# EDGAR Filing Document

**Accession Number:** 0000945908
**File Stem:** 0000035402-26-004052
**Filing Date:** 2026-6
**Character Count:** 58077
**Document Hash:** fbfb476745b76c100732e9ca0e04dd46
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-004052.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0000035402-26-004052

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**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:** 261127014

**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            |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity® Fundamental Large Cap Core ETF**

**April 30, 2026**

OTF-NPRT3-0626

1.9897906.105 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 98.8%** | &nbsp;&nbsp;**Common Stocks - 98.8%** | &nbsp;&nbsp;**Common Stocks - 98.8%** |
|  | Shares | Value ($)<br>|
| BELGIUM - 0.2%  |  |  |
| Health Care - 0.2% |  |  |
| Pharmaceuticals - 0.2% |  |  |
| UCB SA (a) | 10387 | 2818490 |
| BRAZIL - 0.2%  |  |  |
| Consumer Discretionary - 0.2% |  |  |
| Broadline Retail - 0.2% |  |  |
| MercadoLibre Inc (a) | 1540 | 2760650 |
| CANADA - 1.4%  |  |  |
| Energy - 1.0% |  |  |
| Oil, Gas & Consumable Fuels - 1.0% |  |  |
| Imperial Oil Ltd  | 81396 | 10903535 |
| Materials - 0.4% |  |  |
| Metals & Mining - 0.4% |  |  |
| Franco-Nevada Corp (United States)  | 21577 | 4970046 |
| TOTAL CANADA |  | 15873581 |
| GERMANY - 1.0%  |  |  |
| Industrials - 0.4% |  |  |
| Electrical Equipment - 0.4% |  |  |
| Siemens Energy AG  | 23972 | 5080571 |
| Information Technology - 0.6% |  |  |
| Software - 0.6% |  |  |
| SAP SE ADR  | 38149 | 6465874 |
| TOTAL GERMANY |  | 11546445 |
| NETHERLANDS - 0.5%  |  |  |
| Information Technology - 0.5% |  |  |
| Semiconductors & Semiconductor Equipment - 0.5% |  |  |
| BE Semiconductor Industries NV  | 20921 | 6069732 |
| TAIWAN - 1.7%  |  |  |
| Information Technology - 1.7% |  |  |
| Semiconductors & Semiconductor Equipment - 1.7% |  |  |
| Taiwan Semiconductor Manufacturing Co Ltd ADR  | 49479 | 19596653 |
| UNITED KINGDOM - 2.1%  |  |  |
| Consumer Staples - 1.4% |  |  |
| Beverages - 0.5% |  |  |
| Diageo PLC ADR (b) | 65408 | 5275155 |
| Tobacco - 0.9% |  |  |
| British American Tobacco PLC  | 175194 | 10305826 |
| TOTAL CONSUMER STAPLES |  | 15580981 |
| Health Care - 0.7% |  |  |
| Pharmaceuticals - 0.7% |  |  |
| GSK PLC ADR  | 142242 | 7440679 |
| TOTAL UNITED KINGDOM |  | 23021660 |
| UNITED STATES - 91.7%  |  |  |
| Communication Services - 12.1% |  |  |
| Diversified Telecommunication Services - 0.3% |  |  |
| Comcast Corp Class A  | 121113 | 3274896 |
| Entertainment - 0.4% |  |  |
| Netflix Inc (a) | 48851 | 4572942 |
| Interactive Media & Services - 11.0% |  |  |
| Alphabet Inc Class A  | 229292 | 88231562 |
| Meta Platforms Inc Class A  | 60374 | 36943454 |
|  |  | 125175016 |
| Wireless Telecommunication Services - 0.4% |  |  |
| T-Mobile US Inc  | 23894 | 4671277 |
| TOTAL COMMUNICATION SERVICES |  | 137694131 |
| Consumer Discretionary - 10.0% |  |  |
| Broadline Retail - 5.4% |  |  |
| Amazon.com Inc (a) | 232199 | 61546667 |
| Diversified Consumer Services - 0.2% |  |  |
| Service Corp International/US  | 37681 | 3053290 |
| Hotels, Restaurants & Leisure - 1.9% |  |  |
| Domino's Pizza Inc  | 10665 | 3619914 |
| Hilton Worldwide Holdings Inc  | 21657 | 7018384 |
| Marriott International Inc/MD Class A1  | 14400 | 5208336 |
| Vail Resorts Inc  | 26109 | 3320543 |
| Viking Holdings Ltd (a) | 28582 | 2341152 |
|  |  | 21508329 |
| Household Durables - 1.2% |  |  |
| DR Horton Inc  | 33659 | 5178774 |
| Somnigroup International Inc  | 104123 | 7898771 |
