# EDGAR Filing Document

**Accession Number:** 0000945908
**File Stem:** 0001752724-23-066251
**Filing Date:** 2023-3
**Character Count:** 111942
**Document Hash:** f2fd71adafd984ca5fa27c396bafd819
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-066251.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-066251

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230327

**DATE AS OF CHANGE**: 20230327

**PERIOD START**: 20230731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY COVINGTON TRUST
- **CENTRAL INDEX KEY:** 0000945908
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07319
- **FILM NUMBER:** 23761840

**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 MSCI Consumer Discretionary Index ETF (Series ID: S000042570)

| Class ID   | Class Name                                     | Ticker Symbol   |
|:---|:---|:---|
| C000131662 | Fidelity MSCI Consumer Discretionary Index ETF | FDIS            |

## 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 MSCI Consumer Discretionary Index ETF

- **b. EDGAR series identifier (if any):** S000042570

- **c. LEI of Series:** 5493007BOJJU5J05J835

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

- **a. Date of fiscal year-end:** 2023-07-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1054317607.06

**Total Liabilities:** $70124.93

**Net Assets:** $1054247482.13

**Cash Not Reported:** $108197.28

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000131662 | 2.44%                | -10.92%              | 15.47%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $822528.23               | $22415248.47                               |
| Month 2  | $-6906155.20             | $-108372204.13                             |
| Month 3  | $3831519.84              | $137883764.90                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Tupperware Brands Corp                     | Tupperware Brands Corp                                     | CUSIP: 899896104<br>LEI: G8NWFN4YP7CR6FOP4886 | Long             | EC               | CORP              | US        |     10418 | NS      | $46151.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Revolve Group Inc                          | Revolve Group Inc                                          | CUSIP: 76156B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9654 | NS      | $275525.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez Inc                                 | Zumiez Inc                                                 | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |      3922 | NS      | $101305.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Playa Hotels & Resorts NV                  | Playa Hotels & Resorts NV                                  | CUSIP: 000000000<br>LEI: 529900BUP3KWPCJNLS49 | Long             | EC               | CORP              | NL        |     31483 | NS      | $238641.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Membership Collective Group Inc            | Membership Collective Group Inc                            | CUSIP: 586001109<br>LEI: 213800XNSPPBRF2E5A41 | Long             | EC               | CORP              | US        |      6923 | NS      | $36691.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co                     | Victoria's Secret & Co                                     | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |     19695 | NS      | $830144.25    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Restaurants Inc                       | BJ's Restaurants Inc                                       | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |      5562 | NS      | $175592.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Penn Entertainment Inc                     | Penn Entertainment Inc                                     | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37584 | NS      | $1332352.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education Inc                     | Laureate Education Inc                                     | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |     33427 | NS      | $367028.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos Inc                                  | Sonos Inc                                                  | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |     30162 | NS      | $556187.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyatt Hotels Corp                          | Hyatt Hotels Corp                                          | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |     11878 | NS      | $1296127.36   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp                        | Dollar General Corp                                        | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |     53385 | NS      | $12470736.00  | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyline Champion Corp                      | Skyline Champion Corp                                      | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12809 | NS      | $755090.55    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Camping World Holdings Inc                 | Camping World Holdings Inc                                 | CUSIP: 13462K109<br>LEI: 549300E828QQI7MWI432 | Long             | EC               | CORP              | US        |      9427 | NS      | $239540.07    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoneridge Inc                             | Stoneridge Inc                                             | CUSIP: 86183P102<br>LEI: PNBCIH9LE7WI83VJIF08 | Long             | EC               | CORP              | US        |      6478 | NS      | $159747.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                          | General Motors Co                                          | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |    327823 | NS      | $12890000.36  | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Krispy Kreme Inc                           | Krispy Kreme Inc                                           | CUSIP: 50101L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15877 | NS      | $193699.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                        | Meritage Homes Corp                                        | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |      8667 | NS      | $933349.23    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                           | Genuine Parts Co                                           | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |     33470 | NS      | $5616935.40   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                 | Chipotle Mexican Grill Inc                                 | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6574 | NS      | $10823302.12  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp                                  | Pool Corp                                                  | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |      9356 | NS      | $3607767.16   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc                         | Kontoor Brands Inc                                         | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |     11813 | NS      | $564188.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                            | McDonald's Corp                                            | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |    174120 | NS      | $46559688.00  | 4.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Xponential Fitness Inc                     | Xponential Fitness Inc                                     | CUSIP: 98422X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3867 | NS      | $106265.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Haverty Furniture Cos Inc                  | Haverty Furniture Cos Inc                                  | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |      3386 | NS      | $118239.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| European Wax Center Inc                    | European Wax Center Inc                                    | CUSIP: 29882P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6086 | NS      | $114660.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co/The              | Goodyear Tire & Rubber Co/The                              | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |     67038 | NS      | $754177.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Children's Place Inc/The                   | Children's Place Inc/The                                   | CUSIP: 168905107<br>LEI: 549300BGVK2OO5O7TC19 | Long             | EC               | CORP              | US        |      2935 | NS      | $133160.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SeaWorld Entertainment Inc                 | SeaWorld Entertainment Inc                                 | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |     10421 | NS      | $650166.19    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TravelCenters of America Inc               | TravelCenters of America Inc                               | CUSIP: 89421B109<br>LEI: 529900FQY3V2OO9M4Z65 | Long             | EC               | CORP              | US        |      3168 | NS      | $144207.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc              | Hilton Worldwide Holdings Inc                              | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |     64913 | NS      | $9418227.17   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                              | DR Horton Inc                                              | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |     78124 | NS      | $7710057.56   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Bally's Corp                               | Bally's Corp                                               | CUSIP: 05875B106<br>LEI: 549300NS4D5IK406VT62 | Long             | EC               | CORP              | US        |      7380 | NS      | $146640.