# EDGAR Filing Document

**Accession Number:** 0001676326
**File Stem:** 0001752724-25-197809
**Filing Date:** 2025-8
**Character Count:** 89511
**Document Hash:** 7577e16fd5aac4285e3c18a224cd15b6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-197809.hdr.sgml**: 20250822

**ACCESSION NUMBER**: 0001752724-25-197809

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250822

**DATE AS OF CHANGE**: 20250822

**PERIOD START**: 20250930

**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:** 251242355

**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:** 2025-09-30

- **b. Date as of which information is reported:** 2025-06-30

**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:** $22308329.53

**Total Liabilities:** $310792.68

**Net Assets:** $21997536.85

**Cash Not Reported:** $45639.49

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000254149 | -0.90%               | 6.07%                | 5.30%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-770027.27              | $644589.06                                 |
| Month 2  | $-57976.03               | $1270894.04                                |
| Month 3  | $7.94                    | $1007488.58                                |

**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        |       431 | NS      | $47784.97     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co. (The)                        | Kraft Heinz Co. (The)                                                                     | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |      1462 | NS      | $37748.84     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp. plc                              | Eaton Corp. plc                                                                           | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |       333 | NS      | $118877.67    | 0.54%             |  |  |  | No            |                  1 | On Loan: —       |
| Lam Research Corp.                           | Lam Research Corp.                                                                        | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      1231 | NS      | $119825.54    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp.                            | Exxon Mobil Corp.                                                                         | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      2100 | NS      | $226380.00    | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                               | Alphabet, Inc., Class A                                                                   | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      2373 | NS      | $418193.79    | 1.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington, Inc. | Expeditors International of Washington, Inc.                                              | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |       238 | NS      | $27191.50     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart, Inc.                                | Walmart, Inc.                                                                             | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      2064 | NS      | $201817.92    | 0.92%             |  |  |  | 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      | $47209.32     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | S&P 500 Mini-SPX Index                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        33 | NC      | $2211.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH plc                                      | CRH plc                                                                                   | CUSIP: N/A<br>LEI: 549300MIDJNNTH068E74       | Long             | EC               | CORP              | IE        |       663 | NS      | $60863.40     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings, Inc.                   | Crowdstrike Holdings, Inc., Class A                                                       | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       170 | NS      | $86582.70     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management, Inc.                       | Waste Management, Inc.                                                                    | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |       362 | NS      | $82832.84     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets, Inc.                      | Robinhood Markets, Inc., Class A                                                          | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |       414 | NS      | $38762.82     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp.                                  | Loews Corp.                                                                               | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |       459 | NS      | $42071.94     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Music Group Corp.                     | Warner Music Group Corp., Class A                                                         | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       306 | NS      | $8335.44      | 0.04%             |  |  |  | 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      | $840.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International, Inc.                   | Baxter International, Inc.                                                                | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |      1173 | NS      | $35518.44     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares, Inc.                  | Huntington Bancshares, Inc.                                                               | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      2922 | NS      | $48972.72     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp.                                 | NVIDIA Corp.                                                                              | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      9117 | NS      | $1440394.83   | 6.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                             | Amazon.com, Inc.                                                                          | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      3982 | NS      | $873610.98    | 3.97%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical, Inc.                | BioMarin Pharmaceutical, Inc.                                                             | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |       181 | NS      | $9949.57      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos., Inc.                          | Carlisle Cos., Inc.                                                                       | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |        26 | NS      | $9708.40      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ubiquiti, Inc.                               | Ubiquiti, Inc.                                                                            | CUSIP: 90353W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        31 | NS      | $12761.15     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings, Inc.              | Hilton Worldwide Holdings, Inc.                                                           | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       313 | NS      | $83364.42     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                              | Eli Lilly & Co.                                                                           | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       347 | NS      | $270496.91    | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp.                                | Danaher Corp.                                                                             | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |       423 | NS      | $83559.42     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp.                        | Deckers Outdoor Corp.                                                                     | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |       238 | NS      | $24530.66     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                               | Alphabet, Inc., Class C                                                                   | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      2147 | NS      | $380856.33    | 1.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp.                                  | Intel Corp.                                                                               | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |      2182 | NS      | $48876.80     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International, Inc.                 | Marriott International, Inc., Class A                                                     | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |       301 | NS      | $82236.21     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Snowflake, Inc.                              | Snowflake, Inc., Class A                                                                  | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |       204 | NS      | $45649.08     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova, Inc.                             | GE Vernova, Inc.                                                                          | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |       158 | NS      | $83605.70     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services, Inc.                      | Republic Services, Inc., Class A                                                          | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       272 | NS      | $67077.92     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple, Inc.                                  | Apple, Inc.                                                                               | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      5990 | NS      | $1228968.30   | 5.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest, Inc.                              | Pinterest, Inc., Class A                                                                  | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       476 | NS      | $17069.36     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Expand Energy Corp.                          | Expand Energy Corp.                                                                       | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |       210 | NS      | $24557.40     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash, Inc.                               | DoorDash, Inc., Class A                                                                   | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |       192 | NS      | $47329.92     | 0.22%             |  |  |  | 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      | $12250.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp.                           | Devon Energy Corp.                                                                        | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      1801 | NS      | $57289.81     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | S&P 500 Index                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -5 | NC      | $-44825.00    | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Texas Pacific Land Corp.                     | Texas Pacific Land Corp.                                                                  | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        14 | NS      | $14789.46     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities, Inc.                        | Sun Communities, Inc.                                                                     | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |       255 | NS      | $32254.95     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp.                                    | Fox Corp., Class A                                                                        | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       640 | NS      | $35865.60     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner, Inc.                                | Gartner, Inc.                                                                             | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |        77 | NS      | $31124.94     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy, Inc.                        | Cheniere Energy, Inc.                                                                     | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |       289 | NS      | $70377.28     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores, Inc.                            | Ross Stores, Inc.                                                                         | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |       391 | NS      | $49883.78     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies, Inc.                      | Uber Technologies, Inc.                                                                   | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      1139 | NS      | $106268.70    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology SA                        | Spotify Technology SA                                                                     | CUSIP: N/A<br>LEI: 549300B4X0JHWV0DTD60       | Long             | EC               | CORP              | LU        |        84 | NS      | $64456.56     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                         | Edison International                                                                      | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |       297 | NS      | $15325.20     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | S&P 500 Index                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -6 | NC      | $-58452.00    | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                            | Johnson & Johnson                                                                         | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      1292 | NS      | $197353.00    | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc.                            | Merck & Co., Inc.                                                                         | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      1377 | NS      | $109003.32    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard, Inc.                             | Mastercard, Inc., Class A                                                                 | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       421 | NS      | $236576.74    | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Flutter Entertainment plc                    | Flutter Entertainment plc                                                                 | CUSIP: N/A<br>LEI: 635400EG4YIJLJMZJ782       | Long             | EC               | CORP              | IE        |       153 | NS      | $43721.28     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co.                               | DTE Energy Co.                                                                            | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |       391 | NS      | $51791.86     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T, Inc.                                   | AT&T, Inc.                                                                                | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      4352 | NS      | $125946.88    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer, Inc.                                 | Pfizer, Inc.                                                                              | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      3570 | NS      | $86536.80     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Zscaler, Inc.                                | Zscaler, Inc.                                                                             | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |       139 | NS      | $43637.66     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla, Inc.                                  | Tesla, Inc.                                                                               | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      1081 | NS      | $343390.46    | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial, Inc.                   | Prudential Financial, Inc.                                                                | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |       459 | NS      | $49314.96     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne, Inc.                               | Teradyne, Inc.                                                                            | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |       286 | NS      | $25717.12     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare, Inc.                      | Molina Healthcare, Inc.                                                                   | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       110 | NS      | $32769.00     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DraftKings, Inc.                             | DraftKings, Inc., Class A                                                                 | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Long             | EC               | CORP              | US        |       413 | NS      | $17713.57     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)         | Hartford Insurance Group, Inc. (The)                                                      | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       459 | NS      | $58233.33     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.    | Westinghouse Air Brake Technologies Corp.                                                 | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |       272 | NS      | $56943.20     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot, Inc. (The)                       | Home Depot, Inc. (The)                                                                    | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       541 | NS      | $198352.24    | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | S&P 500 Index                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -6 | NC      | $-18504.00    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| GLOBALFOUNDRIES, Inc.                        | GLOBALFOUNDRIES, Inc.                                                                     | CUSIP: N/A<br>LEI: 549300BA76VK784VMX48       | Long             | EC               | CORP              | KY        |       678 | NS      | $25899.60     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic, Inc.                                | Hologic, Inc.                                                                             | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |       247 | NS      | $16094.52     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co., Inc.                    | Church & Dwight Co., Inc.                                                                 | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |       398 | NS      | $38251.78     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems, Inc.                          | Veeva Systems, Inc., Class A                                                              | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |       170 | NS      | $48956.60     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International, Inc.                   | Lennox International, Inc.                                                                | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |        83 | NS      | $47578.92     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX Corp.                                 | ROBLOX Corp., Class A                                                                     | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       314 | NS      | $33032.80     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity plc                          | TE Connectivity plc                                                                       | CUSIP: N/A<br>LEI: 6367003TB6K484NFHE54       | Long             | EC               | CORP              | IE        |       477 | NS      | $80455.59     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource, Inc.                   | Builders FirstSource, Inc.                                                                | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |        74 | NS      | $8635.06      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | S&P 500 Mini-SPX Index                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        43 | NC      | $946.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Natera, Inc.                                 | Natera, Inc.                                                                              | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       122 | NS      | $20610.68     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co. (The)                   | Sherwin-Williams Co. (The)                                                                | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |       187 | NS      | $64208.32     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                 | LyondellBasell Industries NV, Class A                                                     | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | NL        |       261 | NS      | $15101.46     | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Watsco, Inc.                                 | Watsco, Inc.                                                                              | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |        53 | NS      | $23405.86     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma, Inc.                        | Williams-Sonoma, Inc.                                                                     | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |       256 | NS      | $41822.72     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp.                                  | HEICO Corp.                                                                               | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |       136 | NS      | $44608.00     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | SPDR S&P 500 ETF Trust                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -86 | NC      | $-88730.82    | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                 | Nasdaq, Inc.                                                                              | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |       816 | NS      | $72966.72     | 0.33%             |  |  |  | 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      | $23289.60     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp.                         | Otis Worldwide Corp.                                                                      | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       544 | NS      | $53866.88     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp.                                    | Fox Corp., Class B                                                                        | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       352 | NS      | $18173.76     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                               | Broadcom, Inc.                                                                            | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      2040 | NS      | $562326.00    | 2.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Ltd.                                  | Amdocs Ltd.                                                                               | CUSIP: N/A<br>LEI: 549300HQV672RJ7RQV66       | Long             | EC               | CORP              | GG        |       136 | NS      | $12408.64     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                          | Abbott Laboratories                                                                       | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      1020 | NS      | $138730.20    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms, Inc.                         | Meta Platforms, Inc., Class A                                                             | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       944 | NS      | $696756.96    | 3.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp.                       | Costco Wholesale Corp.                                                                    | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       197 | NS      | $195018.18    | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International, Inc.            | Philip Morris International, Inc.                                                         | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       901 | NS      | $164099.13    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson plc                     | Willis Towers Watson plc                                                                  | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | IE        |       144 | NS      | $44136.00     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp.                                   | IDEX Corp.                                                                                | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |        54 | NS      | $9480.78      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta, Inc.                                   | Okta, Inc., Class A                                                                       | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |        85 | NS      | $8497.45      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals, Inc.                | Alnylam Pharmaceuticals, Inc.                                                             | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |       102 | NS      | $33261.18     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp.                          | Realty Income Corp.                                                                       | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |      1003 | NS      | $57782.83     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies, Inc.                  | Palantir Technologies, Inc., Class A                                                      | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |       875 | NS      | $119280.00    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes, Inc.                       | Invitation Homes, Inc.                                                                    | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1428 | NS      | $46838.40     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty, Inc.                            | Ulta Beauty, Inc.                                                                         | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |        85 | NS      | $39764.70     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix, Inc.                                | Netflix, Inc.                                                                             | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       192 | NS      | $257112.96    | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | S&P 500 Mini-SPX Index                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        14 | NC      | $2870.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co.                     | Arthur J Gallagher & Co.                                                                  | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |       221 | NS      | $70746.52     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp.                                    | PPL Corp.                                                                                 | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |      1496 | NS      | $50699.44     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | S&P 500 Index                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -6 | NC      | $-68316.00    | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                            | Wells Fargo & Co.                                                                         | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      1955 | NS      | $156634.60    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation, Inc.                    | Rockwell Automation, Inc.                                                                 | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       236 | NS      | $78392.12     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.        | Alexandria Real Estate Equities, Inc.                                                     | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |       134 | NS      | $9732.42      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| W. R. Berkley Corp.                          | W. R. Berkley Corp.                                                                       | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |       782 | NS      | $57453.54     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                          | Cisco Systems, Inc.                                                                       | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      2482 | NS      | $172201.16    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo, Inc.                                | PepsiCo, Inc.                                                                             | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       864 | NS      | $114082.56    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                            | FirstEnergy Corp.                                                                         | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      1357 | NS      | $54632.82     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                         | JPMorgan Chase & Co.                                                                      | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      1347 | NS      | $390508.77    | 1.78%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | SPDR S&P 500 ETF Trust                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        86 | NC      | $281241.64    | 1.28%             |  |  |  | No            |                  2 | On Loan: No      |
| JB Hunt Transport Services, Inc.             | JB Hunt Transport Services, Inc.                                                          | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |       172 | NS      | $24699.20     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway, Inc.                     | Berkshire Hathaway, Inc., Class B                                                         | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |       578 | NS      | $280775.06    | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                               | Morgan Stanley                                                                            | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |       493 | NS      | $69443.98     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries, Inc.                         | PPG Industries, Inc.                                                                      | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |       529 | NS      | $60173.75     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US, Inc.                            | T-Mobile US, Inc.                                                                         | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |       284 | NS      | $67665.84     | 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      | $148995.00    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp.                   | Constellation Energy Corp.                                                                | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |        68 | NS      | $21947.68     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bentley Systems, Inc.                        | Bentley Systems, Inc., Class B                                                            | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Long             | EC               | CORP              | US        |       595 | NS      | $32112.15     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals, Inc.                 | Vertex Pharmaceuticals, Inc.                                                              | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       186 | NS      | $82807.20     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsara, Inc.                                | Samsara, Inc., Class A                                                                    | CUSIP: 79589L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       402 | NS      | $15991.56     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp.                                | Chevron Corp.                                                                             | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       918 | NS      | $131448.42    | 0.60%             |  |  |  | No            |                  1 | On Loan: —       |
| Atlassian Corp.                              | Atlassian Corp., Class A                                                                  | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |       165 | NS      | $33509.85     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings plc              | Seagate Technology Holdings plc                                                           | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |       574 | NS      | $82845.42     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                 | Zimmer Biomet Holdings, Inc.                                                              | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |       425 | NS      | $38764.25     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co.                              | Halliburton Co.                                                                           | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |       662 | NS      | $13491.56     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle, Inc.                           | Crown Castle, Inc.                                                                        | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |       527 | NS      | $54138.71     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions, Inc.         | Broadridge Financial Solutions, Inc.                                                      | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |       221 | NS      | $53709.63     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp. (The)                   | Charles Schwab Corp. (The)                                                                | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      1234 | NS      | $112590.16    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Copper Corp.                        | Southern Copper Corp.                                                                     | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |       593 | NS      | $59993.81     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | S&P 500 Index                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -5 | NC      | $-9085.00     | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage, Inc.                           | Pure Storage, Inc., Class A                                                               | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |       229 | NS      | $13185.82     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance, Inc.                               | Reliance, Inc.                                                                            | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |       102 | NS      | $32017.80     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp.                   | Edwards Lifesciences Corp.                                                                | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |       816 | NS      | $63819.36     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology, Inc.                      | Micron Technology, Inc.                                                                   | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       846 | NS      | $104269.50    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corp.                               | Westlake Corp.                                                                            | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |       208 | NS      | $15793.44     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics, Inc.                       | Verisk Analytics, Inc., Class A                                                           | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |       187 | NS      | $58250.50     | 0.26%             |  |  |  | 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      | $60409.00     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp.                                 | Ameren Corp.                                                                              | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |       544 | NS      | $52245.76     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co. (The)                          | Coca-Cola Co. (The)                                                                       | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      2125 | NS      | $150343.75    | 0.68%             |  |  |  | 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      | $468.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar, Inc.                            | Caterpillar, Inc.                                                                         | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |        54 | NS      | $20963.34     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp.                             | CMS Energy Corp.                                                                          | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |       680 | NS      | $47110.40     | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| SS&C Technologies Holdings, Inc.             | SS&C Technologies Holdings, Inc.                                                          | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |       595 | NS      | $49266.00     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp.                               | AppLovin Corp., Class A                                                                   | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |       114 | NS      | $39909.12     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow, Inc.                             | ServiceNow, Inc.                                                                          | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |        43 | NS      | $44207.44     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities, Inc.                  | AvalonBay Communities, Inc.                                                               | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |       221 | NS      | $44973.50     | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| VICI Properties, Inc.                        | VICI Properties, Inc., Class A                                                            | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      1632 | NS      | $53203.20     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | S&P 500 Mini-SPX Index                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        15 | NC      | $2377.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow, Inc.                                    | Dow, Inc.                                                                                 | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |      1675 | NS      | $44354.00     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co. (The)                   | Procter & Gamble Co. (The)                                                                | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      1230 | NS      | $195963.60    | 0.89%             |  |  |  | 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        |    751276 | NS      | $751276.36    | 3.42%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings, Inc.                 | LPL Financial Holdings, Inc.                                                              | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |       121 | NS      | $45371.37     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell, Inc.                                | Hubbell, Inc., Class B                                                                    | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |        79 | NS      | $32264.39     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife, Inc.                                | MetLife, Inc.                                                                             | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |       731 | NS      | $58787.02     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                | Estee Lauder Cos., Inc. (The), Class A                                                    | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |       256 | NS      | $20684.80     | 0.09%             |  |  |  | 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      | $8508.00      | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Walt Disney Co. (The)                        | Walt Disney Co. (The)                                                                     | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      1122 | NS      | $139139.22    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana, Inc.                                 | Humana, Inc.                                                                              | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       263 | NS      | $64298.24     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group, Inc.              | Principal Financial Group, Inc.                                                           | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |       561 | NS      | $44560.23     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp.                              | Microsoft Corp.                                                                           | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      3093 | NS      | $1538489.13   | 6.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corp.                        | Ares Management Corp., Class A                                                            | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |       427 | NS      | $73956.40     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                        | Bank of America Corp.                                                                     | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      3942 | NS      | $186535.44    | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | S&P 500 Mini-SPX Index                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         6 | NC      | $435.00       | 0.00%             |  |  |  | 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      | $80996.79     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson Enterprises, Inc.                   | Ferguson Enterprises, Inc.                                                                | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |       210 | NS      | $45727.50     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co.                                       | 3M Co.                                                                                    | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       527 | NS      | $80230.48     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| MercadoLibre, Inc.                           | MercadoLibre, Inc.                                                                        | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |        30 | NS      | $78408.90     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Coupang, Inc.                                | Coupang, Inc.                                                                             | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | US        |       825 | NS      | $24717.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp.                                    | RTX Corp.                                                                                 | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |       850 | NS      | $124117.00    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare, Inc.                         | HCA Healthcare, Inc.                                                                      | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       170 | NS      | $65127.00     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp.                         | Alliant Energy Corp.                                                                      | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |       765 | NS      | $46259.55     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                           | Equity Residential                                                                        | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |       680 | NS      | $45893.20     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical, Inc.                     | Intuitive Surgical, Inc.                                                                  | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       204 | NS      | $110855.64    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp.                           | State Street Corp.                                                                        | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |       694 | NS      | $73799.96     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp.                   | Occidental Petroleum Corp.                                                                | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |      1054 | NS      | $44278.54     | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| AbbVie, Inc.                                 | AbbVie, Inc.                                                                              | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       884 | NS      | $164088.08    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp.                       | ON Semiconductor Corp.                                                                    | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |       948 | NS      | $49684.68     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group, Inc.                       | WEC Energy Group, Inc.                                                                    | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |       527 | NS      | $54913.40     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Tradeweb Markets, Inc.                       | Tradeweb Markets, Inc., Class A                                                           | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       240 | NS      | $35136.00     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co. (The)                            | Hershey Co. (The)                                                                         | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |       272 | NS      | $45138.40     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoom Communications, Inc.                    | Zoom Communications, Inc., Class A                                                        | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |       300 | NS      | $23394.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MicroStrategy, Inc.                          | MicroStrategy, Inc., Class A                                                              | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EC               | CORP              | US        |       102 | NS      | $41231.46     | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| UnitedHealth Group, Inc.                     | UnitedHealth Group, Inc.                                                                  | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       163 | NS      | $50851.11     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | S&P 500 Index                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -6 | NC      | $-17580.00    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific, Inc.               | Thermo Fisher Scientific, Inc.                                                            | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       255 | NS      | $103392.30    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp.                                  | HEICO Corp., Class A                                                                      | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |       150 | NS      | $38812.50     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys, Inc.                               | Synopsys, Inc.                                                                            | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       178 | NS      | $91257.04     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp.                                  | Dover Corp.                                                                               | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |       316 | NS      | $57900.68     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa, Inc.                                   | Visa, Inc., Class A                                                                       | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |       843 | NS      | $299307.15    | 1.36%             |  |  |  | No            |                  1 | On Loan: —       |
| McDonald's Corp.                             | McDonald's Corp.                                                                          | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       408 | NS      | $119205.36    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co.                         | General Electric Co.                                                                      | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       646 | NS      | $166273.94    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer, Inc.                   | Super Micro Computer, Inc.                                                                | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |       336 | NS      | $16467.36     | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Healthpeak Properties, Inc.                  | Healthpeak Properties, Inc.                                                               | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               | CORP              | US        |      2361 | NS      | $41341.11     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands, Inc.                            | Yum! Brands, Inc.                                                                         | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |       391 | NS      | $57938.38     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture plc                                | Accenture plc, Class A                                                                    | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |       357 | NS      | $106703.73    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp.                        | Targa Resources Corp.                                                                     | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |       109 | NS      | $18974.72     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup, Inc.                             | PulteGroup, Inc.                                                                          | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       124 | NS      | $13077.04     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp.                             | CVS Health Corp.                                                                          | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      1222 | NS      | $84293.56     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies, Inc.                      | Dell Technologies, Inc., Class C                                                          | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |       413 | NS      | $50633.80     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp.                                | Entergy Corp.                                                                             | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |       680 | NS      | $56521.60     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM, Inc.                               | QUALCOMM, Inc.                                                                            | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |       626 | NS      | $99696.76     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Toast, Inc.                                  | Toast, Inc., Class A                                                                      | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |       455 | NS      | $20151.95     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora, Inc.                                | Cencora, Inc.                                                                             | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       221 | NS      | $66266.85     | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| Ford Motor Co.                               | Ford Motor Co.                                                                            | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      6484 | NS      | $70351.40     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp.                        | Lockheed Martin Corp.                                                                     | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       206 | NS      | $95406.84     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group, Inc.               | Citizens Financial Group, Inc.                                                            | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |       748 | NS      | $33473.00     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Reddit, Inc.                                 | Reddit, Inc., Class A                                                                     | CUSIP: 75734B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        94 | NS      | $14153.58     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp.            | Booz Allen Hamilton Holding Corp., Class A                                                | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |       157 | NS      | $16348.41     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce, Inc.                             | Salesforce, Inc.                                                                          | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       557 | NS      | $151888.33    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday, Inc.                                | Workday, Inc., Class A                                                                    | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |       204 | NS      | $48960.00     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp.                                    | CSX Corp.                                                                                 | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |      2405 | NS      | $78475.15     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | S&P 500 Mini-SPX Index                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        20 | NC      | $60.00        | 0.00%             |  |  |  | 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      | $48.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloudflare, Inc.                             | Cloudflare, Inc., Class A                                                                 | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |       204 | NS      | $39949.32     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                  | Block, Inc., Class A                                                                      | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |       174 | NS      | $11819.82     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems, Inc.               | Monolithic Power Systems, Inc.                                                            | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |        72 | NS      | $52659.36     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks, Inc.                     | Palo Alto Networks, Inc.                                                                  | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |       522 | NS      | $106822.08    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde plc                                    | Linde plc                                                                                 | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | IE        |       272 | NS      | $127616.96    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co., Inc.                           | Best Buy Co., Inc.                                                                        | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |       142 | NS      | $9532.46      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-30

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

**Signature:** Francis J. Smith

**Name of Signer:** Francis J. Smith

**Title:** Principal Financial Officer