# EDGAR Filing Document

**Accession Number:** 0001415726
**File Stem:** 0001145549-23-020115
**Filing Date:** 2023-3
**Character Count:** 164347
**Document Hash:** d164c19cb9d2815bdb0f9d6e05972158
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-020115.hdr.sgml**: 20230330

**ACCESSION NUMBER**: 0001145549-23-020115

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230330

**DATE AS OF CHANGE**: 20230330

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Innovator ETFs Trust
- **CENTRAL INDEX KEY:** 0001415726
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1130

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22135
- **FILM NUMBER:** 23778282

**BUSINESS ADDRESS:**
- **STREET 1:** 109 NORTH HALE STREET
- **CITY:** WHEATON
- **STATE:** IL
- **ZIP:** 60187
- **BUSINESS PHONE:** 800-621-1675

**MAIL ADDRESS:**
- **STREET 1:** 109 NORTH HALE STREET
- **CITY:** WHEATON
- **STATE:** IL
- **ZIP:** 60187

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** INNOVATOR ETFS TRUST
- **DATE OF NAME CHANGE:** 20170825

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Academy Funds Trust
- **DATE OF NAME CHANGE:** 20071019

## Series and Classes Contracts Data

### Innovator Equity Managed Floor ETF (Series ID: S000077117)

| Class ID   | Class Name                         | Ticker Symbol   |
|:---|:---|:---|
| C000237286 | Innovator Equity Managed Floor ETF |  |