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Hospitality Corp                    | Target Hospitality Corp                                    | CUSIP: 87615L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7021 | NS      | $107807.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                          | Tractor Supply Co                                          | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |     26262 | NS      | $5987473.38   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Warby Parker Inc                           | Warby Parker Inc                                           | CUSIP: 93403J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15895 | NS      | $256704.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack in the Box Inc                        | Jack in the Box Inc                                        | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |      4991 | NS      | $379216.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivint Smart Home Inc                      | Vivint Smart Home Inc                                      | CUSIP: 928542109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10090 | NS      | $120878.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                          | Expedia Group Inc                                          | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35930 | NS      | $4106799.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Leslie's Inc                               | Leslie's Inc                                               | CUSIP: 527064109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36874 | NS      | $571178.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness Inc                         | Planet Fitness Inc                                         | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |     19969 | NS      | $1690375.85   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollie's Bargain Outlet Holdings Inc        | Ollie's Bargain Outlet Holdings Inc                        | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |     13336 | NS      | $730279.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                                   | eBay Inc                                                   | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |    129999 | NS      | $6434950.50   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                   | NIKE Inc                                                   | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |    299067 | NS      | $38080201.11  | 3.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                                    | Aramark                                                    | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |     54752 | NS      | $2438106.56   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block Inc                              | H&R Block Inc                                              | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     37912 | NS      | $1477809.76   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| QuantumScape Corp                          | QuantumScape Corp                                          | CUSIP: 74767V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62172 | NS      | $529083.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores Inc                      | Burlington Stores Inc                                      | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |     15488 | NS      | $3559607.04   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Sleep Number Corp                          | Sleep Number Corp                                          | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |      5208 | NS      | $179051.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group Inc                           | Movado Group Inc                                           | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |      3764 | NS      | $133095.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc                                | Polaris Inc                                                | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |     13409 | NS      | $1539889.56   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                           | Under Armour Inc                                           | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     46766 | NS      | $509749.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm Inc                               | Gentherm Inc                                               | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |      7865 | NS      | $585391.95    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd                         | Capri Holdings Ltd                                         | CUSIP: 000000000<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | VG        |     32717 | NS      | $2175353.33   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment Inc                  | Caesars Entertainment Inc                                  | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |     50631 | NS      | $2635849.86   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PetMed Express Inc                         | PetMed Express Inc                                         | CUSIP: 716382106<br>LEI: 529900PGHW5ASJ1AZL48 | Long             | EC               | CORP              | US        |      4730 | NS      | $101600.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Rock Resorts Inc                       | Red Rock Resorts Inc                                       | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12466 | NS      | $561094.66    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Inc                          | Lithia Motors Inc                                          | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |      6527 | NS      | $1717906.40   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Ltd                          | Helen of Troy Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      5679 | NS      | $642351.69    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Container Store Group Inc/The              | Container Store Group Inc/The                              | CUSIP: 210751103<br>LEI: 529900L7KB2N9KXCDI76 | Long             | EC               | CORP              | US        |      7937 | NS      | $41351.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Franchise Group Inc                        | Franchise Group Inc                                        | CUSIP: 35180X105<br>LEI: 549300MWCHSL8BSOMV77 | Long             | EC               | CORP              | US        |      6696 | NS      | $206839.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                           | Under Armour Inc                                           | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     44726 | NS      | $554155.14    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD              | Marriott International Inc/MD                              | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |     65288 | NS      | $11371863.84  | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings Inc               | National Vision Holdings Inc                               | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |     18700 | NS      | $768570.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc/The                             | Buckle Inc/The                                             | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |      7126 | NS      | $313544.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co                                 | Carvana Co                                                 | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |     20410 | NS      | $207569.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Levi Strauss & Co                          | Levi Strauss & Co                                          | CUSIP: 52736R102<br>LEI: MB0UERO0RDFKU8258G77 | Long             | EC               | CORP              | US        |     22285 | NS      | $410044.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc                   | Winnebago Industries Inc                                   | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |      7152 | NS      | $455439.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                                  | Lear Corp                                                  | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |     14072 | NS      | $2051416.16   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Vista Outdoor Inc                          | Vista Outdoor Inc                                          | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |     13397 | NS      | $393201.95    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts Inc                           | Vail Resorts Inc                                           | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |      9500 | NS      | $2492230.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Qurate Retail Inc                          | Qurate Retail Inc                                          | CUSIP: 74915M100<br>LEI: 549300PSXEKU4PHLCR04 | Long             | EC               | CORP              | US        |     84164 | NS      | $217143.