|  |  | 13077545 |
| Specialty Retail - 1.3% |  |  |
| Lowe's Cos Inc  | 42234 | 10085057 |
| Ross Stores Inc  | 19452 | 4430971 |
|  |  | 14516028 |
| TOTAL CONSUMER DISCRETIONARY |  | 113701859 |
| Consumer Staples - 3.0% |  |  |
| Beverages - 1.8% |  |  |
| Coca-Cola Co/The  | 132903 | 10467440 |
| Keurig Dr Pepper Inc  | 324825 | 9549855 |
|  |  | 20017295 |
| Personal Care Products - 0.5% |  |  |
| Kenvue Inc  | 342058 | 5996277 |
| Tobacco - 0.7% |  |  |
| Philip Morris International Inc  | 48085 | 7937391 |
| TOTAL CONSUMER STAPLES |  | 33950963 |
| Energy - 4.4% |  |  |
| Energy Equipment & Services - 0.2% |  |  |
| Kodiak Gas Services Inc  | 43114 | 2923129 |
| Oil, Gas & Consumable Fuels - 4.2% |  |  |
| ConocoPhillips  | 40818 | 5134088 |
| Exxon Mobil Corp  | 151200 | 23334696 |
| MPLX LP  | 60574 | 3408499 |
| Shell PLC ADR  | 169380 | 15357685 |
|  |  | 47234968 |
| TOTAL ENERGY |  | 50158097 |
| Financials - 10.9% |  |  |
| Banks - 4.6% |  |  |
| Bank of America Corp  | 341797 | 18272468 |
| M&T Bank Corp  | 28558 | 6243635 |
| PNC Financial Services Group Inc/The  | 41597 | 9276131 |
| Wells Fargo & Co  | 217790 | 17908872 |
|  |  | 51701106 |
| Capital Markets - 1.7% |  |  |
| Bank of New York Mellon Corp/The  | 95332 | 12809761 |
| Blue Owl Capital Inc Class A (b) | 506463 | 4938014 |
| Robinhood Markets Inc Class A (a) | 33433 | 2436931 |
|  |  | 20184706 |
| Financial Services - 2.6% |  |  |
| Apollo Global Management Inc  | 70099 | 9023143 |
| Visa Inc Class A  | 62522 | 20622257 |
|  |  | 29645400 |
| Insurance - 2.0% |  |  |
| Arthur J Gallagher & Co  | 26253 | 5418619 |
| Chubb Ltd  | 32208 | 10532016 |
| Travelers Companies Inc/The  | 22040 | 6725286 |
|  |  | 22675921 |
| TOTAL FINANCIALS |  | 124207133 |
| Health Care - 7.0% |  |  |
| Biotechnology - 0.6% |  |  |
| Gilead Sciences Inc  | 53489 | 6998500 |
| Health Care Equipment & Supplies - 0.9% |  |  |
| Baxter International Inc  | 230779 | 4057095 |
| Boston Scientific Corp (a) | 105926 | 6102397 |
|  |  | 10159492 |
| Health Care Providers & Services - 1.9% |  |  |
| Cencora Inc  | 12873 | 3965013 |
| Cigna Group/The  | 24069 | 6993970 |
| Humana Inc  | 12302 | 2908685 |
| UnitedHealth Group Inc  | 21794 | 8074241 |
|  |  | 21941909 |
| Life Sciences Tools & Services - 1.4% |  |  |
| Bruker Corp  | 79229 | 2908497 |
| Danaher Corp  | 26001 | 4652879 |
| Thermo Fisher Scientific Inc  | 16992 | 8138488 |
|  |  | 15699864 |
| Pharmaceuticals - 2.2% |  |  |
| Eli Lilly & Co  | 15015 | 14033019 |
| Merck & Co Inc  | 56703 | 6190834 |
| Royalty Pharma PLC Class A  | 84358 | 4225492 |
|  |  | 24449345 |
| TOTAL HEALTH CARE |  | 79249110 |
| Industrials - 13.3% |  |  |
| Aerospace & Defense - 3.8% |  |  |
| Boeing Co (a) | 102841 | 23553674 |
| GE Aerospace  | 50492 | 14639146 |
| Huntington Ingalls Industries Inc  | 12282 | 4474210 |
|  |  | 42667030 |
| Air Freight & Logistics - 1.4% |  |  |
| FedEx Corp  | 15225 | 6140395 |
| United Parcel Service Inc Class B  | 84694 | 9214707 |
|  |  | 15355102 |
| Building Products - 0.5% |  |  |
| A O Smith Corp  | 99239 | 6136940 |
| Construction & Engineering - 0.5% |  |  |
| EMCOR Group Inc  | 6865 | 6121315 |
| Electrical Equipment - 1.5% |  |  |
| GE Vernova Inc  | 15287 | 16562853 |
| Ground Transportation - 0.5% |  |  |
| Old Dominion Freight Line Inc  | 26821 | 5697584 |
| Machinery - 5.1% |  |  |
| Allison Transmission Holdings Inc  | 70496 | 9471138 |
| Cummins Inc  | 23369 | 15680833 |
| Otis Worldwide Corp  | 97551 | 7597271 |
| PACCAR Inc  | 73867 | 8775400 |
| Westinghouse Air Brake Technologies Corp  | 56700 | 15302763 |
