# EDGAR Filing Document

**Accession Number:** 0000945908
**File Stem:** 0001752724-23-067555
**Filing Date:** 2023-3
**Character Count:** 46024
**Document Hash:** dbba2d145d1df92c07664ca1d404e655
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-067555.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-067555

**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:** 23763663

**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 Quality Factor ETF (Series ID: S000054753)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000171934 | Fidelity Quality Factor ETF | FQAL            |

## 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 Quality Factor ETF

- **b. EDGAR series identifier (if any):** S000054753

- **c. LEI of Series:** 549300YOZBUT4838FV71

**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:** $282198893.61

**Total Liabilities:** $4328034.20

**Net Assets:** $277870859.41

**Cash Not Reported:** $2930.35

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000171934 | 6.00%                | -6.04%               | 6.17%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $14597987.30                               |
| Month 2  | $353394.48               | $-17364002.96                              |
| Month 3  | $1159709.56              | $14544039.24                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| TEXAS PACIFIC LAND CORP                    | TEXAS PACIFIC LAND CORP                       | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       429 | NS      | $856219.65    | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| HOLOGIC INC                                | HOLOGIC INC                                   | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |     29919 | NS      | $2434509.03   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENT GROUP LTD                           | ESSENT GROUP LTD                              | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |     47961 | NS      | $2111722.83   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| LYONDELLBASELL INDS NV                     | LYONDELLBASELL INDS CLASS A                   | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | NL        |      7737 | NS      | $748090.53    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCTER and GAMBLE CO                      | PROCTER and GAMBLE CO                         | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     26206 | NS      | $3731210.28   | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTRA SPACE STORAGE INC                    | EXTRA SPACE STORAGE INC                       | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3522 | NS      | $555877.26    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ACTIVISION BLIZZARD INC                    | ACTIVISION BLIZZARD INC                       | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |     14870 | NS      | $1138595.90   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX CORP                                   | CSX CORP                                      | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     54673 | NS      | $1690489.16   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| AT and T INC                               | AT and T INC                                  | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     92546 | NS      | $1885162.02   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                  | AMGEN INC                                     | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     11981 | NS      | $3024004.40   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                 | ABBVIE INC                                    | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     27235 | NS      | $4023971.25   | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD DOMINION FREIGHT LINES INC             | OLD DOMINION FREIGHT LINES INC                | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |      4931 | NS      | $1643206.44   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                  | APPLE INC                                     | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    121799 | NS      | $17574377.71  | 6.32%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON OIL CORP                          | MARATHON OIL CORP                             | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |     34531 | NS      | $948566.57    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS INC                         | CONOCOPHILLIPS                                | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     16417 | NS      | $2000739.79   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COMPANY                           | SOUTHERN CO                                   | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     16209 | NS      | $1097025.12   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN ALLIANCE BANCORPORATN              | WESTERN ALLIANCE BANCORP                      | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |     27244 | NS      | $2053380.28   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                             | MICROSOFT CORP                                | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     60240 | NS      | $14928074.40  | 5.37%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDITORS INTERNATIONAL OF WASHINGTON INC | EXPEDITORS INTL OF WASH INC                   | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |     13547 | NS      | $1465108.05   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| LAM RESEARCH CORP                          | LAM RESEARCH CORP                             | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      4173 | NS      | $2086917.30   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCENTURE PLC                              | ACCENTURE PLC CL A                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |     10018 | NS      | $2795522.90   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC                                   | VISA INC CL A                                 | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     19838 | NS      | $4566905.98   | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| KINSALE CAPITAL GROUP INC                  | KINSALE CAPITAL GROUP INC                     | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |      8332 | NS      | $2319962.08   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI INVESTMENTS CO                         | SEI INV CORP                                  | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |     36873 | NS      | $2301981.39   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDE PLC                                  | LINDE PLC                                     | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Long             | EC               | CORP              | IE        |      5313 | NS      | $1758284.22   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                    | BRISTOL-MYERS SQUIBB CO                       | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     43209 | NS      | $3139133.85   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ADOBE INC                                  | ADOBE INC                                     | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      7341 | NS      | $2718665.94   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOZONE INC                               | AUTOZONE