## Nport-Ex

---

| | | | | |
|:---|:---|:---|:---|:---|
| **INNOVATOR EQUITY MANAGED FLOOR ETF** | **INNOVATOR EQUITY MANAGED FLOOR ETF** | **INNOVATOR EQUITY MANAGED FLOOR ETF** | **INNOVATOR EQUITY MANAGED FLOOR ETF** | **INNOVATOR EQUITY MANAGED FLOOR ETF** |
| **Schedule of Investments** | **Schedule of Investments** | **Schedule of Investments** | **Schedule of Investments** | **Schedule of Investments** |
| **January 31, 2023 (Unaudited)** | **January 31, 2023 (Unaudited)** | **January 31, 2023 (Unaudited)** | **January 31, 2023 (Unaudited)** | **January 31, 2023 (Unaudited)** |
|  | **Shares** |  | **Value** | **Value** |
| **COMMON STOCKS - 94.33%** | |  | | |
| **Advertising - 0.08%** | |  | | |
| The Trade Desk, Inc. - Class A <sup>(a)</sup> | 399 |  | $ | 20229 |
| **Aerospace & Defense - 1.63%** |  |  |  |  |
| HEICO Corp. | 275 |  |  | 47011 |
| HEICO Corp. - Class A | 210 |  |  | 28073 |
| Lockheed Martin Corp. | 294 |  |  | 136198 |
| The Boeing Co. <sup>(a)</sup> | 504 |  |  | 107352 |
| TransDigm Group, Inc. | 127 |  |  | 91154 |
|  |  |  |  | 409788 |
| **Agriculture - 0.52%** |  |  |  |  |
| Philip Morris International, Inc. | 1260 |  |  | 131342 |
| **Airlines - 0.27%** |  |  |  |  |
| Delta Air Lines, Inc. <sup>(a)</sup> | 1701 |  |  | 66509 |
| **Apparel - 0.53%** |  |  |  |  |
| NIKE, Inc. - Class B | 1050 |  |  | 133696 |
| **Auto Manufacturers - 1.78%** |  |  |  |  |
| Ford Motor Co. | 3402 |  |  | 45961 |
| General Motors Co. | 1428 |  |  | 56149 |
| Lucid Group, Inc. <sup>(a)</sup> | 588 |  |  | 6874 |
| Rivian Automotive, Inc. - Class A <sup>(a)</sup> | 399 |  |  | 7741 |
| Tesla, Inc. <sup>(a)</sup> | 1911 |  |  | 331023 |
|  |  |  |  | 447748 |
| **Banks - 4.17%** |  |  |  |  |
| Bank of America Corp. | 6304 |  |  | 223666 |
| Citizens Financial Group, Inc. | 1029 |  |  | 44576 |
| Huntington Bancshares, Inc./OH | 3045 |  |  | 46193 |
| JPMorgan Chase & Co. | 2315 |  |  | 324007 |
| KeyCorp | 2730 |  |  | 52389 |
| Regions Financial Corp. | 2478 |  |  | 58332 |
| The Goldman Sachs Group, Inc. | 399 |  |  | 145957 |
| Wells Fargo & Co. | 3213 |  |  | 150593 |
|  |  |  |  | 1045713 |
| **Beverages - 2.02%** |  |  |  |  |
| Brown-Forman Corp. - Class A | 294 |  |  | 19551 |
| Brown-Forman Corp. - Class B | 651 |  |  | 43344 |
| PepsiCo, Inc. | 1283 |  |  | 219419 |
| The Coca-Cola Co. | 3654 |  |  | 224064 |
|  |  |  |  | 506378 |
| **Biotechnology - 2.09%** |  |  |  |  |
| Alnylam Pharmaceuticals, Inc. <sup>(a)</sup> | 105 |  |  | 23772 |
| Amgen, Inc. | 483 |  |  | 121909 |
| BioMarin Pharmaceutical, Inc. <sup>(a)</sup> | 273 |  |  | 31491 |
| Gilead Sciences, Inc. | 1113 |  |  | 93425 |
| Horizon Therapeutics PLC <sup>(a)</sup> | 231 |  |  | 25345 |
| Moderna, Inc. <sup>(a)</sup> | 252 |  |  | 44367 |
| Regeneron Pharmaceuticals, Inc. <sup>(a)</sup> | 84 |  |  | 63711 |
| Royalty Pharma PLC - Class A | 672 |  |  | 26336 |
| Seagen, Inc. <sup>(a)</sup> | 147 |  |  | 20504 |
| Vertex Pharmaceuticals, Inc. <sup>(a)</sup> | 231 |  |  | 74636 |
|  |  |  |  | 525496 |
| **Chemicals - 1.68%** |  |  |  |  |
| Albemarle Corp. | 105 |  |  | 29552 |
| Celanese Corp. | 336 |  |  | 41395 |
| Dow, Inc. | 1323 |  |  | 78521 |
| Linde PLC <sup>(b)</sup> | 486 |  |  | 160836 |
| LyondellBasell Industries NV - Class A | 483 |  |  | 46701 |
| PPG Industries, Inc. | 504 |  |  | 65691 |
|  |  |  |  | 422696 |
| **Commercial Services - 1.17%** |  |  |  |  |
| Block, Inc. <sup>(a)</sup> | 420 |  |  | 34322 |
| Cintas Corp. | 189 |  |  | 83867 |
| PayPal Holdings, Inc. <sup>(a)</sup> | 966 |  |  | 78719 |
| TransUnion | 441 |  |  | 31642 |
| United Rentals, Inc. <sup>(a)</sup> | 147 |  |  | 64820 |
|  |  |  |  | 293370 |
| **Computers - 7.97%** |  |  |  |  |
| Accenture PLC - Class A | 630 |  |  | 175801 |
| Apple, Inc. | 11553 |  |  | 1666982 |
| Crowdstrike Holdings, Inc. - Class A <sup>(a)</sup> | 210 |  |  | 22239 |
| Dell Technologies, Inc. - Class C | 357 |  |  | 14501 |
| International Business Machines Corp. <sup>(b)</sup> | 801 |  |  | 107919 |
| Zscaler, Inc. <sup>(a)</sup> | 105 |  |  | 13037 |
|  |  |  |  | 2000479 |
| **Cosmetics & Personal Care - 1.17%** |  |  |  |  |
| The Procter & Gamble Co. | 2058 |  |  | 293018 |
| **Diversified Financial Services - 4.16%** |  |  |  |  |
| American Express Co. | 546 |  |  | 95512 |
| Apollo Global Management, Inc. | 525 |  |  | 37160 |
| Blue Owl Capital, Inc. | 1113 |  |  | 14002 |
| Coinbase Global, Inc. - Class A <sup>(a)</sup> | 126 |  |  | 7368 |
