# EDGAR Filing Document

**Accession Number:** 0000945908
**File Stem:** 0001752724-23-067545
**Filing Date:** 2023-3
**Character Count:** 46323
**Document Hash:** 3e7d5f09a9e0a5147da5dc349b432bac
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-067545.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-067545

**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:** 23763653

**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 Momentum Factor ETF (Series ID: S000054752)

| Class ID   | Class Name                   | Ticker Symbol   |
|:---|:---|:---|
| C000171933 | Fidelity Momentum Factor ETF | FDMO            |

## 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 Momentum Factor ETF

- **b. EDGAR series identifier (if any):** S000054752

- **c. LEI of Series:** 5493000ZR7LN2ZJHFF04

**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:** $127078135.42

**Total Liabilities:** $641978.20

**Net Assets:** $126436157.22

**Cash Not Reported:** $9000.56

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000171933 | 2.66%                | -6.14%               | 3.51%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1253695.45             | $4111112.99                                |
| Month 2  | $227657.86               | $-7916775.44                               |
| Month 3  | $317157.91               | $3755531.09                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| WASTE MANAGEMENT INC DEL           | WASTE MANAGEMENT INC                          | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      4916 | NS      | $760652.68    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMB WESTON HOLDINGS INC           | LAMB WESTON HOLDINGS INC                      | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |      8027 | NS      | $801817.03    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICOM GROUP INC                  | OMNICOM GROUP INC                             | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      7322 | NS      | $629618.78    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| UNUM GROUP                         | UNUM GROUP                                    | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     17722 | NS      | $744855.66    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| XCEL ENERGY INC                    | XCEL ENERGY INC                               | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      6372 | NS      | $438202.44    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ACTIVISION BLIZZARD INC            | ACTIVISION BLIZZARD INC                       | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |      9035 | NS      | $691809.95    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| GODADDY INC                        | GODADDY INC CL A                              | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |     13435 | NS      | $1103416.55   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                          | AMGEN INC                                     | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      5051 | NS      | $1274872.40   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HF SINCLAIR CORP                   | HF SINCLAIR CORP                              | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4661 | NS      | $265210.90    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                         | ABBVIE INC                                    | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     12050 | NS      | $1780387.50   | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| GENUINE PARTS CO                   | GENUINE PARTS CO                              | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |      3938 | NS      | $660875.16    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                          | APPLE INC                                     | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     59834 | NS      | $8633447.86   | 6.83%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE US INC                    | T-MOBILE US INC                               | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      5286 | NS      | $789252.66    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                     | AMAZON.COM INC                                | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     37971 | NS      | $3915949.23   | 3.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS INC                 | CONOCOPHILLIPS                                | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      6434 | NS      | $784111.58    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COMPANY                   | SOUTHERN CO                                   | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      8206 | NS      | $555382.08    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLISLE COS INC                   | CARLISLE COS INC                              | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |      2661 | NS      | $667538.46    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                     | MICROSOFT CORP                                | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     30581 | NS      | $7578277.61   | 5.99%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESSIVE CORP OHIO              | PROGRESSIVE CORP OHIO                         | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      8022 | NS      | $1093799.70   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC                           | VISA INC CL A                                 | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     10553 | NS      | $2429406.13   | 1.92%             |  |  |  | No            |                  1 | On Loan: No      |
| KINSALE CAPITAL GROUP INC          | KINSALE CAPITAL GROUP INC                     | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |      2455 | NS      | $683570.20    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTA SVCS INC                    | QUANTA SVCS INC                               | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      4414 | NS      | $671766.66    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDE PLC                          | LINDE PLC                                     | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Long             | EC               | CORP              | IE        |      2415 | NS      | $799220.10    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO            | BRISTOL-MYERS SQUIBB CO                       | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     18244 | NS      | $1325426.60   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOZONE INC                       | AUTOZONE INC                                  | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       315 | NS      | $768237.75    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| STEEL DYNAMICS INC                 | STEEL DYNAMICS INC                            | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      2767 | NS      | $333810.88    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| AFLAC INC                          | AFLAC INC                                     | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |     13534 | NS      | $994749.00    | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| ON SEMICONDUCTOR CORP              | ON SEMICONDUCTOR CORP                         | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |     17338 | NS      | $1273476.10   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| H and R BLOCK INC                  | BLOCK H and R INC                             | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     16168 | NS      | $630228.64    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB LTD                          | CHUBB LTD                                     | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |      5091 | NS      | $1158151.59   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| DEERE and CO                       | DEERE and CO                                  | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      2412 | NS      | $1019890.08   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| CHESAPEAKE ENERGY CORP             | CHESAPEAKE ENERGY CORP                        | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      2985 | NS      | $258859.