# EDGAR Filing Document

**Accession Number:** 0000945908
**File Stem:** 0001752724-23-067638
**Filing Date:** 2023-3
**Character Count:** 45423
**Document Hash:** 514d68683c3b77cba14393dc74d2c0d4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-067638.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-067638

**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:** 23763754

**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 Value Factor ETF (Series ID: S000054754)

| Class ID   | Class Name                | Ticker Symbol   |
|:---|:---|:---|
| C000171935 | Fidelity Value Factor ETF | FVAL            |

## 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 Value Factor ETF

- **b. EDGAR series identifier (if any):** S000054754

- **c. LEI of Series:** 549300CSNOQ3T6NWRR25

**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:** $484837378.01

**Total Liabilities:** $3479472.20

**Net Assets:** $481357905.81

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000171935 | 5.92%                | -5.85%               | 6.53%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $328861.28               | $25069596.09                               |
| Month 2  | $1008862.64              | $-30332861.86                              |
| Month 3  | $3680725.38              | $25715139.84                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GENERAL MOTORS CO                   | GENERAL MOTORS CO                             | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     96691 | NS      | $3801890.12   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP NEW                | DUKE ENERGY CORP NEW                          | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     20086 | NS      | $2057810.70   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS 66                         | PHILLIPS 66                                   | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |     17424 | NS      | $1747104.48   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| LYONDELLBASELL INDS NV              | LYONDELLBASELL INDS CLASS A                   | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | NL        |     13013 | NS      | $1258226.97   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCTER and GAMBLE CO               | PROCTER and GAMBLE CO                         | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     46358 | NS      | $6600452.04   | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| DELL TECHNOLOGIES INC               | DELL TECHNOLOGIES INC CL C                    | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |     85242 | NS      | $3462530.04   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| AT and T INC                        | AT and T INC                                  | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    163658 | NS      | $3333713.46   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                          | ABBVIE INC                                    | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     47972 | NS      | $7087863.00   | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                           | APPLE INC                                     | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    208887 | NS      | $30140305.23  | 6.26%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORPORATION                     | FOX CORP CL A                                 | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     47150 | NS      | $1600271.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON OIL CORP                   | MARATHON OIL CORP                             | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |     53148 | NS      | $1459975.56   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                      | AMAZON.COM INC                                | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    126511 | NS      | $13047079.43  | 2.71%             |  |  |  | No            |                  1 | On Loan: No      |
| MANPOWERGROUP INC                   | MANPOWERGROUP INC                             | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |     27048 | NS      | $2357503.68   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS INC                  | CONOCOPHILLIPS                                | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     26374 | NS      | $3214199.38   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                      | MICROSOFT CORP                                | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    103750 | NS      | $25710287.50  | 5.34%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CO                       | FORD MOTOR CO                                 | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |    234147 | NS      | $3163325.97   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEVELAND-CLIFFS INC                | CLEVELAND-CLIFFS INC                          | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |     52819 | NS      | $1127685.65   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMCO REALTY CORP                   | KIMCO REALTY CORPORATION                      | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |     52079 | NS      | $1169694.34   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCENTURE PLC                       | ACCENTURE PLC CL A                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |     19364 | NS      | $5403524.20   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC                            | VISA INC CL A                                 | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     36981 | NS      | $8513396.01   | 1.77%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINL INC                 | PRUDENTIAL FINANCIAL INC                      | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |     27086 | NS      | $2842404.84   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDE PLC                           | LINDE PLC                                     | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Long             | EC               | CORP              | IE        |      8914 | NS      | $2949999.16   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO             | BRISTOL-MYERS SQUIBB CO                       | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     76891 | NS      | $5586131.15   | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ALCOA CORP                          | ALCOA CORP                                    | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |     19870 | NS      | $1038008.80   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| JONES LANG LASALLE INC              | JONES LANG LASALLE INC                        | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      6035 | NS      | $1115690.45   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)       | GOLDMAN SACHS GROUP INC                       | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |     10693 | NS      | $3911606.33   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP          | CAPITAL ONE FINANCIAL CORP                    | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     25000 | NS      | $2975000.00   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M CO                               | 3M CO                                         | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |     20767 | NS      | $2389866.36   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| STEEL DYNAMICS INC                  | STEEL DYNAMICS INC                            | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |     13067 | NS      | $1576402.88   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBERLY-CLARK CORP                 | KIMBERLY CLARK CORP                           | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |     22809 | NS      | $2965398.09   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENERON PHARMACEUTICALS INC       | REGENERON PHARMACEUTICALS INC                 | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      7296 | NS      | $5533797.12   | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                  | META PLATFORMS INC CL A                       | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     36104 | NS      | $5378412.88   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE GROUP INC                      | CBRE GROUP INC - CL A                         | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |     15530 | NS      | $1327970.30   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| TYSON FOODS INC                     | TYSON FOODS INC CL A                          | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |     32238 | NS      | $2119648.50   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHWAB CHARLES CORP                 | SCHWAB CHARLES CORP                           | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     49666 | NS      | $3845141.72   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| DEERE and CO                        | DEERE and CO                                  | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      9386 | NS      | $3968776.24   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR INC                          | PACCAR INC                                    | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     26788 | NS      | $2928196.28   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBERT HALF INTERNATIONAL INC       | ROBERT HALF INTERNATIONAL INC.                | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |     27294 | NS      | $2291604.24   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC      | AMERICAN ELECTRIC POWER CO INC                | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     18016 | NS      | $1692783.36   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| APA CORP                            | APA CORP                                      | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |     35282 | NS      | $1564051.06   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK and CO INC                    | MERCK and CO INC NEW                          | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     73123 | NS      | $7854141.43   | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA ENERGY                       | SEMPRA ENERGY                                 | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     11112 | NS      | $1781586.96   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN DIGITAL CORP                | WESTERN DIGITAL CORP                          | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |     76344 | NS      | $3355318.80   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDICAL PROPERTIES TRUST INC        | MEDICAL PPTY TR INC                           | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |     66694 | NS      | $863687.30    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| WARNER BROS DISCOVERY INC           | WARNER BROS DISCOVERY INC                     | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |    106895 | NS      | $1584183.90   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES STEEL CORP            | UNITED STATES STEEL CORP                      | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |     39790 | NS      | $1133617.10   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| INTEL CORP                          | INTEL CORP                                    | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |    151261 | NS      | $4274635.86   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORP                  | UNION PACIFIC CORP                            | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     16661 | NS      | $3402009.59   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| DR HORTON INC                       | DR HORTON INC                                 | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |     41195 | NS      | $4065534.55   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                      | HOME DEPOT INC                                | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     21884 | NS      | $7094136.28   | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP           | OCCIDENTAL PETROLEUM CORP                     | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |     27473 | NS      | $1779975.67   | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| NRG ENERGY INC                      | NRG ENERGY INC                                | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     32937 | NS      | $1127104.14   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NUCOR CORP                          | NUCOR CORP                                    | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      9519 | NS      | $1608901.38   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CUMMINS INC                         | CUMMINS INC                                   | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |     11057 | NS      | $2759163.78   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC                         | METLIFE INC                                   | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     42281 | NS      | $3087358.62   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC                          | PFIZER INC                                    | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    142013 | NS      | $6271294.08   | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| WEYERHAEUSER CO                     | WEYERHAEUSER CO                               | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |     36078 | NS      | $1242165.54   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MACYS INC                           | MACYS INC                                     | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |    165348 | NS      | $3907173.24   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| PG and E CORP                       | PG and E CORP                                 | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |    124809 | NS      | $1984463.10   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PPTYS INC                      | VICI PPTYS INC                                | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     39667 | NS      | $1355818.06   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| KILROY REALTY CORP                  | KILROY REALTY CORP                            | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |     19888 | NS      | $816203.52    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TOLL BROS INC                       | TOLL BROTHERS INC                             | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |     60152 | NS      | $3578442.48   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                 | ELEVANCE HEALTH INC                           | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     10680 | NS      | $5339893.20   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC    | AMERICAN INTERNATIONAL GROUP                  | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     51912 | NS      | $3281876.64   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| MUELLER INDUSTRIES INC              | MUELLER INDUSTRIES INC                        | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     31314 | NS      | $2052632.70   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI CORP NEW                        | UGI CORP NEW                                  | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     31249 | NS      | $1244647.67   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYPAL HLDGS INC                    | PAYPAL HLDGS INC                              | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     51418 | NS      | $4190052.82   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN UNION CO/THE                | WESTERN UNION CO                              | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |    227470 | NS      | $3223249.90   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| VALERO ENERGY CORP                  | VALERO ENERGY CORP                            | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     14132 | NS      | $1978903.96   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| MODERNA INC                         | MODERNA INC                                   | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |     23149 | NS      | $4075612.94   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| VIATRIS INC                         | VIATRIS INC                                   | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |    397006 | NS      | $4827592.96   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PULTE GROUP INC                     | PULTEGROUP INC                                | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70009 | NS      | $3982812.01   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO       | HEWLETT PACKARD ENTERPRISE CO                 | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |    269147 | NS      | $4341341.11   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT-MCMORAN INC                | FREEPORT MCMORAN INC                          | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     46957 | NS      | $2095221.34   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY FINANCIAL                 | SYNCHRONY FINANCIAL                           | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     70112 | NS      | $2575213.76   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON PROPERTIES INC               | BOSTON PROPERTIES INC                         | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |     12710 | NS      | $947403.40    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR INC                     | CATERPILLAR INC                               | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |     17655 | NS      | $4454179.95   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                       | CITIGROUP INC                                 | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     65782 | NS      | $3435136.04   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| QUIDELORTHO CORP                    | QUIDELORTHO CORP                              | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |     38455 | NS      | $3292132.55   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM INC                        | QUALCOMM INC                                  | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     37600 | NS      | $5008696.00   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VORNADO REALTY TRUST                | VORNADO REALTY TRUST                          | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35384 | NS      | $863015.76    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP NEW                    | COMCAST CORP CL A                             | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     90320 | NS      | $3554092.00   