# EDGAR Filing Document

**Accession Number:** 0001722388
**File Stem:** 0001752724-23-045871
**Filing Date:** 2023-2
**Character Count:** 76666
**Document Hash:** a1066fdedb7d36ed6bb2079620ffee7e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-045871.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-045871

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Impact Shares Trust I
- **CENTRAL INDEX KEY:** 0001722388
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23312
- **FILM NUMBER:** 23681452

**BUSINESS ADDRESS:**
- **STREET 1:** CORPORATION TRUST CENTER 1209 ORANGE ST
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19801
- **BUSINESS PHONE:** 4694428424

**MAIL ADDRESS:**
- **STREET 1:** CORPORATION TRUST CENTER 1209 ORANGE ST
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19801

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Impact Shares Funds I Trust
- **DATE OF NAME CHANGE:** 20171113

## Series and Classes Contracts Data

### Impact Shares YWCA Women's Empowerment ETF (Series ID: S000061285)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000198447 | Impact Shares YWCA Women's Empowerment ETF |  |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Impact Shares Trust I

- **b. Investment Company Act file number:** 811-23312

- **c. CIK number of Registrant:** 0001722388

- **d. LEI of Registrant:** 00000000000000000000

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** Corporation Trust Center 1209 Orange St

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19801

  - **Telephone number:** 4694428424

**Item A.2. Information about the Series.**

- **a. Name of Series:** Impact Shares YWCA Womens Empowerment ETF

- **b. EDGAR series identifier (if any):** S000061285

- **c. LEI of Series:** 549300R0JUMY7RFI0F26

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2023-06-30

- **b. Date as of which information is reported:** 2022-12-31

**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:** $31760922.60

**Total Liabilities:** $20878.28

**Net Assets:** $31740044.32

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000198447 | -5.13%               | 6.33%                | 8.94%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $-1822789.95                               |
| Month 2  | $0.00                    | $2012340.07                                |
| Month 3  | $-225194.20              | $2779415.44                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CAMPBELL SOUP COMPANY                                                                   | CAMPBELL SOUP CO COMMON STOCK               | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               |  | US        |       424 | NS      | $24062.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND COMPANY                                                          | ARCHER-DANIELS-MIDLAND CO COMMON STOCK      | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               |  | US        |      1184 | NS      | $109934.40    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORPORATION                                                                        | P G & E CORP COMMON STOCK                   | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               |  | US        |      3384 | NS      | $55023.84     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INCORPORATED.                                                                | MASTERCARD INC - A COMMON STOCK             | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               |  | US        |      1795 | NS      | $624175.35    | 1.97%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL ELECTRIC COMPANY                                                                | GENERAL ELECTRIC CO COMMON STOCK            | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               |  | US        |      2308 | NS      | $193387.32    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE CORPORATION                                                                    | CELANESE CORP COMMON STOCK                  | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               |  | US        |       212 | NS      | $21674.88     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE, INC.                                                          | WALGREENS BOOTS ALLIANCE INC COMMON STOCK   | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               |  | US        |      1511 | NS      | $56450.96     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| THE GAP, INC.                                                                           | GAP INC/THE COMMON STOCK                    | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               |  | US        |       554 | NS      | $6249.12      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P GLOBAL INC.                                                                         | S&P GLOBAL INC COMMON STOCK                 | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               |  | US        |       717 | NS      | $240151.98    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Short-Term Investments Trust: Government & Agency Portfolio; Institutional Class Shares | STIT GOVT & AGENCY INST CLASS INSTITUTIONAL | CUSIP: 825252885<br>LEI: N/A                  | Long             | STIV             |  | US        |       825 | PA      | $825.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE TJX COMPANIES, INC.                                                                 | TJX COMPANIES INC COMMON STOCK              | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               |  | US        |      3078 | NS      | $245008.80    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIR LINES, INC.                                                                   | DELTA AIR LINES INC COMMON STOCK            | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               |  | US        |      1349 | NS      | $44328.14     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                        | PARAMOUNT GLOBAL-CLASS A COMMON STOCK       | CUSIP: 92556H107<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               |  | US        |         4 | NS      | $78.44        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CLOROX COMPANY                                                                      | CLOROX COMPANY COMMON STOCK                 | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               |  | US        |       258 | NS      | $36205.14     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CARDINAL HEALTH, INC.                                                                   | CARDINAL HEALTH INC COMMON STOCK            | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               |  | US        |       574 | NS      | $44123.38     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISK ANALYTICS, INC.                                                                  | VERISK ANALYTICS INC COMMON STOCK           | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               |  | US        |       331 | NS      | $58395.02     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN WATER WORKS COMPANY, INC.                                                      | AMERICAN WATER WORKS CO INC COMMON STOCK    | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               |  | US        |       383 | NS      | $58376.86     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR COMPANY                                                                      | FORD MOTOR CO COMMON STOCK                  | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               |  | US        |     10382 | NS      | $120742.66    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| BAKER HUGHES COMPANY                                                                    | BAKER HUGHES CO COMMON STOCK                | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               |  | US        |      2041 | NS      | $60270.73     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| THE COCA-COLA COMPANY                                                                   | COCA-COLA CO/THE COMMON STOCK               | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               |  | US        |      8196 | NS      | $521347.56    | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| AFLAC INCORPORATED                                                                      | AFLAC INC COMMON STOCK                      | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               |  | US        |      1216 | NS      | $87479.04     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYPAL HOLDINGS, INC.                                                                   | PAYPAL HOLDINGS INC COMMON STOCK            | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               |  | US        |      2437 | NS      | $173563.14    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL CORPORATION                                                                         | PPL CORP COMMON STOCK                       | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               |  | US        |      1546 | NS      | $45174.12     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERSON ELECTRIC CO.                                                                    | EMERSON ELECTRIC CO COMMON STOCK            | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               |  | US        |      1257 | NS      | $120747.42    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTEX PHARMACEUTICALS INCORPORATED                                                     | VERTEX PHARMACEUTICALS INC COMMON STOCK     | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               |  | US        |       539 | NS      | $155652.42    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| TYSON FOODS, INC.                                                                       | TYSON FOODS INC-CL A COMMON STOCK           | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               |  | US        |       610 | NS      | $37972.50     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ALLSTATE CORPORATION                                                                | ALLSTATE CORP COMMON STOCK                  | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               |  | US        |       573 | NS      | $77698.80     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILENT TECHNOLOGIES, INC.                                                              | AGILENT TECHNOLOGIES INC COMMON STOCK       | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               |  | US        |       635 | NS      | $95027.75     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIPRISE FINANCIAL, INC.                                                              | AMERIPRISE FINANCIAL INC COMMON STOCK       | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               |  | US        |       232 | NS      | $72237.84     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENERON PHARMACEUTICALS, INC.                                                         | REGENERON PHARMACEUTICALS COMMON STOCK      | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               |  | US        |       227 | NS      | $163778.23    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                                                            | LINCOLN NATIONAL CORP COMMON STOCK          | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               |  | US        |       330 | NS      | $10137.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORPORATION                                                                      | EXELON CORP COMMON STOCK                    | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               |  | US        |      2053 | NS      | $88751.19     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE GROUP, INC.                                                                        | CBRE GROUP INC - A COMMON STOCK             | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               |  | US        |       676 | NS      | $52024.96     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd.                                                                    | TE CONNECTIVITY LTD COMMON STOCK            | CUSIP: H84989104<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               |  | US        |      1140 | NS      | $130872.00    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORPORATION                                                                       | INTEL CORP COMMON STOCK                     | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               |  | US        |     14616 | NS      | $386300.88    | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS, INC.                                                                    | META PLATFORMS INC COMMON STOCK             | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               |  | US        |      4812 | NS      | $579076.08    | 1.82%             |  |  |  | No            |                  1 | On Loan: No      |
| AVERY DENNISON CORPORATION                                                              | AVERY DENNISON CORP COMMON STOCK            | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               |  | US        |       170 | NS      | $30770.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| JONES LANG LASALLE INCORPORATED                                                         | JONES LANG LASALLE INC COMMON STOCK         | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               |  | US        |       103 | NS      | $16415.11     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LULULEMON ATHLETICA INC.                                                                | LULULEMON ATHLETICA INC COMMON STOCK        | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               |  | US        |       306 | NS      | $98036.28     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOGEN INC.                                                                             | BIOGEN INC COMMON STOCK                     | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               |  | US        |       311 | NS      | $86122.12     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| DOW INC.                                                                                | DOW INC COMMON STOCK                        | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               |  | US        |      1516 | NS      | $76391.24     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBOTT LABORATORIES                                                                     | ABBOTT LABORATORIES COMMON STOCK            | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               |  | US        |      3686 | NS      | $404685.94    | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIONS FINANCIAL CORPORATION                                                           | REGIONS FINANCIAL CORP COMMON STOCK         | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               |  | US        |      1967 | NS      | $42408.52     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN-FORMAN CORPORATION                                                                | BROWN-FORMAN CORP-CLASS B COMMON STOCK      | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               |  | US        |       361 | NS      | $23710.48     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINIX, INC.                                                                           | EQUINIX INC REIT                            | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |       190 | NS      | $124455.70    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                           | GOLDMAN SACHS GROUP INC COMMON STOCK        | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               |  | US        |       722 | NS      | $247920.36    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of New York Mellon Corporation                                                 | BANK OF NEW YORK MELLON CORP COMMON STOCK   | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               |  | US        |      1543 | NS      | $70237.36     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| HP INC.                                                                                 | HP INC COMMON STOCK                         | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               |  | US        |      3275 | NS      | $87999.25     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC.                                                 | INTL FLAVORS & FRAGRANCES COMMON STOCK      | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               |  | US        |       536 | NS      | $56194.24     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                                   | ELEVANCE HEALTH INC COMMON STOCK            | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               |  | US        |       500 | NS      | $256485.00    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALD'S CORPORATION                                                                  | MCDONALD'S CORP COMMON STOCK                | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               |  | US        |      1935 | NS      | $509930.55    | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON WORLDWIDE HOLDINGS INC.                                                          | HILTON WORLDWIDE HOLDINGS IN COMMON STOCK   | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               |  | US        |       720 | NS      | $90979.20     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLTOWER INC.                                                                          | WELLTOWER INC REIT                          | CUSIP: 95040Q104<br>LEI: N/A                  | Long             | EC               |  | US        |       974 | NS      | $63845.70     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| APTIV PLC                                                                               | APTIV PLC COMMON STOCK                      | CUSIP: G6095L109<br>LEI: N/A                  | Long             | EC               |  | US        |       712 | NS      | $66308.56     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN TRUST CORPORATION                                                              | NORTHERN TRUST CORP COMMON STOCK            | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               |  | US        |       438 | NS      | $38758.62     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM, INC.                                                                        | AMAZON.COM INC COMMON STOCK                 | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               |  | US        |     13795 | NS      | $1158780.00   | 3.65%             |  |  |  | No            |                  1 | On Loan: No      |
| DUPONT DE NEMOURS, INC.                                                                 | DUPONT DE NEMOURS INC COMMON STOCK          | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               |  | US        |      1054 | NS      | $72336.02     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL PAPER COMPANY                                                             | INTERNATIONAL PAPER CO COMMON STOCK         | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               |  | US        |       956 | NS      | $33106.28     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORPORATION                                                                      | TARGET CORP COMMON STOCK                    | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               |  | US        |       975 | NS      | $145314.00    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKWELL AUTOMATION, INC.                                                               | ROCKWELL AUTOMATION INC COMMON STOCK        | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               |  | US        |       246 | NS      | $63362.22     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MID-AMERICA APARTMENT COMMUNITIES, INC.                                                 | MID-AMERICA APARTMENT COMM REIT             | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               |  | US        |       243 | NS      | $38148.57     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNER BROS. DISCOVERY, INC.                                                            | WARNER BROS DISCOVERY INC COMMON STOCK      | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               |  | US        |      4562 | NS      | $43247.76     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| THE INTERPUBLIC GROUP OF COMPANIES, INC.                                                | INTERPUBLIC GROUP OF COS INC COMMON STOCK   | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               |  | US        |       829 | NS      | $27613.99     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Pepsico, Inc.                                                                           | PEPSICO INC COMMON STOCK                    | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               |  | US        |      2906 | NS      | $524997.96    | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| THE MOSAIC COMPANY                                                                      | MOSAIC CO/THE COMMON STOCK                  | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               |  | US        |       729 | NS      | $31981.23     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTOROLA SOLUTIONS, INC.                                                                | MOTOROLA SOLUTIONS INC COMMON STOCK         | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               |  | US        |       595 | NS      | $153337.45    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORPORATION                                                                     | CHEVRON CORP COMMON STOCK                   | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               |  | US        |      3820 | NS      | $685651.80    | 2.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ETSY, INC.                                                                              | ETSY INC COMMON STOCK                       | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               |  | US        |       335 | NS      | $40126.30     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                   | WELLS FARGO & CO COMMON STOCK               | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               |  | US        |      5510 | NS      | $227507.90    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT INTERNATIONAL, INC.                                                            | MARRIOTT INTERNATIONAL -CL A COMMON STOCK   | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               |  | US        |       724 | NS      | $107796.36    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCH & DWIGHT CO., INC.                                                               | CHURCH & DWIGHT CO INC COMMON STOCK         | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               |  | US        |       508 | NS      | $40949.88     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                                                            | BRISTOL-MYERS SQUIBB CO COMMON STOCK        | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               |  | US        |      4492 | NS      | $323199.40    | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHPEAK PROPERTIES, INC.                                                             | HEALTHPEAK PROPERTIES INC REIT              | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               |  | US        |      1137 | NS      | $28504.59     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOLAB INC.                                                                             | ECOLAB INC COMMON STOCK                     | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               |  | US        |       526 | NS      | $76564.56     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BECTON, DICKINSON AND COMPANY                                                           | BECTON DICKINSON AND CO COMMON STOCK        | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               |  | US        |       602 | NS      | $153088.60    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBERT HALF INTERNATIONAL INC.                                                          | ROBERT HALF INTL INC COMMON STOCK           | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               |  | US        |       231 | NS      | $17054.73     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOZ ALLEN HAMILTON HOLDING CORPORATION                                                 | BOOZ ALLEN HAMILTON HOLDINGS COMMON STOCK   | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               |  | US        |       178 | NS      | $18604.56     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CUMMINS INC.                                                                            | CUMMINS INC COMMON STOCK                    | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               |  | US        |       296 | NS      | $71717.84     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS COMPANY                                                                  | GENERAL MOTORS CO COMMON STOCK              | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               |  | US        |      3834 | NS      | $128975.76    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                     | FIFTH THIRD BANCORP COMMON STOCK            | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               |  | US        |      1441 | NS      | $47279.21     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| STARBUCKS CORPORATION                                                                   | STARBUCKS CORP COMMON STOCK                 | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               |  | US        |      3018 | NS      | $299385.60    | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORPORATION                                                                | STATE STREET CORP COMMON STOCK              | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               |  | US        |       770 | NS      | $59728.90     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TREX COMPANY, INC.                                                                      | TREX COMPANY INC COMMON STOCK               | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               |  | US        |       233 | NS      | $9862.89      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORPORATION                                                                   | MICROSOFT CORP COMMON STOCK                 | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               |  | US        |      6560 | NS      | $1573219.20   | 4.96%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON & JOHNSON                                                                       | JOHNSON & JOHNSON COMMON STOCK              | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               |  | US        |      5533 | NS      | $977404.45    | 3.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE, INC.                                                                        | SALESFORCE INC COMMON STOCK                 | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               |  | US        |      3557 | NS      | $471622.63    | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| THE WALT DISNEY COMPANY                                                                 | WALT DISNEY CO/THE COMMON STOCK             | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               |  | US        |      3837 | NS      | $333358.56    | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                         | UNITEDHEALTH GROUP INC COMMON STOCK         | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               |  | US        |       562 | NS      | $297961.16    | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY LIFESTYLE PROPERTIES, INC.                                                       | EQUITY LIFESTYLE PROPERTIES REIT            | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               |  | US        |       365 | NS      | $23579.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC.                                                                             | ABBVIE INC COMMON STOCK                     | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               |  | US        |      3720 | NS      | $601189.20    | 1.89%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC.                                                                             | PFIZER INC COMMON STOCK                     | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               |  | US        |     11833 | NS      | $606322.92    | 1.91%             |  |  |  | No            |                  1 | On Loan: No      |
| ADOBE INC.                                                                              | ADOBE INC COMMON STOCK                      | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               |  | US        |      1672 | NS      | $562678.16    | 1.77%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY, INC.                                                                | CENTERPOINT ENERGY INC COMMON STOCK         | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               |  | US        |      1317 | NS      | $39496.83     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR INC.                                                                        | CATERPILLAR INC COMMON STOCK                | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               |  | US        |      1116 | NS      | $267348.96    | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| W.W. GRAINGER, INC.                                                                     | WW GRAINGER INC COMMON STOCK                | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               |  | US        |        91 | NS      | $50618.75     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ESTEE LAUDER COMPANIES INC.                                                         | ESTEE LAUDER COMPANIES-CL A COMMON STOCK    | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               |  | US        |       485 | NS      | $120333.35    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORPORATION                                                                  | CMS ENERGY CORP COMMON STOCK                | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               |  | US        |       612 | NS      | $38757.96     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTAS, INC.                                                                            | VENTAS INC REIT                             | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               |  | US        |       839 | NS      | $37796.95     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC.                                                                              | AMGEN INC COMMON STOCK                      | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               |  | US        |      1125 | NS      | $295470.00    | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA ENERGY                                                                           | SEMPRA ENERGY COMMON STOCK                  | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               |  | US        |       665 | NS      | $102769.10    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC.                                                                           | NISOURCE INC COMMON STOCK                   | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               |  | US        |       852 | NS      | $23361.84     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                                             | INTL BUSINESS MACHINES CORP COMMON STOCK    | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               |  | US        |      3219 | NS      | $453524.91    | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST REPUBLIC BANK                                                                     | FIRST REPUBLIC BANK/CA COMMON STOCK         | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               |  | US        |       385 | NS      | $46927.65     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR PRODUCTS AND CHEMICALS, INC.                                                        | AIR PRODUCTS & CHEMICALS INC COMMON STOCK   | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               |  | US        |       464 | NS      | $143032.64    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| V.F. CORPORATION                                                                        | VF CORP COMMON STOCK                        | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               |  | US        |       868 | NS      | $23965.48     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| THE PROCTER & GAMBLE COMPANY                                                            | PROCTER & GAMBLE CO/THE COMMON STOCK        | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               |  | US        |      5030 | NS      | $762346.80    | 2.40%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARCEL SERVICE, INC.                                                             | UNITED PARCEL SERVICE-CL B COMMON STOCK     | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               |  | US        |      1543 | NS      | $268235.12    | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSUNION                                                                              | TRANSUNION COMMON STOCK                     | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               |  | US        |       400 | NS      | $22700.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDIA GROUP, INC.                                                                     | EXPEDIA GROUP INC COMMON STOCK              | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               |  | US        |       402 | NS      | $35215.20     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. BANCORP                                                                            | US BANCORP COMMON STOCK                     | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               |  | US        |      2848 | NS      | $124201.28    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICOM GROUP INC.                                                                      | OMNICOM GROUP COMMON STOCK                  | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               |  | US        |       431 | NS      | $35156.67     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMEN TECHNOLOGIES, INC.                                                                | LUMEN TECHNOLOGIES INC COMMON STOCK         | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               |  | US        |      1996 | NS      | $10419.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP.                                                                            | Vistra Corp. COMMON STOCK                   | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               |  | US        |       829 | NS      | $19232.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC.                                                                               | VISA INC-CLASS A SHARES COMMON STOCK        | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               |  | US        |      3436 | NS      | $713863.36    | 2.25%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM! Brands, Inc.                                                                       | YUM! BRANDS INC COMMON STOCK                | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               |  | US        |       749 | NS      | $95931.92     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINANCIAL, INC.                                                              | PRUDENTIAL FINANCIAL INC COMMON STOCK       | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               |  | US        |       785 | NS      | $78076.10     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| THE KRAFT HEINZ COMPANY                                                                 | KRAFT HEINZ CO/THE COMMON STOCK             | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               |  | US        |      1668 | NS      | $67904.28     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                       | CAPITAL ONE FINANCIAL CORP COMMON STOCK     | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               |  | US        |       809 | NS      | $75204.64     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MOUNTAIN INCORPORATED                                                              | IRON MOUNTAIN INC REIT                      | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               |  | US        |       617 | NS      | $30757.45     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M COMPANY                                                                              | 3M CO COMMON STOCK                          | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               |  | US        |      1164 | NS      | $139586.88    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYCORP                                                                                 | KEYCORP COMMON STOCK                        | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               |  | US        |      1960 | NS      | $34143.20     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| COLGATE-PALMOLIVE COMPANY                                                               | COLGATE-PALMOLIVE CO COMMON STOCK           | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               |  | US        |      1757 | NS      | $138434.03    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG INDUSTRIES, INC.                                                                    | PPG INDUSTRIES INC COMMON STOCK             | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               |  | US        |       494 | NS      | $62115.56     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| EATON CORPORATION PUBLIC LIMITED COMPANY                                                | EATON CORP PLC COMMON STOCK                 | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               |  | US        |       840 | NS      | $131838.00    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| THE PROGRESSIVE CORPORATION                                                             | PROGRESSIVE CORP COMMON STOCK               | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               |  | US        |      1235 | NS      | $160191.85    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTODESK, INC.                                                                          | AUTODESK INC COMMON STOCK                   | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               |  | US        |       776 | NS      | $145011.12    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS                                                                          | CONOCOPHILLIPS COMMON STOCK                 | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               |  | US        |      2689 | NS      | $317302.00    | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PENTAIR PUBLIC LIMITED COMPANY                                                          | PENTAIR PLC COMMON STOCK                    | CUSIP: G7S00T104<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               |  | US        |       345 | NS      | $15518.10     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MILLS, INC.                                                                     | GENERAL MILLS INC COMMON STOCK              | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               |  | US        |      1253 | NS      | $105064.05    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORPORATION                                                                      | NVIDIA CORP COMMON STOCK                    | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               |  | US        |      8928 | NS      | $1304737.92   | 4.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro, Inc.                                                                            | HASBRO INC COMMON STOCK                     | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               |  | US        |       343 | NS      | $20926.43     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HERSHEY COMPANY                                                                     | HERSHEY CO/THE COMMON STOCK                 | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               |  | US        |       311 | NS      | $72018.27     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORPORATION                                                                     | COMCAST CORP-CLASS A COMMON STOCK           | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               |  | US        |      9265 | NS      | $323997.05    | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCENTURE PUBLIC LIMITED COMPANY                                                        | ACCENTURE PLC-CL A COMMON STOCK             | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               |  | US        |      2259 | NS      | $602791.56    | 1.90%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                             | VERIZON COMMUNICATIONS INC COMMON STOCK     | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               |  | US        |      8833 | NS      | $348020.20    | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                        | PARAMOUNT GLOBAL-CLASS B COMMON STOCK       | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               |  | US        |      1922 | NS      | $32443.36     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSEX PROPERTY TRUST, INC.                                                              | ESSEX PROPERTY TRUST INC REIT               | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               |  | US        |       139 | NS      | $29456.88     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                                 | EXXON MOBIL CORP COMMON STOCK               | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               |  | US        |      8784 | NS      | $968875.20    | 3.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH CORP.                                                                               | PVH CORP COMMON STOCK                       | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               |  | US        |       178 | NS      | $12565.02     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES, INC.                                                             | KEYSIGHT TECHNOLOGIES IN COMMON STOCK       | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               |  | US        |       642 | NS      | $109826.94    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| WORKDAY, INC.                                                                           | WORKDAY INC-CLASS A COMMON STOCK            | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               |  | US        |       711 | NS      | $118971.63    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOLIV, INC.                                                                           | AUTOLIV INC COMMON STOCK                    | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               |  | US        |       207 | NS      | $15852.06     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KELLOGG COMPANY                                                                         | KELLOGG CO COMMON STOCK                     | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               |  | US        |       535 | NS      | $38113.40     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUIT INC.                                                                             | INTUIT INC COMMON STOCK                     | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               |  | US        |      1008 | NS      | $392333.76    | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM INCORPORATED                                                                   | QUALCOMM INC COMMON STOCK                   | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               |  | US        |      3988 | NS      | $438440.72    | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOMATIC DATA PROCESSING, INC.                                                         | AUTOMATIC DATA PROCESSING COMMON STOCK      | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               |  | US        |       874 | NS      | $208763.64    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTERNATIONAL                                                                    | EDISON INTERNATIONAL COMMON STOCK           | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               |  | US        |       802 | NS      | $51023.24     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LYFT, INC.                                                                              | LYFT INC-A COMMON STOCK                     | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               |  | US        |      1092 | NS      | $12033.84     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| XYLEM INC.                                                                              | XYLEM INC COMMON STOCK                      | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               |  | US        |       380 | NS      | $42016.60     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISOURCEBERGEN CORPORATION                                                           | AMERISOURCEBERGEN CORP COMMON STOCK         | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               |  | US        |       325 | NS      | $53855.75     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corporation                                                                    | CARNIVAL CORP COMMON STOCK                  | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               |  | US        |      2569 | NS      | $20706.14     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE, INC.                                                                           | METLIFE INC COMMON STOCK                    | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               |  | US        |      1418 | NS      | $102620.66    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMONT CORPORATION                                                                     | NEWMONT CORP COMMON STOCK                   | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               |  | US        |      1677 | NS      | $79154.40     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HARTFORD FINANCIAL SERVICES GROUP, INC.                                             | HARTFORD FINANCIAL SVCS GRP COMMON STOCK    | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               |  | US        |       683 | NS      | $51791.89     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORPORATION                                                                     | ENTERGY CORP COMMON STOCK                   | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               |  | US        |       425 | NS      | $47812.50     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| THE KROGER CO.                                                                          | KROGER CO COMMON STOCK                      | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               |  | US        |      1369 | NS      | $61030.02     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities, Inc.                                                               | ESSENTIAL UTILITIES INC COMMON STOCK        | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               |  | US        |       500 | NS      | $23865.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                             | BANK OF AMERICA CORP COMMON STOCK           | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               |  | US        |     14709 | NS      | $487162.08    | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| MOODY'S CORPORATION                                                                     | MOODY'S CORP COMMON STOCK                   | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               |  | US        |       332 | NS      | $92501.84     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED EDISON, INC.                                                               | CONSOLIDATED EDISON INC COMMON STOCK        | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               |  | US        |       747 | NS      | $71196.57     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                                        | OCCIDENTAL PETROLEUM CORP COMMON STOCK      | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               |  | US        |      1590 | NS      | $100154.10    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK, INC.                                                                         | BLACKROCK INC COMMON STOCK                  | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               |  | US        |       315 | NS      | $223218.45    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                  | CVS HEALTH CORP COMMON STOCK                | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               |  | US        |      2758 | NS      | $257018.02    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| BEST BUY CO., INC.                                                                      | BEST BUY CO INC COMMON STOCK                | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               |  | US        |       528 | NS      | $42350.88     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORPORATION                                                               | UNION PACIFIC CORP COMMON STOCK             | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               |  | US        |      1313 | NS      | $271882.91    | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy, Inc.                                                                   | DOMINION ENERGY INC COMMON STOCK            | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               |  | US        |      1751 | NS      | $107371.32    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| T. ROWE PRICE GROUP, INC.                                                               | T ROWE PRICE GROUP INC COMMON STOCK         | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               |  | US        |       476 | NS      | $51912.56     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HOST HOTELS & RESORTS, INC.                                                             | HOST HOTELS & RESORTS INC REIT              | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               |  | US        |      1501 | NS      | $24091.05     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY AND COMPANY                                                                   | ELI LILLY & CO COMMON STOCK                 | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               |  | US        |      1658 | NS      | $606562.72    | 1.91%             |  |  |  | No            |                  1 | On Loan: No      |
| THE J. M. SMUCKER COMPANY                                                               | JM SMUCKER CO/THE COMMON STOCK              | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               |  | US        |       225 | NS      | $35653.50     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST AIRLINES CO.                                                                  | SOUTHWEST AIRLINES CO COMMON STOCK          | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               |  | US        |      1240 | NS      | $41750.80     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN-FORMAN CORPORATION                                                                | BROWN-FORMAN CORP-CLASS A COMMON STOCK      | CUSIP: 115637100<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               |  | US        |       110 | NS      | $7233.60      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS CORNING                                                                           | OWENS CORNING COMMON STOCK                  | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               |  | US        |       205 | NS      | $17486.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA CORPORATION                                                                       | CIGNA CORP COMMON STOCK                     | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               |  | US        |       644 | NS      | $213382.96    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBERLY-CLARK CORPORATION                                                              | KIMBERLY-CLARK CORP COMMON STOCK            | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               |  | US        |       711 | NS      | $96518.25     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                                                               | BAXTER INTERNATIONAL INC COMMON STOCK       | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               |  | US        |      1060 | NS      | $54028.20     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO., INC.                                                                       | MERCK & CO. INC. COMMON STOCK               | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               |  | US        |      5323 | NS      | $590586.85    | 1.86%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEST DIAGNOSTICS INCORPORATED                                                          | QUEST DIAGNOSTICS INC COMMON STOCK          | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               |  | US        |       245 | NS      | $38327.80     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLSON COORS BEVERAGE COMPANY                                                           | MOLSON COORS BEVERAGE CO - B COMMON STOCK   | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               |  | US        |       392 | NS      | $20195.84     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES, INC.                                                                   | GILEAD SCIENCES INC COMMON STOCK            | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               |  | US        |      2638 | NS      | $226472.30    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES INCORPORATED                                                      | HUNTINGTON BANCSHARES INC COMMON STOCK      | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               |  | US        |      3032 | NS      | $42751.20     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNRUN INC.                                                                             | SUNRUN INC COMMON STOCK                     | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               |  | US        |       764 | NS      | $18351.28     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDTRONIC PUBLIC LIMITED COMPANY                                                        | MEDTRONIC PLC COMMON STOCK                  | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               |  | US        |      2795 | NS      | $217227.40    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS 66                                                                             | PHILLIPS 66 COMMON STOCK                    | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               |  | US        |      1012 | NS      | $105328.96    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP, INC.                                                         | PRINCIPAL FINANCIAL GROUP COMMON STOCK      | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               |  | US        |       490 | NS      | $41120.80     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYA FINANCIAL, INC.                                                                    | VOYA FINANCIAL INC COMMON STOCK             | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               |  | US        |       208 | NS      | $12789.92     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                                                          | CITIGROUP INC COMMON STOCK                  | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               |  | US        |      4058 | NS      | $183543.34    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| STORE CAPITAL CORPORATION                                                               | STORE CAPITAL CORP REIT                     | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               |  | US        |       557 | NS      | $17857.42     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                                          | MORGAN STANLEY COMMON STOCK                 | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               |  | US        |      2822 | NS      | $239926.44    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| EBAY INC.                                                                               | EBAY INC COMMON STOCK                       | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               |  | US        |      1448 | NS      | $60048.56     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE MANAGEMENT, INC.                                                                  | WASTE MANAGEMENT INC COMMON STOCK           | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               |  | US        |       793 | NS      | $124405.84    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PLC                                                      | JOHNSON CONTROLS INTERNATION COMMON STOCK   | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               |  | US        |      1449 | NS      | $92736.00     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI CORPORATION                                                                         | UGI CORP COMMON STOCK                       | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               |  | US        |       440 | NS      | $16310.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                | AMERICAN EXPRESS CO COMMON STOCK            | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               |  | US        |      1260 | NS      | $186165.00    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| CONAGRA BRANDS, INC.                                                                    | CONAGRA BRANDS INC COMMON STOCK             | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               |  | US        |      1010 | NS      | $39087.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES INC.                                                                    | VICI PROPERTIES INC REIT                    | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |      2023 | NS      | $65545.20     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                            | NORFOLK SOUTHERN CORP COMMON STOCK          | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               |  | US        |       491 | NS      | $120992.22    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| DECKERS OUTDOOR CORPORATION                                                             | DECKERS OUTDOOR CORP COMMON STOCK           | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               |  | US        |        69 | NS      | $27542.04     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP, INC.                                                      | AMERICAN INTERNATIONAL GROUP COMMON STOCK   | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               |  | US        |      1605 | NS      | $101500.20    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC.                                                                               | AT&T INC COMMON STOCK                       | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               |  | US        |     15009 | NS      | $276315.69    | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC.                                                            | BIOMARIN PHARMACEUTICAL INC COMMON STOCK    | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               |  | US        |       390 | NS      | $40361.10     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-31

**Name of Applicant:** Impact Shares Trust I

**Signature:** Ethan Powell

**Name of Signer:** Ethan Powell

**Title:** President