# EDGAR Filing Document

**Accession Number:** 0000945908
**File Stem:** 0001752724-23-067636
**Filing Date:** 2023-3
**Character Count:** 35877
**Document Hash:** c8ac7f7ab37d4730f122fe48cafa4fa9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-067636.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-067636

**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:** 23763752

**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 U.S. Multifactor ETF (Series ID: S000068350)

| Class ID   | Class Name                    | Ticker Symbol   |
|:---|:---|:---|
| C000218700 | Fidelity U.S. Multifactor ETF | FLRG            |

## 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 U.S. Multifactor ETF

- **b. EDGAR series identifier (if any):** S000068350

- **c. LEI of Series:** 549300OJH3DC1NMJI291

**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:** $23563014.83

**Total Liabilities:** $5569.40

**Net Assets:** $23557445.43

**Cash Not Reported:** $1980.61

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000218700 | 5.19%                | -4.41%               | 3.84%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $172664.45               | $828929.21                                 |
| Month 2  | $-8146.99                | $-1014775.19                               |
| Month 3  | $0.00                    | $854076.30                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| EXLSERVICE HOLDINGS INC                    | EXLSERVICE HOLDINGS INC         | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |       525 | NS      | $89565.00     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE MANAGEMENT INC DEL                   | WASTE MANAGEMENT INC            | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      1355 | NS      | $209659.15    | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| HOULIHAN LOKEY                             | HOULIHAN LOKEY                  | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |      2525 | NS      | $250151.75    | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENT GROUP LTD                           | ESSENT GROUP LTD                | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |      5108 | NS      | $224905.24    | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                     | ARCH CAPITAL GROUP LTD          | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |      5157 | NS      | $331852.95    | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICOM GROUP INC                          | OMNICOM GROUP INC               | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      1339 | NS      | $115140.61    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA INC                                  | TEGNA INC                       | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |      4144 | NS      | $82589.92     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCTER and GAMBLE CO                      | PROCTER and GAMBLE CO           | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      2554 | NS      | $363638.52    | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTRA SPACE STORAGE INC                    | EXTRA SPACE STORAGE INC         | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1299 | NS      | $205021.17    | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEST DIAGNOSTICS INC                      | QUEST DIAGNOSTICS INC           | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      1218 | NS      | $180848.64    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED THERAPEUTICS CORP DEL               | UNITED THERAPEUTICS CORP DEL    | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |       743 | NS      | $195535.31    | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                  | APPLE INC                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      9614 | NS      | $1387204.06   | 5.89%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORPORATION                            | FOX CORP CL A                   | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      2818 | NS      | $95642.92     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS INC                         | CONOCOPHILLIPS                  | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      2945 | NS      | $358907.15    | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                             | MICROSOFT CORP                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      4728 | NS      | $1171645.68   | 4.97%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDITORS INTERNATIONAL OF WASHINGTON INC | EXPEDITORS INTL OF WASH INC     | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      1944 | NS      | $210243.60    | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESSIVE CORP OHIO                      | PROGRESSIVE CORP OHIO           | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      2188 | NS      | $298333.80    | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCENTURE PLC                              | ACCENTURE PLC CL A              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |       652 | NS      | $181940.60    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC                                   | VISA INC CL A                   | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      1376 | NS      | $316768.96    | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY GLOBAL PLC                         | LIBERTY GLOBAL PLC CL C         | CUSIP: N/A<br>LEI: 549300BSGXG3QLIQYT84       | Long             | EC               | CORP              | GB        |      4029 | NS      | $90048.15     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                    | BRISTOL-MYERS SQUIBB CO         | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      3459 | NS      | $251296.35    | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOZONE INC                               | AUTOZONE INC                    | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        99 | NS      | $241446.15    | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM BRANDS INC                             | YUM BRANDS INC                  | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      1742 | NS      | $227348.42    | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBERLY-CLARK CORP                        | KIMBERLY CLARK CORP             | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      1433 | NS      | $186304.33    | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| AFLAC INC                                  | AFLAC INC                       | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      3985 | NS      | $292897.50    | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENERON PHARMACEUTICALS INC              | REGENERON PHARMACEUTICALS INC   | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       322 | NS      | $244227.34    | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                         | META PLATFORMS INC CL A         | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      1857 | NS      | $276637.29    | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| H and R BLOCK INC                          | BLOCK H and R INC               | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |      4861 | NS      | $189481.78    | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB LTD                                  | CHUBB LTD                       | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |      1413 | NS      | $321443.37    | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON and CO                             | ORGANON and