# EDGAR Filing Document

**Accession Number:** 0000945908
**File Stem:** 0001752724-23-067542
**Filing Date:** 2023-3
**Character Count:** 49634
**Document Hash:** 27ecbefef75de8d6c7196bb2fd7fbb7d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-067542.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-067542

**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:** 23763650

**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 New Millennium ETF (Series ID: S000068174)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000218330 | Fidelity New Millennium ETF | FMIL            |

## 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 New Millennium ETF

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

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

**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:** $87529445.39

**Total Liabilities:** $158757.49

**Net Assets:** $87370687.90

**Cash Not Reported:** $1160355.48

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000218330 | 5.01%                | -4.52%               | 6.29%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-861059.37              | $4933585.93                                |
| Month 2  | $1027328.65              | $-5086563.77                               |
| Month 3  | $4755828.86              | $603727.77                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| TAPESTRY INC                       | TAPESTRY INC                       | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |     12361 | NS      | $563290.77    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON BEER COMPANY INC            | BOSTON BEER COMPANY CL A           | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |       674 | NS      | $261923.14    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| EBAY INC                           | EBAY INC                           | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      7650 | NS      | $378675.00    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| HOLOGIC INC                        | HOLOGIC INC                        | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |      3963 | NS      | $322469.31    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC       | THERMO FISHER SCIENTIFIC INC       | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      1438 | NS      | $820134.54    | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| AES CORP                           | AES CORP                           | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |     20259 | NS      | $555299.19    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| TERADYNE INC                       | TERADYNE INC                       | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      3504 | NS      | $356356.80    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                  | STATE STREET CORP                  | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      2729 | NS      | $249239.57    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCH CAPITAL GROUP LTD             | ARCH CAPITAL GROUP LTD             | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |     12709 | NS      | $817824.15    | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA HOLDINGS INC                 | IQVIA HOLDINGS INC                 | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      1693 | NS      | $388391.13    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD     | CANADIAN NATL RESOURCES LTD        | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |     13047 | NS      | $801607.68    | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVAGOLD RESOURCES INC             | NOVAGOLD RESOURCES INC             | CUSIP: 66987E206<br>LEI: 529900587LVZTJ2BHS60 | Long             | EC               | CORP              | CA        |     39272 | NS      | $247806.32    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                          | APPLE INC                          | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     23646 | NS      | $3411881.34   | 3.91%             |  |  |  | No            |                  1 | On Loan: No      |
| JABIL INC                          | JABIL INC                          | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |      6824 | NS      | $536571.12    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAGEO PLC                         | DIAGEO PLC SPON ADR                | CUSIP: 25243Q205<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |      3058 | NS      | $540807.30    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| ARAMARK                            | ARAMARK                            | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |      5834 | NS      | $259788.02    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ANALOG DEVICES INC                 | ANALOG DEVICES INC                 | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      2900 | NS      | $497263.00    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION BRANDS INC           | CONSTELLATION BRANDS INC CL A      | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      1116 | NS      | $258376.32    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED MICRO DEVICES INC         | ADVANCED MICRO DEVICES INC         | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      7614 | NS      | $572192.10    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                     | AMAZON.COM INC                     | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      8815 | NS      | $909090.95    | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLAREDGE TECHNOLOGIES INC         | SOLAREDGE TECHNOLOGIES INC         | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |       980 | NS      | $312747.40    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| STRYKER CORP                       | STRYKER CORP                       | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      2897 | NS      | $735287.57    | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COMPANY                   | SOUTHERN CO                        | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     11796 | NS      | $798353.28    | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| TAYLOR MORRISON HOME CORP          | TAYLOR MORRISON HOME CORP          | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |      7756 | NS      | $277664.80    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                     | MICROSOFT CORP                     | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     10813 | NS      | $2679569.53   | 3.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BEST BUY CO INC                    | BEST BUY CO INC                    | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      4063 | NS      | $360469.36    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ENDEAVOR GROUP HOLDINGS INC        | ENDEAVOR GROUP HOLDINGS INC        | CUSIP: 29260Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21653 | NS      | $485676.79    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC                           | VISA INC CL A                      | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      7187 | NS      | $1654519.27   | 1.89%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM SYSTEMS INC                   | EPAM SYSTEMS INC                   | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |       889 | NS      | $295725.85    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTA SVCS INC                    | QUANTA SVCS INC                    | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      3795 | NS      | $577561.05    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO            | BRISTOL-MYERS SQUIBB CO            | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     12567 | NS      | $912992.55    | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ADOBE INC                          | ADOBE INC                          | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      1910 | NS      | $707349.40    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT INC                            | ITT INC                            | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |      6079 | NS      | $556775.61    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH CORP                           | PVH CORP                           | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |      4170 | NS      | $374883.00    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| ON SEMICONDUCTOR CORP              | ON SEMICONDUCTOR CORP              | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      8843 | NS      | $649518.35    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENERON PHARMACEUTICALS INC      | REGENERON PHARMACEUTICALS INC      | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       940 | NS      | $712961.80    | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                 | META PLATFORMS INC CL A            | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      3059 | NS      | $455699.23    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| WNS HLDGS LTD                      | WNS HLDGS LTD SP ADR               | CUSIP: 92932M101<br>LEI: 529900RM7QHUD3W9DM42 | Long             | EC               | CORP              | JE        |      5857 | NS      | $496263.61    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE GROUP INC                     | CBRE GROUP INC - CL A              | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      3386 | NS      | $289536.86    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB LTD                          | CHUBB LTD                          | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |      6806 | NS      | $1548296.94   | 1.77%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEX LTD                           | FLEX LTD                           | CUSIP: N/A<br>LEI: 549300EAQH74YHD07T53       | Long             | EC               | CORP              | SG        |     33948 | NS      | $792685.80    | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO RESOURCES CORPORATION       | ANTERO RES CORP                    | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |       900 | NS      | $25956.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHLUMBERGER LTD                   | SCHLUMBERGER LTD                   | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |     14510 | NS      | $826779.80    | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI CONSULTING INC                 | FTI CONSULTING INC                 | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |      2202 | NS      | $351263.04    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| COMERICA INC                       | COMERICA INC                       | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      5874 | NS      | $430622.94    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| REGAL REXNORD CORP                 | REGAL REXNORD CORP                 | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |      4115 | NS      | $572808.00    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTODESK INC                       | AUTODESK INC                       | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      1806 | NS      | $388578.96    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I GLASS INC                      | O-I GLASS INC                      | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25791 | NS      | $496476.75    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES INC          | KEYSIGHT TECHNOLOGIES INC          | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      3427 | NS      | $614632.45    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP SEMICONDUCTORS NV              | NXP SEMICONDUCTORS NV              | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |      3591 | NS      | $661857.21    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA CORP                         | CIGNA CORP                         | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      3813 | NS      | $1207462.71   | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| DICKS SPORTING GOODS INC           | DICKS SPORTING GOODS INC           | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |      2016 | NS      | $263612.16    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY CORP                   | FIRSTENERGY CORP                   | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      9768 | NS      | $399999.60    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFESTANCE HEALTH GROUP INC        | LIFESTANCE HEALTH GROUP INC        | CUSIP: 53228F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22815 | NS      | $120463.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| INGERSOLL RAND INC                 | INGERSOLL RAND INC                 | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |     10719 | NS      | $600264.00    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                        | ORACLE CORP                        | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      6781 | NS      | $599847.26    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| AVERY DENNISON CORP                | AVERY DENNISON CORP                | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      2069 | NS      | $391951.36    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| PERFORMANCE FOOD GROUP CO          | PERFORMANCE FOOD GROUP CO          | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |      5656 | NS      | $346825.92    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| HALLIBURTON CO                     | HALLIBURTON CO                     | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |      8284 | NS      | $341466.48    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR GEN CORP NEW                | DOLLAR GENERAL CORP                | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      1766 | NS      | $412537.60    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX COMPANIES INC                  | TJX COMPANIES INC NEW              | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      6252 | NS      | $511788.72    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC                        | METLIFE INC                        | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      8904 | NS      | $650170.08    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| HESS CORP                          | HESS CORP                          | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |      7369 | NS      | $1106529.04   | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| APTIV PLC                          | APTIV PLC                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |      5625 | NS      | $636131.25    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORP                        | TARGET CORP                        | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      4366 | NS      | $751563.24    | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCHILL DOWNS INC                | CHURCHILL DOWNS INC                | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |      2208 | NS      | $547804.80    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PPTYS INC                     | VICI PPTYS INC                     | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     10156 | NS      | $347132.08    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| MARVELL TECHNOLOGY INC             | MARVELL TECHNOLOGY INC             | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       200 | NS      | $8630.