# EDGAR Filing Document

**Accession Number:** 0000945908
**File Stem:** 0000035402-26-001935
**Filing Date:** 2026-3
**Character Count:** 42101
**Document Hash:** 5fd726a0b493e36d6af2c3900639e71a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-001935.hdr.sgml**: 20260325

**ACCESSION NUMBER**: 0000035402-26-001935

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260325

**DATE AS OF CHANGE**: 20260325

**PERIOD START**: 20260731

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07319
- **FILM NUMBER:** 26790473

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

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

## Series and Classes Contracts Data

### Fidelity Blue Chip Value ETF (Series ID: S000068175)

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

- **a. Name of Series:** Fidelity Blue Chip Value ETF

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

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

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

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

- **b. Date as of which information is reported:** 2026-01-31

**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:** $156537371.56

**Total Liabilities:** $73034.62

**Net Assets:** $156464336.94

**Cash Not Reported:** $1753029.73

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000218331 | 3.21%                | 1.78%                | 4.03%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1383514.05              | $2786752.25                                |
| Month 2  | $1315815.95              | $827491.22                                 |
| Month 3  | $1513123.24              | $4269461.60                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CHUBB LTD                                  | CHUBB LTD                                | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |      7127 | NS      | $2206234.12   | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED MICRO DEVICES INC                 | ADVANCED MICRO DEVICES INC               | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      1369 | NS      | $324083.37    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLISON TRANSMISSION HLDGS INC             | ALLISON TRANSMISSION HLDGS INC           | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |      7875 | NS      | $856012.50    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                               | ALPHABET INC CL C                        | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      7856 | NS      | $2659491.68   | 1.70%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                               | ALPHABET INC CL A                        | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     20097 | NS      | $6792786.00   | 4.34%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                             | AMAZON.COM INC                           | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     17998 | NS      | $4306921.40   | 2.75%             |  |  |  | No            |                  1 | On Loan: No      |
| ANALOG DEVICES INC                         | ANALOG DEVICES INC                       | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       432 | NS      | $134300.16    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ANNALY CAPITAL MANAGEMENT INC              | ANNALY CAPITAL MGMT INC REIT             | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |     38071 | NS      | $876013.71    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRAZENECA PLC                            | ASTRAZENECA PLC SPONS ADR                | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     26897 | NS      | $2495234.69   | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                | BANK OF AMERICA CORPORATION              | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     77828 | NS      | $4140449.60   | 2.65%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK NEW YORK MELLON CORP                  | BANK OF NEW YORK MELLON CORP             | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      6921 | NS      | $829966.32    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY INC DEL                 | BERKSHIRE HATHAWAY INC CL B              | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      5268 | NS      | $2531432.04   | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOGEN INC                                 | BIOGEN INC                               | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      4899 | NS      | $881281.11    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| H and R BLOCK INC                          | BLOCK H and R INC                        | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     30424 | NS      | $1200226.80   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                                    | CRH PLC                                  | CUSIP: N/A<br>LEI: 549300MIDJNNTH068E74       | Long             | EC               | CORP              | IE        |      8894 | NS      | $1088714.54   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH AMERICAN TOBACCO PLC               | BRITISH AMERICAN TOB PLC ADR             | CUSIP: 110448107<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |     13362 | NS      | $810806.16    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| CF INDUSTRIES HOLDINGS INC                 | CF INDUSTRIES HOLDINGS INC               | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      8141 | NS      | $758985.43    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| CH ROBINSON WORLDWIDE INC                  | CH ROBINSON WORLDWIDE INC                | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |      7084 | NS      | $1381025.80   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                            | CVS HEALTH CORP                          | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     14126 | NS      | $1052669.52   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| CABOT CORP                                 | CABOT CORP                               | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |      3480 | NS      | $251221.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD             | CANADIAN NATL RESOURCES LTD              | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |     24652 | NS      | $917300.92    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                 | CAPITAL ONE FINANCIAL CORP               | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      8151 | NS      | $1784498.43   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC                          | CISCO SYSTEMS INC                        | CUSIP: 17275R102<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | EC               | CORP              | US        |     42016 | NS      | $3290693.12   | 2.10%             |  |  |  | No            |                  1 | On Loan: No      |
