# EDGAR Filing Document

**Accession Number:** 0001676326
**File Stem:** 0002071691-26-011929
**Filing Date:** 2026-5
**Character Count:** 86457
**Document Hash:** f1ff99485f25f141f7ffe6f6c1648766
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-011929.hdr.sgml**: 20260527

**ACCESSION NUMBER**: 0002071691-26-011929

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260527

**DATE AS OF CHANGE**: 20260527

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Morgan Stanley ETF Trust
- **CENTRAL INDEX KEY:** 0001676326

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23820
- **FILM NUMBER:** 261022377

**BUSINESS ADDRESS:**
- **STREET 1:** 1585 BROADWAY
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10036
- **BUSINESS PHONE:** 212.296.1404

**MAIL ADDRESS:**
- **STREET 1:** 1585 BROADWAY
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10036

## Series and Classes Contracts Data

### Parametric Equity Plus ETF (Series ID: S000088098)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000254149 | Parametric Equity Plus ETF | PEPS            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Morgan Stanley ETF Trust

- **b. Investment Company Act file number:** 811-23820

- **c. CIK number of Registrant:** 0001676326

- **d. LEI of Registrant:** 549300HASXQLXGOR9H31

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

  - **Street Address 1:** 1585 Broadway

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10036

  - **Telephone number:** 800-548-7786

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

- **a. Name of Series:** Parametric Equity Plus ETF

- **b. EDGAR series identifier (if any):** S000088098

- **c. LEI of Series:** 254900MG4XMJQKEN5P97

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

- **a. Date of fiscal year-end:** 2026-09-30

- **b. Date as of which information is reported:** 2026-03-31

**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:** $24218632.38

**Total Liabilities:** $414250.11

**Net Assets:** $23804382.27

**Cash Not Reported:** $95517.46

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000254149 | 1.98%                | -0.87%               | -5.40%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $320287.72                                 |
| Month 2  | $-102498.54              | $-202515.44                                |
| Month 3  | $-109876.78              | $-1122598.65                               |

