# EDGAR Filing Document

**Accession Number:** 0001873280
**File Stem:** 0001145549-23-001965
**Filing Date:** 2023-1
**Character Count:** 30705
**Document Hash:** 239c8cf28718bfbf53608ad0dde87f30
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-001965.hdr.sgml**: 20230123

**ACCESSION NUMBER**: 0001145549-23-001965

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230123

**DATE AS OF CHANGE**: 20230123

**PERIOD START**: 20230831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Kelly Strategic ETF Trust
- **CENTRAL INDEX KEY:** 0001873280
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23723
- **FILM NUMBER:** 23543285

**BUSINESS ADDRESS:**
- **STREET 1:** 7887 EAST BELLEVIEW AVE.,SUITE 1100
- **CITY:** DENVER
- **STATE:** CO
- **ZIP:** 80111
- **BUSINESS PHONE:** 212-951-0499

**MAIL ADDRESS:**
- **STREET 1:** 7887 EAST BELLEVIEW AVE.,SUITE 1100
- **CITY:** DENVER
- **STATE:** CO
- **ZIP:** 80111

## Series and Classes Contracts Data

### Kelly CRISPR & Gene Editing Technology ETF (Series ID: S000073961)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000231237 | Kelly CRISPR & Gene Editing Technology ETF | XDNA            |

## Nport-Ex

---

| | | |
|:---|:---|:---|
| Kelly CRISPR & Gene Editing Technology ETF | Kelly CRISPR & Gene Editing Technology ETF | Kelly CRISPR & Gene Editing Technology ETF |
| **SCHEDULE OF INVESTMENTS** | **SCHEDULE OF INVESTMENTS** | **SCHEDULE OF INVESTMENTS** |
| November 30, 2022 (Unaudited) | November 30, 2022 (Unaudited) | November 30, 2022 (Unaudited) |
| *Number of Shares* |  | *Value* |
| **COMMON STOCKS 96.6%** | **COMMON STOCKS 96.6%** |  |
|  | *Health Care 96.6%* |  |
| 11102 | 2seventy bio, Inc. <sup>(a)</sup> | $173969 |
| 1088 | AbbVie, Inc. | 175364 |
| 1526 | Agilent Technologies, Inc. | 236499 |
| 14224 | Allogene Therapeutics, Inc. <sup>(a)</sup> | 140249 |
| 7938 | Beam Therapeutics, Inc. <sup>(a)</sup> | 366656 |
| 112 | Biogen, Inc. <sup>(a)</sup> | 34179 |
| 1722 | Bristol-Myers Squibb Co. | 138242 |
| 19754 | Caribou Biosciences, Inc. <sup>(a)</sup> | 183910 |
| 6664 | CRISPR Therapeutics AG <sup>(a)(b)</sup> | 365121 |
| 13258 | Editas Medicine, Inc. <sup>(a)</sup> | 140535 |
| 813 | Illumina, Inc. <sup>(a)</sup> | 177299 |
| 7224 | Intellia Therapeutics, Inc. <sup>(a)</sup> | 371747 |
| 1694 | Novartis AG <sup>(b)</sup> | 148731 |
| 58954 | Poseida Therapeutics, Inc. <sup>(a)</sup> | 268830 |
| 80850 | Precision BioSciences, Inc. <sup>(a)</sup> | 110764 |
| 1428 | QIAGEN NV <sup>(a)(b)</sup> | 70743 |
| 84 | Regeneron Pharmaceuticals, Inc. <sup>(a)</sup> | 63143 |
| 36134 | Sangamo Therapeutics, Inc. <sup>(a)</sup> | 132250 |
| 896 | Sanofi <sup>(b)</sup> | 79784 |
| 330 | Thermo Fisher Scientific, Inc. | 184873 |
| 210 | Vertex Pharmaceuticals, Inc. <sup>(a)</sup> | 66444 |
| 11298 | Verve Therapeutics, Inc. <sup>(a)</sup> | 262452 |
|  |  | 3891784 |
|  | **Total Common Stocks** |  |
|  | (Cost $4,440,443) | **3891784** |
| **MONEY MARKET FUNDS 0.1%** | **MONEY MARKET FUNDS 0.1%** |  |
| 4791 | First American Government Obligations Fund - Class X, 3.67% <sup>(c)</sup> | 4791 |
|  | **Total Money Market Funds** |  |
|  | (Cost $4,791) | **4791** |
|  | **Total Investments 96.7%** |  |
|  | (Cost $4,445,234) | **3896575** |
|  | Other Assets in Excess of Liabilities 3.3% | 134390 |
|  | **TOTAL NET ASSETS 100.0%** | $**4030965** |

---

<sup>(a)</sup> Non-Income Producing. <br> <sup>(b)</sup> U.S.-dollar denominated security of a foreign issuer. <br> <sup>(c)</sup> 7-day yield.