| COLGATE-PALMOLIVE CO                       | COLGATE-PALMOLIVE CO                     | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     12953 | NS      | $1169526.37   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS INC                         | CONOCOPHILLIPS                           | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     21492 | NS      | $2240111.16   | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION BRANDS INC                   | CONSTELLATION BRANDS INC CL A            | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      5561 | NS      | $871408.70    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN HOLDINGS INC                         | CROWN HOLDINGS INC                       | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |     10419 | NS      | $1090660.92   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| CUMMINS INC                                | CUMMINS INC                              | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      1709 | NS      | $989203.38    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| DEERE and CO                               | DEERE and CO                             | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      2899 | NS      | $1530672.00   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAGEO PLC                                 | DIAGEO PLC SPON ADR                      | CUSIP: 25243Q205<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |      8979 | NS      | $833251.20    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY CO/THE                         | DISNEY (WALT) CO                         | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     20021 | NS      | $2258368.80   | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| DOVER CORP                                 | DOVER CORP                               | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      4806 | NS      | $968360.94    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| KEURIG DR PEPPER INC                       | KEURIG DR PEPPER INC                     | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     86722 | NS      | $2379651.68   | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERSON ELECTRIC CO                        | EMERSON ELECTRIC CO                      | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      3751 | NS      | $551246.96    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERSOURCE ENERGY                          | EVERSOURCE ENERGY                        | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |     14826 | NS      | $1024921.38   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| EXLSERVICE HOLDINGS INC                    | EXLSERVICE HOLDINGS INC                  | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     15126 | NS      | $592182.90    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDITORS INTERNATIONAL OF WASHINGTON INC | EXPEDITORS INTL OF WASH INC              | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      3288 | NS      | $527855.52    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORP                           | EXXON MOBIL CORP                         | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     48208 | NS      | $6816611.20   | 4.36%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                         | META PLATFORMS INC CL A                  | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      1145 | NS      | $820392.50    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDEX CORP                                 | FEDEX CORP                               | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      6346 | NS      | $2044998.50   | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY NATIONAL FINANCIAL INC            | FIDELITY NATIONAL FINL INC               | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |      5965 | NS      | $324436.35    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCENTURE PLC                              | ACCENTURE PLC CL A                       | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |      5749 | NS      | $1515666.36   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIS TOWERS WATSON PLC                   | WILLIS TOWERS WATSON PLC                 | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | IE        |      2361 | NS      | $749546.67    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC                        | GILEAD SCIENCES INC                      | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     13931 | NS      | $1977505.45   | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                    | GSK PLC SPONS ADR                        | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |     47820 | NS      | $2467512.00   | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC                        | GLOBAL PAYMENTS INC                      | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      6469 | NS      | $464086.06    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| GODADDY INC                                | GODADDY INC CL A                         | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |      5923 | NS      | $595379.96    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| HARTFORD INSURANCE GROUP INC/THE           | HARTFORD INSURANCE GROUP INC/THE         | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      8826 | NS      | $1192039.56   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL OIL LTD                           | IMPERIAL OIL LTD                         | CUSIP: 453038408<br>LEI: 549300MO45LTBPAU4Z27 | Long             | EC               | CORP              | CA        |     10826 | NS      | $1096132.50   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                                 | INTEL CORP                               | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     10720 | NS      | $498158.40    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE and CO                      | JPMORGAN CHASE and CO                    | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      3874 | NS      | $1185017.86   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| KROGER CO                                  | KROGER CO                                | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     20096 | NS      | $1263033.60   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMAR ADVERTISING CO                       | LAMAR ADVERTISING CO CL A                | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |      2835 | NS      | $363758.85    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| LEIDOS HLDGS INC                           | LEIDOS HOLDINGS INC                      | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      3741 | NS      | $704355.48    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNAR CORP                                | LENNAR CORP