**Designated Index Information**

- **Index Name:** S&P 500 Index

- **Index Identifier:** SPX

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Brown & Brown, Inc.                          | Brown & Brown, Inc.                                                                       | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |       881 | NS      | $57450.01     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                 | Oracle Corp.                                                                              | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |       919 | NS      | $135194.09    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris, Inc.                               | Entegris, Inc.                                                                            | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |       480 | NS      | $56275.20     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp. plc                              | Eaton Corp. plc                                                                           | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |       333 | NS      | $119104.11    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp.                           | Lam Research Corp.                                                                        | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      1037 | NS      | $221565.42    | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp.                            | Exxon Mobil Corp.                                                                         | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      2275 | NS      | $385976.50    | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                               | Alphabet, Inc., Class A                                                                   | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      2392 | NS      | $687843.52    | 2.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington, Inc. | Expeditors International of Washington, Inc.                                              | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |       461 | NS      | $66029.03     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart, Inc.                                | Walmart, Inc.                                                                             | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      2064 | NS      | $256513.92    | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group, Inc.              | Interactive Brokers Group, Inc., Class A                                                  | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |       852 | NS      | $57143.64     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH plc                                      | CRH plc                                                                                   | CUSIP: N/A<br>LEI: 549300MIDJNNTH068E74       | Long             | EC               | CORP              | IE        |       663 | NS      | $69694.56     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global, Inc.                         | Venture Global, Inc., Class A                                                             | CUSIP: 92333F101<br>LEI: 2549007XC91CAB3E0N98 | Long             | EC               | CORP              | US        |      1408 | NS      | $22190.08     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | S&P 500 Mini-SPX Index                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        11 | NC      | $869.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets, Inc.                      | Robinhood Markets, Inc., Class A                                                          | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |       414 | NS      | $28690.20     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp.                                  | Loews Corp.                                                                               | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |       574 | NS      | $61268.76     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares, Inc.                  | Huntington Bancshares, Inc.                                                               | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      4414 | NS      | $69079.10     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp.                                 | NVIDIA Corp.                                                                              | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      9206 | NS      | $1605526.40   | 6.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax, Inc.                                | Equifax, Inc.                                                                             | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |       201 | NS      | $36194.07     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                             | Amazon.com, Inc.                                                                          | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      4119 | NS      | $857864.13    | 3.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloom Energy Corp.                           | Bloom Energy Corp., Class A                                                               | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |        40 | NS      | $5419.60      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos., Inc.                          | Carlisle Cos., Inc.                                                                       | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |       119 | NS      | $39700.78     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Credo Technology Group Holding Ltd.          | Credo Technology Group Holding Ltd.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        67 | NS      | $6289.29      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ubiquiti, Inc.                               | Ubiquiti, Inc.                                                                            | CUSIP: 90353W103<br>LEI: 5299007MITA4DMQCU747 | Long             | EC               | CORP              | US        |        31 | NS      | $24498.99     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings, Inc.              | Hilton Worldwide Holdings, Inc.                                                           | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       298 | NS      | $90615.84     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities, Inc.      | Mid-America Apartment Communities, Inc.                                                   | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |       496 | NS      | $60571.52     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp.                                 | Waters Corp.                                                                              | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |        56 | NS      | $16676.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                              | Eli Lilly & Co.                                                                           | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       409 | NS      | $376185.93    | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| AST SpaceMobile, Inc.                        | AST SpaceMobile, Inc., Class A                                                            | CUSIP: 00217D100<br>LEI: 254900MBSC9P2UCI6623 | Long             | EC               | CORP              | US        |        58 | NS      | $4806.46      | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Deckers Outdoor Corp.                        | Deckers Outdoor Corp.                                                                     | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |       567 | NS      | $56751.03     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                               | Alphabet, Inc., Class C                                                                   | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      2147 | NS      | $615888.42    | 2.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp.                                  | Intel Corp.                                                                               | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |      1814 | NS      | $80051.82     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed, Inc.                                 | Insmed, Inc.                                                                              | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |        73 | NS      | $11936.96     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp.        | International Business Machines Corp.                                                     | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |       427 | NS      | $103500.53    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Snowflake, Inc.                              | Snowflake, Inc., Class A                                                                  | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |       204 | NS      | $30767.28     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova, Inc.                             | GE Vernova, Inc.                                                                          | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |       158 | NS      | $137918.20    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services, Inc.                      | Republic Services, Inc., Class A                                                          | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       341 | NS      | $74685.82     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | S&P 500 Index                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -6 | NC      | $-240.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Apple, Inc.                                  | Apple, Inc.                                                                               | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      6009 | NS      | $1525024.11   | 6.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest, Inc.                              | Pinterest, Inc., Class A                                                                  | CUSIP: 72352L106<br>LEI: 529900Y043CEBGO4HB65 | Long             | EC               | CORP              | US        |       537 | NS      | $9848.58      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv, Inc.                                 | Fiserv, Inc.                                                                              | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      1148 | NS      | $64058.40     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma plc                           | Royalty Pharma plc, Class A                                                               | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |       340 | NS      | $16309.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp.                           | Devon Energy Corp.                                                                        | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      2084 | NS      | $104866.88    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities, Inc.                        | Sun Communities, Inc.                                                                     | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |       486 | NS      | $61216.56     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp.                                    | Fox Corp., Class A                                                                        | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       640 | NS      | $37376.00     | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Fair Isaac Corp.                             | Fair Isaac Corp.                                                                          | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |        35 | NS      | $37363.90     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner, Inc.                                | Gartner, Inc.                                                                             | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |       195 | NS      | $30876.30     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy, Inc.                        | Cheniere Energy, Inc.                                                                     | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |       365 | NS      | $103572.40    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores, Inc.                            | Ross Stores, Inc.                                                                         | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |       488 | NS      | $105715.44    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies, Inc.                      | Uber Technologies, Inc.                                                                   | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      1139 | NS      | $81928.27     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology SA                        | Spotify Technology SA                                                                     | CUSIP: N/A<br>LEI: 549300B4X0JHWV0DTD60       | Long             | EC               | CORP              | LU        |        84 | NS      | $40732.44     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                         | Edison International                                                                      | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |       978 | NS      | $71570.04     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                            | Johnson & Johnson                                                                         | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      1292 | NS      | $315816.48    | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc.                            | Merck & Co., Inc.                                                                         | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      1537 | NS      | $184885.73    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard, Inc.                             | Mastercard, Inc., Class A                                                                 | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       440 | NS      | $219850.40    | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Flutter Entertainment plc                    | Flutter Entertainment plc                                                                 | CUSIP: N/A<br>LEI: 635400EG4YIJLJMZJ782       | Long             | EC               | CORP              | IE        |       200 | NS      | $20390.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co.                               | DTE Energy Co.                                                                            | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |       482 | NS      | $70478.04     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T, Inc.                                   | AT&T, Inc.                                                                                | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      5001 | NS      | $144978.99    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings, Inc.                      | Lumentum Holdings, Inc.                                                                   | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |        26 | NS      | $18271.76     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Zscaler, Inc.                                | Zscaler, Inc.                                                                             | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |        67 | NS      | $9399.43      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla, Inc.                                  | Tesla, Inc.                                                                               | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      1205 | NS      | $447958.75    | 1.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson & Co.                       | Becton Dickinson & Co.                                                                    | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |       418 | NS      | $65722.14     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology, Inc.                     | Marvell Technology, Inc.                                                                  | CUSIP: 573874104<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | EC               | CORP              | US        |       388 | NS      | $38431.40     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | S&P 500 Mini-SPX Index                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        13 | NC      | $260.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne, Inc.                               | Teradyne, Inc.                                                                            | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |       286 | NS      | $84787.56     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| DraftKings, Inc.                             | DraftKings, Inc., Class A                                                                 | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Long             | EC               | CORP              | US        |       366 | NS      | $7912.92      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)         | Hartford Insurance Group, Inc. (The)                                                      | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       554 | NS      | $74917.42     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.    | Westinghouse Air Brake Technologies Corp.                                                 | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |       357 | NS      | $89217.87     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot, Inc. (The)                       | Home Depot, Inc. (The)                                                                    | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       566 | NS      | $186151.74    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina, Inc.                               | Illumina, Inc.                                                                            | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |       541 | NS      | $66683.66     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp.                               | Coherent Corp.                                                                            | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |        38 | NS      | $9051.98      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Viking Holdings Ltd.                         | Viking Holdings Ltd.                                                                      | CUSIP: N/A<br>LEI: 52990032GOPN7BVQMN13       | Long             | EC               | CORP              | BM        |       447 | NS      | $32845.56     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems, Inc.                          | Veeva Systems, Inc., Class A                                                              | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |        88 | NS      | $15458.08     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co.                          | Vertiv Holdings Co., Class A                                                              | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |       104 | NS      | $26060.32     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International, Inc.                   | Lennox International, Inc.                                                                | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |       102 | NS      | $47341.26     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX Corp.                                 | ROBLOX Corp., Class A                                                                     | CUSIP: 771049103<br>LEI: 529900ANZDBDFU91SO19 | Long             | EC               | CORP              | US        |       438 | NS      | $24773.28     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity plc                          | TE Connectivity plc                                                                       | CUSIP: N/A<br>LEI: 6367003TB6K484NFHE54       | Long             | EC               | CORP              | IE        |       460 | NS      | $96149.20     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group, Inc.                        | TransDigm Group, Inc.                                                                     | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        65 | NS      | $75332.40     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Natera, Inc.                                 | Natera, Inc.                                                                              | CUSIP: 632307104<br>LEI: 529900CQ3OZ0A0VYVU59 | Long             | EC               | CORP              | US        |       155 | NS      | $30998.45     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise, Inc.                        | Axon Enterprise, Inc.                                                                     | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |        64 | NS      | $27180.16     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco, Inc.                                 | Watsco, Inc.                                                                              | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |        97 | NS      | $35287.63     | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Williams-Sonoma, Inc.                        | Williams-Sonoma, Inc.                                                                     | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |       256 | NS      | $46676.48     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp.                                  | HEICO Corp.                                                                               | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |       136 | NS      | $37291.20     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandisk Corp.                                | Sandisk Corp.                                                                             | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        49 | NS      | $31131.66     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | S&P 500 Mini-SPX Index                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        10 | NC      | $4375.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq, Inc.                                 | Nasdaq, Inc.                                                                              | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |       816 | NS      | $69270.24     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| TKO Group Holdings, Inc.                     | TKO Group Holdings, Inc., Class A                                                         | CUSIP: 87256C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       128 | NS      | $25811.20     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp.                         | Otis Worldwide Corp.                                                                      | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       802 | NS      | $61818.16     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp.                                    | Fox Corp., Class B                                                                        | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       352 | NS      | $18691.20     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                               | Broadcom, Inc.                                                                            | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      2040 | NS      | $631400.40    | 2.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies, Inc.                     | Roper Technologies, Inc.                                                                  | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       210 | NS      | $74310.60     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| SoFi Technologies, Inc.                      | SoFi Technologies, Inc.                                                                   | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Long             | EC               | CORP              | US        |       523 | NS      | $8305.24      | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Abbott Laboratories                          | Abbott Laboratories                                                                       | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      1257 | NS      | $129056.19    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co.                      | International Paper Co.                                                                   | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      1376 | NS      | $49123.20     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms, Inc.                         | Meta Platforms, Inc., Class A                                                             | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       944 | NS      | $540090.72    | 2.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp.                       | Costco Wholesale Corp.                                                                    | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       237 | NS      | $236153.91    | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| HubSpot, Inc.                                | HubSpot, Inc.                                                                             | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |       104 | NS      | $25386.40     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International, Inc.            | Philip Morris International, Inc.                                                         | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       951 | NS      | $157238.34    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta, Inc.                                   | Okta, Inc., Class A                                                                       | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |        85 | NS      | $6690.35      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals, Inc.                | Alnylam Pharmaceuticals, Inc.                                                             | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |       102 | NS      | $33748.74     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp.                          | Realty Income Corp.                                                                       | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |      1332 | NS      | $81491.76     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Markel Group, Inc.                           | Markel Group, Inc.                                                                        | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |        12 | NS      | $22968.84     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies, Inc.                  | Palantir Technologies, Inc., Class A                                                      | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |       989 | NS      | $144670.92    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty, Inc.                            | Ulta Beauty, Inc.                                                                         | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |        85 | NS      | $44430.35     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix, Inc.                                | Netflix, Inc.                                                                             | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      2213 | NS      | $212779.95    | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Owl Capital, Inc.                       | Blue Owl Capital, Inc., Class A                                                           | CUSIP: 09581B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1256 | NS      | $11467.28     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| PPL Corp.                                    | PPL Corp.                                                                                 | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |      1633 | NS      | $62380.60     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                            | Wells Fargo & Co.                                                                         | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      1955 | NS      | $155637.55    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation, Inc.                    | Rockwell Automation, Inc.                                                                 | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       236 | NS      | $84695.68     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| W. R. Berkley Corp.                          | W. R. Berkley Corp.                                                                       | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |       782 | NS      | $51830.96     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                          | Cisco Systems, Inc.                                                                       | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      2482 | NS      | $192578.38    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo, Inc.                                | PepsiCo, Inc.                                                                             | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       786 | NS      | $122057.94    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                            | FirstEnergy Corp.                                                                         | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      1397 | NS      | $70772.02     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                         | JPMorgan Chase & Co.                                                                      | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      1347 | NS      | $396233.52    | 1.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway, Inc.                     | Berkshire Hathaway, Inc., Class B                                                         | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |       683 | NS      | $327293.60    | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                               | Morgan Stanley                                                                            | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |       493 | NS      | $81133.01     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Holdings, Inc.                        | Affirm Holdings, Inc., Class A                                                            | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       156 | NS      | $7147.92      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | S&P 500 Index                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -6 | NC      | $-840.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US, Inc.                            | T-Mobile US, Inc.                                                                         | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |       346 | NS      | $72670.38     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices, Inc.                 | Advanced Micro Devices, Inc.                                                              | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      1050 | NS      | $213601.50    | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsara, Inc.                                | Samsara, Inc., Class A                                                                    | CUSIP: 79589L106<br>LEI: 529900IE80DQBIFK3M88 | Long             | EC               | CORP              | US        |       518 | NS      | $16415.42     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances, Inc.     | International Flavors & Fragrances, Inc.                                                  | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |       446 | NS      | $32357.30     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | State Street SPDR S&P 500 ETF Trust                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        89 | NC      | $191469.42    | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| Chevron Corp.                                | Chevron Corp.                                                                             | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1177 | NS      | $243521.30    | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                     | Morgan Stanley Institutional Liquidity Funds - Government Portfolio - Institutional Class | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |    708971 | NS      | $708971.02    | 2.98%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | S&P 500 Index                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -6 | NC      | $-47472.00    | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corp.                              | Atlassian Corp., Class A                                                                  | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |       222 | NS      | $15151.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                     | Morgan Stanley Institutional Liquidity Funds - Government Portfolio - Institutional Class | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |     66918 | NS      | $66918.05     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | S&P 500 Index                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -6 | NC      | $-42900.00    | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings plc              | Seagate Technology Holdings plc                                                           | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |       335 | NS      | $131239.60    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | S&P 500 Mini-SPX Index                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        13 | NC      | $5570.50      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co.                              | Halliburton Co.                                                                           | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |      1144 | NS      | $44604.56     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | S&P 500 Mini-SPX Index                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        18 | NC      | $6120.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares, Inc.              | First Citizens BancShares, Inc., Class A                                                  | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |        15 | NS      | $28269.90     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle, Inc.                           | Crown Castle, Inc.                                                                        | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |       668 | NS      | $54315.08     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions, Inc.         | Broadridge Financial Solutions, Inc.                                                      | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |       349 | NS      | $56705.52     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp. (The)                   | Charles Schwab Corp. (The)                                                                | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      1305 | NS      | $122643.90    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Copper Corp.                        | Southern Copper Corp.                                                                     | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |       421 | NS      | $72437.26     | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| Everpure, Inc.                               | Everpure, Inc., Class A                                                                   | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |       229 | NS      | $13520.16     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance, Inc.                               | Reliance, Inc.                                                                            | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |       108 | NS      | $32823.36     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp.                   | Edwards Lifesciences Corp.                                                                | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |       816 | NS      | $65345.28     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology, Inc.                      | Micron Technology, Inc.                                                                   | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       694 | NS      | $234460.96    | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group, Inc.                     | T Rowe Price Group, Inc.                                                                  | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |       626 | NS      | $56427.64     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp.                                 | Ameren Corp.                                                                              | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |       645 | NS      | $70898.40     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | S&P 500 Mini-SPX Index                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        36 | NC      | $3708.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co. (The)                          | Coca-Cola Co. (The)                                                                       | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      2368 | NS      | $180086.40    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar, Inc.                            | Caterpillar, Inc.                                                                         | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       191 | NS      | $135315.86    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp.                             | CMS Energy Corp.                                                                          | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |       897 | NS      | $69589.26     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies Holdings, Inc.             | SS&C Technologies Holdings, Inc.                                                          | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |       595 | NS      | $40204.15     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp.                               | AppLovin Corp., Class A                                                                   | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |       124 | NS      | $49352.00     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities, Inc.                  | AvalonBay Communities, Inc.                                                               | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |       393 | NS      | $64196.55     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties, Inc.                        | VICI Properties, Inc., Class A                                                            | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      2309 | NS      | $63081.88     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow, Inc.                                    | Dow, Inc.                                                                                 | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |      2082 | NS      | $86715.30     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co. (The)                   | Procter & Gamble Co. (The)                                                                | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      1233 | NS      | $178094.52    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | State Street SPDR S&P 500 ETF Trust                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -89 | NC      | $-239491.20   | -1.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Figma, Inc.                                  | Figma, Inc., Class A                                                                      | CUSIP: 316841105<br>LEI: 254900273Q0J4Z65HU28 | Long             | EC               | CORP              | US        |       243 | NS      | $5137.02      | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                          | S&P 500 Index                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -6 | NC      | $-60.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings, Inc.                 | LPL Financial Holdings, Inc.                                                              | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |        92 | NS      | $27676.36     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell, Inc.                                | Hubbell, Inc., Class B                                                                    | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |        79 | NS      | $38768.46     | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| IonQ, Inc.                                   | IonQ, Inc.                                                                                | CUSIP: 46222L108<br>LEI: 529900RB2VEFGLQS7G28 | Long             | EC               | CORP              | US        |       158 | NS      | $4555.14      | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Estee Lauder Cos., Inc. (The)                | Estee Lauder Cos., Inc. (The), Class A                                                    | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |       256 | NS      | $18373.12     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Cos., Inc.                            | Rocket Cos., Inc., Class A                                                                | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       600 | NS      | $8550.00      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co. (The)                        | Walt Disney Co. (The)                                                                     | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      1122 | NS      | $108138.36    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group, Inc.              | Principal Financial Group, Inc.                                                           | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |       736 | NS      | $66320.96     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Lab Corp.                             | Rocket Lab Corp.                                                                          | CUSIP: 773121108<br>LEI: 254900LNRW7906KUMM93 | Long             | EC               | CORP              | US        |       315 | NS      | $20229.30     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen, Inc.                                  | Amgen, Inc.                                                                               | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       319 | NS      | $112240.15    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex, Inc.                                | Paychex, Inc.                                                                             | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |       735 | NS      | $67708.20     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp.                              | Microsoft Corp.                                                                           | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      3083 | NS      | $1141234.11   | 4.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Circle Internet Group, Inc.                  | Circle Internet Group, Inc., Class A                                                      | CUSIP: 172573107<br>LEI: 254900HFVVR6NPMQVN93 | Long             | EC               | CORP              | US        |        90 | NS      | $8586.90      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                        | Bank of America Corp.                                                                     | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      3942 | NS      | $192172.50    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Rivian Automotive, Inc.                      | Rivian Automotive, Inc., Class A                                                          | CUSIP: 76954A103<br>LEI: 25490004LNKJ84MFYY24 | Long             | EC               | CORP              | US        |       467 | NS      | $7028.35      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TransUnion                                   | TransUnion                                                                                | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |       214 | NS      | $14806.66     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp. (The)          | Bank of New York Mellon Corp. (The)                                                       | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |       889 | NS      | $105462.07    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson Enterprises, Inc.                   | Ferguson Enterprises, Inc.                                                                | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |       210 | NS      | $48984.60     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co.                                       | 3M Co.                                                                                    | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       595 | NS      | $86411.85     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| MercadoLibre, Inc.                           | MercadoLibre, Inc.                                                                        | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |        30 | NS      | $51870.60     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | S&P 500 Mini-SPX Index                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        49 | NC      | $1347.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp.                                    | RTX Corp.                                                                                 | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |       902 | NS      | $173995.80    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare, Inc.                         | HCA Healthcare, Inc.                                                                      | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       170 | NS      | $80450.80     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp.                         | Alliant Energy Corp.                                                                      | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |       765 | NS      | $54896.40     | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Intuitive Surgical, Inc.                     | Intuitive Surgical, Inc.                                                                  | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       234 | NS      | $107871.66    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp.                           | State Street Corp.                                                                        | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |       694 | NS      | $87832.64     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                 | AbbVie, Inc.                                                                              | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       987 | NS      | $214662.63    | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp.                       | ON Semiconductor Corp.                                                                    | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |       948 | NS      | $58700.16     | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| WEC Energy Group, Inc.                       | WEC Energy Group, Inc.                                                                    | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |       648 | NS      | $75018.96     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Tradeweb Markets, Inc.                       | Tradeweb Markets, Inc., Class A                                                           | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       304 | NS      | $35768.64     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Astera Labs, Inc.                            | Astera Labs, Inc.                                                                         | CUSIP: 04626A103<br>LEI: 529900LJL8TUEGF7HG20 | Long             | EC               | CORP              | US        |        50 | NS      | $5480.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co. (The)                            | Hershey Co. (The)                                                                         | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |       326 | NS      | $67772.14     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies, Inc.                     | Tyler Technologies, Inc.                                                                  | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |       111 | NS      | $38004.18     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoom Communications, Inc.                    | Zoom Communications, Inc., Class A                                                        | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |       300 | NS      | $24117.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group, Inc.                     | UnitedHealth Group, Inc.                                                                  | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       460 | NS      | $124471.40    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific, Inc.               | Thermo Fisher Scientific, Inc.                                                            | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       207 | NS      | $101746.71    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglogold Ashanti plc                        | Anglogold Ashanti plc                                                                     | CUSIP: N/A<br>LEI: 2138005YDSA7A82RNU96       | Long             | EC               | CORP              | GB        |       295 | NS      | $28721.20     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp.                                  | HEICO Corp., Class A                                                                      | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |       150 | NS      | $31663.50     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa, Inc.                                   | Visa, Inc., Class A                                                                       | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |       868 | NS      | $262344.32    | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp.                             | McDonald's Corp.                                                                          | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       481 | NS      | $149489.99    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co.                         | General Electric Co.                                                                      | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       646 | NS      | $183315.42    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands, Inc.                            | Yum! Brands, Inc.                                                                         | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |       487 | NS      | $75718.76     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | S&P 500 Index                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -6 | NC      | $-10110.00    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp.                             | CVS Health Corp.                                                                          | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      1222 | NS      | $87764.04     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group, Inc. (The)                    | Carlyle Group, Inc. (The)                                                                 | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |       262 | NS      | $12678.18     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies, Inc.                      | Dell Technologies, Inc., Class C                                                          | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |       413 | NS      | $67785.69     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp.                                | Entergy Corp.                                                                             | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |       680 | NS      | $76404.80     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM, Inc.                               | QUALCOMM, Inc.                                                                            | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |       270 | NS      | $34770.60     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Toast, Inc.                                  | Toast, Inc., Class A                                                                      | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |       455 | NS      | $12062.05     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | S&P 500 Mini-SPX Index                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        16 | NC      | $4080.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora, Inc.                                | Cencora, Inc.                                                                             | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       263 | NS      | $82618.82     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co.                               | Ford Motor Co.                                                                            | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      6484 | NS      | $74825.36     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group, Inc.               | Citizens Financial Group, Inc.                                                            | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |       748 | NS      | $44857.56     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Reddit, Inc.                                 | Reddit, Inc., Class A                                                                     | CUSIP: 75734B100<br>LEI: 529900APN1YHPBHPI679 | Long             | EC               | CORP              | US        |        94 | NS      | $12657.10     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAI Aviation Ltd.                           | FTAI Aviation Ltd.                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        52 | NS      | $12740.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce, Inc.                             | Salesforce, Inc.                                                                          | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       517 | NS      | $96508.39     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | S&P 500 Mini-SPX Index                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        22 | NC      | $3817.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp.                                    | CSX Corp.                                                                                 | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |      2405 | NS      | $98725.25     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloudflare, Inc.                             | Cloudflare, Inc., Class A                                                                 | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |       204 | NS      | $42093.36     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems, Inc.               | Monolithic Power Systems, Inc.                                                            | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |        72 | NS      | $78721.20     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde plc                                    | Linde plc                                                                                 | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | IE        |       306 | NS      | $151702.56    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co., Inc.                           | Best Buy Co., Inc.                                                                        | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |       332 | NS      | $21314.40     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

**Name of Applicant:** Morgan Stanley ETF Trust

**Signature:** James F. Kirchner

**Name of Signer:** James F. Kirchner

**Title:** Principal Financial Officer