|  |  | 56827405 |
| TOTAL INDUSTRIALS |  | 149368229 |
| Information Technology - 26.7% |  |  |
| Communications Equipment - 0.8% |  |  |
| Arista Networks Inc (a) | 51987 | 8978675 |
| Electronic Equipment, Instruments & Components - 1.1% |  |  |
| Amphenol Corp Class A  | 72685 | 10704320 |
| Corning Inc  | 8848 | 1453195 |
|  |  | 12157515 |
| IT Services - 0.5% |  |  |
| Amdocs Ltd  | 88411 | 5717539 |
| Semiconductors & Semiconductor Equipment - 12.9% |  |  |
| Broadcom Inc  | 67189 | 28046704 |
| Intel Corp (a) | 72125 | 6814370 |
| KLA Corp  | 5639 | 9870224 |
| Lam Research Corp  | 8815 | 2273036 |
| Micron Technology Inc  | 7550 | 3904558 |
| NVIDIA Corp  | 476335 | 95062176 |
|  |  | 145971068 |
| Software - 4.4% |  |  |
| Gen Digital Inc  | 252218 | 4865285 |
| Microsoft Corp  | 90174 | 36771154 |
| Salesforce Inc  | 45586 | 8047297 |
|  |  | 49683736 |
| Technology Hardware, Storage & Peripherals - 7.0% |  |  |
| Apple Inc  | 145919 | 39595121 |
| GPGI Inc Class A (b) | 224597 | 3465532 |
| Seagate Technology Holdings PLC  | 18531 | 12483223 |
| Western Digital Corp  | 55672 | 24190597 |
|  |  | 79734473 |
| TOTAL INFORMATION TECHNOLOGY |  | 302243006 |
| Materials - 1.4% |  |  |
| Chemicals - 1.0% |  |  |
| Corteva Inc  | 59921 | 4854200 |
| LyondellBasell Industries NV Class A1  | 47783 | 3564612 |
| Mosaic Co/The  | 149795 | 3485730 |
|  |  | 11904542 |
| Metals & Mining - 0.4% |  |  |
| Newmont Corp  | 18069 | 2007285 |
| Royal Gold Inc  | 10269 | 2396579 |
|  |  | 4403864 |
| TOTAL MATERIALS |  | 16308406 |
| Real Estate - 1.3% |  |  |
| Health Care REITs - 0.5% |  |  |
| Ventas Inc  | 70809 | 6221278 |
| Specialized REITs - 0.8% |  |  |
| American Tower Corp  | 28411 | 5190974 |
| Millrose Properties Inc Class A  | 98298 | 3014799 |
|  |  | 8205773 |
| TOTAL REAL ESTATE |  | 14427051 |
| Utilities - 1.6% |  |  |
| Electric Utilities - 1.0% |  |  |
| PG&E Corp  | 201885 | 3355329 |
| Southern Co/The  | 87753 | 8485715 |
|  |  | 11841044 |
| Multi-Utilities - 0.6% |  |  |
| Sempra  | 67098 | 6382362 |
| TOTAL UTILITIES |  | 18223406 |
| TOTAL UNITED STATES |  | 1039531391 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $902,017,953) |  | <br> **1121218602** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 1.9%** | &nbsp;&nbsp;**Money Market Funds - 1.9%** | &nbsp;&nbsp;**Money Market Funds - 1.9%** | &nbsp;&nbsp;**Money Market Funds - 1.9%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (d) | 3.69 | 11964093 | 11966486 |
| Fidelity Securities Lending Cash Central Fund (d)(e) | 3.69 | 9247944 | 9248869 |
| <br> **TOTAL MONEY MARKET FUNDS**<br> (Cost $21,215,355) |  |  | **21215355** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 100.7%**<br> (Cost $923,233,308)<br>| <br>**1142433957** |
| **NET OTHER ASSETS (LIABILITIES) - (0.7)%** (c)  | **(7986934)** |
| **NET ASSETS - 100.0%** | **1134447023** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  |
|  | Number <br> of contracts | Expiration <br> Date | Notional <br> Amount ($)<br>| Unrealized<br> Appreciation/<br> (Depreciation) ($)<br>|
| LONG |  |  |  |  |
| Equity Contracts |  |  |  |  |
| CME E-Mini S&P 500 Index Contracts (United States) | 33 | 6/2026 | 11952188 | 62248 |
| The notional amount of long futures as a percentage of Net Assets is 1.1%. | The notional amount of long futures as a percentage of Net Assets is 1.1%. | The notional amount of long futures as a percentage of Net Assets is 1.1%. | The notional amount of long futures as a percentage of Net Assets is 1.1%. | The notional amount of long futures as a percentage of Net Assets is 1.1%. |