INC                                  | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       993 | NS      | $2421778.05   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM BRANDS INC                             | YUM BRANDS INC                                | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     17387 | NS      | $2269177.37   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| STEEL DYNAMICS INC                         | STEEL DYNAMICS INC                            | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      7766 | NS      | $936890.24    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBERLY-CLARK CORP                        | KIMBERLY CLARK CORP                           | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |     12018 | NS      | $1562460.18   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENERON PHARMACEUTICALS INC              | REGENERON PHARMACEUTICALS INC                 | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      4038 | NS      | $3062701.86   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                         | META PLATFORMS INC CL A                       | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     20995 | NS      | $3127625.15   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL RETAIL PROPERTIES INC             | NATIONAL RETAIL PROPERTIES INC                | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |     11995 | NS      | $567963.25    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                         | NEXTERA ENERGY INC                            | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21785 | NS      | $1625814.55   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GROUP INC                              | CME GROUP INC CL A                            | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |     12654 | NS      | $2235455.64   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| OTIS WORLDWIDE CORP                        | OTIS WORLDWIDE CORP                           | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |     19129 | NS      | $1572977.67   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN FORMAN CORP                          | BROWN FORMAN CORP NON VTG CL B                | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |     18016 | NS      | $1199505.28   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| APA CORP                                   | APA CORP                                      | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |     23027 | NS      | $1020786.91   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                             | PUBLIC STORAGE                                | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |      2616 | NS      | $796153.44    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWES COS INC                              | LOWES COS INC                                 | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     14121 | NS      | $2940698.25   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY CORP                           | FIRSTENERGY CORP                              | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     21210 | NS      | $868549.50    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWAY ENERGY INC                        | CLEARWAY ENERGY INC CL C                      | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     18285 | NS      | $617850.15    | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| ROYALTY PHARMA PLC                         | ROYALTY PHARMA PLC                            | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |     49706 | NS      | $1947978.14   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| TREX CO INC                                | TREX CO INC                                   | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21093 | NS      | $1112022.96   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORP                         | UNION PACIFIC CORP                            | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     10175 | NS      | $2077633.25   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                             | HOME DEPOT INC                                | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     13486 | NS      | $4371756.62   | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                  | OCCIDENTAL PETROLEUM CORP                     | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |     17443 | NS      | $1130131.97   | 0.41%             |  |  |  | No            |                  1 | On Loan: —       |
| FASTENAL CO                                | FASTENAL CO                                   | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |     28597 | NS      | $1445578.35   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                             | NRG ENERGY INC                                | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     18618 | NS      | $637107.96    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| COLGATE-PALMOLIVE CO                       | COLGATE-PALMOLIVE CO                          | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     21795 | NS      | $1624381.35   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| POPULAR INC                                | POPULAR INC                                   | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |     26991 | NS      | $1852662.24   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| NUCOR CORP                                 | NUCOR CORP                                    | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      5660 | NS      | $956653.20    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| MANHATTAN ASSOCS INC                       | MANHATTAN ASSOCIATES INC                      | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |     12183 | NS      | $1588175.88   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC                                 | PFIZER INC                                    | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     80882 | NS      | $3571749.12   | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| TESLA INC                                  | TESLA INC                                     | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     24234 | NS      | $4197813.48   | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PPTYS INC                             | VICI PPTYS INC                                | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     21617 | NS      | $738869.06    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CINTAS CORP                                | CINTAS CORP                                   | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3617 | NS      | $1605007.58   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP INC                                | IDACORP INC                                   | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |      6346 | NS      | $671470.26    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE INC                                   | NIKE INC CL B                                 | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     25269 | NS      | $3217501.77   | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| OREILLY AUTOMOTIVE INC                     | O'REILLY AUTOMOTIVE INC                       | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      3077 | NS      | $2438060.95   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINOS PIZZA INC                          | DOMINOS PIZZA INC                             | CUSIP: 25754A201<br>LEI: 5299004V0Y8MI5D9FF45 | Long             | EC               | CORP              | US        |      4959 | NS      | $1750527.