# EDGAR Filing Document

**Accession Number:** 0000945908
**File Stem:** 0001752724-23-067514
**Filing Date:** 2023-3
**Character Count:** 39733
**Document Hash:** 8a1410bbb15213cb0f17d5c8e4d47c59
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-067514.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-067514

**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:** 23763613

**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 High Dividend ETF (Series ID: S000054749)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000171930 | Fidelity High Dividend ETF | FDVV            |

## 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 High Dividend ETF

- **b. EDGAR series identifier (if any):** S000054749

- **c. LEI of Series:** 5493004PN870S9782D49

**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:** $1467605335.19

**Total Liabilities:** $50073605.02

**Net Assets:** $1417531730.17

**Cash Not Reported:** $260211.52

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000171930 | 7.97%                | -4.32%               | 5.97%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-5.20                   | $97848408.33                               |
| Month 2  | $-370448.85              | $-64411954.92                              |
| Month 3  | $5677023.03              | $71701957.69                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| DIGITAL REALTY TRUST INC                       | DIGITAL REALTY TRUST INC                      | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |     92644 | NS      | $10618855.28  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP NEW                           | DUKE ENERGY CORP NEW                          | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |    216299 | NS      | $22159832.55  | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWS CORP NEW                                  | NEWS CORP NEW CL A                            | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     83075 | NS      | $1683099.50   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN HLDGS INC                              | ONEMAIN HOLDINGS INC                          | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |    379650 | NS      | $16378101.00  | 1.16%             |  |  |  | No            |                  1 | On Loan: —       |
| OMNICOM GROUP INC                              | OMNICOM GROUP INC                             | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     24623 | NS      | $2117331.77   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| LYONDELLBASELL INDS NV                         | LYONDELLBASELL INDS CLASS A                   | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | NL        |    166280 | NS      | $16077613.20  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA INC                                      | TEGNA INC                                     | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     90894 | NS      | $1811517.42   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ACTIVISION BLIZZARD INC                        | ACTIVISION BLIZZARD INC                       | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |     29715 | NS      | $2275277.55   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AT and T INC                                   | AT and T INC                                  | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    140655 | NS      | $2865142.35   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                      | AMGEN INC                                     | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     46453 | NS      | $11724737.20  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL PAPER CO                         | INTERNATIONAL PAPER CO                        | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |    344023 | NS      | $14387041.86  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                     | ABBVIE INC                                    | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     88506 | NS      | $13076761.50  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                      | APPLE INC                                     | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    470775 | NS      | $67928124.75  | 4.79%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORPORATION                                | FOX CORP CL A                                 | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     47259 | NS      | $1603970.46   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ACS ACTIVIDADES DE CONSTRUCCION Y SERVICIOS SA | ACS ACTIVIDADES CONST Y SRV SA                | CUSIP: N/A<br>LEI: 95980020140005558665       | Long             | EC               | CORP              | ES        |     84435 | NS      | $2488755.15   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| OLD REPUBLIC INTL CORP                         | OLD REPUBLIC INTL CORP                        | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |    749794 | NS      | $19787063.66  | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COMPANY                               | SOUTHERN CO                                   | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |    325496 | NS      | $22029569.28  | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                 | MICROSOFT CORP                                | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    232537 | NS      | $57624993.97  | 4.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESSIVE CORP OHIO                          | PROGRESSIVE CORP OHIO                         | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |    197016 | NS      | $26863131.60  | 1.90%             |  |  |  | No            |                  1 | On Loan: No      |
| PERSIMMON PLC                                  | PERSIMMON PLC ORD                             | CUSIP: N/A<br>LEI: 213800XI72Y57UWN6F31       | Long             | EC               | CORP              | GB        |    187149 | NS      | $3253235.77   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC                                       | VISA INC CL A                                 | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     90514 | NS      | $20837227.94  | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDE PLC                                      | LINDE PLC                                     | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Long             | EC               | CORP              | IE        |     68039 | NS      | $22516826.66  | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | BRISTOL-MYERS SQUIBB CO                       | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    166626 | NS      | $12105378.90  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| PRICE (T ROWE) GROUP INC                       | PRICE (T ROWE)GROUP INC                       | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |    138905 | NS      | $16178265.35  | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                  | GOLDMAN SACHS GROUP INC                       | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |     65746 | NS      | $24050544.26  | 1.70%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M CO                                          | 3M CO                                         | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |     17721 | NS      | $2039332.68   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC NEW                                  | ONEOK INC                                     | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |    467691 | NS      | $32027479.68  | 2.26%             |  |  |  | No            |                  1 | On Loan: —       |
| HONEYWELL INTERNATIONAL INC                    | HONEYWELL INTL INC                            | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     16713 | NS      | $3484326.24   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                 | AMERICAN ELECTRIC POWER CO INC                | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |    239278 | NS      | $22482560.88  | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRONIC ARTS INC                            | ELECTRONIC ARTS INC                           | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |     15499 | NS      | $1994411.32   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK and CO INC                               | MERCK and CO INC NEW                          | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    147223 | NS      | $15813222.43  | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA ENERGY                                  | SEMPRA ENERGY                                 | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |    157066 | NS      | $25182391.78  | 1.78%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWES COS INC                                  | LOWES COS INC                                 | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     36123 | NS      | $7522614.75   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDICAL PROPERTIES TRUST INC                   | MEDICAL PPTY TR INC                           | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |    570921 | NS      | $7393426.95   | 0.52%             |  |  |  | No            |                  1 | On Loan: —       |