---

**Legend**

(a) Non-income producing.

(b) Security or a portion of the security is on loan at period end.

(c) Includes $820,438 of cash collateral to cover margin requirements for futures contracts.

(d) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.

(e) Investment made with cash collateral received from securities on loan.

At period end, the value of non-cash collateral for securities on loan amounted to $853.

**Affiliated Central Funds**

Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period  | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund | 1389961 | 174682892 | 164105510 | 300543 | (857) | - | 11966486 | 11964093 | 0.0% |
| Fidelity Securities Lending Cash Central Fund | - | 95088423 | 85839918 | 10971 | 364 | - | 9248869 | 9247944 | 0.0% |
| Total | 1389961 | 269771315 | 249945428 | 311514 | (493) | - | 21215355 |  |  |

---

Amounts in the dividend income column in the above table include any capital gain distributions from underlying funds.

Amounts in the dividend income column for Fidelity Securities Lending Cash Central Fund represents the income earned on investing cash collateral, less rebates paid to borrowers and any lending agent fees associated with the loan, plus any premium income received for lending certain types of securities.

**Investment Valuation**

Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Securities transactions are accounted for as of trade date. The Board of Trustees (the Board) has designated the Fund's investment adviser as the valuation designee responsible for the fair valuation function and performing fair value determinations as needed. The investment adviser has established a Fair Value Committee (the Committee) to carry out the day-to-day fair valuation responsibilities and has adopted policies and procedures to govern the fair valuation process and the activities of the Committee. In accordance with these fair valuation policies and procedures, which have been approved by the Board, the Fund attempts to obtain prices from one or more third party pricing services or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with the policies and procedures. Factors used in determining fair value vary by investment type and may include market or investment specific events, transaction data, estimated cash flows, and market observations of comparable investments. The frequency that the fair valuation procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee manages the Fund's fair valuation practices and maintains the fair valuation policies and procedures. The Fund's investment adviser reports to the Board information regarding the fair valuation process and related material matters.