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wayfair Inc                                | Wayfair Inc                                                | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Long             | EC               | CORP              | US        |     17217 | NS      | $1041628.50   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands Inc                            | Hanesbrands Inc                                            | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |     82713 | NS      | $698097.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs Inc                        | Churchill Downs Inc                                        | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |      8042 | NS      | $1995220.20   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Co                    | Modine Manufacturing Co                                    | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |     11100 | NS      | $265179.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dutch Bros Inc                             | Dutch Bros Inc                                             | CUSIP: 26701L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6094 | NS      | $232242.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor Inc                              | Frontdoor Inc                                              | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |     19316 | NS      | $525008.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| iRobot Corp                                | iRobot Corp                                                | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |      6455 | NS      | $290475.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc                       | Tri Pointe Homes Inc                                       | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24091 | NS      | $532170.19    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Latham Group Inc                           | Latham Group Inc                                           | CUSIP: 51819L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11109 | NS      | $48879.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corp                   | Fox Factory Holding Corp                                   | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |     10019 | NS      | $1183143.71   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tempur Sealy International Inc             | Tempur Sealy International Inc                             | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |     38487 | NS      | $1568345.25   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc                | Asbury Automotive Group Inc                                | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |      4988 | NS      | $1097360.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive Inc                     | Group 1 Automotive Inc                                     | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |      3556 | NS      | $760450.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dream Finders Homes Inc                    | Dream Finders Homes Inc                                    | CUSIP: 26154D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4608 | NS      | $58245.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International Inc              | Papa John's International Inc                              | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |      7958 | NS      | $713753.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory Inc/The                 | Cheesecake Factory Inc/The                                 | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |     11139 | NS      | $437205.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries Inc                      | Oxford Industries Inc                                      | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |      3588 | NS      | $420585.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Holley Inc                                 | Holley Inc                                                 | CUSIP: 43538H103<br>LEI: 254900EEM9JI9G1A4D88 | Long             | EC               | CORP              | US        |     11189 | NS      | $37035.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                | Lennar Corp                                                | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |     60338 | NS      | $6178611.20   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc                     | Boot Barn Holdings Inc                                     | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |      7065 | NS      | $589856.85    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc              | American Eagle Outfitters Inc                              | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |     38151 | NS      | $615757.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| First Watch Restaurant Group Inc           | First Watch Restaurant Group Inc                           | CUSIP: 33748L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4202 | NS      | $68072.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Designer Brands Inc                        | Designer Brands Inc                                        | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |     14100 | NS      | $145371.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bed Bath & Beyond Inc                      | Bed Bath & Beyond Inc                                      | CUSIP: 075896100<br>LEI: 529900ZBUWWUV7BKGX39 | Long             | EC               | CORP              | US        |     16111 | NS      | $45433.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap One Holdings Corp                     | Snap One Holdings Corp                                     | CUSIP: 83303Y105<br>LEI: 254900UH1TKVPR8FDW43 | Long             | EC               | CORP              | US        |      3597 | NS      | $34495.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorman Products Inc                        | Dorman Products Inc                                        | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6330 | NS      | $614389.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers Inc                          | Toll Brothers Inc                                          | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |     25699 | NS      | $1528833.51   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoe Carnival Inc                          | Shoe Carnival Inc                                          | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4252 | NS      | $116122.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                             | Lowe's Cos Inc                                             | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |    146902 | NS      | $30592341.50  | 2.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners Inc                   | Green Brick Partners Inc                                   | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |      7094 | NS      | $221332.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                 | Hasbro Inc                                                 | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |     31093 | NS      | $1839772.81   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd                | Royal Caribbean Cruises Ltd                                | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |     54240 | NS      | $3522345.60   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corp                          | Ralph Lauren Corp                                          | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |     10165 | NS      | $1258935.25   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Rent-A-Center Inc/TX                       | Rent-A-Center Inc/TX                                       | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |     13334 | NS      | $358551.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Allbirds Inc                               | Allbirds Inc                                               | CUSIP: 01675A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22701 | NS      | $62427.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Canoo Inc                                  | Canoo Inc                                                  | CUSIP: 13803R102<br>LEI: 5493004KHMS7ZZPSQE04 | Long             | EC               | CORP              | US        |     43568 | NS      | $52281.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aaron's Co Inc/The                         | Aaron's Co Inc/The                                         | CUSIP: 00258W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7546 | NS      | $110548.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp                                | Kohl's Corp                                                | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     30447 | NS      | $985569.39    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                            | Dollar Tree Inc                                            | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |     52996 | NS      | $7958939.28   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp International/US              | Service Corp International/US                              | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     37232 | NS      | $2760752.80   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities Inc                    | Century Communities Inc                                    | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |      6888 | NS      | $421545.