# EDGAR Filing Document

**Accession Number:** 0000945908
**File Stem:** 0000035402-26-001981
**Filing Date:** 2026-3
**Character Count:** 37426
**Document Hash:** bc70308a44d511e4675228a07f11c277
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-001981.hdr.sgml**: 20260325

**ACCESSION NUMBER**: 0000035402-26-001981

**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:** 26790528

**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 Fundamental Large Cap Core ETF (Series ID: S000068174)

| Class ID   | Class Name                              | Ticker Symbol   |
|:---|:---|:---|
| C000218330 | Fidelity Fundamental Large Cap Core ETF | FFLC            |

## 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 Fundamental Large Cap Core ETF

- **b. EDGAR series identifier (if any):** S000068174

- **c. LEI of Series:** 54930057B3GMW8ILY623

**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:** $987761215.39

**Total Liabilities:** $2535529.27

**Net Assets:** $985225686.12

**Cash Not Reported:** $32706.83

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000218330 | 0.21%                | 0.68%                | 2.40%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2558043.54              | $-1243513.23                               |
| Month 2  | $9177993.50              | $-3848792.98                               |
| Month 3  | $3008205.40              | $19259483.53                               |

### 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        |     22813 | NS      | $7061992.28   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNICO EAGLE MINES LTD            | AGNICO EAGLE MINES LTD                        | CUSIP: 008474108<br>LEI: YGE0EUBRF7IJOB3QRX76 | Long             | EC               | CORP              | CA        |     14962 | NS      | $2850261.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| AMDOCS LIMITED                    | AMDOCS LTD                                    | CUSIP: N/A<br>LEI: 549300HQV672RJ7RQV66       | Long             | EC               | CORP              | GG        |     61461 | NS      | $5036114.34   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLISON TRANSMISSION HLDGS INC    | ALLISON TRANSMISSION HLDGS INC                | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |     58663 | NS      | $6376668.10   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS INC       | ALNYLAM PHARMACEUTICALS INC                   | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |      8221 | NS      | $2779191.26   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                      | ALPHABET INC CL A                             | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    196350 | NS      | $66366300.00  | 6.74%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                    | AMAZON.COM INC                                | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    192763 | NS      | $46128185.90  | 4.68%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP               | AMERICAN TOWER CORP                           | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     29854 | NS      | $5352225.12   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| CENCORA INC                       | CENCORA INC                                   | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      9443 | NS      | $3392114.46   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHENOL CORPORATION NEW          | AMPHENOL CORPORATION CL A                     | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     94906 | NS      | $13674056.48  | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                         | APPLE INC                                     | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    138982 | NS      | $36063049.36  | 3.66%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION       | BANK OF AMERICA CORPORATION                   | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    325524 | NS      | $17317876.80  | 1.76%             |  |  |  | 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        |     94917 | NS      | $11382446.64  | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BE SEMICONDUCTOR INDUSTRIES NV    | BE SEMICOND INDUS NV (NETH)                   | CUSIP: N/A<br>LEI: 7245007A1YFLI2GNYX06       | Long             | EC               | CORP              | NL        |     23326 | NS      | $4548338.50   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                         | BOEING CO                                     | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |     86563 | NS      | $20231504.36  | 2.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON SCIENTIFIC CORP            | BOSTON SCIENTIFIC CORP                        | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |    107669 | NS      | $10070281.57  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                           | CRH PLC                                       | CUSIP: N/A<br>LEI: 549300MIDJNNTH068E74       | Long             | EC               | CORP              | IE        |     27533 | NS      | $3370314.53   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH AMERICAN TOBACCO PLC      | BRITISH AMERICAN TOBACCO PLC                  | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |    144360 | NS      | $8644131.82   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD CORP                   | BROOKFIELD CORP CL A                          | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |    179333 | NS      | $8168618.15   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| BRUKER CORP                       | BRUKER CORP                                   | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |     54532 | NS      | $2415222.28   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE GROUP INC                    | CBRE GROUP INC - CL A                         | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |     21010 | NS      | $3578633.30   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA COLA CO                      | COCA COLA CO                                  | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    126595 | NS      | $9470571.95   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                      | COMCAST CORP CL A                             | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    115362 | NS      | $3432019.50   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CUMMINS INC                       | CUMMINS INC                                   | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |     17313 | NS      | $10021110.66  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAGEO PLC                        | DIAGEO PLC SPON ADR                           | CUSIP: 25243Q205<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |     49656 | NS      | $4608076.80   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| KEURIG DR PEPPER INC              | KEURIG DR PEPPER INC                          | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |    274498 | NS      | $7532225.12   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR GROUP INC                   | EMCOR GROUP INC                               | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |      7833 | NS      | $5645478.09   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE PRODUCTS PARTNERS LP   | ENTERPRISE PRODS PARTNERS LP                  | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             | EC               | CORP              | US        |    116641 | NS      | $3871314.79   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORP                  | EXXON MOBIL CORP                              | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    172154 | NS      | $24342575.60  | 2.47%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                | META PLATFORMS INC CL A                       | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     