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHNIPFMC PLC                     | TECHNIPFMC PLC                     | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |     21162 | NS      | $293940.18    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC   | AMERICAN INTERNATIONAL GROUP       | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      5922 | NS      | $374388.84    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR INC                            | KBR INC                            | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |      9499 | NS      | $486633.77    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX TECHNOLOGIES INC               | BWX TECHNOLOGIES INC               | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |      4298 | NS      | $261576.28    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOKING HOLDINGS INC               | THE BOOKING HOLDINGS INC           | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       256 | NS      | $623129.60    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| KEURIG DR PEPPER INC               | KEURIG DR PEPPER INC               | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      9499 | NS      | $335124.72    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE INC                           | NIKE INC CL B                      | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      5178 | NS      | $659314.74    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| PARKER-HANNIFIN CORP               | PARKER HANNIFIN CORP               | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      1180 | NS      | $384680.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| VALERO ENERGY CORP                 | VALERO ENERGY CORP                 | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      4735 | NS      | $663042.05    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINOS PIZZA INC                  | DOMINOS PIZZA INC                  | CUSIP: 25754A201<br>LEI: 5299004V0Y8MI5D9FF45 | Long             | EC               | CORP              | US        |       868 | NS      | $306404.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTIVE CORP                       | FORTIVE CORP                       | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |      8646 | NS      | $588187.38    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON SCIENTIFIC CORP             | BOSTON SCIENTIFIC CORP             | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     20144 | NS      | $931660.00    | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV INC                         | FISERV INC                         | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      4598 | NS      | $490514.64    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| LILLY (ELI) and CO                 | LILLY (ELI) and CO                 | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      4747 | NS      | $1633680.05   | 1.87%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA COLA CO                       | COCA COLA CO                       | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     18513 | NS      | $1135217.16   | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT-MCMORAN INC               | FREEPORT MCMORAN INC               | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     27431 | NS      | $1223971.22   | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| RADIAN GROUP INC                   | RADIAN GROUP INC                   | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     26539 | NS      | $586511.90    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL ELECTRIC CO                | GENERAL ELECTRIC CO                | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     15830 | NS      | $1273998.40   | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR INC                    | CATERPILLAR INC                    | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      1912 | NS      | $482378.48    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO LOGISTICS INC                  | GXO LOGISTICS INC                  | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |      5946 | NS      | $311154.18    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CF INDUSTRIES HOLDINGS INC         | CF INDUSTRIES HOLDINGS INC         | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      5992 | NS      | $507522.40    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERBRAND INC                    | MASTERBRAND INC                    | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |      4650 | NS      | $42780.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR INC                            | NVR INC                            | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |        80 | NS      | $421600.00    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| MONGODB INC                        | MONGODB INC CL A                   | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |      2050 | NS      | $439130.50    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP NEW                   | COMCAST CORP CL A                  | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     31035 | NS      | $1221227.25   | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILON HEALTH INC                  | AGILON HEALTH INC                  | CUSIP: 00857U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14558 | NS      | $316782.08    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CABOT CORP                         | CABOT CORP                         | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |      3555 | NS      | $267798.15    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCIAL METALS CO               | COMMERCIAL METALS CO               | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |      2931 | NS      | $159065.37    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WEST PHARMACEUTICAL SVCS INC       | WEST PHARMACEUTICAL SVCS INC       | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |      1183 | NS      | $314204.80    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| LEGEND BIOTECH CORP                | LEGEND BIOTECH CORP SPON ADR       | CUSIP: 52490G102<br>LEI: 254900EIUFZTW136H859 | Long             | EC               | CORP              | KY        |      3685 | NS      | $186092.50    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORP               | LOCKHEED MARTIN CORP               | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      1614 | NS      | $747701.64    | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| GAMING AND LEISURE PROPERTIES INC  | GAMING AND LEISURE PROPRTI INC     | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |     10170 | NS      | $544705.20    | 0.62%             |  |  |  | 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        |      8849 | NS      | $820567.77    | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEMENT SOLUTIONS INC              | ELEMENT SOLUTIONS INC              | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     13475 | NS      | $275968.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRIT REALTY CAPITAL INC          | SPIRIT RLTY CAP INC                | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               | CORP              | US        |     10010 | NS      | $439238.80    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| PINTEREST INC                      | PINTEREST INC CL A                 | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5860 | NS      | $154059.