# EDGAR Filing Document

**Accession Number:** 0000945908
**File Stem:** 0001752724-23-067618
**Filing Date:** 2023-3
**Character Count:** 35786
**Document Hash:** ab8d0d0be405c96cdee8532547772b21
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-067618.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-067618

**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:** 23763738

**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 Stocks for Inflation ETF (Series ID: S000066804)

| Class ID   | Class Name                        | Ticker Symbol   |
|:---|:---|:---|
| C000215140 | Fidelity Stocks for Inflation ETF | FCPI            |

## 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 Stocks for Inflation ETF

- **b. EDGAR series identifier (if any):** S000066804

- **c. LEI of Series:** 549300DLOYLB66XMD430

**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:** $216907071.31

**Total Liabilities:** $51752.40

**Net Assets:** $216855318.91

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000215140 | 4.06%                | -5.65%               | 3.70%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $208646.02               | $8603792.93                                |
| Month 2  | $298004.45               | $-13917026.44                              |
| Month 3  | $43663.62                | $7552881.77                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ESSENT GROUP LTD                    | ESSENT GROUP LTD                | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |     25355 | NS      | $1116380.65   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCH CAPITAL GROUP LTD              | ARCH CAPITAL GROUP LTD          | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |     25599 | NS      | $1647295.65   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA INC                           | TEGNA INC                       | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     13562 | NS      | $270290.66    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UNUM GROUP                          | UNUM GROUP                      | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     30881 | NS      | $1297928.43   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROW ELECTRONICS INC               | ARROW ELECTRONICS INC           | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |      5701 | NS      | $669810.49    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| DELL TECHNOLOGIES INC               | DELL TECHNOLOGIES INC CL C      | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |     15752 | NS      | $639846.24    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AT and T INC                        | AT and T INC                    | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     28588 | NS      | $582337.56    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED THERAPEUTICS CORP DEL        | UNITED THERAPEUTICS CORP DEL    | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |      9391 | NS      | $2471429.47   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                          | ABBVIE INC                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     24023 | NS      | $3549398.25   | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                           | APPLE INC                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     71330 | NS      | $10292205.70  | 4.75%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORPORATION                     | FOX CORP CL A                   | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      9215 | NS      | $312757.10    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON OIL CORP                   | MARATHON OIL CORP               | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |    211243 | NS      | $5802845.21   | 2.68%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS INC                  | CONOCOPHILLIPS                  | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     56471 | NS      | $6882120.77   | 3.17%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN ALLIANCE BANCORPORATN       | WESTERN ALLIANCE BANCORP        | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |     14370 | NS      | $1083066.90   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                      | MICROSOFT CORP                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     35077 | NS      | $8692431.37   | 4.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CO                       | FORD MOTOR CO                   | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     75274 | NS      | $1016951.74   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCENTURE PLC                       | ACCENTURE PLC CL A              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      4851 | NS      | $1353671.55   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC                            | VISA INC CL A                   | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     10235 | NS      | $2356199.35   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO             | BRISTOL-MYERS SQUIBB CO         | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     39459 | NS      | $2866696.35   | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOZONE INC                        | AUTOZONE INC                    | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       513 | NS      | $1251130.05   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| STEEL DYNAMICS INC                  | STEEL DYNAMICS INC              | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |     68234 | NS      | $8231749.76   | 3.80%             |  |  |  | No            |                  1 | On Loan: No      |
| ON SEMICONDUCTOR CORP               | ON SEMICONDUCTOR CORP           | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |     11357 | NS      | $834171.65    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENERON PHARMACEUTICALS INC       | REGENERON PHARMACEUTICALS INC   | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      3871 | NS      | $2936037.37   | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                  | META PLATFORMS INC CL A         | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      5880 | NS      | $875943.60    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| TYSON FOODS INC                     | TYSON FOODS INC CL A            | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |     40259 | NS      | $2647029.25   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| H and R BLOCK INC                   | BLOCK H and R INC               | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     25050 | NS      | $976449.00    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB LTD                           | CHUBB LTD                       | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |      6996 | NS      | $1591520.04   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBERT HALF INTERNATIONAL INC       | ROBERT HALF INTERNATIONAL INC.  | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |      7383 | NS      | $619876.68    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| APA CORP                            | APA CORP                        | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |    146990 | NS      | $6516066.70   | 3.