| Franklin Resources, Inc. | 777 |  |  | 24242 |
| Interactive Brokers Group, Inc. - Class A | 336 |  |  | 26860 |
| LPL Financial Holdings, Inc. | 126 |  |  | 29877 |
| Mastercard, Inc. - Class A | 695 |  |  | 257567 |
| Nasdaq, Inc. | 1158 |  |  | 69701 |
| Rocket Cos., Inc. - Class A | 798 |  |  | 7509 |
| T Rowe Price Group, Inc. | 441 |  |  | 51363 |
| The Charles Schwab Corp. | 1218 |  |  | 94298 |
| Tradeweb Markets, Inc. - Class A | 294 |  |  | 21915 |
| Visa, Inc. - Class A | 1328 |  |  | 305719 |
|  |  |  |  | 1043093 |
| **Electric - 2.73%** |  |  |  |  |
| Alliant Energy Corp. | 1223 |  |  | 66079 |
| Ameren Corp. | 840 |  |  | 72971 |
| Avangrid, Inc. | 840 |  |  | 35423 |
| CenterPoint Energy, Inc. | 2373 |  |  | 71475 |
| CMS Energy Corp. | 1155 |  |  | 72984 |
| Consolidated Edison, Inc. | 840 |  |  | 80061 |
| DTE Energy Co. | 631 |  |  | 73429 |
| Entergy Corp. | 630 |  |  | 68216 |
| Evergy, Inc. | 1094 |  |  | 68539 |
| PPL Corp. | 2541 |  |  | 75214 |
|  |  |  |  | 684391 |
| **Electrical Components & Equipment - 0.27%** |  |  |  |  |
| AMETEK, Inc. | 462 |  |  | 66953 |
| **Electronics - 0.52%** |  |  |  |  |
| TE Connectivity Ltd. | 693 |  |  | 88115 |
| Trimble, Inc. <sup>(a)</sup> | 714 |  |  | 41455 |
|  |  |  |  | 129570 |
| **Energy - Alternate Sources - 0.17%** |  |  |  |  |
| Enphase Energy, Inc. <sup>(a)</sup> | 126 |  |  | 27894 |
| First Solar, Inc. <sup>(a)</sup> | 84 |  |  | 14918 |
|  |  |  |  | 42812 |
| **Engineering & Construction - 0.18%** |  |  |  |  |
| Jacobs Solutions, Inc. | 357 |  |  | 44107 |
| **Entertainment - 0.04%** |  |  |  |  |
| Warner Music Group Corp. - Class A | 252 |  |  | 9185 |
| **Environmental Control - 0.67%** |  |  |  |  |
| Republic Services, Inc. | 567 |  |  | 70773 |
| Waste Management, Inc. | 630 |  |  | 97480 |
|  |  |  |  | 168253 |
| **Food - 0.99%** |  |  |  |  |
| Albertsons Cos., Inc. - Class A | 546 |  |  | 11575 |
| Campbell Soup Co. | 1218 |  |  | 63251 |
| Conagra Brands, Inc. | 1491 |  |  | 55450 |
| Kellogg Co. | 966 |  |  | 66248 |
| The J M Smucker Co. | 336 |  |  | 51341 |
|  |  |  |  | 247865 |
| **Forest Products & Paper - 0.19%** |  |  |  |  |
| International Paper Co. | 1134 |  |  | 47424 |
| **Healthcare - Products - 3.69%** |  |  |  |  |
| Abbott Laboratories | 1492 |  |  | 164941 |
| Avantor, Inc. <sup>(a)</sup> | 798 |  |  | 19072 |
| Danaher Corp. | 589 |  |  | 155720 |
| GE HealthCare Technologies, Inc. <sup>(a)</sup> | 378 |  |  | 26279 |
| Insulet Corp. <sup>(a)</sup> | 84 |  |  | 24135 |
| Intuitive Surgical, Inc. <sup>(a)</sup> | 336 |  |  | 82551 |
| Medtronic PLC | 1386 |  |  | 115994 |
| Teleflex, Inc. | 147 |  |  | 35783 |
| The Cooper Cos., Inc. | 189 |  |  | 65948 |
| Thermo Fisher Scientific, Inc. | 315 |  |  | 179654 |
| Zimmer Biomet Holdings, Inc. | 441 |  |  | 56157 |
|  |  |  |  | 926234 |
| **Healthcare - Services - 2.13%** |  |  |  |  |
| HCA Healthcare, Inc. | 231 |  |  | 58921 |
| Humana, Inc. <sup>(b)</sup> | 189 |  |  | 96711 |
| UnitedHealth Group, Inc. | 758 |  |  | 378386 |
|  |  |  |  | 534018 |
| **Home Builders - 0.25%** |  |  |  |  |
| Lennar Corp. - Class B | 714 |  |  | 61661 |
| **Household Products & Wares - 0.24%** |  |  |  |  |
| Church & Dwight Co., Inc. | 735 |  |  | 59432 |
| **Insurance - 3.70%** |  |  |  |  |
| Arch Capital Group Ltd. <sup>(a)</sup> | 819 |  |  | 52703 |
| Arthur J Gallagher & Co. | 444 |  |  | 86900 |
| Berkshire Hathaway, Inc. - Class B <sup>(a)</sup> | 1092 |  |  | 340179 |
| Brown & Brown, Inc. | 903 |  |  | 52880 |
| Loews Corp. | 1134 |  |  | 69718 |
| Markel Corp. <sup>(a)</sup> | 42 |  |  | 59177 |
| Principal Financial Group, Inc. | 630 |  |  | 58307 |
| Prudential Financial, Inc. | 840 |  |  | 88149 |
| The Hartford Financial Services Group, Inc. | 777 |  |  | 60303 |
| W R Berkley Corp. | 861 |  |  | 60391 |
|  |  |  |  | 928707 |
| **Internet - 9.15%** |  |  |  |  |
| Airbnb, Inc. - Class A <sup>(a)</sup> | 336 |  |  | 37333 |
| Alphabet, Inc. - Class A <sup>(a)</sup> | 4452 |  |  | 440036 |
| Alphabet, Inc. - Class C <sup>(a)</sup> | 3969 |  |  | 396384 |
| Amazon.com, Inc. <sup>(a)</sup> | 6321 |  |  | 651884 |
| Booking Holdings, Inc. <sup>(a)</sup> | 42 |  |  | 102232 |
| CDW Corp/DE | 336 |  |  | 65866 |
| Chewy, Inc. - Class A <sup>(a)</sup> | 147 |  |  | 6624 |
| Coupang, Inc. <sup>(a)</sup> | 756 |  |  | 12769 |
| DoorDash, Inc. - Class A <sup>(a)</sup> | 168 |  |  | 9731 |
| Expedia Group, Inc. <sup>(a)</sup> | 172 |  |  | 19660 |
| MercadoLibre, Inc. <sup>(a)</sup> | 42 |  |  | 49631 |
