# EDGAR Filing Document

**Accession Number:** 0000945908
**File Stem:** 0001752724-23-067461
**Filing Date:** 2023-3
**Character Count:** 40124
**Document Hash:** 254ff9dcdc95c5af4b0649b09cf85c5e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-067461.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-067461

**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:** 23763542

**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 Dividend ETF for Rising Rates (Series ID: S000054750)

| Class ID   | Class Name                             | Ticker Symbol   |
|:---|:---|:---|
| C000171931 | Fidelity Dividend ETF for Rising Rates | FDRR            |

## 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 Dividend ETF for Rising Rates

- **b. EDGAR series identifier (if any):** S000054750

- **c. LEI of Series:** 5493006YYCGK0TSX1U55

**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:** $597382886.71

**Total Liabilities:** $26654967.00

**Net Assets:** $570727919.71

**Cash Not Reported:** $227994.95

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000171931 | 7.00%                | -4.18%               | 4.38%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1265210.21              | $36014025.13                               |
| Month 2  | $13.15                   | $-25900379.97                              |
| Month 3  | $4891146.45              | $18797122.57                               |

### Schedule of Portfolio Investments

| Name                            | Title                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| DIGITAL REALTY TRUST INC        | DIGITAL REALTY TRUST INC                      | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |     11746 | NS      | $1346326.52   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP NEW            | DUKE ENERGY CORP NEW                          | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     25688 | NS      | $2631735.60   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWS CORP NEW                   | NEWS CORP NEW CL A                            | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |    124198 | NS      | $2516251.48   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN HLDGS INC               | ONEMAIN HOLDINGS INC                          | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |     79932 | NS      | $3448266.48   | 0.60%             |  |  |  | No            |                  1 | On Loan: —       |
| COSTCO WHOLESALE CORP           | COSTCO WHOLESALE CORP                         | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |     11653 | NS      | $5956314.42   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICOM GROUP INC               | OMNICOM GROUP INC                             | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     36813 | NS      | $3165549.87   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| LYONDELLBASELL INDS NV          | LYONDELLBASELL INDS CLASS A                   | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | NL        |     16397 | NS      | $1585425.93   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA INC                       | TEGNA INC                                     | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |    135126 | NS      | $2693061.18   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCTER and GAMBLE CO           | PROCTER and GAMBLE CO                         | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     51652 | NS      | $7354211.76   | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ACTIVISION BLIZZARD INC         | ACTIVISION BLIZZARD INC                       | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |     44422 | NS      | $3401392.54   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| AT and T INC                    | AT and T INC                                  | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    209577 | NS      | $4269083.49   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                       | AMGEN INC                                     | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     38935 | NS      | $9827194.00   | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL PAPER CO          | INTERNATIONAL PAPER CO                        | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |     32078 | NS      | $1341501.96   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                      | ABBVIE INC                                    | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     74531 | NS      | $11011955.25  | 1.93%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                       | APPLE INC                                     | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    261455 | NS      | $37725341.95  | 6.61%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH AMERICAN TOBACCO PLC    | BRITISH AMERICAN TOBACCO PLC                  | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |     63514 | NS      | $2420826.96   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORPORATION                 | FOX CORP CL A                                 | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     70659 | NS      | $2398166.46   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COMPANY                | SOUTHERN CO                                   | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     37504 | NS      | $2538270.72   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                  | MICROSOFT CORP                                | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    129361 | NS      | $32056949.41  | 5.62%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESSIVE CORP OHIO           | PROGRESSIVE CORP OHIO                         | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     45302 | NS      | $6176927.70   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PERSIMMON PLC                   | PERSIMMON PLC ORD                             | CUSIP: N/A<br>LEI: 213800XI72Y57UWN6F31       | Long             | EC               | CORP              | GB        |    184539 | NS      | $3207865.79   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC                        | VISA INC CL A                                 | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     51797 | NS      | $11924187.37  | 2.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDE PLC                       | LINDE PLC                                     | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Long             | EC               | CORP              | IE        |     11430 | NS      | $3782644.20   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO         | BRISTOL-MYERS SQUIBB CO                       | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    139746 | NS      | $10152546.90  | 1.78%             |  |  |  | No            |                  1 | On Loan: No      |
| PRICE (T ROWE) GROUP INC        | PRICE (T ROWE)GROUP INC                       | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |     30580 | NS      | $3561652.60   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)   | GOLDMAN SACHS GROUP INC                       | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |     16168 | NS      | $5914416.08   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M CO                           | 3M CO                                         | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |     33084 | NS      | $3807306.72   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC NEW                   | ONEOK INC                                     | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |     41431 | NS      | $2837194.88   | 0.50%             |  |  |  | No            |                  1 | On Loan: —       |
| HONEYWELL INTERNATIONAL INC     | HONEYWELL INTL INC                            | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     31165 | NS      | $6497279.20   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC  | AMERICAN ELECTRIC POWER CO INC                | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     24333 | NS      | $2286328.68   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| VF CORPORATION                  | VF CORP                                       | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |     99229 | NS      | $3070145.26   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDTRONIC PLC                   | MEDTRONIC PLC                                 | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |     86974 | NS      | $7278854.06   | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRONIC ARTS INC             | ELECTRONIC ARTS INC                           | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |     23174 | NS      | $2982030.32   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK and CO INC                | MERCK and CO INC NEW                          | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    123784 | NS      | $13295639.44  | 2.33%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWES COS INC                   | LOWES COS INC                                 | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     35679 | NS      | $7430151.75   | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDICAL PROPERTIES TRUST INC    | MEDICAL PPTY TR INC                           | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |     59320 | NS      | $768194.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| DICKS SPORTING GOODS INC        | DICKS SPORTING GOODS INC                      | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |     54737 | NS      | $7157410.12   | 1.25%             |  |  |  | No            |                  1 | On Loan: —       |