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC     | AMERICAN ELECTRIC POWER CO INC                | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      5074 | NS      | $476753.04    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| IRIDIUM COMMUNICATIONS INC         | IRIDIUM COMMUNICATIONS INC                    | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |      9692 | NS      | $579969.28    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL DYNAMICS CORP              | GENERAL DYNAMICS CORPORATION                  | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      3060 | NS      | $713163.60    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRONIC ARTS INC                | ELECTRONIC ARTS INC                           | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      4638 | NS      | $596817.84    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY USA INC                     | MURPHY USA INC                                | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      2041 | NS      | $555213.23    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK and CO INC                   | MERCK and CO INC NEW                          | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     17439 | NS      | $1873122.99   | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE STEEL and ALUMINUM CO     | RELIANCE STEEL and ALUMINUM CO                | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |      1202 | NS      | $273394.90    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                     | PUBLIC STORAGE                                | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |      1156 | NS      | $351817.04    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA ENERGY                      | SEMPRA ENERGY                                 | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      3004 | NS      | $481631.32    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA CORP                         | CIGNA CORP                                    | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      3672 | NS      | $1162812.24   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MILLS INC                  | GENERAL MILLS INC                             | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     10182 | NS      | $797861.52    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOMATIC DATA PROCESSING INC      | AUTOMATIC DATA PROCESSING INC                 | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      5425 | NS      | $1225019.25   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC CORP                           | FMC CORP NEW                                  | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |      2044 | NS      | $272117.72    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AMCOR PLC                          | AMCOR PLC                                     | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | JE        |     23615 | NS      | $284796.90    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORP                 | UNION PACIFIC CORP                            | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      5119 | NS      | $1045248.61   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH JERSEY INDUSTRIES INC        | SOUTH JERSEY INDUSTRIES INC                   | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |      8903 | NS      | $321309.27    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP          | OCCIDENTAL PETROLEUM CORP                     | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |      6253 | NS      | $405131.87    | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| RAYTHEON TECHNOLOGIES CORP         | RAYTHEON TECHNOLOGIES CORP                    | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     11147 | NS      | $1113027.95   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR GEN CORP NEW                | DOLLAR GENERAL CORP                           | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      3243 | NS      | $757564.80    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| SUPER MICRO COMPUTER INC           | SUPER MICRO COMPUTER INC                      | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |     11905 | NS      | $861088.65    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED EDISON INC            | CONSOLIDATED EDISON INC                       | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      4513 | NS      | $430134.03    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| NUCOR CORP                         | NUCOR CORP                                    | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      2453 | NS      | $414606.06    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH and MCLENNAN COS INC         | MARSH and MCLENNAN COS INC                    | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      6530 | NS      | $1142162.30   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| CORTEVA INC                        | CORTEVA INC                                   | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      5473 | NS      | $352734.85    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| TESLA INC                          | TESLA INC                                     | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     12191 | NS      | $2111725.02   | 1.67%             |  |  |  | No            |                  1 | On Loan: No      |