The inputs to valuation techniques used to value investments are categorized into a disclosure hierarchy consisting of three levels as shown below:

Level 1 - Unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)

Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)

Valuation techniques used to value investments by major category are as follows:

Equity securities, including restricted securities, for which market quotations are readily available, are valued at the last reported sale price or official closing price as reported by a third party pricing service on the primary market or exchange on which they are traded and are categorized as Level 1 in the hierarchy. In the event there were no sales during the day or closing prices are not available, securities are valued at the last quoted bid price or may be valued using the last available price and are generally categorized as Level 2 in the hierarchy. For any foreign equity securities, when market or security specific events arise, comparisons to the valuation of American Depositary Receipts (ADRs), futures contracts, Exchange-Traded Funds (ETFs) and certain indexes as well as quoted prices for similar securities may be used and would be categorized as Level 2 in the hierarchy. For equity securities, including restricted securities, where observable inputs are limited, assumptions about market activity and risk are used and these securities may be categorized as Level 3 in the hierarchy.

Futures contracts are valued at the settlement price established each day by the board of trade or exchange on which they are traded and are categorized as Level 1 in the hierarchy.

Investments in any open-end mutual funds are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy.

**Derivative Instruments**

Risk Exposures and the Use of Derivative Instruments: The Fund's investment objectives allow the Fund to enter into various types of derivative contracts. Derivatives are investments whose value is primarily derived from underlying assets, indices or reference rates and may be transacted on an exchange or over-the-counter (OTC). Derivatives may involve a future commitment to buy or sell a specified asset based on specified terms, to exchange future cash flows at periodic intervals based on a notional principal amount, or for one party to make one or more payments upon the occurrence of specified events in exchange for periodic payments from the other party.

The Fund used derivatives to increase returns, to gain exposure to certain types of assets and/or to manage exposure to certain risks as defined below. The success of any strategy involving derivatives depends on analysis of numerous economic factors, and if the strategies for investment do not work as intended, the Fund may not achieve its objectives.

The Fund's use of derivatives increased or decreased its exposure to the following risk(s):

Equity Risk - Equity risk relates to the fluctuations in the value of financial instruments as a result of changes in market prices (other than those arising from interest rate risk or foreign exchange risk), whether caused by factors specific to an individual investment, its issuer, or all factors affecting all instruments traded in a market or market segment.

Investing in derivatives may involve greater risks than investing in the underlying assets directly and, to varying degrees, may involve risk of loss in excess of any initial investment and collateral received. In addition, there may be the risk that the change in value of the derivative contract does not correspond to the change in value of the underlying instrument.

Futures Contracts: A futures contract is an agreement between two parties to buy or sell a specified underlying instrument for a specified price at a specified future date.

The Fund used futures contracts to manage its exposure to the stock market.

Open futures contracts at period end are presented in the Schedule of Investments under the caption "Futures Contracts". The underlying face amount at value reflects each contract's exposure to the underlying instrument or index at period end. Any securities and/or cash deposited to meet initial margin requirements are identified in the Schedule of Investments.

For additional information on the Fund's significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.

*The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent prospectus and annual report.*

*Third party trademarks and service marks are the property of their respective owners. All other trademarks and service marks are the property of FMR LLC or an affiliate.*