CO                  | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |      5041 | NS      | $151885.33    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY USA INC                             | MURPHY USA INC                  | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |       673 | NS      | $183076.19    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK and CO INC                           | MERCK and CO INC NEW            | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      3321 | NS      | $356708.61    | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                             | PUBLIC STORAGE                  | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |       809 | NS      | $246211.06    | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOMATIC DATA PROCESSING INC              | AUTOMATIC DATA PROCESSING INC   | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       601 | NS      | $135711.81    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                                 | INTEL CORP                      | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |      4834 | NS      | $136608.84    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORP                         | UNION PACIFIC CORP              | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      1213 | NS      | $247682.47    | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                             | HOME DEPOT INC                  | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      1226 | NS      | $397432.42    | 1.69%             |  |  |  | No            |                  1 | On Loan: No      |
| COLGATE-PALMOLIVE CO                       | COLGATE-PALMOLIVE CO            | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      2520 | NS      | $187815.60    | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| POPULAR INC                                | POPULAR INC                     | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |      2877 | NS      | $197477.28    | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED EDISON INC                    | CONSOLIDATED EDISON INC         | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      2402 | NS      | $228934.62    | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| NUCOR CORP                                 | NUCOR CORP                      | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      1591 | NS      | $268910.82    | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC                                 | PFIZER INC                      | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      6497 | NS      | $286907.52    | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALYS INC                                 | QUALYS INC                      | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |       699 | NS      | $80636.64     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| TOLL BROS INC                              | TOLL BROTHERS INC               | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |      3953 | NS      | $235163.97    | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE CORP INTERNATIONAL INC             | SERVICE CORP INTERNATIONAL INC  | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |      3013 | NS      | $223413.95    | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| MUELLER INDUSTRIES INC                     | MUELLER INDUSTRIES INC          | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |      2887 | NS      | $189242.85    | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN UNION CO/THE                       | WESTERN UNION CO                | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |      5543 | NS      | $78544.31     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| OREILLY AUTOMOTIVE INC                     | O'REILLY AUTOMOTIVE INC         | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       306 | NS      | $242459.10    | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VALERO ENERGY CORP                         | VALERO ENERGY CORP              | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      2120 | NS      | $296863.60    | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| VMWARE INC                                 | VMWARE INC CL A                 | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               | CORP              | US        |       855 | NS      | $104711.85    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR MEDIA GROUP INC                    | NEXSTAR MEDIA GROUP INC         | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |       463 | NS      | $94808.51     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINOS PIZZA INC                          | DOMINOS PIZZA INC               | CUSIP: 25754A201<br>LEI: 5299004V0Y8MI5D9FF45 | Long             | EC               | CORP              | US        |       504 | NS      | $177912.00    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKLEY WR CORP                            | BERKLEY (WR) CORP               | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |      3640 | NS      | $255309.60    | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PULTE GROUP INC                            | PULTEGROUP INC                  | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4570 | NS      | $259987.30    | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LILLY (ELI) and CO                         | LILLY (ELI) and CO              | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       985 | NS      | $338987.75    | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTINET INC                               | FORTINET INC                    | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      2032 | NS      | $106354.88    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| HERSHEY CO                                 | HERSHEY CO (THE)                | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |       815 | NS      | $183049.00    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| WP CAREY INC                               | WP CAREY INC                    | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |      2942 | NS      | $251629.26    | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAGATE TECHNOLOGY HOLDINGS PLC            | SEAGATE TECHNOLOGY HOLDINGS PLC | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |      1187 | NS      | $80454.86     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                               | BROADCOM INC                    | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       397 | NS      | $232248.97    | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISIGN INC                               | VERISIGN INC                    | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |       493 | NS      | $107498.65    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CF INDUSTRIES HOLDINGS INC                 | CF INDUSTRIES HOLDINGS INC      | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      2066 | NS      | $174990.20    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL FUEL GAS CO NJ                    | NATIONAL FUEL GAS CO NJ         | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |      3114 | NS      | $180798.84    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| QUIDELORTHO CORP                           | QUIDELORTHO CORP                | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |      1661 | NS      | $142198.21    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRUMENTS INC.                     | TEXAS INSTRUMENTS INC           | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      1011 | NS      | $179159.31    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| EVEREST REINSURANCE GROUP LTD              | EVEREST REINSURANCE GROUP LTD   | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |       877 | NS      | $306678.13    | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP-ON TOOLS CORP                         | SNAP-ON INCORPORATED            | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |       888 | NS      | $220872.24    | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOETIS INC                                 | ZOETIS INC CL A                 | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      1189 | NS      | $196767.61    | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                 | VERIZON COMMUNICATIONS INC      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      4407 | NS      | $183198.99    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC            | PHILIP MORRIS INTL INC          | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      2591 | NS      | $270085.84    | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORP                       | LOCKHEED MARTIN CORP            | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       587 | NS      | $271933.62    | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| COTERRA ENERGY INC                         | COTERRA ENERGY INC              | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |      7628 | NS      | $190928.84    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE INC                      | MOLINA HEALTHCARE INC           | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       525 | NS      | $163710.75    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTEX PHARMACEUTICALS INC                 | VERTEX PHARMACEUTICALS INC      | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       728 | NS      | $235216.80    | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONCENTRIX CORP                            | CONCENTRIX CORP                 | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       658 | NS      | $93310.98     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALDS CORP                             | MCDONALDS CORP                  | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      1162 | NS      | $310718.80    | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHROP GRUMMAN CORP                      | NORTHROP GRUMMAN CORP           | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       486 | NS      | $217747.44    | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| HP INC                                     | HP INC                          | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      3215 | NS      | $93685.10     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVELERS COS INC                          | TRAVELERS COMPANIES INC         | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      1506 | NS      | $287826.72    | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ATKORE INC                                 | ATKORE INC                      | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |      2149 | NS      | $279907.25    | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM CORPORATION                            | INTL BUS MACH CORP              | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      1185 | NS      | $159655.05    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG RESOURCES INC                          | EOG RESOURCES INC               | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      2310 | NS      | $305497.50    | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY INC                      | MICRON TECHNOLOGY INC           | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      1990 | NS      | $119997.00    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| LOUISIANA PACIFIC CORP                     | LOUISIANA PACIFIC CORP          | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |      3163 | NS      | $215368.67    | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INC                             | MASTERCARD INC CL A             | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       750 | NS      | $277950.00    | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCHEX INC                                | PAYCHEX INC                     | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |       859 | NS      | $99523.74     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNAR CORP                                | LENNAR CORP CL A                | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      2373 | NS      | $242995.20    | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC                        | GILEAD SCIENCES INC             | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      3305 | NS      | $277421.70    | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORP                                | EXELON CORP                     | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      5312 | NS      | $224113.28    | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRIA GROUP INC                           | ALTRIA GROUP INC                | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      4771 | NS      | $214885.84    | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC                            | GEN DIGITAL INC                 | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      3578 | NS      | $82329.78     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| HENRY (JACK) and ASSOCIATES                | HENRY (JACK) and ASSOCIATES INC | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |       456 | NS      | $82121.04     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| AMDOCS LIMITED                             | AMDOCS LTD                      | CUSIP: N/A<br>LEI: 549300HQV672RJ7RQV66       | Long             | EC               | CORP              | GG        |      1057 | NS      | $97170.01     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON and JOHNSON                        | JOHNSON and JOHNSON             | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      2480 | NS      | $405281.60    | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN FINL GROUP INC OHIO               | AMERICAN FINL GROUP INC OHIO    | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |      1747 | NS      | $249104.73    | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC                          | CISCO SYSTEMS INC               | CUSIP: 17275R102<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | EC               | CORP              | US        |      4359 | NS      | $212152.53    | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNIZANT TECHNOLOGY SOLUTIONS CORP        | COGNIZANT TECH SOLUTIONS CL A   | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      1564 | NS      | $104397.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC SERVICES INC                      | REPUBLIC SERVICES INC           | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      1473 | NS      | $183859.86    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                               | ALPHABET INC CL A               | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      7563 | NS      | $747526.92    | 3.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                    | AKAMAI TECHNOLOGIES INC         | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |       990 | NS      | $88060.50     | 0.37%             |  |  |  | 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