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY USA INC                      | MURPHY USA INC                  | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      3460 | NS      | $941223.80    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK and CO INC                    | MERCK and CO INC NEW            | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     36842 | NS      | $3957199.22   | 1.82%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                      | PUBLIC STORAGE                  | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |     11185 | NS      | $3404042.90   | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MILLS INC                   | GENERAL MILLS INC               | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     47580 | NS      | $3728368.80   | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOMATIC DATA PROCESSING INC       | AUTOMATIC DATA PROCESSING INC   | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      4473 | NS      | $1010048.13   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORP                  | UNION PACIFIC CORP              | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     16937 | NS      | $3458366.03   | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP INDUSTRIES INC                  | UFP INDUSTRIES INC              | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      6536 | NS      | $611442.80    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                      | HOME DEPOT INC                  | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      6308 | NS      | $2044864.36   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP           | OCCIDENTAL PETROLEUM CORP       | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |     82276 | NS      | $5330662.04   | 2.46%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                      | NRG ENERGY INC                  | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     86619 | NS      | $2964102.18   | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| POPULAR INC                         | POPULAR INC                     | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |     14257 | NS      | $978600.48    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| NUCOR CORP                          | NUCOR CORP                      | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |     40249 | NS      | $6802885.98   | 3.14%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC                         | METLIFE INC                     | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     18734 | NS      | $1367956.68   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC                          | PFIZER INC                      | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     70606 | NS      | $3117960.96   | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| WEYERHAEUSER CO                     | WEYERHAEUSER CO                 | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |    101372 | NS      | $3490237.96   | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| MACYS INC                           | MACYS INC                       | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     55942 | NS      | $1321909.46   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PPTYS INC                      | VICI PPTYS INC                  | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |    105886 | NS      | $3619183.48   | 1.67%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALYS INC                          | QUALYS INC                      | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |      5217 | NS      | $601833.12    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| TOLL BROS INC                       | TOLL BROTHERS INC               | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |     20323 | NS      | $1209015.27   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                 | ELEVANCE HEALTH INC             | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      5553 | NS      | $2776444.47   | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE CORP INTERNATIONAL INC      | SERVICE CORP INTERNATIONAL INC  | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     15491 | NS      | $1148657.65   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| MUELLER INDUSTRIES INC              | MUELLER INDUSTRIES INC          | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |      8588 | NS      | $562943.40    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BOYD GAMING CORP                    | BOYD GAMING CORP                | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |     17764 | NS      | $1106874.84   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN UNION CO/THE                | WESTERN UNION CO                | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |     41269 | NS      | $584781.73    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| OREILLY AUTOMOTIVE INC              | O'REILLY AUTOMOTIVE INC         | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      1576 | NS      | $1248743.60   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR MEDIA GROUP INC             | NEXSTAR MEDIA GROUP INC         | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |      1511 | NS      | $309407.47    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MODERNA INC                         | MODERNA INC                     | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |     12279 | NS      | $2161840.74   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKLEY WR CORP                     | BERKLEY (WR) CORP               | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |     18034 | NS      | $1264904.76   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO       | HEWLETT PACKARD ENTERPRISE CO   | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     50774 | NS      | $818984.62    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| LILLY (ELI) and CO                  | LILLY (ELI) and CO              | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     10838 | NS      | $3729897.70   | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTINET INC                        | FORTINET INC                    | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     15172 | NS      | $794102.48    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA COLA CO                        | COCA COLA CO                    | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     73470 | NS      | $4505180.40   | 2.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HERSHEY CO                          | HERSHEY CO (THE)                | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |     15655 | NS      | $3516113.00   | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                        | BROADCOM INC                    | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      2955 | NS      | $1728704.55   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISIGN INC                        | VERISIGN INC                    | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      3686 | NS      | $803732.30    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CF INDUSTRIES HOLDINGS INC          | CF INDUSTRIES HOLDINGS INC      | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |     53740 | NS      | $4551778.00   | 2.