## 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:** 2026-04-30

**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:** $1140115289.70

**Total Liabilities:** $8531117.31

**Net Assets:** $1131584172.39

**Cash Not Reported:** $5993.43

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000218330 | -0.44%               | -5.49%               | 11.68%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $4163295.29              | $-9463344.19                               |
| Month 2  | $-1483318.11             | $-54530444.60                              |
| Month 3  | $10252223.18             | $103533843.92                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SOMNIGROUP INTERNATIONAL INC      | SOMNIGROUP INTERNATIONAL INC                  | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |    104123 | NS      | $7898770.78   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUE OWL CAPITAL INC              | BLUE OWL CAPITAL INC A                        | CUSIP: 09581B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    506463 | NS      | $4938014.25   | 0.44%             |  |  |  | No            |                  1 | On Loan: —       |
| BE SEMICONDUCTOR INDUSTRIES NV    | BE SEMICOND INDUS NV (NETH)                   | CUSIP: N/A<br>LEI: 7245007A1YFLI2GNYX06       | Long             | EC               | CORP              | NL        |     20869 | NS      | $6054645.36   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC      | THERMO FISHER SCIENTIFIC INC                  | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     16950 | NS      | $8118372.00   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| LYONDELLBASELL INDS NV            | LYONDELLBASELL INDS CLASS A                   | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | NL        |     47663 | NS      | $3555659.80   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECH CORP  | WESTINGHOUSE AIR BRAKE TECH CORP              | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |     56558 | NS      | $15264438.62  | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL PLC                         | SHELL PLC SPONS ADR                           | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |    168954 | NS      | $15319059.18  | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| GE VERNOVA INC                    | GE VERNOVA INC                                | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |     15249 | NS      | $16521681.54  | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD DOMINION FREIGHT LINES INC    | OLD DOMINION FREIGHT LINES INC                | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |     26755 | NS      | $5683564.65   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                         | APPLE INC                                     | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    145551 | NS      | $39495263.85  | 3.49%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH AMERICAN TOBACCO PLC      | BRITISH AMERICAN TOBACCO PLC                  | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |    174754 | NS      | $10279942.91  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAGEO PLC                        | DIAGEO PLC SPON ADR                           | CUSIP: 25243Q205<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |     65244 | NS      | $5261928.60   | 0.47%             |  |  |  | No            |                  1 | On Loan: —       |
| T-MOBILE US INC                   | T-MOBILE US INC                               | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     23834 | NS      | $4659547.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL GOLD INC                    | ROYAL GOLD INC                                | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |     10245 | NS      | $2390978.10   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                    | AMAZON.COM INC                                | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    231615 | NS      | $61391871.90  | 5.43%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS INC                | CONOCOPHILLIPS                                | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     40716 | NS      | $5121258.48   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHENOL CORPORATION NEW          | AMPHENOL CORPORATION CL A                     | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     72503 | NS      | $10677516.81  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COMPANY                  | SOUTHERN CO                                   | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     87533 | NS      | $8464441.10   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                    | MICROSOFT CORP                                | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     89948 | NS      | $36678995.44  | 3.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBINHOOD MARKETS INC             | ROBINHOOD MARKETS INC                         | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |     33349 | NS      | $2430808.61   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| LAM RESEARCH CORP                 | LAM RESEARCH CORP                             | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      8793 | NS      | $2267362.98   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC                          | VISA INC CL A                                 | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     62366 | NS      | $20570801.44  | 1.82%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                | META PLATFORMS INC CL A                       | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     60222 | NS      | $36850444.02  | 3.26%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT, INC     | APOLLO GLOBAL MANAGEMENT INC                  | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |     69923 | NS      | $9000488.56   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB LTD                         | CHUBB LTD                                     | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |     32208 | NS      | $10532016.00  | 0.93%             |  |  |  | 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        |     95092 | NS      | $12777512.04  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| OTIS WORLDWIDE CORP               | OTIS WORLDWIDE CORP                           | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |     97305 | NS      | $7578113.40   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR INC                        | PACCAR INC                                    | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     73681 | NS      | $8753302.80   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| BRUKER CORP                       | BRUKER CORP                                   | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |     79031 | NS      | $2901228.01   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTAS INC                        | VENTAS INC REIT                               | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |     70631 | NS      | $6205639.66   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK and CO INC                  | MERCK and CO INC NEW                          | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     56561 | NS      | $6175329.98   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA                            | SEMPRA                                        | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     66930 | NS      | $6366381.60   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN DIGITAL CORP              | WESTERN DIGITAL CORP                          | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |     55532 | NS      | $24129764.64  | 2.