# EDGAR Filing Document

**Accession Number:** 0000945908
**File Stem:** 0001752724-23-066252
**Filing Date:** 2023-3
**Character Count:** 40332
**Document Hash:** 70dc5d4d76d769cf87d38bfd0050caff
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-066252.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-066252

**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:** 23761841

**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 MSCI Consumer Staples Index ETF (Series ID: S000042572)

| Class ID   | Class Name                               | Ticker Symbol   |
|:---|:---|:---|
| C000131664 | Fidelity MSCI Consumer Staples Index ETF | FSTA            |

## 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 MSCI Consumer Staples Index ETF

- **b. EDGAR series identifier (if any):** S000042572

- **c. LEI of Series:** 549300O7ZJHT2R8ULP64

**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:** $1129170001.53

**Total Liabilities:** $9020464.17

**Net Assets:** $1120149537.36

**Cash Not Reported:** $338983.78

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000131664 | 6.10%                | -3.29%               | -0.15%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $63951314.98                               |
| Month 2  | $-2012161.04             | $-38776223.16                              |
| Month 3  | $3232215.39              | $-6669742.53                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Sovos Brands Inc                 | Sovos Brands Inc                                           | CUSIP: 84612U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53968 | NS      | $731806.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Inter Parfums Inc                | Inter Parfums Inc                                          | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19503 | NS      | $2305644.66   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corp/VA                | Universal Corp/VA                                          | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |     28399 | NS      | $1544053.63   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hain Celestial Group Inc/The     | Hain Celestial Group Inc/The                               | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |     79008 | NS      | $1621244.16   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Vector Group Ltd                 | Vector Group Ltd                                           | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |    146044 | NS      | $1891269.80   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ESC FRESH MKT INC                | ESC FRESH MKT INC                                          | CUSIP: 358ESC010<br>LEI: 529900QM5ZSBEBR6CS58 | Long             | EC               | CORP              | US        |      6179 | NS      | $0.06         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancaster Colony Corp            | Lancaster Colony Corp                                      | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |     14766 | NS      | $2833743.06   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co          | Central Garden & Pet Co                                    | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     41088 | NS      | $1628317.44   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc       | Mondelez International Inc                                 | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |    631558 | NS      | $41329155.52  | 3.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Clorox Co/The                    | Clorox Co/The                                              | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |     61103 | NS      | $8840993.07   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Co         | Molson Coors Beverage Co                                   | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |     99366 | NS      | $5224664.28   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc  | Philip Morris International Inc                            | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |    525185 | NS      | $54745284.40  | 4.89%             |  |  |  | No            |                  1 | On Loan: No      |
| National Beverage Corp           | National Beverage Corp                                     | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |     30002 | NS      | $1326088.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc       | Coca-Cola Consolidated Inc                                 | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |      4011 | NS      | $2032694.58   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                | General Mills Inc                                          | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |    281490 | NS      | $22057556.40  | 1.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Calavo Growers Inc               | Calavo Growers Inc                                         | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29392 | NS      | $942013.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp            | Costco Wholesale Corp                                      | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |    169720 | NS      | $86750680.80  | 7.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market Inc       | Sprouts Farmers Market Inc                                 | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |     84369 | NS      | $2695589.55   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp                | Brown-Forman Corp                                          | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |    150439 | NS      | $10016228.62  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Seaboard Corp                    | Seaboard Corp                                              | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               | CORP              | US        |       361 | NS      | $1415300.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance Inc     | Walgreens Boots Alliance Inc                               | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |    350434 | NS      | $12916997.24  | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp            | US Foods Holding Corp                                      | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |    118262 | NS      | $4509330.06   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty Inc                         | Coty Inc                                                   | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |    271240 | NS      | $2701550.40   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G Foods Inc                    | B&G Foods Inc                                              | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |     93377 | NS      | $1309145.54   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Benson Hill Inc                  | Benson Hill Inc                                            | CUSIP: 082490103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    201208 | NS      | $539237.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tootsie Roll Industries Inc      | Tootsie Roll Industries Inc                                | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |     28660 | NS      | $1281961.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores Inc       | Casey's General Stores Inc                                 | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |     20940 | NS      | $4939955.40   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Hostess Brands Inc               | Hostess Brands Inc                                         | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    103613 | NS      | $2396568.69   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                      | PepsiCo Inc                                                | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |    534899 | NS      | $91478426.98  | 8.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings Inc           | Energizer Holdings Inc                                     | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |     58997 | NS      | $2188788.70   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos Inc/The         | Estee Lauder Cos Inc/The                                   | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |    106414 | NS      | $29485191.12  | 2.63%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP Ingredients Inc              | MGP Ingredients Inc                                        | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |     15336 | NS      | $1495873.44   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Tattooed Chef Inc                | Tattooed Chef Inc                                          | CUSIP: 87663X102<br>LEI: 5493005UQQNAE47M7Q04 | Long             | EC               | CORP              | US        |     88204 | NS      | $134070.