| Meta Platforms, Inc. - Class A <sup>(a)</sup> | 1622 |  |  | 241630 |
| Netflix, Inc. <sup>(a)</sup> | 315 |  |  | 111466 |
| Okta, Inc. <sup>(a)</sup> | 168 |  |  | 12366 |
| Palo Alto Networks, Inc. <sup>(a)</sup> | 273 |  |  | 43309 |
| Pinterest, Inc. - Class A <sup>(a)(b)</sup> | 714 |  |  | 18771 |
| Snap, Inc. - Class A <sup>(a)</sup> | 966 |  |  | 11167 |
| Spotify Technology SA <sup>(a)</sup> | 168 |  |  | 18937 |
| Uber Technologies, Inc. <sup>(a)</sup> | 1512 |  |  | 46766 |
|  |  |  |  | 2296562 |
| **Iron & Steel - 0.20%** |  |  |  |  |
| Nucor Corp. | 294 |  |  | 49692 |
| **Lodging - 0.20%** |  |  |  |  |
| MGM Resorts International | 1197 |  |  | 49568 |
| **Machinery - Construction & Mining - 0.46%** |  |  |  |  |
| Caterpillar, Inc. | 462 |  |  | 116558 |
| **Machinery - Diversified - 1.17%** |  |  |  |  |
| Deere & Co. | 252 |  |  | 106556 |
| Dover Corp. | 525 |  |  | 79711 |
| IDEX Corp. | 294 |  |  | 70466 |
| Westinghouse Air Brake Technologies Corp. | 357 |  |  | 37060 |
|  |  |  |  | 293793 |
| **Media - 1.58%** |  |  |  |  |
| Comcast Corp. - Class A | 3591 |  |  | 141306 |
| FactSet Research Systems, Inc. | 105 |  |  | 44409 |
| Liberty Broadband Corp - Class A <sup>(a)</sup> | 105 |  |  | 9410 |
| Liberty Broadband Corp - Class C <sup>(a)</sup> | 231 |  |  | 20739 |
| Paramount Global - Class A | 252 |  |  | 6716 |
| Sirius XM Holdings, Inc. | 3087 |  |  | 17874 |
| The Walt Disney Co. <sup>(a)</sup> | 1449 |  |  | 157202 |
|  |  |  |  | 397656 |
| **Mining - 0.35%** |  |  |  |  |
| Freeport-McMoRan, Inc. | 1533 |  |  | 68402 |
| Southern Copper Corp. | 253 |  |  | 19028 |
|  |  |  |  | 87430 |
| **Miscellaneous Manufacturing - 1.24%** |  |  |  |  |
| 3M Co. | 819 |  |  | 94251 |
| Carlisle Cos., Inc. | 189 |  |  | 47413 |
| General Electric Co. | 1134 |  |  | 91264 |
| Trane Technologies PLC | 442 |  |  | 79171 |
|  |  |  |  | 312099 |
| **Oil & Gas - 4.15%** |  |  |  |  |
| Chevron Corp. | 1554 |  |  | 270427 |
| ConocoPhillips | 1346 |  |  | 164037 |
| Devon Energy Corp. | 945 |  |  | 59762 |
| Exxon Mobil Corp. | 3384 |  |  | 392578 |
| Marathon Oil Corp. | 1575 |  |  | 43265 |
| Occidental Petroleum Corp. | 840 |  |  | 54424 |
| Valero Energy Corp. | 420 |  |  | 58813 |
|  |  |  |  | 1043306 |
| **Oil & Gas Services - 0.44%** |  |  |  |  |
| Baker Hughes Co. <sup>(b)</sup> | 1155 |  |  | 36660 |
| Schlumberger Ltd. | 1323 |  |  | 75385 |
|  |  |  |  | 112045 |
| **Pharmaceuticals - 6.26%** |  |  |  |  |
| AbbVie, Inc. | 1391 |  |  | 205520 |
| AmerisourceBergen Corp. | 294 |  |  | 49674 |
| Bristol-Myers Squibb Co. | 1806 |  |  | 131206 |
| Cigna Corp. | 336 |  |  | 106401 |
| CVS Health Corp. | 1113 |  |  | 98189 |
| Dexcom, Inc. <sup>(a)</sup> | 336 |  |  | 35982 |
| Eli Lilly & Co. | 630 |  |  | 216814 |
| Johnson & Johnson | 2058 |  |  | 336317 |
| Merck & Co., Inc. | 1911 |  |  | 205261 |
| Pfizer, Inc. | 4222 |  |  | 186444 |
|  |  |  |  | 1571808 |
| **Pipelines - 0.43%** |  |  |  |  |
| Cheniere Energy, Inc. | 273 |  |  | 41712 |
| Kinder Morgan, Inc. | 3654 |  |  | 66868 |
|  |  |  |  | 108580 |
| **Private Equity - 0.55%** |  |  |  |  |
| Ares Management Corp. - Class A | 336 |  |  | 27885 |
| Blackstone, Inc. | 630 |  |  | 60455 |
| KKR & Co., Inc. | 882 |  |  | 49224 |
|  |  |  |  | 137564 |
| **Retail - 5.66%** |  |  |  |  |
| Costco Wholesale Corp. | 399 |  |  | 203945 |
| Genuine Parts Co. | 294 |  |  | 49339 |
| Lowe's Cos., Inc. | 651 |  |  | 135571 |
| Lululemon Athletica, Inc. <sup>(a)</sup> | 126 |  |  | 38667 |
| McDonald's Corp. | 719 |  |  | 192260 |
| Ross Stores, Inc. | 630 |  |  | 74460 |
| Starbucks Corp. | 1071 |  |  | 116888 |
| Target Corp. | 441 |  |  | 75914 |
| The Home Depot, Inc. | 882 |  |  | 285917 |
| Ulta Beauty, Inc. <sup>(a)</sup> | 84 |  |  | 43173 |
| Walmart, Inc. | 1281 |  |  | 184297 |
| Yum China Holdings, Inc. <sup>(b)</sup> | 336 |  |  | 20701 |
|  |  |  |  | 1421132 |
| **Semiconductors - 5.21%** |  |  |  |  |
| Advanced Micro Devices, Inc. <sup>(a)</sup> | 1450 |  |  | 108968 |
| Broadcom, Inc. | 357 |  |  | 208849 |
| GLOBALFOUNDRIES, Inc. <sup>(a)</sup> | 84 |  |  | 4980 |
| Intel Corp. | 3423 |  |  | 96734 |
| Lam Research Corp. | 210 |  |  | 105021 |
| Marvell Technology, Inc. | 1008 |  |  | 43495 |
| Micron Technology, Inc. | 1008 |  |  | 60782 |
| NVIDIA Corp. | 1785 |  |  | 348735 |
| QUALCOMM, Inc. | 882 |  |  | 117491 |
| Teradyne, Inc. | 487 |  |  | 49528 |
| Texas Instruments, Inc. | 926 |  |  | 164097 |
|  |  |  |  | 1308680 |