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fisker Inc                                 | Fisker Inc                                                 | CUSIP: 33813J106<br>LEI: 549300UUN5RWU44MBX79 | Long             | EC               | CORP              | US        |     39436 | NS      | $293798.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RCI Hospitality Holdings Inc               | RCI Hospitality Holdings Inc                               | CUSIP: 74934Q108<br>LEI: 529900COXP1MLE1UKG69 | Long             | EC               | CORP              | US        |      1973 | NS      | $179128.67    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GoPro Inc                                  | GoPro Inc                                                  | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               | CORP              | US        |     30694 | NS      | $188768.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Inc                 | Hilton Grand Vacations Inc                                 | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |     20924 | NS      | $990960.64    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                            | Best Buy Co Inc                                            | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |     47915 | NS      | $4251018.80   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc                               | Wingstop Inc                                               | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |      7091 | NS      | $1123710.77   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc                        | Williams-Sonoma Inc                                        | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |     15898 | NS      | $2145276.12   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ruth's Hospitality Group Inc               | Ruth's Hospitality Group Inc                               | CUSIP: 783332109<br>LEI: 529900JQW9JP41OHOD14 | Long             | EC               | CORP              | US        |      7606 | NS      | $131659.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co/The                             | Wendy's Co/The                                             | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |     42878 | NS      | $956179.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sweetgreen Inc                             | Sweetgreen Inc                                             | CUSIP: 87043Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11455 | NS      | $118788.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coursera Inc                               | Coursera Inc                                               | CUSIP: 22266M104<br>LEI: 984500573CA1QB7DAC30 | Long             | EC               | CORP              | US        |     13820 | NS      | $220429.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Inc                               | La-Z-Boy Inc                                               | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |     10199 | NS      | $289957.57    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Duolingo Inc                               | Duolingo Inc                                               | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4350 | NS      | $415381.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corp               | Six Flags Entertainment Corp                               | CUSIP: 83001A102<br>LEI: 549300JYTDUAA4JQ3717 | Long             | EC               | CORP              | US        |     17731 | NS      | $476077.35    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack Inc                            | Shake Shack Inc                                            | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |      8848 | NS      | $503274.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Xometry Inc                                | Xometry Inc                                                | CUSIP: 98423F109<br>LEI: 5493006JFRGU7YRRXE44 | Long             | EC               | CORP              | US        |      3170 | NS      | $111013.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries Inc                       | Cavco Industries Inc                                       | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2005 | NS      | $533530.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                    | O'Reilly Automotive Inc                                    | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |     14982 | NS      | $11870987.70  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Denny's Corp                               | Denny's Corp                                               | CUSIP: 24869P104<br>LEI: 54930037V56XOULXM917 | Long             | EC               | CORP              | US        |     13729 | NS      | $165022.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc                     | Patrick Industries Inc                                     | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |      5149 | NS      | $365424.53    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Everi Holdings Inc                         | Everi Holdings Inc                                         | CUSIP: 30034T103<br>LEI: 5299006DK5S7BG10K532 | Long             | EC               | CORP              | US        |     21299 | NS      | $369963.63    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lands' End Inc                             | Lands' End Inc                                             | CUSIP: 51509F105<br>LEI: 54930016WOL7P2P67Q43 | Long             | EC               | CORP              | US        |      3167 | NS      | $28598.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                 | Garmin Ltd                                                 | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |     36569 | NS      | $3615942.72   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                | Target Corp                                                | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |    108932 | NS      | $18751554.48  | 1.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd                        | Signet Jewelers Ltd                                        | CUSIP: 000000000<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | BM        |     11028 | NS      | $847060.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc                  | Dick's Sporting Goods Inc                                  | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |     13180 | NS      | $1723416.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Mister Car Wash Inc                        | Mister Car Wash Inc                                        | CUSIP: 60646V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18033 | NS      | $185198.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rover Group Inc                            | Rover Group Inc                                            | CUSIP: 77936F103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17329 | NS      | $70875.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc               | Adtalem Global Education Inc                               | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |     10718 | NS      | $409213.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corp          | Marriott Vacations Worldwide Corp                          | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |      8780 | NS      | $1405151.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Entertainment Inc                   | Golden Entertainment Inc                                   | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |      4389 | NS      | $173365.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb Inc                                 | Airbnb Inc                                                 | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |     89745 | NS      | $9971566.95   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc                          | Newell Brands Inc                                          | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |     93141 | NS      | $1486530.36   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc                                   | Etsy Inc                                                   | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |     29937 | NS      | $4118732.46   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| 2U Inc                                     | 2U Inc                                                     | CUSIP: 90214J101<br>LEI: 5493008RVTXVR43PYF84 | Long             | EC               | CORP              | US        |     18368 | NS      | $158515.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc                     | Darden Restaurants Inc                                     | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |     28988 | NS      | $4289354.36   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| America's Car-Mart Inc/TX                  | America's Car-Mart Inc/TX                                  | CUSIP: 03062T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1468 | NS      | $126453.