# EDGAR Filing Document

**Accession Number:** 0000945908
**File Stem:** 0001752724-23-067449
**Filing Date:** 2023-3
**Character Count:** 30813
**Document Hash:** 85e4b39ec21fd246ff78e15a68a644b8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-067449.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-067449

**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:** 23763527

**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:** 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:** $144028830.49

**Total Liabilities:** $255216.93

**Net Assets:** $143773613.56

**Cash Not Reported:** $1389882.04

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000218331 | 5.22%                | -3.49%               | 2.79%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-489592.45              | $6715707.80                                |
| Month 2  | $151223.49               | $-5268967.10                               |
| Month 3  | $31478.12                | $3751903.19                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| EBAY INC                                 | EBAY INC                           | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     14398 | NS      | $712701.00    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP NEW                     | DUKE ENERGY CORP NEW               | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      5675 | NS      | $581403.75    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| AES CORP                                 | AES CORP                           | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |     34603 | NS      | $948468.23    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA-COLA EUROPACIFIC PARTNERS PLC       | COCA-COLA EUROPACIFIC PARTNERS PLC | CUSIP: N/A<br>LEI: 549300LTH67W4GWMRF57       | Long             | EC               | CORP              | GB        |     18171 | NS      | $1021573.62   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| OPEN TEXT CORPORATION                    | OPEN TEXT CORPORATION              | CUSIP: 683715106<br>LEI: 549300UQROQS42RKHM85 | Long             | EC               | CORP              | CA        |     16362 | NS      | $548945.10    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCTER and GAMBLE CO                    | PROCTER and GAMBLE CO              | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     14154 | NS      | $2015246.52   | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ACTIVISION BLIZZARD INC                  | ACTIVISION BLIZZARD INC            | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |     28933 | NS      | $2215399.81   | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| TE CONNECTIVITY LT                       | TE CONNECTIVITY LTD                | CUSIP: N/A<br>LEI: 894500ZRIX9K13RHXR17       | Long             | EC               | CORP              | CH        |      5787 | NS      | $735817.05    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS INC                       | CONOCOPHILLIPS                     | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     18248 | NS      | $2223883.76   | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| OSHKOSH CORP                             | OSHKOSH CORP                       | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |     15428 | NS      | $1554833.84   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COMPANY                         | SOUTHERN CO                        | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     23401 | NS      | $1583779.68   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                  | BRISTOL-MYERS SQUIBB CO            | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     51715 | NS      | $3757094.75   | 2.61%             |  |  |  | No            |                  1 | On Loan: No      |
| STANLEY BLACK and DECKER INC             | STANLEY BLACK and DECKER INC       | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |      4523 | NS      | $403949.13    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT INC                                  | ITT INC                            | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |      5503 | NS      | $504019.77    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| SANOFI                                   | SANOFI SPON ADR                    | CUSIP: 80105N105<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     47645 | NS      | $2341275.30   | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENERON PHARMACEUTICALS INC            | REGENERON PHARMACEUTICALS INC      | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      2747 | NS      | $2083517.09   | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE GROUP INC                           | CBRE GROUP INC - CL A              | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |     11098 | NS      | $948989.98    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                       | NEXTERA ENERGY INC                 | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13938 | NS      | $1040192.94   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| TYSON FOODS INC                          | TYSON FOODS INC CL A               | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |     16792 | NS      | $1104074.00   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| H and R BLOCK INC                        | BLOCK H and R INC                  | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     54629 | NS      | $2129438.42   | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB LTD                                | CHUBB LTD                          | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |     10718 | NS      | $2438237.82   | 1.70%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK INC                            | BLACKROCK INC                      | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |      3639 | NS      | $2762765.19   | 1.92%             |  |  |  | No            |                  1 | On Loan: No      |
| REGAL REXNORD CORP                       | REGAL REXNORD CORP                 | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |      9945 | NS      | $1384344.00   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| SPECTRUM BRANDS HOLDINGS INC             | SPECTRUM BRANDS HOLDINGS INC       | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |     13920 | NS      | $944889.60    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP SEMICONDUCTORS NV                    | NXP SEMICONDUCTORS NV              | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |      3300 | NS      | $608223.00    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                      | DOMINION ENERGY INC                | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     26269 | NS      | $1671759.16   | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA CORP                               | CIGNA CORP                         | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     13201 | NS      | $4180360.67   | 2.91%             |  |  |  | No            |                  1 | On Loan: No      |
| ASPEN TECHNOLOGY INC                     | ASPEN TECHNOLOGY INC               | CUSIP: 29109X106<br>LEI: 254900545H80W6GA2J08 | Long             | EC               | CORP              | US        |      2316 | NS      | $460305.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| UNILEVER PLC                             | UNILEVER PLC SPONS ADR             | CUSIP: 904767704<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      9049 | NS      | $462403.90    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CRANE HOLDINGS CO                        | CRANE HOLDINGS CO                  | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |      2046 | NS      | $237151.86    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                | OCCIDENTAL PETROLEUM CORP          | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |     20121 | NS      | $1303639.59   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR GEN CORP NEW                      | DOLLAR GENERAL CORP                | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      8877 | NS      | $2073667.20   | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| PG and E CORP                            | PG and E CORP                      | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |    163935 | NS      | $2606566.50   | 1.81%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                      | ELEVANCE HEALTH INC                | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      4682 | NS      | $2340953.18   | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIS TOWERS WATSON PLC                 | WILLIS TOWERS WATSON PLC           | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | IE        |      8750 | NS      | $2224162.50   | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC               | MONDELEZ INTL INC                  | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     42602 | NS      | $2787874.88   | 1.94%             |  |  |  | No            |                  1 | On Loan: No      |