CL A                         | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      2894 | NS      | $316458.90    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORP                       | LOCKHEED MARTIN CORP                     | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      1955 | NS      | $1239900.10   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWES COS INC                              | LOWES COS INC                            | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      4852 | NS      | $1295775.12   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| LULULEMON ATHLETICA INC                    | LULULEMON ATHLETICA INC                  | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |      3742 | NS      | $652979.00    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| M and T BANK CORP                          | M and T BANK CORP                        | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      9180 | NS      | $2034012.60   | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH and MCLENNAN COS INC                 | MARSH and MCLENNAN COS INC               | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      8488 | NS      | $1597356.72   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXIMUS INC                                | MAXIMUS INC                              | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |      7246 | NS      | $684312.24    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| MCCORMICK and CO INC                       | MCCORMICK and CO INC NON-VTG             | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |      7930 | NS      | $490311.90    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK and CO INC                           | MERCK and CO INC NEW                     | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     31982 | NS      | $3526655.14   | 2.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY INC                      | MICRON TECHNOLOGY INC                    | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      2862 | NS      | $1187386.56   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| MOHAWK INDUSTRIES INC                      | MOHAWK INDUSTRIES INC                    | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |      4430 | NS      | $524423.40    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                 | MONDELEZ INTL INC                        | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     28449 | NS      | $1663413.03   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MOSAIC CO                                  | MOSAIC CO NEW                            | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     32895 | NS      | $904612.50    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY USA INC                             | MURPHY USA INC                           | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |       863 | NS      | $364626.13    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL FUEL GAS CO NJ                    | NATIONAL FUEL GAS CO NJ                  | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |      1903 | NS      | $159376.25    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL GRID PLC                          | NATIONAL GRID PLC SPON ADR               | CUSIP: 636274409<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |     23314 | NS      | $1987984.78   | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMONT CORP                               | NEWMONT CORP                             | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     13475 | NS      | $1513916.25   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN TRUST CORP                        | NORTHERN TRUST CORP                      | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |     14825 | NS      | $2215299.75   | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHROP GRUMMAN CORP                      | NORTHROP GRUMMAN CORP                    | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      1019 | NS      | $705412.94    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| PG and E CORP                              | PG and E CORP                            | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     83995 | NS      | $1295202.90   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC             | PNC FINANCIAL SERVICES GRP INC           | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     11914 | NS      | $2660396.20   | 1.70%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR INC                                 | PACCAR INC                               | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      4211 | NS      | $517574.01    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYPAL HOLDINGS INC                        | PAYPAL HLDGS INC                         | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     12898 | NS      | $679595.62    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC            | PHILIP MORRIS INTL INC                   | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      6553 | NS      | $1175870.32   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCTER and GAMBLE CO                      | PROCTER and GAMBLE CO                    | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     16412 | NS      | $2490849.24   | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM INC                               | QUALCOMM INC                             | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      3618 | NS      | $548452.62    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| REGAL REXNORD CORP                         | REGAL REXNORD CORP                       | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |      4941 | NS      | $797971.50    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| ROSS STORES INC                            | ROSS STORES INC                          | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      9327 | NS      | $1759538.55   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RUSH ENTERPRISES INC                       | RUSH ENTERPRISES INC CL A                | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |      4563 | NS      | $292898.97    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SS and C TECHNOLOGIES HLDGS INC            | SS and C TECHNOLOGIES HOLDINGS INC       | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |      5999 | NS      | $491258.11    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE INC                             | SALESFORCE INC                           | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      7562 | NS      | $1605336.98   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SCOTTS MIRACLE GRO CO (THE)                | SCOTTS MIRACLE GRO CO                    | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |      1383 | NS      | $88816.26     