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp/DE                          | Brunswick Corp/DE                                          | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     17499 | NS      | $1475690.67   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                | XAY CONS DISCRET MAR23                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        14 | NC      | $110823.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lucid Group Inc                            | Lucid Group Inc                                            | CUSIP: 549498103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     99131 | NS      | $1158841.39   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                            | TJX Cos Inc/The                                            | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |    274789 | NS      | $22494227.54  | 2.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ContextLogic Inc                           | ContextLogic Inc                                           | CUSIP: 21077C107<br>LEI: 549300YZDCRQ367LIE74 | Long             | EC               | CORP              | US        |    115484 | NS      | $79441.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc                        | Texas Roadhouse Inc                                        | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |     15053 | NS      | $1511772.79   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Skechers USA Inc                           | Skechers USA Inc                                           | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |     31731 | NS      | $1527847.65   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash Inc                               | DoorDash Inc                                               | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |     54985 | NS      | $3184731.20   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp               | Topgolf Callaway Brands Corp                               | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |     32717 | NS      | $801239.33    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Luminar Technologies Inc                   | Luminar Technologies Inc                                   | CUSIP: 550424105<br>LEI: 549300AVGXLDWYMI4298 | Long             | EC               | CORP              | US        |     49452 | NS      | $329844.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Big Lots Inc                               | Big Lots Inc                                               | CUSIP: 089302103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6514 | NS      | $106569.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Store Inc       | Cracker Barrel Old Country Store Inc                       | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |      5131 | NS      | $572516.98    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Accel Entertainment Inc                    | Accel Entertainment Inc                                    | CUSIP: 00436Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13888 | NS      | $128047.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors Inc              | Academy Sports & Outdoors Inc                              | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19159 | NS      | $1119268.78   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes Inc                              | LGI Homes Inc                                              | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |      4968 | NS      | $565606.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lovesac Co/The                             | Lovesac Co/The                                             | CUSIP: 54738L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3227 | NS      | $83062.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd         | Norwegian Cruise Line Holdings Ltd                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     99889 | NS      | $1519311.69   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                  | Tesla Inc                                                  | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |    630355 | NS      | $109190093.10 | 10.36%            |  |  |  | No            |                  1 | On Loan: No      |
| Winmark Corp                               | Winmark Corp                                               | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       694 | NS      | $194875.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                         | Home Depot Inc/The                                         | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |    242288 | NS      | $78542500.96  | 7.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc                                  | Crocs Inc                                                  | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |     14514 | NS      | $1767369.78   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillard's Inc                              | Dillard's Inc                                              | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |      1283 | NS      | $504616.73    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Horizons Family Solutions Inc       | Bright Horizons Family Solutions Inc                       | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13700 | NS      | $1051886.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education Inc                 | Grand Canyon Education Inc                                 | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |      7573 | NS      | $882708.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco Inc                                | Genesco Inc                                                | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |      3088 | NS      | $149119.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel Inc                                 | Mattel Inc                                                 | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |     83169 | NS      | $1701637.74   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Chuy's Holdings Inc                        | Chuy's Holdings Inc                                        | CUSIP: 171604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4466 | NS      | $152871.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                             | BorgWarner Inc                                             | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     55900 | NS      | $2642952.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc                             | AutoNation Inc                                             | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8624 | NS      | $1092833.28   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindblad Expeditions Holdings Inc          | Lindblad Expeditions Holdings Inc                          | CUSIP: 535219109<br>LEI: 549300GSPW24GZE6R597 | Long             | EC               | CORP              | US        |      8179 | NS      | $97330.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Funko Inc                                  | Funko Inc                                                  | CUSIP: 361008105<br>LEI: 529900NG9F0KL5P6NK67 | Long             | EC               | CORP              | US        |      8326 | NS      | $100744.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Autoliv Inc                                | Autoliv Inc                                                | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |     19600 | NS      | $1805552.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                              | Ford Motor Co                                              | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |    934698 | NS      | $12627769.98  | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza Inc                         | Domino's Pizza Inc                                         | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |      8482 | NS      | $2994146.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Guess? Inc                                 | Guess? Inc                                                 | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |      8478 | NS      | $196435.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Ltd                           | Wynn Resorts Ltd                                           | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |     25607 | NS      | $2653909.48   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpaWorld Holdings Ltd                   | OneSpaWorld Holdings Ltd                                   | CUSIP: 000000000<br>LEI: 5493007W8PZ8W6UC2X76 | Long             | EC               | CORP              | BS        |     15861 | NS      | $166699.11    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                                 | Macy's Inc                                                 | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     63789 | NS      | $1507334.07   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sportsman's Warehouse Holdings Inc         | Sportsman's Warehouse Holdings Inc                         | CUSIP: 84920Y106<br>LEI: 549300JVV8YLQSRSF462 | Long             | EC               | CORP              | US        |     10462 | NS      | $98656.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DraftKings Inc                             | DraftKings Inc                                             | CUSIP: 26142V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     90373 | NS      | $1354691.27   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Foot Locker Inc                            | Foot Locker Inc                                            | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |     20160 | NS      | $877161.