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL FUEL GAS CO NJ             | NATIONAL FUEL GAS CO NJ         | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |     48425 | NS      | $2811555.50   | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| QUIDELORTHO CORP                    | QUIDELORTHO CORP                | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |     21109 | NS      | $1807141.49   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM INC                        | QUALCOMM INC                    | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      9178 | NS      | $1222601.38   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| EVEREST REINSURANCE GROUP LTD       | EVEREST REINSURANCE GROUP LTD   | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |      4353 | NS      | $1522200.57   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC     | PHILIP MORRIS INTL INC          | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     42473 | NS      | $4427385.52   | 2.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust        | Fidelity Cash Central Fund      | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |     35213 | NS      | $35219.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MCKESSON CORP                       | MCKESSON CORP                   | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      6771 | NS      | $2564042.28   | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORP                | LOCKHEED MARTIN CORP            | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      1733 | NS      | $802829.58    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTEX PHARMACEUTICALS INC          | VERTEX PHARMACEUTICALS INC      | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      8735 | NS      | $2822278.50   | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALDS CORP                      | MCDONALDS CORP                  | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      5982 | NS      | $1599586.80   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTONATION INC DEL                  | AUTONATION INC                  | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8228 | NS      | $1042652.16   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHROP GRUMMAN CORP               | NORTHROP GRUMMAN CORP           | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      1439 | NS      | $644729.56    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYA FINANCIAL INC                  | VOYA FINANCIAL INC              | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     18011 | NS      | $1256627.47   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC            | BUILDERS FIRSTSOURCE            | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |      8322 | NS      | $663263.40    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY GLOBAL PLC                  | LIBERTY GLOBAL PLC CL A         | CUSIP: N/A<br>LEI: 549300BSGXG3QLIQYT84       | Long             | EC               | CORP              | GB        |     13923 | NS      | $301989.87    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HP INC                              | HP INC                          | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     23949 | NS      | $697873.86    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVELERS COS INC                   | TRAVELERS COMPANIES INC         | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      7464 | NS      | $1426519.68   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| ATKORE INC                          | ATKORE INC                      | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |      6395 | NS      | $832948.75    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM CORPORATION                     | INTL BUS MACH CORP              | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      8840 | NS      | $1191013.20   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY INC               | MICRON TECHNOLOGY INC           | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     14835 | NS      | $894550.50    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                     | CVS HEALTH CORP                 | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     26887 | NS      | $2371971.14   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED MATERIALS INC               | APPLIED MATERIALS INC           | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      9667 | NS      | $1077773.83   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS CORNING NEW                   | OWENS CORNING INC               | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      6553 | NS      | $633347.45    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INC                      | MASTERCARD INC CL A             | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      5575 | NS      | $2066095.00   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCHEX INC                         | PAYCHEX INC                     | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      6411 | NS      | $742778.46    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRIA GROUP INC                    | ALTRIA GROUP INC                | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     85391 | NS      | $3846010.64   | 1.77%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC                     | GEN DIGITAL INC                 | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |     26730 | NS      | $615057.30    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC TECHNOLOGY CO                   | DXC TECHNOLOGY CO               | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |     25712 | NS      | $738705.76    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| HENRY (JACK) and ASSOCIATES         | HENRY (JACK) and ASSOCIATES INC | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |      3407 | NS      | $613566.63    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| AMDOCS LIMITED                      | AMDOCS LTD                      | CUSIP: N/A<br>LEI: 549300HQV672RJ7RQV66       | Long             | EC               | CORP              | GG        |      7892 | NS      | $725511.56    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON and JOHNSON                 | JOHNSON and JOHNSON             | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     25854 | NS      | $4225060.68   | 1.95%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC                   | CISCO SYSTEMS INC               | CUSIP: 17275R102<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | EC               | CORP              | US        |     32415 | NS      | $1577638.05   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                         | VISTRA CORP                     | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |    132700 | NS      | $3060062.00   | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNIZANT TECHNOLOGY SOLUTIONS CORP | COGNIZANT TECH SOLUTIONS CL A   | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     11661 | NS      | $778371.75    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                        | ALPHABET INC CL A               | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     23738 | NS      | $2346263.92   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC             | AKAMAI TECHNOLOGIES INC         | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |      7389 | NS      | $657251.55    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMEN TECHNOLOGIES                  | LUMEN TECHNOLOGIES INC          | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |    200806 | NS      | $1054231.50   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** Stacie M. Smith

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

**Title:** President and Treasurer