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA GROUP (THE)                 | CIGNA GROUP (THE)                             | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     24009 | NS      | $6976535.22   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWES COS INC                     | LOWES COS INC                                 | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     42128 | NS      | $10059745.12  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC       | S and P500 EMINI FUT JUN26 ESM6               | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |        32 | NC      | $62073.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BAXTER INTERNATIONAL INC.         | BAXTER INTL INC                               | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |    230197 | NS      | $4046863.26   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYALTY PHARMA PLC                | ROYALTY PHARMA PLC                            | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |     84146 | NS      | $4214873.14   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                        | INTEL CORP                                    | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     71945 | NS      | $6797363.60   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| DR HORTON INC                     | DR HORTON INC                                 | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |     33575 | NS      | $5165849.50   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CUMMINS INC                       | CUMMINS INC                                   | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |     23311 | NS      | $15641914.11  | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CORTEVA INC                       | CORTEVA INC                                   | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     59771 | NS      | $4842048.71   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| SIEMENS ENERGY AG                 | SIEMENS ENERGY AG                             | CUSIP: N/A<br>LEI: 5299005CHJZ14D4FDJ62       | Long             | EC               | CORP              | DE        |     23912 | NS      | $5067854.70   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| PG and E CORP                     | PG and E CORP                                 | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |    201377 | NS      | $3346885.74   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD     | MARRIOTT INTERNATIONAL INC A                  | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |     14364 | NS      | $5195315.16   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE CORP INTERNATIONAL INC    | SERVICE CORP INTERNATIONAL INC                | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     37587 | NS      | $3045674.61   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| VIKING HOLDINGS LTD               | VIKING HOLDINGS LTD                           | CUSIP: N/A<br>LEI: 52990032GOPN7BVQMN13       | Long             | EC               | CORP              | BM        |     28510 | NS      | $2335254.10   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SMITH (AO) CORP                   | SMITH (AO) CORP                               | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |     98989 | NS      | $6121479.76   | 0.54%             |  |  |  | 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      | $6243635.54   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| KEURIG DR PEPPER INC              | KEURIG DR PEPPER INC                          | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |    324007 | NS      | $9525805.80   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO      | ARTHUR J GALLAGHAR AND CO                     | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |     26187 | NS      | $5404996.80   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| VAIL RESORTS INC                  | VAIL RESORTS INC                              | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |     26045 | NS      | $3312403.10   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINOS PIZZA INC                 | DOMINOS PIZZA INC                             | CUSIP: 25754A201<br>LEI: 5299004V0Y8MI5D9FF45 | Long             | EC               | CORP              | US        |     10639 | NS      | $3611089.38   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| GPGI INC                          | GPGI INC                                      | CUSIP: 20459V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    224597 | NS      | $3465531.71   | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| FRANCO NEVADA CORP                | FRANCO-NEVADA CORP                            | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Long             | EC               | CORP              | CA        |     21577 | NS      | $4970046.18   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| KODIAK GAS SERVICES INC           | KODIAK GAS SERVICES INC                       | CUSIP: 50012A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43006 | NS      | $2915806.80   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON SCIENTIFIC CORP            | BOSTON SCIENTIFIC CORP                        | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |    105660 | NS      | $6087072.60   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY and CO                  | ELI LILLY and CO                              | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     14979 | NS      | $13999373.40  | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA COLA CO                      | COCA COLA CO                                  | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    132569 | NS      | $10441134.44  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR GROUP INC                   | EMCOR GROUP INC                               | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |      6849 | NS      | $6107047.83   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAGATE TECHNOLOGY HOLDINGS PLC   | SEAGATE TECHNOLOGY HOLDINGS PLC               | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |     18485 | NS      | $12452235.40  | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GE AEROSPACE                      | GE AEROSPACE                                  | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     50366 | NS      | $14602614.38  | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                      | BROADCOM INC                                  | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     67021 | NS      | $27976576.03  | 2.47%             |  |  |  | No            |                  1 | On Loan: No      |
| MILLROSE PROPERTIES INC REIT      | MILLROSE PROPERTIES INC                       | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     98052 | NS      | $3007254.84   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                      | COMCAST CORP CL A                             | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    120809 | NS      | $3266675.36   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC   | PHILIP MORRIS INTL INC                        | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     47965 | NS      | $7917582.55   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE INC                    | SALESFORCE INC                                | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     45472 | NS      | $8027172.16   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust      | Fidelity Cash Central Fund                    | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  11964093 | NS      | $11966485.86  | 1.06%             |  |  |  | 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        |     49355 | NS      | $19547541.30  | 1.73%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORP                  | EXXON MOBIL CORP                              | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    150820 | NS      | $23276050.60  | 2.