| **Software - 9.36%** |  |  |  |  |
| Adobe, Inc. <sup>(a)</sup> | 378 |  |  | 139988 |
| Aspen Technology, Inc. <sup>(a)</sup> | 42 |  |  | 8348 |
| Atlassian Corp. - Class A <sup>(a)(b)</sup> | 147 |  |  | 23758 |
| Bentley Systems, Inc. - Class B | 399 |  |  | 15581 |
| Bill.com Holdings, Inc. <sup>(a)</sup> | 105 |  |  | 12140 |
| Broadridge Financial Solutions, Inc. | 399 |  |  | 59994 |
| Cloudflare, Inc. - Class A<sup>(a)</sup> | 231 |  |  | 12222 |
| Datadog, Inc. - Class A <sup>(a)</sup> | 273 |  |  | 20423 |
| DocuSign, Inc. <sup>(a)</sup> | 336 |  |  | 20375 |
| HubSpot, Inc. <sup>(a)</sup> | 42 |  |  | 14574 |
| Intuit, Inc. | 275 |  |  | 116234 |
| Microsoft Corp. | 5292 |  |  | 1311410 |
| MongoDB, Inc. <sup>(a)</sup> | 63 |  |  | 13495 |
| Oracle Corp. | 1197 |  |  | 105887 |
| Palantir Technologies, Inc. - Class A<sup>(a)</sup> | 1743 |  |  | 13561 |
| ROBLOX Corp. - Class A <sup>(a)</sup> | 294 |  |  | 10940 |
| Salesforce, Inc. <sup>(a)</sup> | 777 |  |  | 130512 |
| ServiceNow, Inc. <sup>(a)</sup> | 168 |  |  | 76462 |
| Snowflake, Inc. - Class A<sup>(a)</sup> | 231 |  |  | 36138 |
| Splunk, Inc. <sup>(a)</sup> | 189 |  |  | 18101 |
| SS&C Technologies Holdings, Inc. | 651 |  |  | 39288 |
| Twilio, Inc. - Class A <sup>(a)</sup> | 252 |  |  | 15080 |
| Unity Software, Inc. <sup>(a)</sup> | 189 |  |  | 6713 |
| Veeva Systems, Inc. - Class A <sup>(a)</sup> | 147 |  |  | 25071 |
| VMware, Inc. - Class A <sup>(a)</sup> | 317 |  |  | 38823 |
| Workday, Inc. - Class A<sup>(a)</sup> | 210 |  |  | 38100 |
| Zoom Video Communications, Inc. - Class A <sup>(a)</sup> | 231 |  |  | 17325 |
| ZoomInfo Technologies, Inc. <sup>(a)</sup> | 336 |  |  | 9485 |
|  |  |  |  | 2350028 |
| **Telecommunications - 1.76%** |  |  |  |  |
| AT&T, Inc. | 7017 |  |  | 142936 |
| Cisco Systems, Inc. | 3827 |  |  | 186260 |
| T-Mobile US, Inc. <sup>(a)</sup> | 719 |  |  | 107354 |
| Ubiquiti, Inc. | 21 |  |  | 6135 |
|  |  |  |  | 442685 |
| **Transportation - 1.15%** |  |  |  |  |
| Expeditors International of Washington, Inc. | 462 |  |  | 49965 |
| FedEx Corp. | 294 |  |  | 56995 |
| JB Hunt Transport Services, Inc. | 210 |  |  | 39701 |
| Union Pacific Corp. | 693 |  |  | 141504 |
|  |  |  |  | 288165 |
| TOTAL COMMON STOCKS (Cost $22,668,829) |  |  |  | 23677518 |
| **REAL ESTATE INVESTMENT TRUSTS - 2.52%** |  |  |  |  |
| **Apartments - 1.25%** |  |  |  |  |
| Camden Property Trust | 567 |  |  | 69860 |
| Essex Property Trust, Inc. | 252 |  |  | 56970 |
| Invitation Homes, Inc. | 1743 |  |  | 56648 |
| Mid-America Apartment Communities, Inc. | 441 |  |  | 73524 |
| UDR, Inc. | 1323 |  |  | 56347 |
|  |  |  |  | 313349 |
| **Diversified - 0.60%** |  |  |  |  |
| American Tower Corp. | 420 |  |  | 93823 |
| WP Carey, Inc. | 672 |  |  | 57476 |
|  |  |  |  | 151299 |
| **Health Care - 0.29%** |  |  |  |  |
| Healthpeak Properties, Inc. | 2689 |  |  | 73893 |
| **Manufactured Homes - 0.25%** |  |  |  |  |
| Sun Communities, Inc. | 399 |  |  | 62587 |
| **Office Property - 0.13%** |  |  |  |  |
| Boston Properties, Inc. | 441 |  |  | 32872 |
| TOTAL REAL ESTATE INVESTMENT TRUSTS (Cost $591,951) |  |  |  | 634000 |
| **PURCHASED OPTIONS - 1.39% <sup>(c)</sup>** | **Contracts** | **Notional Amount** | **Value** | **Value** |
| **PUT OPTIONS - 1.39%** |  |  |  |  |
| SPY SPDR S&P 500<sup>®</sup> Trust ETF, Expires 3/31/2023, Strike Price $345.00 | 154 | $6259792 |  | 18326 |
| SPY SPDR S&P 500<sup>®</sup> Trust ETF, Expires 6/30/2023, Strike Price $344.00 | 153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6219144 |  | 62424 |
| SPY SPDR S&P 500<sup>®</sup> Trust ETF, Expires 9/29/2023, Strike Price $345.00 | 154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6259792 |  | 115192 |
| SPY SPDR S&P 500<sup>®</sup> Trust ETF, Expires 12/29/2023, Strike Price $345.00 | 154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6259792 |  | 151767 |
| TOTAL PURCHASED OPTIONS (Cost $608,379) |  |  |  | 347709 |
| **INVESTMENTS PURCHASED WITH PROCEEDS FROM SECURITIES LENDING - 1.30%** | **Units** |  |  |  |
| Mount Vernon Liquid Assets Portfolio, LLC, 4.53% <sup>(d)</sup> | 325905 |  |  | 325905 |
| TOTAL INVESTMENTS PURCHASED WITH PROCEEDS FROM SECURITIES LENDING (Cost $325,905) |  |  |  | 325905 |
| **SHORT TERM INVESTMENTS - 2.33%** |  |  |  |  |
| **Money Market Deposit Account - 2.33%** | **Principal Amount** |  | **Value** | **Value** |
| U.S. Bank Money Market Deposit Account, 3.900% <sup>(e)</sup> | 585599 |  |  | 585599 |