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SPROUTS FARMERS MARKET INC                 | SPROUTS FMRS MKT INC                     | CUSIP: 85208M102<br>LEI: 549300TE8B3NBYVDGN74 | Long             | EC               | CORP              | US        |      5774 | NS      | $409434.34    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                          | STATE STREET CORP                        | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      2033 | NS      | $266038.38    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC   | KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13449 | NS      | $741039.90    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC                            | GEN DIGITAL INC                          | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |     66194 | NS      | $1587994.06   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MFG CO LTD            | TAIWAN SEMIC MFG CO LTD SP ADR           | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |       960 | NS      | $317337.60    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORP                                | TARGET CORP                              | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      7823 | NS      | $825091.81    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| TAYLOR MORRISON HOME CORP                  | TAYLOR MORRISON HOME CORP                | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |      2571 | NS      | $156702.45    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXTRON INC                                | TEXTRON INC                              | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |     11894 | NS      | $1047385.64   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC               | THERMO FISHER SCIENTIFIC INC             | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      3972 | NS      | $2298238.92   | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| TOLL BROS INC                              | TOLL BROTHERS INC                        | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |      1887 | NS      | $272652.63    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPBUILD CORP                              | TOPBUILD CORP                            | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |       583 | NS      | $272873.15    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVELERS COS INC                          | TRAVELERS COMPANIES INC                  | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |     10832 | NS      | $3081812.32   | 1.97%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI CORP                                   | UGI CORP NEW                             | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     10408 | NS      | $417464.88    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP DEL                             | US BANCORP DEL                           | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     42868 | NS      | $2405323.48   | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARCEL SERVICE INC                  | UNITED PARCEL SERVICE INC CL B           | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     15964 | NS      | $1695696.08   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC                                   | VISA INC CL A                            | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      4752 | NS      | $1529336.16   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECH CORP           | WESTINGHOUSE AIR BRAKE TECH CORP         | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      4857 | NS      | $1117789.98   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO and CO                         | WELLS FARGO and CO                       | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     32190 | NS      | $2912873.10   | 1.86%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN DIGITAL CORP                       | WESTERN DIGITAL CORP                     | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |       881 | NS      | $220452.63    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| US FOODS HOLDING CORP                      | US FOODS HOLDING CORP                    | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |     13142 | NS      | $1098934.04   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTA BEAUTY INC                            | ULTA BEAUTY INC                          | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       882 | NS      | $570971.52    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| NUTRIEN LTD                                | NUTRIEN LTD                              | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |     13613 | NS      | $937799.57    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| PENTAIR PLC                                | PENTAIR PLC                              | CUSIP: N/A<br>LEI: 549300EVR9D56WPSRP15       | Long             | EC               | CORP              | IE        |     13206 | NS      | $1391516.22   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| BJS WHOLESALE CLUB HOLDINGS INC            | BJS WHSL CLUB HLDGS INC                  | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |      3570 | NS      | $330010.80    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA GROUP (THE)                          | CIGNA GROUP (THE)                        | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     10154 | NS      | $2783312.94   | 1.78%             |  |  |  | No            |                  1 | On Loan: No      |
| CORTEVA INC                                | CORTEVA INC                              | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     14595 | NS      | $1062516.00   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL PLC                                  | SHELL PLC SPONS ADR                      | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     39817 | NS      | $3067103.51   | 1.96%             |  |  |  | No            |                  1 | On Loan: No      |
| FERGUSON ENTERPRISES INC                   | FERGUSON ENTERPRISES INC                 | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |      2758 | NS      | $696284.68    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK INC                              | BLACKROCK INC                            | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |       880 | NS      | $984667.20    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| SYCAMORE PARTNERS LLC                      | SYCAMORE PARTNERS LLC CVR RT             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     37295 | NS      | $20139.30     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-02

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

**Signature:** Stacie M. Smith

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

**Title:** President and Treasurer