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORP                   | EXXON MOBIL CORP                   | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     18851 | NS      | $2186904.51   | 2.50%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAHER CORP                       | DANAHER CORP                       | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      1694 | NS      | $447859.72    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| BAKER HUGHES CO                    | BAKER HUGHES CO                    | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18762 | NS      | $595505.88    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| RENAISSANCERE HOLDINGS LTD         | RENAISSANCERE HLDGS LTD            | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EC               | CORP              | BM        |      1299 | NS      | $254201.31    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION ENERGY CORP          | CONSTELLATION ENERGY CORP          | CUSIP: 21037T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3789 | NS      | $323429.04    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| MARTIN MARIETTA MATERIALS INC      | MARTIN MARIETTA MATERIALS INC      | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |       926 | NS      | $333026.64    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHROP GRUMMAN CORP              | NORTHROP GRUMMAN CORP              | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      1223 | NS      | $547952.92    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES INC  | HUNTINGTON INGALLS INDUSTRIES INC  | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |      1253 | NS      | $276336.62    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                          | BOEING CO                          | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      4025 | NS      | $857325.00    | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| DAY ONE BIOPHARMACEUTICALS INC     | DAY ONE BIOPHARMACEUTICALS INC     | CUSIP: 23954D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6673 | NS      | $145271.21    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST AMERN FINL CORP              | FIRST AMERICAN FINANCIAL CORP      | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |      4577 | NS      | $283178.99    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAC HOLDINGS INC               | GENERAC HOLDINGS INC               | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |      3235 | NS      | $390141.00    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC           | BUILDERS FIRSTSOURCE               | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |      6672 | NS      | $531758.40    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWMET AEROSPACE INC               | HOWMET AEROSPACE INC               | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |     13185 | NS      | $536497.65    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| NETFLIX INC                        | NETFLIX INC                        | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      3241 | NS      | $1146860.26   | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                     | MORGAN STANLEY                     | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     10212 | NS      | $993933.96    | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                        | NVIDIA CORP                        | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      2534 | NS      | $495067.58    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLSCOT MOBILE MINI HOLDINGS CORP | WILLSCOT MOBILE MINI HOLDINGS CORP | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |     10886 | NS      | $527535.56    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE and CO              | JPMORGAN CHASE and CO              | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      3054 | NS      | $427437.84    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORP DEL                   | CENTENE CORP                       | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      4546 | NS      | $346587.04    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO and CO                 | WELLS FARGO and CO                 | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     34171 | NS      | $1601594.77   | 1.83%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION        | BANK OF AMERICA CORPORATION        | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     40782 | NS      | $1446945.36   | 1.66%             |  |  |  | No            |                  1 | On Loan: No      |
| WORKDAY INC                        | WORKDAY INC CL A                   | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |      1553 | NS      | $281760.79    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BJS WHOLESALE CLUB HOLDINGS INC    | BJS WHSL CLUB HLDGS INC            | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |      3767 | NS      | $272994.49    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNAR CORP                        | LENNAR CORP CL A                   | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      3296 | NS      | $337510.40    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC                | GILEAD SCIENCES INC                | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      3284 | NS      | $275658.96    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC             | UNITEDHEALTH GROUP INC             | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      2928 | NS      | $1461628.32   | 1.67%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMON PROPERTY GROUP INC           | SIMON PPTY GROUP INC - REIT        | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      2692 | NS      | $345814.32    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIFT4 PAYMENTS INC                | SHIFT4 PAYMENTS INC                | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4966 | NS      | $318022.64    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO INC                            | RXO INC                            | CUSIP: 74982T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3843 | NS      | $70403.76     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNATRACE INC                      | DYNATRACE INC                      | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10938 | NS      | $420347.34    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC                  | CISCO SYSTEMS INC                  | CUSIP: 17275R102<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | EC               | CORP              | US        |     19181 | NS      | $933539.27    | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                        | VISTRA CORP                        | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |     11372 | NS      | $262238.32    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MATCH GROUP INC                    | MATCH GROUP INC                    | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |      6255 | NS      | $338520.60    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| MASIMO CORP                        | MASIMO CORP                        | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |      3329 | NS      | $566196.32    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE CORP DEL                  | CELANESE CORP                      | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |      2422 | NS      | $298390.40    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                       | ALPHABET INC CL A                  | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     13781 | NS      | $1362114.04   | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC              | UBER TECHNOLOGIES INC              | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     20350 | NS      | $629425.50    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY INC                | CHENIERE ENERGY INC                | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      3349 | NS      | $511693.71    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC     | PNC FINANCIAL SERVICES GRP INC     | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      4026 | NS      | $666021.18    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| RALPH LAUREN CORP                  | RALPH LAUREN CORP                  | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |      2539 | NS      | $314455.15    | 0.36%             |  |  |  | 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