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd                    | G-III Apparel Group Ltd                                    | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |     10288 | NS      | $174072.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings Inc                          | YETI Holdings Inc                                          | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |     20431 | NS      | $914491.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Wesson Brands Inc                  | Smith & Wesson Brands Inc                                  | CUSIP: 831754106<br>LEI: 5493004PFHUPOR1PWN79 | Long             | EC               | CORP              | US        |     10845 | NS      | $120162.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordstrom Inc                              | Nordstrom Inc                                              | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |     26518 | NS      | $518161.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive Inc                       | Sonic Automotive Inc                                       | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |      4842 | NS      | $260063.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hibbett Inc                                | Hibbett Inc                                                | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |      2913 | NS      | $193306.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                  | MGM Resorts International                                  | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |     74279 | NS      | $3075893.39   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                  | Taylor Morrison Home Corp                                  | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     25599 | NS      | $916444.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co                         | Graham Holdings Co                                         | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |       918 | NS      | $599738.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| El Pollo Loco Holdings Inc                 | El Pollo Loco Holdings Inc                                 | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |      4824 | NS      | $59190.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                            | Ross Stores Inc                                            | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     82818 | NS      | $9788259.42   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp                    | Perdoceo Education Corp                                    | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     16060 | NS      | $240418.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica Inc                    | Lululemon Athletica Inc                                    | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |     27507 | NS      | $8441348.16   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Inc                                 | CarMax Inc                                                 | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37582 | NS      | $2647651.90   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                      | Bath & Body Works Inc                                      | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |     54117 | NS      | $2489923.17   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's Inc                               | Carter's Inc                                               | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |      9241 | NS      | $770422.17    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co                     | Columbia Sportswear Co                                     | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |      8096 | NS      | $776406.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chico's FAS Inc                            | Chico's FAS Inc                                            | CUSIP: 168615102<br>LEI: 5299003ESGN5T1MFXY13 | Long             | EC               | CORP              | US        |     30401 | NS      | $160213.27    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kura Sushi USA Inc                         | Kura Sushi USA Inc                                         | CUSIP: 501270102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1038 | NS      | $64501.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                             | LCI Industries                                             | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |      6026 | NS      | $676237.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands Inc                        | Bloomin' Brands Inc                                        | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |     20112 | NS      | $487716.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp                           | Boyd Gaming Corp                                           | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |     18995 | NS      | $1183578.45   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Malibu Boats Inc                           | Malibu Boats Inc                                           | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4861 | NS      | $294527.99    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group Inc                | Penske Automotive Group Inc                                | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |      7034 | NS      | $899085.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc                     | Advance Auto Parts Inc                                     | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |     14253 | NS      | $2170446.84   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                                   | LKQ Corp                                                   | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     61610 | NS      | $3632525.60   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Purple Innovation Inc                      | Purple Innovation Inc                                      | CUSIP: 74640Y106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12749 | NS      | $73944.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co                        | Travel + Leisure Co                                        | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     19868 | NS      | $841807.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                             | Starbucks Corp                                             | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |    271557 | NS      | $29637730.98  | 2.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Sturm Ruger & Co Inc                       | Sturm Ruger & Co Inc                                       | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |      4188 | NS      | $238297.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                            | Yum! Brands Inc                                            | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     67344 | NS      | $8789065.44   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Carriage Services Inc                      | Carriage Services Inc                                      | CUSIP: 143905107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3133 | NS      | $101571.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co                     | Abercrombie & Fitch Co                                     | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |     11730 | NS      | $339700.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bowlero Corp                               | Bowlero Corp                                               | CUSIP: 10258P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9222 | NS      | $126802.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Beachbody Co Inc/The                       | Beachbody Co Inc/The                                       | CUSIP: 073463101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16883 | NS      | $10487.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                             | PulteGroup Inc                                             | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54663 | NS      | $3109778.07   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc                  | Sally Beauty Holdings Inc                                  | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |     25366 | NS      | $395202.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp                              | Carnival Corp                                              | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |    233977 | NS      | $2531631.14   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                            | Ulta Beauty Inc                                            | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |     12117 | NS      | $6227653.32   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                         | RH                                                         | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |      4677 | NS      | $1459177.23   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                                | Gentex Corp                                                | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     55736 | NS      | $1644769.36   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Overstock.com Inc                          | Overstock.com Inc                                          | CUSIP: 690370101<br>LEI: 549300ACR0DL9U7EI710 | Long             | EC               | CORP              | US        |     10829 | NS      | $262170.09    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chegg Inc                                  | Chegg Inc                                                  | CUSIP: 163092109<br>LEI: 549300AKX7O8JG0O3G77 | Long             | EC               | CORP              | US        |     29962 | NS      | $622011.