------

---

| | | |
|:---|:---|:---|
| **Investment Valuation** |  |  |
| The net asset value ("NAV") per share of the Kelly CRISPR & Gene Editing Technology ETF (the "Fund") is calculated each business day as of the close of regular trading on the New York Stock Exchange ("NYSE"), generally 4:00 p.m., Eastern Time. The Fund's NAV per share is computed by dividing the Fund's net assets by the number of shares outstanding. When calculating the NAV of the Fund's shares, securities held by the Fund are valued at market quotations when reliable market quotations are readily available. Exchange traded securities and instruments (including equity securities, depositary receipts and ETFs) are generally valued at the last reported sale price on the principal exchange on which such securities are traded (at the NASDAQ Official Closing Price for NASDAQ listed securities), as of the close of regular trading on the NYSE on the day the securities are being valued or, if there are no sales, at the mean of the most recent bid and asked prices. Over-the-counter ("OTC") securities and instruments not traded on an exchange are generally valued at the last traded price. In the absence of a recorded transaction sale price or if the last sale price is unavailable, OTC securities are valued at the mean between last bid and ask, as quoted. If an ask price for an OTC security is unavailable, last bid price is used. Such valuations would typically be categorized as Level 1 or Level 2 in the fair value hierarchy described below. |  |  |
| The net asset value ("NAV") per share of the Kelly CRISPR & Gene Editing Technology ETF (the "Fund") is calculated each business day as of the close of regular trading on the New York Stock Exchange ("NYSE"), generally 4:00 p.m., Eastern Time. The Fund's NAV per share is computed by dividing the Fund's net assets by the number of shares outstanding. When calculating the NAV of the Fund's shares, securities held by the Fund are valued at market quotations when reliable market quotations are readily available. Exchange traded securities and instruments (including equity securities, depositary receipts and ETFs) are generally valued at the last reported sale price on the principal exchange on which such securities are traded (at the NASDAQ Official Closing Price for NASDAQ listed securities), as of the close of regular trading on the NYSE on the day the securities are being valued or, if there are no sales, at the mean of the most recent bid and asked prices. Over-the-counter ("OTC") securities and instruments not traded on an exchange are generally valued at the last traded price. In the absence of a recorded transaction sale price or if the last sale price is unavailable, OTC securities are valued at the mean between last bid and ask, as quoted. If an ask price for an OTC security is unavailable, last bid price is used. Such valuations would typically be categorized as Level 1 or Level 2 in the fair value hierarchy described below. |  |  |
| The net asset value ("NAV") per share of the Kelly CRISPR & Gene Editing Technology ETF (the "Fund") is calculated each business day as of the close of regular trading on the New York Stock Exchange ("NYSE"), generally 4:00 p.m., Eastern Time. The Fund's NAV per share is computed by dividing the Fund's net assets by the number of shares outstanding. When calculating the NAV of the Fund's shares, securities held by the Fund are valued at market quotations when reliable market quotations are readily available. Exchange traded securities and instruments (including equity securities, depositary receipts and ETFs) are generally valued at the last reported sale price on the principal exchange on which such securities are traded (at the NASDAQ Official Closing Price for NASDAQ listed securities), as of the close of regular trading on the NYSE on the day the securities are being valued or, if there are no sales, at the mean of the most recent bid and asked prices. Over-the-counter ("OTC") securities and instruments not traded on an exchange are generally valued at the last traded price. In the absence of a recorded transaction sale price or if the last sale price is unavailable, OTC securities are valued at the mean between last bid and ask, as quoted. If an ask price for an OTC security is unavailable, last bid price is used. Such valuations would typically be categorized as Level 1 or Level 2 in the fair value hierarchy described below. | When reliable market quotations are not readily available, securities are priced at their fair value in accordance with the Kelly Strategic ETF Trust's valuation guidelines, which were approved by the Board of Trustees (the "Board"). The Fund may use fair value pricing in a variety of circumstances, including but not limited to, situations when the value of a security has been materially affected by events occurring after the close of the market on which such security is principally traded (such as a corporate action or other news that may materially affect the price of such security) or trading in such security has been suspended or halted. Such valuations would typically be categorized as Level 2 or Level 3 in the fair value hierarchy described below. Fair value pricing involves subjective judgments, and it is possible that a fair value determination for a security is materially different than the value that could be realized upon the sale of such security. In addition, fair value pricing could result in a difference between the prices used to calculate the Fund's NAV and the prices used by the Fund's Index. This may adversely affect the Fund's ability to track its Index. |  |