| HESS CORP                          | HESS CORP                                     | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |      2825 | NS      | $424202.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PPTYS INC                     | VICI PPTYS INC                                | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      8579 | NS      | $293230.22    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                | ELEVANCE HEALTH INC                           | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      2423 | NS      | $1211475.77   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| LANTHEUS HOLDINGS INC              | LANTHEUS HLDGS INC                            | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |     14278 | NS      | $820985.00    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI INC                            | ATI INC                                       | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |      7682 | NS      | $279547.98    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| M and T BANK CORP                  | M and T BANK CORP                             | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      5244 | NS      | $818064.00    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO       | ARTHUR J GALLAGHAR AND CO                     | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      4793 | NS      | $938085.96    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| OREILLY AUTOMOTIVE INC             | O'REILLY AUTOMOTIVE INC                       | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       968 | NS      | $766994.80    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| VALERO ENERGY CORP                 | VALERO ENERGY CORP                            | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      3407 | NS      | $477082.21    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CADENCE DESIGN SYSTEMS INC         | CADENCE DESIGN SYSTEMS INC                    | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      7516 | NS      | $1374150.28   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR MEDIA GROUP INC            | NEXSTAR MEDIA GROUP INC                       | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |      2994 | NS      | $613081.38    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKLEY WR CORP                    | BERKLEY (WR) CORP                             | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |     10899 | NS      | $764455.86    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC          | L3HARRIS TECHNOLOGIES INC                     | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      3077 | NS      | $661001.14    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| LILLY (ELI) and CO                 | LILLY (ELI) and CO                            | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      5103 | NS      | $1756197.45   | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HORIZON CORP                 | FIRST HORIZON CORP                            | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     33142 | NS      | $819601.66    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA COLA CO                       | COCA COLA CO                                  | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     24538 | NS      | $1504670.16   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HERSHEY CO                         | HERSHEY CO (THE)                              | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      3266 | NS      | $733543.60    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| WP CAREY INC                       | WP CAREY INC                                  | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |      2944 | NS      | $251800.32    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC                   | CROWN CASTLE INC                              | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      2807 | NS      | $415744.77    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ENPHASE ENERGY INC                 | ENPHASE ENERGY INC                            | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |      3638 | NS      | $805380.44    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| CF INDUSTRIES HOLDINGS INC         | CF INDUSTRIES HOLDINGS INC                    | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      2577 | NS      | $218271.90    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL FINANCIAL HOLDINGS INC         | LPL FINL HLDGS INC                            | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |      3168 | NS      | $751196.16    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON PETROLEUM CORP            | MARATHON PETROLEUM CORP                       | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      3971 | NS      | $510352.92    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC             | CENTERPOINT ENERGY INC                        | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |     12560 | NS      | $378307.20    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBEMARL CORP                      | ALBEMARLE CORP                                | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |      1132 | NS      | $318601.40    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY INC DEL         | BERKSHIRE HATHAWAY INC CL B                   | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      9019 | NS      | $2809598.88   | 2.22%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC         | VERIZON COMMUNICATIONS INC                    | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     27403 | NS      | $1139142.71   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust       | Fidelity Cash Central Fund                    | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |    169440 | NS      | $169474.14    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MCKESSON CORP                      | MCKESSON CORP                                 | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      2625 | NS      | $994035.00    | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORP               | LOCKHEED MARTIN CORP                          | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      1995 | NS      | $924203.70    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| REALTY INCOME CORP                 | REALTY INCOME CORP REIT                       | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |      4867 | NS      | $330128.61    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| GAMING AND LEISURE PROPERTIES INC  | GAMING AND LEISURE PROPRTI INC                | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |      4233 | NS      | $226719.48    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMPBELL SOUP CO                   | CAMPBELL SOUP CO                              | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |     13167 | NS      | $683762.31    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTEX PHARMACEUTICALS INC         | VERTEX PHARMACEUTICALS INC                    | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      3609 | NS      | $1166067.90   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORP                   | EXXON MOBIL CORP                              | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     17008 | NS      | $1973098.08   | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR TREE INC                    | DOLLAR TREE INC                               | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      4647 | NS      | $697886.46    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| PALO ALTO NETWORKS INC             | PALO ALTO NETWORKS INC                        | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      7304 | NS      | $1158706.56   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION ENERGY CORP          | CONSTELLATION ENERGY CORP                     | CUSIP: 21037T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4219 | NS      | $360133.84    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALDS CORP                     | MCDONALDS CORP                                | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      4818 | NS      | $1288333.20   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MOUNTAIN