| DICKS SPORTING GOODS INC                       | DICKS SPORTING GOODS INC                      | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |     55426 | NS      | $7247503.76   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                    | ORACLE CORP                                   | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |    173860 | NS      | $15379655.60  | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                                     | INTEL CORP                                    | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |    330040 | NS      | $9326930.40   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR PRODUCTS and CHEMICALS INC                 | AIR PRODUCTS and CHEMICALS INC                | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |     63585 | NS      | $20379628.35  | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORP                             | UNION PACIFIC CORP                            | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     13909 | NS      | $2840078.71   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                        | GSK PLC                                       | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |    299366 | NS      | $5245933.33   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                                 | HOME DEPOT INC                                | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     32113 | NS      | $10410071.21  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| STARBUCKS CORP                                 | STARBUCKS CORP                                | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     80728 | NS      | $8810653.92   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC                                     | PFIZER INC                                    | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    249056 | NS      | $10998312.96  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORP                                    | TARGET CORP                                   | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     35701 | NS      | $6145570.14   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PPTYS INC                                 | VICI PPTYS INC                                | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |    452216 | NS      | $15456742.88  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SL GREEN REALTY CORP                           | SL GREEN REALTY CORP REIT                     | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |    170311 | NS      | $7008297.65   | 0.49%             |  |  |  | No            |                  1 | On Loan: —       |
| NIKE INC                                       | NIKE INC CL B                                 | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     60640 | NS      | $7721291.20   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN UNION CO/THE                           | WESTERN UNION CO                              | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |    588341 | NS      | $8336791.97   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR MEDIA GROUP INC                        | NEXSTAR MEDIA GROUP INC                       | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |     10720 | NS      | $2195134.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TIETOEVRY OYJ                                  | TIETOEVRY OYJ                                 | CUSIP: N/A<br>LEI: 549300EW2KM4KROKQV31       | Long             | EC               | CORP              | FI        |    357819 | NS      | $10857744.54  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERPUBLIC GROUP OF COS INC                   | INTERPUBLIC GROUP OF COS INC                  | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |     51770 | NS      | $1887534.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WP CAREY INC                                   | WP CAREY INC                                  | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |    165031 | NS      | $14115101.43  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP GROUP LTD                                  | BHP GROUP LIMITED                             | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |    467268 | NS      | $16258878.32  | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                   | BROADCOM INC                                  | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     29342 | NS      | $17165363.42  | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC                               | CROWN CASTLE INC                              | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |     81981 | NS      | $12142205.91  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| YARA INTERNATIONAL ASA                         | YARA INTERNATIONAL ASA                        | CUSIP: N/A<br>LEI: 213800WKOUWXWFJ5Z514       | Long             | EC               | CORP              | NO        |    295127 | NS      | $13059958.85  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR INC                                | CATERPILLAR INC                               | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |     15084 | NS      | $3805542.36   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COS INC                               | WILLIAMS COMPANIES INC                        | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |    968125 | NS      | $31212350.00  | 2.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                  | CITIGROUP INC                                 | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |    365607 | NS      | $19091997.54  | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| AURIZON HOLDINGS LTD                           | AURIZON HOLDINGS LTD                          | CUSIP: N/A<br>LEI: 5299005PC1O6NOWL3H48       | Long             | EC               | CORP              | AU        |    838125 | NS      | $2179257.84   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP NEW                               | COMCAST CORP CL A                             | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     79471 | NS      | $3127183.85   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRUMENTS INC.                         | TEXAS INSTRUMENTS INC                         | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     85610 | NS      | $15170948.10  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN INC DEL                          | KINDER MORGAN INC                             | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |   1692814 | NS      | $30978496.20  | 2.19%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                     | VERIZON COMMUNICATIONS INC                    | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     72702 | NS      | $3022222.14   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                   | Fidelity Cash Central Fund                    | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   2065242 | NS      | $2065654.90   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNER MUSIC GRP CORP                          | WARNER MUSIC GRP CORP CL A                    | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44211 | NS      | $1611490.95   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| WOODSIDE ENERGY GROUP LTD                      | WOODSIDE ENERGY GROUP LTD                     | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Long             | EC               | CORP              | AU        |     84304 | NS      | $2154018.54   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORP                           | LOCKHEED MARTIN CORP                          | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      7516 | NS      | $3481862.16   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| GAMING AND LEISURE PROPERTIES INC              | GAMING AND LEISURE PROPRTI INC                | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |    283941 | NS      | $15207879.96  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE INC                                 | BLACKSTONE INC                                | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |    168354 | NS      | $16155249.84  | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUS XM HLDGS INC                            | SIRIUS XM HLDGS INC                           | CUSIP: 82968B103<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |    271768 | NS      | $1573536.72   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| PARAMOUNT GLOBAL                               | PARAMOUNT GLOBAL CL B                         | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |     58934 | NS      | $1364911.44   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| AGCO CORP                                      | AGCO CORP                                     | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |     19527 | NS      | $2697264.51   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORP                               | EXXON MOBIL CORP                              | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    497793 | NS      | $57748965.93  | 4.