|  | When reliable market quotations are not readily available, securities are priced at their fair value in accordance with the Kelly Strategic ETF Trust's valuation guidelines, which were approved by the Board of Trustees (the "Board"). The Fund may use fair value pricing in a variety of circumstances, including but not limited to, situations when the value of a security has been materially affected by events occurring after the close of the market on which such security is principally traded (such as a corporate action or other news that may materially affect the price of such security) or trading in such security has been suspended or halted. Such valuations would typically be categorized as Level 2 or Level 3 in the fair value hierarchy described below. Fair value pricing involves subjective judgments, and it is possible that a fair value determination for a security is materially different than the value that could be realized upon the sale of such security. In addition, fair value pricing could result in a difference between the prices used to calculate the Fund's NAV and the prices used by the Fund's Index. This may adversely affect the Fund's ability to track its Index. |  |
| The Fund discloses the fair value of its investments in a hierarchy that distinguishes between: (1) market participant assumptions developed based on market data obtained from sources independent of the Fund (observable inputs) and (2) the Fund's own assumptions about market participant assumptions developed based on the best information available under the circumstances (unobservable inputs). The three levels defined by the hierarchy are as follows:<br>Level 1 — Unadjusted quoted prices in active markets for identical assets.<br> Level 2 — Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).<br> Level 3 — Significant unobservable inputs (including the Fund's own assumptions in determining the fair value of investments). | When reliable market quotations are not readily available, securities are priced at their fair value in accordance with the Kelly Strategic ETF Trust's valuation guidelines, which were approved by the Board of Trustees (the "Board"). The Fund may use fair value pricing in a variety of circumstances, including but not limited to, situations when the value of a security has been materially affected by events occurring after the close of the market on which such security is principally traded (such as a corporate action or other news that may materially affect the price of such security) or trading in such security has been suspended or halted. Such valuations would typically be categorized as Level 2 or Level 3 in the fair value hierarchy described below. Fair value pricing involves subjective judgments, and it is possible that a fair value determination for a security is materially different than the value that could be realized upon the sale of such security. In addition, fair value pricing could result in a difference between the prices used to calculate the Fund's NAV and the prices used by the Fund's Index. This may adversely affect the Fund's ability to track its Index. |  |
| The Fund discloses the fair value of its investments in a hierarchy that distinguishes between: (1) market participant assumptions developed based on market data obtained from sources independent of the Fund (observable inputs) and (2) the Fund's own assumptions about market participant assumptions developed based on the best information available under the circumstances (unobservable inputs). The three levels defined by the hierarchy are as follows:<br>Level 1 — Unadjusted quoted prices in active markets for identical assets.<br> Level 2 — Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).<br> Level 3 — Significant unobservable inputs (including the Fund's own assumptions in determining the fair value of investments). | When reliable market quotations are not readily available, securities are priced at their fair value in accordance with the Kelly Strategic ETF Trust's valuation guidelines, which were approved by the Board of Trustees (the "Board"). The Fund may use fair value pricing in a variety of circumstances, including but not limited to, situations when the value of a security has been materially affected by events occurring after the close of the market on which such security is principally traded (such as a corporate action or other news that may materially affect the price of such security) or trading in such security has been suspended or halted. Such valuations would typically be categorized as Level 2 or Level 3 in the fair value hierarchy described below. Fair value pricing involves subjective judgments, and it is possible that a fair value determination for a security is materially different than the value that could be realized upon the sale of such security. In addition, fair value pricing could result in a difference between the prices used to calculate the Fund's NAV and the prices used by the Fund's Index. This may adversely affect the Fund's ability to track its Index. |  |