| ORACLE CORP                     | ORACLE CORP                                   | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |    101363 | NS      | $8966570.98   | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                      | INTEL CORP                                    | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |    191168 | NS      | $5402407.68   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR PRODUCTS and CHEMICALS INC  | AIR PRODUCTS and CHEMICALS INC                | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      7675 | NS      | $2459914.25   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORP              | UNION PACIFIC CORP                            | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     25934 | NS      | $5295463.46   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                  | HOME DEPOT INC                                | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     31700 | NS      | $10276189.00  | 1.80%             |  |  |  | No            |                  1 | On Loan: No      |
| STARBUCKS CORP                  | STARBUCKS CORP                                | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     79728 | NS      | $8701513.92   | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERSON ELECTRIC CO             | EMERSON ELECTRIC CO                           | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |     50784 | NS      | $4581732.48   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC                      | PFIZER INC                                    | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    210193 | NS      | $9282122.88   | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORP                     | TARGET CORP                                   | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     35259 | NS      | $6069484.26   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PPTYS INC                  | VICI PPTYS INC                                | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     48772 | NS      | $1667026.96   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SL GREEN REALTY CORP            | SL GREEN REALTY CORP REIT                     | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |     16468 | NS      | $677658.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| NIKE INC                        | NIKE INC CL B                                 | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     59818 | NS      | $7616625.94   | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN UNION CO/THE            | WESTERN UNION CO                              | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |    349062 | NS      | $4946208.54   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR MEDIA GROUP INC         | NEXSTAR MEDIA GROUP INC                       | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |     16028 | NS      | $3282053.56   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| TIETOEVRY OYJ                   | TIETOEVRY OYJ                                 | CUSIP: N/A<br>LEI: 549300EW2KM4KROKQV31       | Long             | EC               | CORP              | FI        |    212558 | NS      | $6449910.33   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERPUBLIC GROUP OF COS INC    | INTERPUBLIC GROUP OF COS INC                  | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |     77401 | NS      | $2822040.46   | 0.49%             |  |  |  | No            |                  1 | On Loan: —       |
| COCA COLA CO                    | COCA COLA CO                                  | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    100745 | NS      | $6177683.40   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WP CAREY INC                    | WP CAREY INC                                  | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |     17313 | NS      | $1480780.89   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP GROUP LTD                   | BHP GROUP LIMITED                             | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |     37476 | NS      | $1304000.54   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                    | BROADCOM INC                                  | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     16958 | NS      | $9920599.58   | 1.74%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC                | CROWN CASTLE INC                              | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |     12417 | NS      | $1839081.87   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| YARA INTERNATIONAL ASA          | YARA INTERNATIONAL ASA                        | CUSIP: N/A<br>LEI: 213800WKOUWXWFJ5Z514       | Long             | EC               | CORP              | NO        |     23669 | NS      | $1047400.50   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR INC                 | CATERPILLAR INC                               | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |     28102 | NS      | $7089853.58   | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COS INC                | WILLIAMS COMPANIES INC                        | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     89192 | NS      | $2875550.08   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                   | CITIGROUP INC                                 | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     90561 | NS      | $4729095.42   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM INC                    | QUALCOMM INC                                  | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     51875 | NS      | $6910268.75   | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP NEW                | COMCAST CORP CL A                             | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    118469 | NS      | $4661755.15   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRUMENTS INC.          | TEXAS INSTRUMENTS INC                         | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     49764 | NS      | $8818678.44   | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN INC DEL           | KINDER MORGAN INC                             | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |    153909 | NS      | $2816534.70   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC      | VERIZON COMMUNICATIONS INC                    | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    108358 | NS      | $4504442.06   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC | PHILIP MORRIS INTL INC                        | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     48991 | NS      | $5106821.84   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust    | Fidelity Cash Central Fund                    | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |    664162 | NS      | $664294.62    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNER MUSIC GRP CORP           | WARNER MUSIC GRP CORP CL A                    | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66094 | NS      | $2409126.30   | 0.42%             |  |  |  | No            |                  1 | On Loan: —       |
| WOODSIDE ENERGY GROUP LTD       | WOODSIDE ENERGY GROUP LTD                     | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Long             | EC               | CORP              | AU        |      6778 | NS      | $173182.03    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORP            | LOCKHEED MARTIN CORP                          | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |     13987 | NS      | $6479617.62   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE INC                  | BLACKSTONE INC                                | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |     40059 | NS      | $3844061.64   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUS XM HLDGS INC             | SIRIUS XM HLDGS INC                           | CUSIP: 82968B103<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |    406299 | NS      | $2352471.21   | 0.41%             |  |  |  | No            |                  1 | On Loan: —       |