| TOTAL SHORT TERM INVESTMENTS (Cost $585,599) |  |  |  | 585599 |
| **Total Investments (Cost $24,780,663) - 101.87%** |  |  |  | 25570731 |
| **Liabilities in Excess of Other Assets - (1.87)%** |  |  |  | (469670) |
| **TOTAL NET ASSETS - 100.00%** |  |  | $ | 25101061 |
| **<u>Asset Type</u>** | **% of Net Assets** |  |  |  |
| Common Stocks | 94.33% |  |  |  |
| Real Estate Investment Trusts | 2.52 |  |  |  |
| Purchased Options | 1.39 |  |  |  |
| Investments Purchased with Proceeds From Securities Lending | 1.30 |  |  |  |
| Short Term Investments | 2.33 |  |  |  |
| **Total Investments** | 101.87 |  |  |  |
| **Liabilities in Excess of Other Assets** | **(1.87)** |  |  |  |
| **Net Assets** | 100.00% |  |  |  |
| Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. |  |  |  |
| <sup>(a)</sup> Non-income producing security. |  |  |  |  |
| <sup>(b)</sup> All or a portion of this security is on loan as of January 31, 2023. The total value of securities on loan is $328,010, or 1.31% of net assets. See Note 2. | <sup>(b)</sup> All or a portion of this security is on loan as of January 31, 2023. The total value of securities on loan is $328,010, or 1.31% of net assets. See Note 2. | <sup>(b)</sup> All or a portion of this security is on loan as of January 31, 2023. The total value of securities on loan is $328,010, or 1.31% of net assets. See Note 2. | <sup>(b)</sup> All or a portion of this security is on loan as of January 31, 2023. The total value of securities on loan is $328,010, or 1.31% of net assets. See Note 2. | <sup>(b)</sup> All or a portion of this security is on loan as of January 31, 2023. The total value of securities on loan is $328,010, or 1.31% of net assets. See Note 2. |
| <sup>(c)</sup> Exchange-Traded. |  |  |  |  |
| <sup>(d)</sup> Represents annualized seven-day yield as of the end of the reporting period. |  |  |  |  |
| <sup>(e)</sup> The U.S. Bank Money Market Deposit Account (the "MMDA") is a short-term investment vehicle in which the Fund holds cash balances. The MMDA will bear interest at a variable rate that is determined based on conditions and may change daily and by any amount. The rate shown is as of January 31, 2023. | <sup>(e)</sup> The U.S. Bank Money Market Deposit Account (the "MMDA") is a short-term investment vehicle in which the Fund holds cash balances. The MMDA will bear interest at a variable rate that is determined based on conditions and may change daily and by any amount. The rate shown is as of January 31, 2023. | <sup>(e)</sup> The U.S. Bank Money Market Deposit Account (the "MMDA") is a short-term investment vehicle in which the Fund holds cash balances. The MMDA will bear interest at a variable rate that is determined based on conditions and may change daily and by any amount. The rate shown is as of January 31, 2023. | <sup>(e)</sup> The U.S. Bank Money Market Deposit Account (the "MMDA") is a short-term investment vehicle in which the Fund holds cash balances. The MMDA will bear interest at a variable rate that is determined based on conditions and may change daily and by any amount. The rate shown is as of January 31, 2023. | <sup>(e)</sup> The U.S. Bank Money Market Deposit Account (the "MMDA") is a short-term investment vehicle in which the Fund holds cash balances. The MMDA will bear interest at a variable rate that is determined based on conditions and may change daily and by any amount. The rate shown is as of January 31, 2023. |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Schedule of Options Written <sup>(a)</sup>** | **Schedule of Options Written <sup>(a)</sup>** | **Schedule of Options Written <sup>(a)</sup>** | **Schedule of Options Written <sup>(a)</sup>** | **Schedule of Options Written <sup>(a)</sup>** | |
| **January 31, 2023 (Unaudited)** | **January 31, 2023 (Unaudited)** | **January 31, 2023 (Unaudited)** | **January 31, 2023 (Unaudited)** | **January 31, 2023 (Unaudited)** | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Description** | **Expiration** | **Strike Price** | **Contracts** | **Notional Amount** | **Value** |
| **Call Options** |  | |  | | |
| SPXW S&P<sup>®</sup> 500 Index | 2/1/2023 | $877.73 | 21 | $(8560860) | $(89229) |
| SPXW S&P<sup>®</sup> 500 Index | 2/6/2023 | 2241.23 | 21 | (8560860) | (30702) |
| SPXW S&P<sup>®</sup> 500 Index | 2/10/2023 | 2241.23 | 21 | (8560860) | (25851) |
| **Total Options Written (Premiums Received $85,519)** |  |  |  |  | $**(145782)** |
| <sup>(a)</sup> Exchange-Traded. |  |  |  |  |  |