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA Health Sciences Inc        | USANA Health Sciences Inc                                  | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |     20189 | NS      | $1179845.16   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co        | Archer-Daniels-Midland Co                                  | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |    260691 | NS      | $21598249.35  | 1.93%             |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co/The               | J M Smucker Co/The                                         | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |     55210 | NS      | $8436088.00   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The          | Procter & Gamble Co/The                                    | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |    960892 | NS      | $136811802.96 | 12.21%            |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings Inc | BJ's Wholesale Club Holdings Inc                           | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |     75886 | NS      | $5499458.42   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc          | Darling Ingredients Inc                                    | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |     84160 | NS      | $5578966.40   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Chefs' Warehouse Inc/The         | Chefs' Warehouse Inc/The                                   | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |     42269 | NS      | $1615943.87   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Mission Produce Inc              | Mission Produce Inc                                        | CUSIP: 60510V108<br>LEI: 54930016JOKVFT59L825 | Long             | EC               | CORP              | US        |     74611 | NS      | $929653.06    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods Inc                  | Tyson Foods Inc                                            | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |    141004 | NS      | $9271013.00   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Inc                    | Ingredion Inc                                              | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |     39307 | NS      | $4040759.60   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Co                       | Kellogg Co                                                 | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |    126896 | NS      | $8702527.68   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Vita Coco Co Inc/The             | Vita Coco Co Inc/The                                       | CUSIP: 92846Q107<br>LEI: 54930020WXOAWHR85Y25 | Long             | EC               | CORP              | US        |     24841 | NS      | $337092.37    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc         | Constellation Brands Inc                                   | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |     76811 | NS      | $17783282.72  | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Simply Good Foods Co/The         | Simply Good Foods Co/The                                   | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65743 | NS      | $2386470.90   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp             | Pilgrim's Pride Corp                                       | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |     52770 | NS      | $1281255.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                      | Walmart Inc                                                | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |    568163 | NS      | $81741610.81  | 7.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                 | Coca-Cola Co/The                                           | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |   1593554 | NS      | $97716731.28  | 8.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets Inc               | Ingles Markets Inc                                         | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |     16517 | NS      | $1569115.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp      | Grocery Outlet Holding Corp                                | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67005 | NS      | $2036281.95   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange      | XAP CONS STAPLES MAR23                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        56 | NC      | $-60380.08    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD            | McCormick & Co Inc/MD                                      | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |    121251 | NS      | $9108375.12   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc                | Post Holdings Inc                                          | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |     34571 | NS      | $3282516.45   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp            | Monster Beverage Corp                                      | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |    186754 | NS      | $19437356.32  | 1.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc         | Lamb Weston Holdings Inc                                   | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |     77702 | NS      | $7761652.78   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| BRC Inc                          | BRC Inc                                                    | CUSIP: 05601U105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46142 | NS      | $304537.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                   | Hershey Co/The                                             | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |     69043 | NS      | $15507057.80  | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Turning Point Brands Inc         | Turning Point Brands Inc                                   | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |     26929 | NS      | $625022.09    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                | Hormel Foods Corp                                          | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |    151247 | NS      | $6853001.57   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Co                 | Campbell Soup Co                                           | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |    111800 | NS      | $5805774.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 Co                         | WD-40 Co                                                   | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |     10650 | NS      | $1858851.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises Inc          | Nu Skin Enterprises Inc                                    | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |     43231 | NS      | $1853745.28   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc               | Conagra Brands Inc                                         | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |    239284 | NS      | $8898971.96   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Farms Inc                  | Vital Farms Inc                                            | CUSIP: 92847W103<br>LEI: 549300S6NYY7ER3XOT61 | Long             | EC               | CORP              | US        |     36193 | NS      | $636272.94    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co          | Central Garden & Pet Co                                    | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     18183 | NS      | $762595.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Weis Markets Inc                 | Weis Markets Inc                                           | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19145 | NS      | $1652979.30   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc              | Cal-Maine Foods Inc                                        | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |     35745 | NS      | $2045328.90   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Westrock Coffee Co               | Westrock Coffee Co                                         | CUSIP: 96145W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59050 | NS      | $772964.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Veru Inc                         | Veru Inc                                                   | CUSIP: 92536C103<br>LEI: 529900ER63TFLEIJV631 | Long             | EC               | CORP              | US        |    114451 | NS      | $659237.