| The Fund discloses the fair value of its investments in a hierarchy that distinguishes between: (1) market participant assumptions developed based on market data obtained from sources independent of the Fund (observable inputs) and (2) the Fund's own assumptions about market participant assumptions developed based on the best information available under the circumstances (unobservable inputs). The three levels defined by the hierarchy are as follows:<br>Level 1 — Unadjusted quoted prices in active markets for identical assets.<br> Level 2 — Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).<br> Level 3 — Significant unobservable inputs (including the Fund's own assumptions in determining the fair value of investments). | When reliable market quotations are not readily available, securities are priced at their fair value in accordance with the Kelly Strategic ETF Trust's valuation guidelines, which were approved by the Board of Trustees (the "Board"). The Fund may use fair value pricing in a variety of circumstances, including but not limited to, situations when the value of a security has been materially affected by events occurring after the close of the market on which such security is principally traded (such as a corporate action or other news that may materially affect the price of such security) or trading in such security has been suspended or halted. Such valuations would typically be categorized as Level 2 or Level 3 in the fair value hierarchy described below. Fair value pricing involves subjective judgments, and it is possible that a fair value determination for a security is materially different than the value that could be realized upon the sale of such security. In addition, fair value pricing could result in a difference between the prices used to calculate the Fund's NAV and the prices used by the Fund's Index. This may adversely affect the Fund's ability to track its Index. | The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. |
| The Fund discloses the fair value of its investments in a hierarchy that distinguishes between: (1) market participant assumptions developed based on market data obtained from sources independent of the Fund (observable inputs) and (2) the Fund's own assumptions about market participant assumptions developed based on the best information available under the circumstances (unobservable inputs). The three levels defined by the hierarchy are as follows:<br>Level 1 — Unadjusted quoted prices in active markets for identical assets.<br> Level 2 — Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).<br> Level 3 — Significant unobservable inputs (including the Fund's own assumptions in determining the fair value of investments). | When reliable market quotations are not readily available, securities are priced at their fair value in accordance with the Kelly Strategic ETF Trust's valuation guidelines, which were approved by the Board of Trustees (the "Board"). The Fund may use fair value pricing in a variety of circumstances, including but not limited to, situations when the value of a security has been materially affected by events occurring after the close of the market on which such security is principally traded (such as a corporate action or other news that may materially affect the price of such security) or trading in such security has been suspended or halted. Such valuations would typically be categorized as Level 2 or Level 3 in the fair value hierarchy described below. Fair value pricing involves subjective judgments, and it is possible that a fair value determination for a security is materially different than the value that could be realized upon the sale of such security. In addition, fair value pricing could result in a difference between the prices used to calculate the Fund's NAV and the prices used by the Fund's Index. This may adversely affect the Fund's ability to track its Index. |  |
| The Fund discloses the fair value of its investments in a hierarchy that distinguishes between: (1) market participant assumptions developed based on market data obtained from sources independent of the Fund (observable inputs) and (2) the Fund's own assumptions about market participant assumptions developed based on the best information available under the circumstances (unobservable inputs). The three levels defined by the hierarchy are as follows:<br>Level 1 — Unadjusted quoted prices in active markets for identical assets.<br> Level 2 — Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).<br> Level 3 — Significant unobservable inputs (including the Fund's own assumptions in determining the fair value of investments). | The following is a summary of inputs used to value the Fund's investments as of November 30, 2022: |  |
| The Fund discloses the fair value of its investments in a hierarchy that distinguishes between: (1) market participant assumptions developed based on market data obtained from sources independent of the Fund (observable inputs) and (2) the Fund's own assumptions about market participant assumptions developed based on the best information available under the circumstances (unobservable inputs). The three levels defined by the hierarchy are as follows:<br>Level 1 — Unadjusted quoted prices in active markets for identical assets.<br> Level 2 — Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).<br> Level 3 — Significant unobservable inputs (including the Fund's own assumptions in determining the fair value of investments). |  |  |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| Investments at Value | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Common Stocks <sup>(a)</sup> | $3891784 | $- | $- | $3891784 |
| Money Market Funds | 4791 | - | - | 4791 |
| **Total** | $3896575 | $- | $- | $3896575 |
| <sup>(a)</sup> See the Fund's Schedule of Investments for sector classifications. |  |  |  |  |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Kelly Strategic ETF Trust