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALDS CORP                                 | MCDONALDS CORP                                | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     34272 | NS      | $9164332.80   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MOUNTAIN INC                              | IRON MOUNTAIN INC                             | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |    275693 | NS      | $15047323.94  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HALEON PLC                                     | HALEON PLC                                    | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               | CORP              | GB        |    373560 | NS      | $1491192.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORP NEW                               | CHEVRON CORP                                  | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    275435 | NS      | $47931198.70  | 3.38%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARCEL SERVICE INC                      | UNITED PARCEL SERVICE INC CL B                | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     15130 | NS      | $2802529.90   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM CORPORATION                                | INTL BUS MACH CORP                            | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |    101772 | NS      | $13711741.56  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                 | MORGAN STANLEY                                | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |    239069 | NS      | $23268585.77  | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| VOLVO AB                                       | VOLVO AB SER B                                | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |     95791 | NS      | $1892525.97   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTERNATIONAL                           | EDISON INTL                                   | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |    339174 | NS      | $23369088.60  | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| ANNALY CAPITAL MANAGEMENT INC                  | ANNALY CAPITAL MGMT INC REIT                  | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |    649330 | NS      | $15239775.10  | 1.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Fidelity Revere Street Trust                   | Fidelity Securities Lending Cash Central Fund | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  43169299 | NS      | $43173615.51  | 3.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                                    | NVIDIA CORP                                   | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    110532 | NS      | $21594636.84  | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTESCUE METALS GROUP LTD                     | FORTESCUE METALS GROUP LTD                    | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |   1040408 | NS      | $16304666.53  | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE and CO                          | JPMORGAN CHASE and CO                         | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    232035 | NS      | $32475618.60  | 2.29%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO and CO                             | WELLS FARGO and CO                            | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    488782 | NS      | $22909212.34  | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL CORPORATION                                | PPL CORPORATION                               | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |    700323 | NS      | $20729560.80  | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                    | BANK OF AMERICA CORPORATION                   | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    665441 | NS      | $23609846.68  | 1.67%             |  |  |  | No            |                  1 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                 | OMEGA HEALTHCARE INVESTORS INC                | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |    437322 | NS      | $12874759.68  | 0.91%             |  |  |  | No            |                  1 | On Loan: —       |
| GILEAD SCIENCES INC                            | GILEAD SCIENCES INC                           | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |    147882 | NS      | $12413215.08  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| CABLE ONE INC                                  | CABLE ONE INC                                 | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |      1176 | NS      | $928898.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DOW INC                                        | DOW INC                                       | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |    282330 | NS      | $16756285.50  | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMON PROPERTY GROUP INC                       | SIMON PPTY GROUP INC - REIT                   | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |     95080 | NS      | $12213976.80  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| DARDEN RESTAURANTS INC                         | DARDEN RESTAURANTS INC                        | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |     45872 | NS      | $6787679.84   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                            | AMERICAN TOWER CORP                           | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     64287 | NS      | $14361072.93  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON and JOHNSON                            | JOHNSON and JOHNSON                           | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     92007 | NS      | $15035783.94  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE WEST CAPITAL CORP                     | PINNACLE WEST CAPITAL CORP                    | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |    287374 | NS      | $21423731.70  | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC                              | CISCO SYSTEMS INC                             | CUSIP: 17275R102<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | EC               | CORP              | US        |    305876 | NS      | $14886984.92  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK TIMES CO                              | NEW YORK TIMES CO CL A                        | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |     43783 | NS      | $1525399.72   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                    | S and P500 EMINI FUT MAR23 ESH3               | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |        16 | NC      | $101337.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS INC                                   | PROLOGIS INC REIT                             | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |    103356 | NS      | $13361863.68  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMONT CORP                                   | NEWMONT CORP                                  | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |    281873 | NS      | $14919537.89  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMEN TECHNOLOGIES                             | LUMEN TECHNOLOGIES INC                        | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |    148027 | NS      | $777141.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |

### 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