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISK ANALYTICS INC                       | VERISK ANALYTICS INC                          | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      7554 | NS      | $1373241.66   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA COLA CO                               | COCA COLA CO                                  | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     48291 | NS      | $2961204.12   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT-MCMORAN INC                       | FREEPORT MCMORAN INC                          | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     27957 | NS      | $1247441.34   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| HERSHEY CO                                 | HERSHEY CO (THE)                              | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      6697 | NS      | $1504146.20   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| WP CAREY INC                               | WP CAREY INC                                  | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |      7311 | NS      | $625309.83    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                               | BROADCOM INC                                  | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      6008 | NS      | $3514740.08   | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| OLIN CORP                                  | OLIN CORP                                     | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     10608 | NS      | $685170.72    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISIGN INC                               | VERISIGN INC                                  | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      9232 | NS      | $2013037.60   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| CF INDUSTRIES HOLDINGS INC                 | CF INDUSTRIES HOLDINGS INC                    | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      6571 | NS      | $556563.70    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL FUEL GAS CO NJ                    | NATIONAL FUEL GAS CO NJ                       | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |     10154 | NS      | $589541.24    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGNATURE BK NEW YORK NY                   | SIGNATURE BANK                                | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |     11241 | NS      | $1449526.95   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM INC                               | QUALCOMM INC                                  | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     19284 | NS      | $2568821.64   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP NEW                           | COMCAST CORP CL A                             | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     51502 | NS      | $2026603.70   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRUMENTS INC.                     | TEXAS INSTRUMENTS INC                         | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     15800 | NS      | $2799918.00   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                    | ILLINOIS TOOL WORKS INC                       | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      8154 | NS      | $1924670.16   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                 | VERIZON COMMUNICATIONS INC                    | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     47176 | NS      | $1961106.32   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC            | PHILIP MORRIS INTL INC                        | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     24222 | NS      | $2524901.28   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust               | Fidelity Cash Central Fund                    | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |    350035 | NS      | $350104.53    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EDWARDS LIFESCIENCES CORP                  | EDWARDS LIFESCIENCES CORP                     | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |     23604 | NS      | $1810426.80   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| REALTY INCOME CORP                         | REALTY INCOME CORP REIT                       | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |     11233 | NS      | $761934.39    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| GAMING AND LEISURE PROPERTIES INC          | GAMING AND LEISURE PROPRTI INC                | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |     11565 | NS      | $619421.40    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE INC                             | BLACKSTONE INC                                | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |     24624 | NS      | $2362919.04   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUS XM HLDGS INC                        | SIRIUS XM HLDGS INC                           | CUSIP: 82968B103<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |    116945 | NS      | $677111.55    | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| EXXON MOBIL CORP                           | EXXON MOBIL CORP                              | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     37828 | NS      | $4388426.28   | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAHER CORP                               | DANAHER CORP                                  | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     11623 | NS      | $3072888.74   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS-SONOMA INC                        | WILLIAMS-SONOMA INC                           | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |     13207 | NS      | $1782152.58   | 0.64%             |  |  |  | No            |                  1 | On Loan: —       |
| MCDONALDS CORP                             | MCDONALDS CORP                                | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     12422 | NS      | $3321642.80   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| COPART INC                                 | COPART INC                                    | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |     22696 | NS      | $1511780.56   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORP NEW                           | CHEVRON CORP                                  | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18444 | NS      | $3209624.88   | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP INC                       | WEC ENERGY GROUP INC                          | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      8668 | NS      | $814705.32    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARCEL SERVICE INC                  | UNITED PARCEL SERVICE INC CL B                | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     11894 | NS      | $2203125.62   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| ATKORE INC                                 | ATKORE INC                                    | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |     14489 | NS      | $1887192.25   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE MATLS INC                            | EAGLE MATERIALS INC                           | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |      4208 | NS      | $614704.64    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI INC                                   | MSCI INC                                      | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      4633 | NS      | $2462717.48   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust               | Fidelity Securities Lending Cash Central Fund | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   4263324 | NS      | $4263750.00   | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVER FINANCIAL SVS                     | DISCOVER FIN SVCS                             | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |     21668 | NS      | $2529305.64   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED MATERIALS INC                      | APPLIED MATERIALS INC                         | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     21576 | NS      | $2405508.24   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                                | NVIDIA CORP                                   | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     26945 | NS      | $5264244.65   | 1.89%             |  |  |  | No            |                  1 | On Loan: No      |
| NORFOLK SOUTHERN CORP                      | NORFOLK SOUTHERN CORP                         | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      6817 | NS      | $1675686.77   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INC                             | MASTERCARD INC CL A                           | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     10962 | NS      | $4062517.20   | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSEX PROPERTY TRUST INC                   | ESSEX PROPERTY TRUST INC                      | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |      2269 | NS      | $512952.83    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCHEX INC                                | PAYCHEX INC                                   | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |     15430 | NS      | $1787719.80   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| METTLER-TOLEDO INTL INC                    | METTLER-TOLEDO INTL INC                       | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |      1648 | NS      | $2526252.16   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA COMMUNICATIONS CORP                    | SBA COMMUNICATIONS CORP                       | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |      2219 | NS      | $660219.07    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRBNB INC                                 | AIRBNB INC CLASS A                            | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |     18195 | NS      | $2021646.45   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAINGER (W.W.) INC                        | WW GRAINGER INC                               | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |      2659 | NS      | $1567427.32   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTGROUP PROPERTIES INC                   | EASTGROUP PPTYS INC                           | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |      3232 | NS      | $543784.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UNITEDHEALTH GROUP INC                        | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     10560 | NS      | $5271446.40   | 1.90%             |  |  |  | No            |                  1 | On Loan: No      |
| DOW INC                                    | DOW INC                                       | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |     15125 | NS      | $897668.75    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMON PROPERTY GROUP INC                   | SIMON PPTY GROUP INC - REIT                   | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      7094 | NS      | $911295.24    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRIA GROUP INC                           | ALTRIA GROUP INC                              | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     41867 | NS      | $1885689.68   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| EAST WEST BANCORP INC                      | EAST WEST BANCORP INC                         | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30101 | NS      | $2363530.52   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON and JOHNSON                        | JOHNSON and JOHNSON                           | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     30755 | NS      | $5025982.10   | 1.81%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC                          | CISCO SYSTEMS INC                             | CUSIP: 17275R102<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | EC               | CORP              | US        |     67273 | NS      | $3274176.91   | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                                | VISTRA CORP                                   | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |     28948 | NS      | $667540.88    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MOODYS CORP                                | MOODYS CORP                                   | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      7578 | NS      | $2445799.50   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIPRISE FINL INC                        | AMERIPRISE FINANCIAL INC                      | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      8224 | NS      | $2879386.88   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS INC                               | PROLOGIS INC REIT                             | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      9185 | NS      | $1187436.80   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| MATCH GROUP INC                            | MATCH GROUP INC                               | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |     13203 | NS      | $714546.36    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE CORP DEL                          | CELANESE CORP                                 | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |      5299 | NS      | $652836.80    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                               | ALPHABET INC CL A                             | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     90222 | NS      | $8917542.48   | 3.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AON PLC                                    | AON PLC                                       | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | IE        |      8572 | NS      | $2731724.96   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| DT MIDSTREAM INC                           | DT MIDSTREAM INC                              | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12613 | NS      | $689426.58    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                | SP500 MIC EMIN FUTMAR23 HWAH3                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |        20 | NC      | $20967.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** Stacie M. Smith

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

**Title:** President and Treasurer