| EATON CORP PLC                           | EATON CORP PLC                     | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |      1942 | NS      | $315011.82    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| M and T BANK CORP                        | M and T BANK CORP                  | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |     10329 | NS      | $1611324.00   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PARKER-HANNIFIN CORP                     | PARKER HANNIFIN CORP               | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       997 | NS      | $325022.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                | L3HARRIS TECHNOLOGIES INC          | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      6123 | NS      | $1315342.86   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRAZENECA PLC                          | ASTRAZENECA PLC SPONS ADR          | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     32001 | NS      | $2091905.37   | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXIMUS INC                              | MAXIMUS INC                        | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |     11218 | NS      | $839667.30    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL FLAVORS and FRAGRANCES INC | INTERNATIONAL FLAVORS and FRAGRA   | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |      8083 | NS      | $909014.18    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN TRUST CORP                      | NORTHERN TRUST CORP                | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      9430 | NS      | $914427.10    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOROX CO                                | CLOROX CO                          | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |      5611 | NS      | $811855.59    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                             | BROADCOM INC                       | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       514 | NS      | $300695.14    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP NEW                         | COMCAST CORP CL A                  | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    109725 | NS      | $4317678.75   | 3.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY INC DEL               | BERKSHIRE HATHAWAY INC CL B        | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     23500 | NS      | $7320720.00   | 5.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CULLEN/FROST BANKERS INC                 | CULLEN FROST BANKERS INC           | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |      2928 | NS      | $381459.84    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| PORTLAND GENERAL ELECTRIC CO             | PORTLAND GENERAL ELECTRIC CO       | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     16845 | NS      | $801485.10    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNC INVESTMENT CORP                     | AGNC INVESTMENT CORP               | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               | CORP              | US        |     16337 | NS      | $189509.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORP                     | LOCKHEED MARTIN CORP               | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      3170 | NS      | $1468534.20   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINOR ASA                              | EQUINOR ASA SPONS ADR              | CUSIP: 29446M102<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |     31220 | NS      | $950024.60    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTEX PHARMACEUTICALS INC               | VERTEX PHARMACEUTICALS INC         | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      7054 | NS      | $2279147.40   | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORP                         | EXXON MOBIL CORP                   | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     65608 | NS      | $7611184.08   | 5.29%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFILIATED MANAGERS GROUP INC            | AFFILIATED MANAGERS GRP INC        | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |      6472 | NS      | $1117973.28   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION ENERGY CORP                | CONSTELLATION ENERGY CORP          | CUSIP: 21037T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22599 | NS      | $1929050.64   | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHROP GRUMMAN CORP                    | NORTHROP GRUMMAN CORP              | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      4914 | NS      | $2201668.56   | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                | BOEING CO                          | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      8981 | NS      | $1912953.00   | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVELERS COS INC                        | TRAVELERS COMPANIES INC            | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |     10488 | NS      | $2004466.56   | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERGY INC                               | EVERGY INC                         | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |     24934 | NS      | $1562115.10   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTERNATIONAL                     | EDISON INTL                        | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      4601 | NS      | $317008.90    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY INC                    | MICRON TECHNOLOGY INC              | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     17855 | NS      | $1076656.50   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| ANNALY CAPITAL MANAGEMENT INC            | ANNALY CAPITAL MGMT INC REIT       | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |      8058 | NS      | $189121.26    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PENTAIR PLC                              | PENTAIR PLC                        | CUSIP: N/A<br>LEI: 549300EVR9D56WPSRP15       | Long             | EC               | CORP              | IE        |     17417 | NS      | $964553.46    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE and CO                    | JPMORGAN CHASE and CO              | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     29208 | NS      | $4087951.68   | 2.84%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORP DEL                         | CENTENE CORP                       | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     46228 | NS      | $3524422.72   | 2.45%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO and CO                       | WELLS FARGO and CO                 | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     44189 | NS      | $2071138.43   | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| DUPONT DE NEMOURS INC                    | DUPONT DE NEMOURS INC              | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |     32539 | NS      | $2406259.05   | 1.67%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION              | BANK OF AMERICA CORPORATION        | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     88952 | NS      | $3156016.96   | 2.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC                               | HUMANA INC                         | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      4234 | NS      | $2166537.80   | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                   | UNITEDHEALTH GROUP INC             | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      6926 | NS      | $3457389.94   | 2.40%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORP                              | EXELON CORP                        | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     12506 | NS      | $527628.14    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC                          | GEN DIGITAL INC                    | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |     52720 | NS      | $1213087.20   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| ROSS STORES INC                          | ROSS STORES INC                    | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     12111 | NS      | $1431399.09   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US FOODS HOLDING CORP                    | US FOODS HOLDING CORP              | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |     31016 | NS      | $1182640.08   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| AMDOCS LIMITED                           | AMDOCS LTD                         | CUSIP: N/A<br>LEI: 549300HQV672RJ7RQV66       | Long             | EC               | CORP              | GG        |     17185 | NS      | $1579817.05   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OVINTIV INC                              | OVINTIV INC                        | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16104 | NS      | $792799.92    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO LTD                              | INVESCO LTD                        | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | BM        |     16369 | NS      | $302990.19    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC                        | CISCO SYSTEMS INC                  | CUSIP: 17275R102<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | EC               | CORP              | US        |     46227 | NS      | $2249868.09   | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNIZANT TECHNOLOGY SOLUTIONS CORP      | COGNIZANT TECH SOLUTIONS CL A      | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     26698 | NS      | $1782091.50   | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                             | ALPHABET INC CL A                  | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     30543 | NS      | $3018870.12   | 2.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMONT CORP                             | NEWMONT CORP                       | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      9594 | NS      | $507810.42    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC           | PNC FINANCIAL SERVICES GRP INC     | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     11037 | NS      | $1825850.91   | 1.27%             |  |  |  | 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