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors               | State Street Institutional Treasury Plus Money Market Fund | CUSIP: 857492862<br>LEI: 549300PNASLVKQG64331 | Long             | STIV             | RF                | US        |   2070000 | NS      | $2070000.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global Inc                     | Dine Brands Global Inc                                     | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |      3531 | NS      | $272981.61    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                               | AutoZone Inc                                               | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |      4614 | NS      | $11252853.90  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT Inc                                    | ADT Inc                                                    | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40618 | NS      | $357032.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Portillo's Inc                             | Portillo's Inc                                             | CUSIP: 73642K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9673 | NS      | $218222.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc                             | Five Below Inc                                             | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |     13096 | NS      | $2581614.48   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| F45 Training Holdings Inc                  | F45 Training Holdings Inc                                  | CUSIP: 30322L101<br>LEI: 549300W3HC5NKPWXMK72 | Long             | EC               | CORP              | US        |      8290 | NS      | $25699.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors Inc                  | Ethan Allen Interiors Inc                                  | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5403 | NS      | $155282.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Peloton Interactive Inc                    | Peloton Interactive Inc                                    | CUSIP: 70614W100<br>LEI: 5493002YS021166W0339 | Long             | EC               | CORP              | US        |     69446 | NS      | $897936.78    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                    | NVR Inc                                                    | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |       739 | NS      | $3894530.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt Inc                        | Leggett & Platt Inc                                        | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |     31433 | NS      | $1149190.48   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp                                   | PVH Corp                                                   | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |     15875 | NS      | $1427162.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ODP Corp/The                               | ODP Corp/The                                               | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10377 | NS      | $535453.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                               | Tapestry Inc                                               | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |     57176 | NS      | $2605510.32   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Petco Health & Wellness Co Inc             | Petco Health & Wellness Co Inc                             | CUSIP: 71601V105<br>LEI: 2549007TYGV6RVSE9M61 | Long             | EC               | CORP              | US        |     21610 | NS      | $252620.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Time Group Holdings Inc               | Life Time Group Holdings Inc                               | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6897 | NS      | $129594.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Hotels International Inc            | Choice Hotels International Inc                            | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |      8592 | NS      | $1055870.88   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AMMO Inc                                   | AMMO Inc                                                   | CUSIP: 00175J107<br>LEI: 549300WUBAV2G8RICP63 | Long             | EC               | CORP              | US        |     20790 | NS      | $51559.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EVgo Inc                                   | EVgo Inc                                                   | CUSIP: 30052F100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15558 | NS      | $107194.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Monarch Casino & Resort Inc                | Monarch Casino & Resort Inc                                | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |      3361 | NS      | $257519.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education Inc                    | Strategic Education Inc                                    | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |      5550 | NS      | $518092.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp                              | GameStop Corp                                              | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |     60893 | NS      | $1331729.91   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax Inc                              | MarineMax Inc                                              | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |      5232 | NS      | $163500.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chewy Inc                                  | Chewy Inc                                                  | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |     22050 | NS      | $993573.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarus Corp                                | Clarus Corp                                                | CUSIP: 18270P109<br>LEI: 549300PKSLI6PT0ULL72 | Long             | EC               | CORP              | US        |      4990 | NS      | $50149.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rivian Automotive Inc                      | Rivian Automotive Inc                                      | CUSIP: 76954A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75363 | NS      | $1462042.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MercadoLibre Inc                           | MercadoLibre Inc                                           | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |     10724 | NS      | $12672443.56  | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| 1-800-Flowers.com Inc                      | 1-800-Flowers.com Inc                                      | CUSIP: 68243Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4863 | NS      | $48484.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc                             | Murphy USA Inc                                             | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      5261 | NS      | $1431149.83   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson Inc                        | Harley-Davidson Inc                                        | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     32916 | NS      | $1515123.48   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp                               | Visteon Corp                                               | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |      6664 | NS      | $1041849.76   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap Inc/The                                | Gap Inc/The                                                | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     47418 | NS      | $643462.26    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc                       | Urban Outfitters Inc                                       | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |     14203 | NS      | $389020.17    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products Inc            | Installed Building Products Inc                            | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |      5792 | NS      | $637641.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Workhorse Group Inc                        | Workhorse Group Inc                                        | CUSIP: 98138J206<br>LEI: 5493006JUAG258V8X854 | Long             | EC               | CORP              | US        |     38810 | NS      | $85770.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARK Inc                                   | BARK Inc                                                   | CUSIP: 68622E104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14629 | NS      | $29404.