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| | | | |
|:---|:---|:---|:---|
| **1) SIGNIFICANT ACCOUNTING POLICIES** | |  |  |
| The following is a summary of significant accounting policies consistently followed by the Innovator ETFs Trust (the "Trust") in the preparation of its financial statements. These policies are in conformity with accounting principles generally accepted in the United States of America ("U.S. GAAP"). | The following is a summary of significant accounting policies consistently followed by the Innovator ETFs Trust (the "Trust") in the preparation of its financial statements. These policies are in conformity with accounting principles generally accepted in the United States of America ("U.S. GAAP"). | The following is a summary of significant accounting policies consistently followed by the Innovator ETFs Trust (the "Trust") in the preparation of its financial statements. These policies are in conformity with accounting principles generally accepted in the United States of America ("U.S. GAAP"). | The following is a summary of significant accounting policies consistently followed by the Innovator ETFs Trust (the "Trust") in the preparation of its financial statements. These policies are in conformity with accounting principles generally accepted in the United States of America ("U.S. GAAP"). |
| **Valuation:** |  |  |  |
| Portfolio securities generally shall be valued utilizing prices provided by independent pricing services. The Trust's Pricing Committee ("Pricing Committee") is responsible for establishing valuation of portfolio securities and other instruments held by the Fund in accordance with the Trust's valuation procedures. | Portfolio securities generally shall be valued utilizing prices provided by independent pricing services. The Trust's Pricing Committee ("Pricing Committee") is responsible for establishing valuation of portfolio securities and other instruments held by the Fund in accordance with the Trust's valuation procedures. | Portfolio securities generally shall be valued utilizing prices provided by independent pricing services. The Trust's Pricing Committee ("Pricing Committee") is responsible for establishing valuation of portfolio securities and other instruments held by the Fund in accordance with the Trust's valuation procedures. | Portfolio securities generally shall be valued utilizing prices provided by independent pricing services. The Trust's Pricing Committee ("Pricing Committee") is responsible for establishing valuation of portfolio securities and other instruments held by the Fund in accordance with the Trust's valuation procedures. |
| Common stocks, preferred stocks and other equity securities listed on any national or foreign exchange (excluding the NASDAQ National Market ("NASDAQ") and the London Stock Exchange Alternative Investment Market ("AIM")) are generally valued at the last sale price on the exchange on which they are principally traded or, for NASDAQ and AIM securities, the official closing price. Securities traded on more than one securities exchange are valued at the last sale price or official closing price, as applicable, at the close of the exchange representing the principal market for such securities. Securities traded in the over-the-counter market are valued at the mean of the bid and the asked price, if available, and otherwise at their closing bid price. Redeemable securities issued by open-end investment companies shall be valued at the investment company's applicable net asset value, with the exception of exchange-traded open-end investment companies which are priced as equity securities. Fixed income securities, swaps, currency-, credit- and commodity-linked notes, and other similar instruments will be valued using a pricing service. Fixed income securities having a remaining maturity of 60 days or less when purchased will be valued at cost adjusted for amortization of premiums and accretion of discounts, provided the Pricing Committee has determined that the use of amortized cost is an appropriate reflection of fair value given market and issuer specific conditions existing at the time of the determination. Foreign securities and other assets denominated in foreign currencies are translated into U.S. dollars at the exchange rate of such currencies against the U.S. dollar as provided by the pricing service. All assets denominated in foreign currencies will be converted into U.S. dollars at the exchange rates in effect at the time of valuation. Restricted securities (with the exception of Rule 144A Securities for which market quotations are available) will normally be valued at fair value as determined by the Pricing Committee. | Common stocks, preferred stocks and other equity securities listed on any national or foreign exchange (excluding the NASDAQ National Market ("NASDAQ") and the London Stock Exchange Alternative Investment Market ("AIM")) are generally valued at the last sale price on the exchange on which they are principally traded or, for NASDAQ and AIM securities, the official closing price. Securities traded on more than one securities exchange are valued at the last sale price or official closing price, as applicable, at the close of the exchange representing the principal market for such securities. Securities traded in the over-the-counter market are valued at the mean of the bid and the asked price, if available, and otherwise at their closing bid price. Redeemable securities issued by open-end investment companies shall be valued at the investment company's applicable net asset value, with the exception of exchange-traded open-end investment companies which are priced as equity securities. Fixed income securities, swaps, currency-, credit- and commodity-linked notes, and other similar instruments will be valued using a pricing service. Fixed income securities having a remaining maturity of 60 days or less when purchased will be valued at cost adjusted for amortization of premiums and accretion of discounts, provided the Pricing Committee has determined that the use of amortized cost is an appropriate reflection of fair value given market and issuer specific conditions existing at the time of the determination. Foreign securities and other assets denominated in foreign currencies are translated into U.S. dollars at the exchange rate of such currencies against the U.S. dollar as provided by the pricing service. All assets denominated in foreign currencies will be converted into U.S. dollars at the exchange rates in effect at the time of valuation. Restricted securities (with the exception of Rule 144A Securities for which market quotations are available) will normally be valued at fair value as determined by the Pricing Committee. | Common stocks, preferred stocks and other equity securities listed on any national or foreign exchange (excluding the NASDAQ National Market ("NASDAQ") and the London Stock Exchange Alternative Investment Market ("AIM")) are generally valued at the last sale price on the exchange on which they are principally traded or, for NASDAQ and AIM securities, the official closing price. Securities traded on more than one securities exchange are valued at the last sale price or official closing price, as applicable, at the