INC                  | IRON MOUNTAIN INC                             | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |      4356 | NS      | $237750.48    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHROP GRUMMAN CORP              | NORTHROP GRUMMAN CORP                         | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      1587 | NS      | $711039.48    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORP NEW                   | CHEVRON CORP                                  | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7777 | NS      | $1353353.54   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES INC  | HUNTINGTON INGALLS INDUSTRIES INC             | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |      2452 | NS      | $540764.08    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOZ ALLEN HAMILTON HOLDING CORP   | BOOZ ALLEN HAMILTON HLDG CL A                 | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |      5661 | NS      | $535757.04    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP INC               | WEC ENERGY GROUP INC                          | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      4316 | NS      | $405660.84    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVELERS COS INC                  | TRAVELERS COMPANIES INC                       | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      5012 | NS      | $957893.44    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM CORPORATION                    | INTL BUS MACH CORP                            | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     10136 | NS      | $1365623.28   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB FINANCIAL CORP                 | CVB FINANCIAL CORP                            | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27832 | NS      | $674091.04    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| DEVON ENERGY CORP NEW              | DEVON ENERGY CORP                             | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      6009 | NS      | $380009.16    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust       | Fidelity Securities Lending Cash Central Fund | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |    613064 | NS      | $613125.00    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| HOST HOTELS and RESORTS INC        | HOST HOTELS and RESORTS INC                   | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |     12293 | NS      | $231723.05    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLSCOT MOBILE MINI HOLDINGS CORP | WILLSCOT MOBILE MINI HOLDINGS CORP            | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |     13226 | NS      | $640931.96    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| AGREE REALTY CORP                  | AGREE REALTY CORP                             | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2732 | NS      | $203889.16    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| MASTERCARD INC                     | MASTERCARD INC CL A                           | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      6027 | NS      | $2233606.20   | 1.77%             |  |  |  | No            |                  1 | On Loan: No      |
| BJS WHOLESALE CLUB HOLDINGS INC    | BJS WHSL CLUB HLDGS INC                       | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |      8693 | NS      | $629981.71    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHER DANIELS MIDLAND CO          | ARCHER DANIELS MIDLAND CO                     | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      8600 | NS      | $712510.00    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA COMMUNICATIONS CORP            | SBA COMMUNICATIONS CORP                       | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |       994 | NS      | $295744.82    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAINGER (W.W.) INC                | WW GRAINGER INC                               | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |      1110 | NS      | $654322.80    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC     | OMEGA HEALTHCARE INVESTORS INC                | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |      6103 | NS      | $179672.32    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| PEPSICO INC                        | PEPSICO INC                                   | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      8440 | NS      | $1443408.80   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC             | UNITEDHEALTH GROUP INC                        | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      4839 | NS      | $2415580.41   | 1.91%             |  |  |  | No            |                  1 | On Loan: No      |
| MOSAIC CO                          | MOSAIC CO NEW                                 | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |      5256 | NS      | $260382.24    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                | AMERICAN TOWER CORP                           | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      2462 | NS      | $549986.18    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| HENRY (JACK) and ASSOCIATES        | HENRY (JACK) and ASSOCIATES INC               | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |      5469 | NS      | $984912.21    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| AMDOCS LIMITED                     | AMDOCS LTD                                    | CUSIP: N/A<br>LEI: 549300HQV672RJ7RQV66       | Long             | EC               | CORP              | GG        |     12049 | NS      | $1107664.57   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON and JOHNSON                | JOHNSON and JOHNSON                           | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     14178 | NS      | $2316968.76   | 1.83%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS INC                       | PROLOGIS INC REIT                             | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      4784 | NS      | $618475.52    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC SERVICES INC              | REPUBLIC SERVICES INC                         | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      5008 | NS      | $625098.56    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                       | ALPHABET INC CL A                             | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     45561 | NS      | $4503249.24   | 3.56%             |  |  |  | No            |                  1 | On Loan: No      |
| AON PLC                            | AON PLC                                       | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | IE        |      3489 | NS      | $1111874.52   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTA BEAUTY INC                    | ULTA BEAUTY INC                               | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      1648 | NS      | $847006.08    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| KELLOGG CO                         | KELLOGG CO                                    | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |     10079 | NS      | $691217.82    | 0.55%             |  |  |  | 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        |        12 | NC      | $7757.40      | 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