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                       | Sysco Corp                                                 | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |    237092 | NS      | $18365146.32  | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectrum Brands Holdings Inc     | Spectrum Brands Holdings Inc                               | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |     34701 | NS      | $2355503.88   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Beauty Health Co/The             | Beauty Health Co/The                                       | CUSIP: 88331L108<br>LEI: 5493001Z2JZQT4C63C50 | Long             | EC               | CORP              | US        |    117538 | NS      | $1339933.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Honest Co Inc/The                | Honest Co Inc/The                                          | CUSIP: 438333106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     98553 | NS      | $325224.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife Nutrition Ltd          | Herbalife Nutrition Ltd                                    | CUSIP: 000000000<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               | CORP              | KY        |     92419 | NS      | $1623801.83   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods Inc                | Flowers Foods Inc                                          | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |    121751 | NS      | $3371285.19   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                 | Altria Group Inc                                           | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |    825160 | NS      | $37165206.40  | 3.32%             |  |  |  | No            |                  1 | On Loan: No      |
| J & J Snack Foods Corp           | J & J Snack Foods Corp                                     | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13186 | NS      | $1889553.80   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc         | United Natural Foods Inc                                   | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     48047 | NS      | $1999716.14   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons Inc/The                | Andersons Inc/The                                          | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |     38063 | NS      | $1399957.14   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Seneca Foods Corp                | Seneca Foods Corp                                          | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10365 | NS      | $647812.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Beyond Meat Inc                  | Beyond Meat Inc                                            | CUSIP: 08862E109<br>LEI: 549300XQ946NCE51DR09 | Long             | EC               | CORP              | US        |     84892 | NS      | $1394775.56   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| John B Sanfilippo & Son Inc      | John B Sanfilippo & Son Inc                                | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |     15917 | NS      | $1345145.67   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc      | Fresh Del Monte Produce Inc                                | CUSIP: 000000000<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | KY        |     48858 | NS      | $1397338.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors     | State Street Institutional Treasury Plus Money Market Fund | CUSIP: 857492862<br>LEI: 549300PNASLVKQG64331 | Long             | STIV             | RF                | US        |   2770000 | NS      | $2770000.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                    | Kroger Co/The                                              | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |    328893 | NS      | $14678494.59  | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc           | Church & Dwight Co Inc                                     | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |    118491 | NS      | $9581182.26   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart Inc                   | PriceSmart Inc                                             | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |     24725 | NS      | $1837314.75   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Beer Co Inc/The           | Boston Beer Co Inc/The                                     | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |      6793 | NS      | $2639827.73   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| elf Beauty Inc                   | elf Beauty Inc                                             | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |     52107 | NS      | $2998757.85   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp              | Kimberly-Clark Corp                                        | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |    156645 | NS      | $20365416.45  | 1.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Medifast Inc                     | Medifast Inc                                               | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |     11964 | NS      | $1333387.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The               | Kraft Heinz Co/The                                         | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |    350315 | NS      | $14198266.95  | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshpet Inc                     | Freshpet Inc                                               | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |     40978 | NS      | $2595136.74   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co        | Performance Food Group Co                                  | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |     89314 | NS      | $5476734.48   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings Inc             | Celsius Holdings Inc                                       | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29317 | NS      | $2941081.44   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Duckhorn Portfolio Inc/The       | Duckhorn Portfolio Inc/The                                 | CUSIP: 26414D106<br>LEI: 2549003BCT5CJSKJ9X51 | Long             | EC               | CORP              | US        |     70107 | NS      | $1134331.26   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Utz Brands Inc                   | Utz Brands Inc                                             | CUSIP: 918090101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     83304 | NS      | $1387844.64   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc             | Keurig Dr Pepper Inc                                       | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |    369837 | NS      | $13047849.36  | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co        | Edgewell Personal Care Co                                  | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |     46041 | NS      | $1973317.26   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co             | Colgate-Palmolive Co                                       | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |    366676 | NS      | $27328362.28  | 2.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Ltd                        | Bunge Ltd                                                  | CUSIP: 000000000<br>LEI: 5493007M0RIN8HY3MM77 | Long             | EC               | CORP              | BM        |     76638 | NS      | $7594825.80   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods Inc              | TreeHouse Foods Inc                                        | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |     46311 | NS      | $2242841.73   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange      | E-MINI RUSS 2000 MAR23                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         1 | NC      | $2612.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SpartanNash Co                   | SpartanNash Co                                             | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |     44418 | NS      | $1407162.24   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Reynolds Consumer Products Inc   | Reynolds Consumer Products Inc                             | CUSIP: 76171L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59590 | NS      | $1773994.30   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands Inc              | BellRing Brands Inc                                        | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |    101602 | NS      | $2881432.72   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** FIDELITY COVINGTON TRUST

**Signature:** Stacie M Smith

**Name of Signer:** Stacie M Smith

**Title:** President and Treasurer