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAHER CORP                      | DANAHER CORP                                  | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     25937 | NS      | $4641426.15   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL OIL LTD                  | IMPERIAL OIL LTD                              | CUSIP: 453038408<br>LEI: 549300MO45LTBPAU4Z27 | Long             | EC               | CORP              | CA        |     81396 | NS      | $10903534.55  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES INC | HUNTINGTON INGALLS INDUSTRIES INC             | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |     12252 | NS      | $4463281.08   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA CORP                          | KLA CORP                                      | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      5625 | NS      | $9845718.75   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCADOLIBRE INC                  | MERCADOLIBRE INC                              | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |      1538 | NS      | $2757064.94   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                         | BOEING CO                                     | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |    102583 | NS      | $23494584.49  | 2.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UCB SA                            | UCB SA                                        | CUSIP: N/A<br>LEI: 2138008J191VLSGY5A09       | Long             | EC               | CORP              | BE        |     10387 | NS      | $2818490.44   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ARISTA NETWORKS INC               | ARISTA NETWORKS INC                           | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     51857 | NS      | $8956222.47   | 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        |     84482 | NS      | $9191641.60   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                           | GSK PLC SPONS ADR                             | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |    141884 | NS      | $7421952.04   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| NETFLIX INC                       | NETFLIX INC                                   | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     48729 | NS      | $4561521.69   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVELERS COS INC                 | TRAVELERS COMPANIES INC                       | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |     21986 | NS      | $6708808.04   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLISON TRANSMISSION HLDGS INC    | ALLISON TRANSMISSION HLDGS INC                | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |     70496 | NS      | $9471137.60   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| CORNING INC                       | CORNING INC                                   | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      8826 | NS      | $1449582.24   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDEX CORP                        | FEDEX CORP                                    | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |     15187 | NS      | $6125068.97   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY INC             | MICRON TECHNOLOGY INC                         | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      7532 | NS      | $3895249.12   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust      | Fidelity Securities Lending Cash Central Fund | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   8197284 | NS      | $8198104.09   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                            | SAP SE SPON ADR                               | CUSIP: 803054204<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |     38053 | NS      | $6449602.97   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                       | NVIDIA CORP                                   | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    475135 | NS      | $94822691.95  | 8.38%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO and CO                | WELLS FARGO and CO                            | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    217242 | NS      | $17863809.66  | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION       | BANK OF AMERICA CORPORATION                   | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    340935 | NS      | $18226385.10  | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC                        | HUMANA INC                                    | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |     12272 | NS      | $2901591.68   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC               | GILEAD SCIENCES INC                           | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     53355 | NS      | $6980968.20   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC            | UNITEDHEALTH GROUP INC                        | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     21740 | NS      | $8054235.20   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC                   | GEN DIGITAL INC                               | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |    251582 | NS      | $4853016.78   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| MOSAIC CO                         | MOSAIC CO NEW                                 | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |    149419 | NS      | $3476980.13   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| KENVUE INC                        | KENVUE INC                                    | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |    341196 | NS      | $5981165.88   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP               | AMERICAN TOWER CORP                           | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     28341 | NS      | $5178184.11   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                           | MPLX LP                                       | CUSIP: 55336V100<br>LEI: 5493000CZJ19CK4P3G36 | Long             | EC               | CORP              | US        |     60422 | NS      | $3399945.94   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ROSS STORES INC                   | ROSS STORES INC                               | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     19404 | NS      | $4420037.16   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON WORLDWIDE HOLDINGS INC     | HILTON WORLDWIDE HOLDINGS INC                 | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |     21603 | NS      | $7000884.21   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| CENCORA INC                       | CENCORA INC                                   | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |     12841 | NS      | $3955156.41   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| AMDOCS LIMITED                    | AMDOCS LTD                                    | CUSIP: N/A<br>LEI: 549300HQV672RJ7RQV66       | Long             | EC               | CORP              | GG        |     88189 | NS      | $5703182.63   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                      | ALPHABET INC CL A                             | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    228714 | NS      | $88009147.20  | 7.78%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMONT CORP                      | NEWMONT CORP                                  | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     18025 | NS      | $2002397.25   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC    | PNC FINANCIAL SERVICES GRP INC                | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     41493 | NS      | $9252939.00   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-30

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

**Signature:** Stacie M. Smith

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

**Title:** President and Treasurer