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| KROGER CO                           | KROGER CO                                     | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     61167 | NS      | $2729883.21   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY INC DEL          | BERKSHIRE HATHAWAY INC CL B                   | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     29390 | NS      | $9155572.80   | 1.90%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC     | PHILIP MORRIS INTL INC                        | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     44203 | NS      | $4607720.72   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust        | Fidelity Cash Central Fund                    | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |    783246 | NS      | $783403.09    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORP                | LOCKHEED MARTIN CORP                          | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      7671 | NS      | $3553667.46   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDIA GROUP INC                   | EXPEDIA INC                                   | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |     29836 | NS      | $3410254.80   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| PARAMOUNT GLOBAL                    | PARAMOUNT GLOBAL CL B                         | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |     62796 | NS      | $1454355.36   | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| EXXON MOBIL CORP                    | EXXON MOBIL CORP                              | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     62214 | NS      | $7217446.14   | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALDS CORP                      | MCDONALDS CORP                                | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     19975 | NS      | $5341315.00   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORP NEW                    | CHEVRON CORP                                  | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30232 | NS      | $5260972.64   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE INC        | WALGREENS BOOTS ALLIANCE INC                  | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |     72439 | NS      | $2670101.54   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC            | BUILDERS FIRSTSOURCE                          | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |     31057 | NS      | $2475242.90   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATIONAL CORP IND           | LINCOLN NATIONAL CORP                         | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |     47907 | NS      | $1697345.01   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARCEL SERVICE INC           | UNITED PARCEL SERVICE INC CL B                | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     19476 | NS      | $3607539.48   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| HP INC                              | HP INC                                        | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |    121658 | NS      | $3545114.12   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| NETFLIX INC                         | NETFLIX INC                                   | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     11492 | NS      | $4066559.12   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| ATKORE INC                          | ATKORE INC                                    | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |     23291 | NS      | $3033652.75   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDEX CORP                          | FEDEX CORP                                    | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |     11585 | NS      | $2245868.10   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY INC               | MICRON TECHNOLOGY INC                         | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     69410 | NS      | $4185423.00   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                     | CVS HEALTH CORP                               | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     52053 | NS      | $4592115.66   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust        | Fidelity Securities Lending Cash Central Fund | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   3365063 | NS      | $3365400.00   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVER FINANCIAL SVS              | DISCOVER FIN SVCS                             | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |     24530 | NS      | $2863386.90   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS CORNING NEW                   | OWENS CORNING INC                             | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     24221 | NS      | $2340959.65   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE and CO               | JPMORGAN CHASE and CO                         | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     54966 | NS      | $7693041.36   | 1.60%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INC                      | MASTERCARD INC CL A                           | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     20614 | NS      | $7639548.40   | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO and CO                  | WELLS FARGO and CO                            | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     96637 | NS      | $4529376.19   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL CORPORATION                     | PPL CORPORATION                               | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     50073 | NS      | $1482160.80   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION         | BANK OF AMERICA CORPORATION                   | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    150956 | NS      | $5355918.88   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHER DANIELS MIDLAND CO           | ARCHER DANIELS MIDLAND CO                     | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |     37127 | NS      | $3075971.95   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC      | OMEGA HEALTHCARE INVESTORS INC                | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |     33182 | NS      | $976878.08    | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| LENNAR CORP                         | LENNAR CORP CL A                              | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |     36788 | NS      | $3767091.20   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC                 | GILEAD SCIENCES INC                           | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     74659 | NS      | $6266876.46   | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORP                         | EXELON CORP                                   | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     38027 | NS      | $1604359.13   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| DOW INC                             | DOW INC                                       | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |     25398 | NS      | $1507371.30   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMON PROPERTY GROUP INC            | SIMON PPTY GROUP INC - REIT                   | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |     12980 | NS      | $1667410.80   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRIA GROUP INC                    | ALTRIA GROUP INC                              | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     78155 | NS      | $3520101.20   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| MOSAIC CO                           | MOSAIC CO NEW                                 | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     20715 | NS      | $1026221.10   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC TECHNOLOGY CO                   | DXC TECHNOLOGY CO                             | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |    141410 | NS      | $4062709.30   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON and JOHNSON                 | JOHNSON and JOHNSON                           | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     53419 | NS      | $8729732.98   | 1.81%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                         | VISTRA CORP                                   | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |     51158 | NS      | $1179703.48   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNIZANT TECHNOLOGY SOLUTIONS CORP | COGNIZANT TECH SOLUTIONS CL A                 | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     59005 | NS      | $3938583.75   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS INC                        | PROLOGIS INC REIT                             | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     16278 | NS      | $2104419.84   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                        | ALPHABET INC CL A                             | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    152498 | NS      | $15072902.32  | 3.13%             |  |  |  | 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        |        48 | NC      | $58194.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COUSINS PROPERTIES INC              | COUSINS PROPERTIES INC                        | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |     34475 | NS      | $945304.50    | 0.20%             |  |  |  | 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