58222 | NS      | $41716063.00  | 4.23%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDEX CORP                        | FEDEX CORP                                    | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |     15859 | NS      | $5110562.75   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust      | Fidelity Cash Central Fund                    | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   6417429 | NS      | $6418712.00   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust      | Fidelity Securities Lending Cash Central Fund | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   2207168 | NS      | $2207389.09   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD        | FIRST QUANTUM MINERALS LTD                    | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |    139580 | NS      | $3945532.41   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANCO NEVADA CORP                | FRANCO-NEVADA CORP                            | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Long             | EC               | CORP              | CA        |     17463 | NS      | $4092628.68   | 0.42%             |  |  |  | No            |                  1 | On Loan: —       |
| GALLAGHER (ARTHUR J.) and CO      | ARTHUR J GALLAGHAR AND CO                     | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |     25030 | NS      | $6241731.10   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| GE AEROSPACE                      | GE AEROSPACE                                  | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     49926 | NS      | $15316797.54  | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC               | GILEAD SCIENCES INC                           | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     43890 | NS      | $6230185.50   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                           | GSK PLC SPONS ADR                             | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |    176996 | NS      | $9132993.60   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON WORLDWIDE HOLDINGS INC     | HILTON WORLDWIDE HOLDINGS INC                 | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |     22294 | NS      | $6654981.94   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC                        | HUMANA INC                                    | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |     11745 | NS      | $2292624.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES INC | HUNTINGTON INGALLS INDUSTRIES INC             | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |     10114 | NS      | $4253038.14   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL OIL LTD                  | IMPERIAL OIL LTD                              | CUSIP: 453038408<br>LEI: 549300MO45LTBPAU4Z27 | Long             | EC               | CORP              | CA        |     81396 | NS      | $8223587.35   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR and CO INC                    | KKR and CO INC                                | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |     36071 | NS      | $4121472.46   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY and CO                  | ELI LILLY and CO                              | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     12231 | NS      | $12685381.65  | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWES COS INC                     | LOWES COS INC                                 | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     32647 | NS      | $8718707.82   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| M and T BANK CORP                 | M and T BANK CORP                             | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |     28558 | NS      | $6327596.06   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH and MCLENNAN COS INC        | MARSH and MCLENNAN COS INC                    | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     34263 | NS      | $6447953.97   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD     | MARRIOTT INTERNATIONAL INC A                  | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |     11612 | NS      | $3661263.60   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCADOLIBRE INC                  | MERCADOLIBRE INC                              | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |      1737 | NS      | $3730711.23   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK and CO INC                  | MERCK and CO INC NEW                          | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     66515 | NS      | $7334609.05   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                    | MICROSOFT CORP                                | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     97376 | NS      | $41899919.04  | 4.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MOSAIC CO                         | MOSAIC CO NEW                                 | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |    104199 | NS      | $2865472.50   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| NETFLIX INC                       | NETFLIX INC                                   | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     74655 | NS      | $6232945.95   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN TRUST CORP               | NORTHERN TRUST CORP                           | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |     44977 | NS      | $6720913.11   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                       | NVIDIA CORP                                   | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    414954 | NS      | $79310158.02  | 8.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC    | PNC FINANCIAL SERVICES GRP INC                | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     39638 | NS      | $8851165.40   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR INC                        | PACCAR INC                                    | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     58750 | NS      | $7220962.50   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCOM SOFTWARE INC               | PAYCOM SOFTWARE INC                           | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |     25722 | NS      | $3466039.50   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC   | PHILIP MORRIS INTL INC                        | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     45806 | NS      | $8219428.64   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| RALPH LAUREN CORP                 | RALPH LAUREN CORP                             | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |      6232 | NS      | $2202451.12   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ROSS STORES INC                   | ROSS STORES INC                               | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     18531 | NS      | $3495873.15   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL GOLD INC                    | ROYAL GOLD INC                                | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |      2308 | NS      | $607719.48    | 0.06%             |  |  |  | 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        |     62455 | NS      | $5114439.95   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE INC                    | SALESFORCE INC                                | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     30170 | NS      | $6404789.30   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                            | SAP SE SPON ADR                               | CUSIP: 803054204<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |     33138 | NS      | $6662063.52   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA                            | SEMPRA                                        | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     71372 | NS      | $6210077.72   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE CORP INTERNATIONAL INC    | SERVICE CORP INTERNATIONAL INC                | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     35907 | NS      | $2888000.01   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SMITH (AO) CORP                   | SMITH (AO) CORP                               | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |     64411 | NS      | $4733564.39   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COMPANY                  | SOUTHERN CO                                   | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     95540 | NS      | $8532677.40   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC                   | GEN DIGITAL INC                               | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |    176751 | NS      | $4240256.49   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE US INC                   | T-MOBILE US INC                               | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     22782 | NS      | $4492838.22   | 0.46%             |  |  |  | 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        |     47150 | NS      | $15585904.00  | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| SOMNIGROUP INTERNATIONAL INC      | SOMNIGROUP INTERNATIONAL INC                  | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |     95037 | NS      | $8349000.45   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC      | THERMO FISHER SCIENTIFIC INC                  | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     15183 | NS      | $8785035.63   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVELERS COS INC                 | TRAVELERS COMPANIES INC                       | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |     27449 | NS      | $7809514.99   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARCEL SERVICE INC         | UNITED PARCEL SERVICE INC CL B                | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     75517 | NS      | $8021415.74   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC            | UNITEDHEALTH GROUP INC                        | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     22530 | NS      | $6464532.90   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTAS INC                        | VENTAS INC REIT                               | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |     67448 | NS      | $5238686.16   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC                          | VISA INC CL A                                 | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     51654 | NS      | $16623806.82  | 1.69%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECH CORP  | WESTINGHOUSE AIR BRAKE TECH CORP              | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |     50002 | NS      | $11507460.28  | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO and CO                | WELLS FARGO and CO                            | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    223881 | NS      | $20258991.69  | 2.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN DIGITAL CORP              | WESTERN DIGITAL CORP                          | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |     48766 | NS      | $12202716.18  | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| WHIRLPOOL CORP                    | WHIRLPOOL CORP                                | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |     20880 | NS      | $1670191.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SHOPIFY INC                       | SHOPIFY INC CL A                              | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |     24673 | NS      | $3237837.79   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                      | BROADCOM INC                                  | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     63663 | NS      | $21091551.90  | 2.14%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTIV HOLDINGS CO                | VERTIV HOLDINGS CO                            | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |     19649 | NS      | $3658250.82   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA GROUP (THE)                 | CIGNA GROUP (THE)                             | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     24925 | NS      | $6832191.75   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| CORTEVA INC                       | CORTEVA INC                                   | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     64058 | NS      | $4663422.40   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYALTY PHARMA PLC                | ROYALTY PHARMA PLC                            | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |    149619 | NS      | $6236119.92   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUE OWL CAPITAL INC              | BLUE OWL CAPITAL INC A                        | CUSIP: 09581B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    405775 | NS      | $5534771.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| GPGI INC                          | GPGI INC                                      | CUSIP: 20459V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53734 | NS      | $1266510.38   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| MARVELL TECHNOLOGY INC            | MARVELL TECHNOLOGY INC                        | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46888 | NS      | $3700400.96   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAGATE TECHNOLOGY HOLDINGS PLC   | SEAGATE TECHNOLOGY HOLDINGS PLC               | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |     15120 | NS      | $6164272.80   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT, INC     | APOLLO GLOBAL MANAGEMENT INC                  | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |     56864 | NS      | $7650482.56   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION ENERGY CORP         | CONSTELLATION ENERGY CORP                     | CUSIP: 21037T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9085 | NS      | $2549977.80   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL PLC                         | SHELL PLC SPONS ADR                           | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |    161335 | NS      | $12427635.05  | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| KENVUE INC                        | KENVUE INC                                    | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |    244526 | NS      | $4254752.40   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC       | S and P500 EMINI FUT MAR26 ESH6               | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |        18 | NC      | $950.18       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GE VERNOVA INC                    | GE VERNOVA INC                                | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |     20870 | NS      | $15159341.90  | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| VIKING HOLDINGS LTD               | VIKING HOLDINGS LTD                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     27248 | NS      | $1965943.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SMURFIT WESTROCK PLC              | SMURFIT WESTROCK PLC                          | CUSIP: N/A<br>LEI: 635400EGSEOPDW2EXS14       | Long             | EC               | CORP              | IE        |     71024 | NS      | $2956729.12   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ARISTA NETWORKS INC               | ARISTA NETWORKS INC                           | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     41882 | NS      | $5936354.68   | 0.60%             |  |  |  | No            |                  1 | 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