $2639007.06   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY and CO                    | ELI LILLY and CO                              | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     54392 | NS      | $50834763.20  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA COLA CO                        | COCA COLA CO                                  | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |   2155669 | NS      | $169780490.44 | 1.85%             |  |  |  | No            |                  1 | On Loan: No      |
| GE AEROSPACE                        | GE AEROSPACE                                  | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |    106617 | NS      | $30911466.81  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                        | BROADCOM INC                                  | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |    767403 | NS      | $320337034.29 | 3.49%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC                    | CROWN CASTLE INC                              | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |    895291 | NS      | $79483934.98  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR INC                     | CATERPILLAR INC                               | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |     47400 | NS      | $42191214.00  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| STELLANTIS NV                       | STELLANTIS NV                                 | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | EC               | CORP              | NL        |  12119628 | NS      | $88272916.19  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| WHIRLPOOL CORP                      | WHIRLPOOL CORP                                | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |   1420225 | NS      | $79617813.50  | 0.87%             |  |  |  | No            |                  1 | On Loan: —       |
| COMCAST CORP                        | COMCAST CORP CL A                             | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    260756 | NS      | $7050842.24   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRUMENTS INC.              | TEXAS INSTRUMENTS INC                         | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |    429776 | NS      | $120801438.08 | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUI OSK LINES LTD                | MITSUI OSK LINES LTD                          | CUSIP: N/A<br>LEI: 353800P8O843TMAZ6S09       | Long             | EC               | CORP              | JP        |    521300 | NS      | $19743565.94  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC          | VERIZON COMMUNICATIONS INC                    | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    260165 | NS      | $12495724.95  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC     | PHILIP MORRIS INTL INC                        | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |    909683 | NS      | $150161372.81 | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust        | Fidelity Cash Central Fund                    | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  12540236 | NS      | $12542743.94  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORP                | LOCKHEED MARTIN CORP                          | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |     38113 | NS      | $19741390.61  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| REALTY INCOME CORP                  | REALTY INCOME CORP REIT                       | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |   1279725 | NS      | $82209534.00  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| GAMING AND LEISURE PROPERTIES INC   | GAMING AND LEISURE PROPRTI INC                | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |   1618767 | NS      | $78445448.82  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE INC                      | BLACKSTONE INC                                | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |    966332 | NS      | $121351972.56 | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALDS CORP                      | MCDONALDS CORP                                | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |    484477 | NS      | $142237602.43 | 1.55%             |  |  |  | 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        |      6732 | NS      | $15942013.47  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARCEL SERVICE INC           | UNITED PARCEL SERVICE INC CL B                | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |    181825 | NS      | $19782560.00  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| HP INC                              | HP INC                                        | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |   3787384 | NS      | $79004830.24  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM CORPORATION                     | INTL BUS MACH CORP                            | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |    357820 | NS      | $82649263.60  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTERNATIONAL                | EDISON INTL                                   | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |   1470630 | NS      | $102194078.70 | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP               | TRUIST FINL CORP                              | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |   2284343 | NS      | $117643664.50 | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO BPM SPA                       | BANCO BPM SPA                                 | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | EC               | CORP              | IT        |   7452376 | NS      | $108269789.91 | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ANNALY CAPITAL MANAGEMENT INC       | ANNALY CAPITAL MGMT INC REIT                  | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |   5123565 | NS      | $117329638.50 | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust        | Fidelity Securities Lending Cash Central Fund | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        | 288877032 | NS      | $288905919.34 | 3.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES INC       | UNIVERSAL HEALTH SVCS INC CL B                | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |    101484 | NS      | $17076712.68  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                         | NVIDIA CORP                                   | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |   3148318 | NS      | $628309823.26 | 6.84%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE and CO               | JPMORGAN CHASE and CO                         | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    753596 | NS      | $236048875.08 | 2.57%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO and CO                  | WELLS FARGO and CO                            | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |   1691670 | NS      | $139106024.10 | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCHEX INC                         | PAYCHEX INC                                   | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |    188797 | NS      | $17488266.11  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION         | BANK OF AMERICA CORPORATION                   | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |   3050188 | NS      | $163063050.48 | 1.78%             |  |  |  | No            |                  1 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC      | OMEGA HEALTHCARE INVESTORS INC                | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |   1711983 | NS      | $80411841.51  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| PEPSICO INC                         | PEPSICO INC                                   | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |    941351 | NS      | $149194719.99 | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC              | UNITEDHEALTH GROUP INC                        | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |    115050 | NS      | $42623724.00  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORP                         | EXELON CORP                                   | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |   2212859 | NS      | $101769385.41 | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMON PROPERTY GROUP INC            | SIMON PPTY GROUP INC - REIT                   | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |    413324 | NS      | $84198232.04  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| KRAFT HEINZ CO                      | KRAFT HEINZ CO                                | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |   5183659 | NS      | $117461712.94 | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRIA GROUP INC                    | ALTRIA GROUP INC                              | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |   2142740 | NS      | $155670061.00 | 1.70%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                 | AMERICAN TOWER CORP                           | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |    473154 | NS      | $86449967.34  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON and JOHNSON                 | JOHNSON and JOHNSON                           | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |    196201 | NS      | $45096799.85  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK TIMES CO                   | NEW YORK TIMES CO CL A                        | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |     43554 | NS      | $3442072.62   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS INC                        | PROLOGIS INC REIT                             | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |    665347 | NS      | $94492580.94  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MATCH GROUP INC                     | MATCH GROUP INC                               | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |     90300 | NS      | $3379026.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                        | ALPHABET INC CL A                             | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    526104 | NS      | $202444819.20 | 2.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE AIRLINES LTD              | SINGAPORE AIRLINES LTD (LOC)                  | CUSIP: N/A<br>LEI: 549300ZG62N2599PWR15       | Long             | EC               | CORP              | SG        |   3281400 | NS      | $16206671.12  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY CO/THE                  | DISNEY (WALT) CO                              | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |    111091 | NS      | $11525691.25  | 0.13%             |  |  |  | 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