| PARAMOUNT GLOBAL                | PARAMOUNT GLOBAL CL B                         | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |     88085 | NS      | $2040048.60   | 0.36%             |  |  |  | No            |                  1 | On Loan: —       |
| AGCO CORP                       | AGCO CORP                                     | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |     36172 | NS      | $4996438.36   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORP                | EXXON MOBIL CORP                              | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     88231 | NS      | $10235678.31  | 1.79%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALDS CORP                  | MCDONALDS CORP                                | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     33855 | NS      | $9052827.00   | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL BRANDS PLC             | IMPERIAL BRANDS PLC                           | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |    117535 | NS      | $2938802.94   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MOUNTAIN INC               | IRON MOUNTAIN INC                             | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |     28684 | NS      | $1565572.72   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORP NEW                | CHEVRON CORP                                  | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43953 | NS      | $7648701.06   | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| JARDINE MATHESON HOLDINGS LTD   | JARDINE MATHESON HLD                          | CUSIP: N/A<br>LEI: 2138009KENVUNWOLPK41       | Long             | EC               | CORP              | BM        |     68028 | NS      | $3606844.56   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARCEL SERVICE INC       | UNITED PARCEL SERVICE INC CL B                | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     28315 | NS      | $5244787.45   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM CORPORATION                 | INTL BUS MACH CORP                            | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     59385 | NS      | $8000941.05   | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                  | MORGAN STANLEY                                | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     60224 | NS      | $5861601.92   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VOLVO AB                        | VOLVO AB SER B                                | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |    177919 | NS      | $3515114.44   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTERNATIONAL            | EDISON INTL                                   | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     30557 | NS      | $2105377.30   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP           | TRUIST FINL CORP                              | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     83118 | NS      | $4105198.02   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| ANNALY CAPITAL MANAGEMENT INC   | ANNALY CAPITAL MGMT INC REIT                  | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |    137937 | NS      | $3237381.39   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust    | Fidelity Securities Lending Cash Central Fund | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  22392736 | NS      | $22394975.00  | 3.92%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTESCUE METALS GROUP LTD      | FORTESCUE METALS GROUP LTD                    | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |     83435 | NS      | $1307544.59   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE and CO           | JPMORGAN CHASE and CO                         | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     69763 | NS      | $9764029.48   | 1.71%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO and CO              | WELLS FARGO and CO                            | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    130734 | NS      | $6127502.58   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL CORPORATION                 | PPL CORPORATION                               | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     62696 | NS      | $1855801.60   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION     | BANK OF AMERICA CORPORATION                   | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    190830 | NS      | $6770648.40   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC  | OMEGA HEALTHCARE INVESTORS INC                | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |     43042 | NS      | $1267156.48   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| GILEAD SCIENCES INC             | GILEAD SCIENCES INC                           | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |    123675 | NS      | $10381279.50  | 1.82%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORP                     | EXELON CORP                                   | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     49257 | NS      | $2078152.83   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CABLE ONE INC                   | CABLE ONE INC                                 | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |      1759 | NS      | $1389398.92   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| DOW INC                         | DOW INC                                       | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |     31241 | NS      | $1854153.35   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMON PROPERTY GROUP INC        | SIMON PPTY GROUP INC - REIT                   | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |     12463 | NS      | $1600996.98   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRIA GROUP INC                | ALTRIA GROUP INC                              | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     81149 | NS      | $3654950.96   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP             | AMERICAN TOWER CORP                           | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     11047 | NS      | $2467789.33   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON and JOHNSON             | JOHNSON and JOHNSON                           | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     77883 | NS      | $12727639.86  | 2.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE WEST CAPITAL CORP      | PINNACLE WEST CAPITAL CORP                    | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |     23433 | NS      | $1746930.15   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC               | CISCO SYSTEMS INC                             | CUSIP: 17275R102<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | EC               | CORP              | US        |    176716 | NS      | $8600767.72   | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK TIMES CO               | NEW YORK TIMES CO CL A                        | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |     65465 | NS      | $2280800.60   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC     | S and P500 EMINI FUT MAR23 ESH3               | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |         8 | NC      | $58133.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HONGKONG LAND HOLDINGS LTD      | HONGKONG LAND HLDGS LTD                       | CUSIP: N/A<br>LEI: 213800XCHYNRPAYGXW28       | Long             | EC               | CORP              | BM        |    197500 | NS      | $961825.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS INC                    | PROLOGIS INC REIT                             | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     17836 | NS      | $2305838.08   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMONT CORP                    | NEWMONT CORP                                  | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     31880 | NS      | $1687408.40   | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| LUMEN TECHNOLOGIES              | LUMEN TECHNOLOGIES INC                        | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |    221170 | NS      | $1161142.50   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |

### Signature

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

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

**Signature:** Stacie M. Smith

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

**Title:** President and Treasurer