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp                       | Deckers Outdoor Corp                                       | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      6285 | NS      | $2686711.80   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CarParts.com Inc                           | CarParts.com Inc                                           | CUSIP: 14427M107<br>LEI: 5493005FSRX4Y7E7H678 | Long             | EC               | CORP              | US        |     10329 | NS      | $70443.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vuzix Corp                                 | Vuzix Corp                                                 | CUSIP: 92921W300<br>LEI: 549300EWPW64TZQXJG66 | Long             | EC               | CORP              | US        |     14408 | NS      | $75065.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide Inc                   | Wolverine World Wide Inc                                   | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |     18664 | NS      | $301050.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Solid Power Inc                            | Solid Power Inc                                            | CUSIP: 83422N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24826 | NS      | $83167.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts Inc               | Wyndham Hotels & Resorts Inc                               | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |     21413 | NS      | $1659721.63   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp                       | Las Vegas Sands Corp                                       | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |     81308 | NS      | $4797172.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| MDC Holdings Inc                           | MDC Holdings Inc                                           | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |     13493 | NS      | $509495.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient PLC                                 | Adient PLC                                                 | CUSIP: 000000000<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | IE        |     22473 | NS      | $1011734.46   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Motor Products Inc                | Standard Motor Products Inc                                | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |      4569 | NS      | $184861.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                       | Booking Holdings Inc                                       | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      9399 | NS      | $22878105.90  | 2.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries Inc                        | Thor Industries Inc                                        | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |     12927 | NS      | $1232330.91   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Acushnet Holdings Corp                     | Acushnet Holdings Corp                                     | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |      8436 | NS      | $396070.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| XPEL Inc                                   | XPEL Inc                                                   | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |      4584 | NS      | $348704.88    | 0.03%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Aptiv PLC                                  | Aptiv PLC                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |     64116 | NS      | $7250878.44   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd                          | Steven Madden Ltd                                          | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |     17792 | NS      | $637843.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VF Corp                                    | VF Corp                                                    | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |     78277 | NS      | $2421890.38   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave & Buster's Entertainment Inc          | Dave & Buster's Entertainment Inc                          | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |      9278 | NS      | $402201.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing Holdings Inc | American Axle & Manufacturing Holdings Inc                 | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27156 | NS      | $240873.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stitch Fix Inc                             | Stitch Fix Inc                                             | CUSIP: 860897107<br>LEI: 549300TNHOVBOJZIYE72 | Long             | EC               | CORP              | US        |     17787 | NS      | $92670.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cricut Inc                                 | Cricut Inc                                                 | CUSIP: 22658D100<br>LEI: 254900R3DKAJ28MC0Q39 | Long             | EC               | CORP              | US        |      6283 | NS      | $61510.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corp                             | Whirlpool Corp                                             | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |     12922 | NS      | $2010533.98   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                             | Amazon.com Inc                                             | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |   2169976 | NS      | $223789624.88 | 21.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Light & Wonder Inc                         | Light & Wonder Inc                                         | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |     21091 | NS      | $1376187.75   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Arko Corp                                  | Arko Corp                                                  | CUSIP: 041242108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11388 | NS      | $95545.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WW International Inc                       | WW International Inc                                       | CUSIP: 98262P101<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |     13351 | NS      | $66354.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Inc                                   | Dana Inc                                                   | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     30583 | NS      | $554775.62    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp                              | TopBuild Corp                                              | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |      7674 | NS      | $1535260.44   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                | E-MINI RUSS 2000 MAR23                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         2 | NC      | $9347.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres Inc                                | Caleres Inc                                                | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |      8709 | NS      | $226608.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Traeger Inc                                | Traeger Inc                                                | CUSIP: 89269P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12614 | NS      | $45788.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                              | M/I Homes Inc                                              | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |      6584 | NS      | $393723.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc                                 | Stride Inc                                                 | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |      9631 | NS      | $413458.83    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries Inc                      | Mohawk Industries Inc                                      | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |     12051 | NS      | $1446843.06   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Floor & Decor Holdings Inc                 | Floor & Decor Holdings Inc                                 | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |     25136 | NS      | $2281594.72   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                    | KB Home                                                    | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     18594 | NS      | $714939.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lordstown Motors Corp                      | Lordstown Motors Corp                                      | CUSIP: 54405Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39042 | NS      | $51145.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro Inc                                  | Monro Inc                                                  | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7630 | NS      | $388367.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Outdoors Inc                       | Johnson Outdoors Inc                                       | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1384 | NS      | $94748.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International Inc                  | Brinker International Inc                                  | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |     10407 | NS      | $410660.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** FIDELITY COVINGTON TRUST

**Signature:** Stacie M Smith

**Name of Signer:** Stacie M Smith

**Title:** President and Treasurer