- **b. Investment Company Act file number:** 811-23723

- **c. CIK number of Registrant:** 0001873280

- **d. LEI of Registrant:** 549300DBTMGXJIJI8N21

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

  - **Street Address 1:** 7887 East Belleview Ave.

  - **City:** Denver

  - **State:** CO

  - **Foreign country:** US

  - **Zip / Postal Code:** 80111

  - **Telephone number:** 212-951-0499

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

- **a. Name of Series:** Kelly CRISPR & Gene Editing Technology ETF

- **b. EDGAR series identifier (if any):** S000073961

- **c. LEI of Series:** 54930008LLNT6JJ4MO84

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

- **a. Date of fiscal year-end:** 2023-08-31

- **b. Date as of which information is reported:** 2022-11-30

**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:** $4862649.80

**Total Liabilities:** $831685.14

**Net Assets:** $4030964.66

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000231237 | -6.01%               | 1.12%                | -2.58%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $121115.47               | $-363654.66                                |
| Month 2  | $0.00                    | $54856.57                                  |
| Month 3  | $-105915.71              | $-55651.98                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AbbVie Inc                     | AbbVie Inc                                 | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      1088 | NS      | $175363.84    | 4.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc       | Agilent Technologies Inc                   | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      1526 | NS      | $236499.48    | 5.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Allogene Therapeutics Inc      | Allogene Therapeutics Inc                  | CUSIP: 019770106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14224 | NS      | $140248.64    | 3.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Beam Therapeutics Inc          | Beam Therapeutics Inc                      | CUSIP: 07373V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7938 | NS      | $366656.22    | 9.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                     | Biogen Inc                                 | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       112 | NS      | $34179.04     | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co        | Bristol-Myers Squibb Co                    | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      1722 | NS      | $138242.16    | 3.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Caribou Biosciences Inc        | Caribou Biosciences Inc                    | CUSIP: 142038108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19754 | NS      | $183909.74    | 4.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Editas Medicine Inc            | Editas Medicine Inc                        | CUSIP: 28106W103<br>LEI: 5299000AON4Q9NT2JE42 | Long             | EC               | CORP              | US        |     13258 | NS      | $140534.80    | 3.49%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Government Obli | First American Government Obligations Fund | CUSIP: 31846V336<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        |      4791 | NS      | $4791.34      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                   | Illumina Inc                               | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |       813 | NS      | $177299.04    | 4.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Intellia Therapeutics Inc      | Intellia Therapeutics Inc                  | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |      7224 | NS      | $371747.04    | 9.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi                         | Sanofi                                     | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |       896 | NS      | $79783.86     | 1.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                    | Novartis AG                                | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |      1694 | NS      | $148730.62    | 3.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Poseida Therapeutics Inc       | Poseida Therapeutics Inc                   | CUSIP: 73730P108<br>LEI: 549300USKSDMNGMN8V04 | Long             | EC               | CORP              | US        |     58954 | NS      | $268830.24    | 6.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Precision BioSciences Inc      | Precision BioSciences Inc                  | CUSIP: 74019P108<br>LEI: 549300I5QGRS3BLHZH41 | Long             | EC               | CORP              | US        |     80850 | NS      | $110764.50    | 2.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc  | Regeneron Pharmaceuticals Inc              | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |        84 | NS      | $63142.80     | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Sangamo Therapeutics Inc       | Sangamo Therapeutics Inc                   | CUSIP: 800677106<br>LEI: 2549006WMRKRC4G32Z67 | Long             | EC               | CORP              | US        |     36134 | NS      | $132250.44    | 3.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc   | Thermo Fisher Scientific Inc               | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       330 | NS      | $184872.60    | 4.59%             |  |  |  | No            |                  1 | On Loan: No      |
| 2seventy bio Inc               | 2seventy bio Inc                           | CUSIP: 901384107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11102 | NS      | $173968.34    | 4.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc     | Vertex Pharmaceuticals Inc                 | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       210 | NS      | $66444.00     | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Verve Therapeutics Inc         | Verve Therapeutics Inc                     | CUSIP: 92539P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11298 | NS      | $262452.54    | 6.51%             |  |  |  | No            |                  1 | On Loan: No      |
| CRISPR Therapeutics AG         | CRISPR Therapeutics AG                     | CUSIP: N/A<br>LEI: 506700O6IRRIQLT3W370       | Long             | EC               | CORP              | CH        |      6664 | NS      | $365120.56    | 9.06%             |  |  |  | No            |                  1 | On Loan: No      |
| QIAGEN NV                      | QIAGEN NV                                  | CUSIP: N72482123<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |      1428 | NS      | $70743.12     | 1.75%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-23

**Name of Applicant:** Kelly Strategic ETF Trust

**Signature:** /s/ Marcie McVeigh

**Name of Signer:** Kelly Strategic ETF Trust

**Title:** Treasurer