close of the exchange representing the principal market for such securities. Securities traded in the over-the-counter market are valued at the mean of the bid and the asked price, if available, and otherwise at their closing bid price. Redeemable securities issued by open-end investment companies shall be valued at the investment company's applicable net asset value, with the exception of exchange-traded open-end investment companies which are priced as equity securities. Fixed income securities, swaps, currency-, credit- and commodity-linked notes, and other similar instruments will be valued using a pricing service. Fixed income securities having a remaining maturity of 60 days or less when purchased will be valued at cost adjusted for amortization of premiums and accretion of discounts, provided the Pricing Committee has determined that the use of amortized cost is an appropriate reflection of fair value given market and issuer specific conditions existing at the time of the determination. Foreign securities and other assets denominated in foreign currencies are translated into U.S. dollars at the exchange rate of such currencies against the U.S. dollar as provided by the pricing service. All assets denominated in foreign currencies will be converted into U.S. dollars at the exchange rates in effect at the time of valuation. Restricted securities (with the exception of Rule 144A Securities for which market quotations are available) will normally be valued at fair value as determined by the Pricing Committee. | Common stocks, preferred stocks and other equity securities listed on any national or foreign exchange (excluding the NASDAQ National Market ("NASDAQ") and the London Stock Exchange Alternative Investment Market ("AIM")) are generally valued at the last sale price on the exchange on which they are principally traded or, for NASDAQ and AIM securities, the official closing price. Securities traded on more than one securities exchange are valued at the last sale price or official closing price, as applicable, at the close of the exchange representing the principal market for such securities. Securities traded in the over-the-counter market are valued at the mean of the bid and the asked price, if available, and otherwise at their closing bid price. Redeemable securities issued by open-end investment companies shall be valued at the investment company's applicable net asset value, with the exception of exchange-traded open-end investment companies which are priced as equity securities. Fixed income securities, swaps, currency-, credit- and commodity-linked notes, and other similar instruments will be valued using a pricing service. Fixed income securities having a remaining maturity of 60 days or less when purchased will be valued at cost adjusted for amortization of premiums and accretion of discounts, provided the Pricing Committee has determined that the use of amortized cost is an appropriate reflection of fair value given market and issuer specific conditions existing at the time of the determination. Foreign securities and other assets denominated in foreign currencies are translated into U.S. dollars at the exchange rate of such currencies against the U.S. dollar as provided by the pricing service. All assets denominated in foreign currencies will be converted into U.S. dollars at the exchange rates in effect at the time of valuation. Restricted securities (with the exception of Rule 144A Securities for which market quotations are available) will normally be valued at fair value as determined by the Pricing Committee. |
| Exchange-traded option contracts (other than FLexible EXchange Option or "FLEX Option" contracts) will be valued at the closing price in the market where such contracts are principally traded. If no closing price is available, they will be fair valued at the mean of their most recent bid and asked price, if available, and otherwise at their closing bid price. OTC options are fair valued at the mean of the most recent bid and asked price, if available, and otherwise at their closing bid price. FLEX Options will be valued at a model-based price provided by the exchange on which the option is traded at the official close of that exchange's trading date. If the exchange on which the option is traded is unable to provide a model price, FLEX Options prices will be provided by backup provider Super Derivatives. Otherwise, the value of a FLEX Option will be determined by the Pricing Committee in accordance with the Trust's valuation procedures. | Exchange-traded option contracts (other than FLexible EXchange Option or "FLEX Option" contracts) will be valued at the closing price in the market where such contracts are principally traded. If no closing price is available, they will be fair valued at the mean of their most recent bid and asked price, if available, and otherwise at their closing bid price. OTC options are fair valued at the mean of the most recent bid and asked price, if available, and otherwise at their closing bid price. FLEX Options will be valued at a model-based price provided by the exchange on which the option is traded at the official close of that exchange's trading date. If the exchange on which the option is traded is unable to provide a model price, FLEX Options prices will be provided by backup provider Super Derivatives. Otherwise, the value of a FLEX Option will be determined by the Pricing Committee in accordance with the Trust's valuation procedures. | Exchange-traded option contracts (other than FLexible EXchange Option or "FLEX Option" contracts) will be valued at the closing price in the market where such contracts are principally traded. If no closing price is available, they will be fair valued at the mean of their most recent bid and asked price, if available, and otherwise at their closing bid price. OTC options are fair valued at the mean of the most recent bid and asked price, if available, and otherwise at their closing bid price. FLEX Options will be valued at a model-based price provided by the exchange on which the option is traded at the official close of that exchange's trading date. If the exchange on which the option is traded is unable to provide a model price, FLEX Options prices will be provided by backup provider Super Derivatives. Otherwise, the value of a FLEX Option will be determined by the Pricing Committee in accordance with the Trust's valuation procedures. | Exchange-traded option contracts (other than FLexible EXchange Option or "FLEX Option" contracts) will be valued at the closing price in the market where such contracts are principally traded. If no closing price is available, they will be fair valued at the mean of their most recent bid and asked price, if available, and otherwise at their closing bid price. OTC options are fair valued at the mean of the most recent bid and asked price, if available, and otherwise at their closing bid price. FLEX Options will be valued at a model-based price provided by the exchange on which the option is traded at the official close of that exchange's trading date. If the exchange on which the option is traded is unable to provide a model price, FLEX Options prices will be provided by backup provider Super Derivatives. Otherwise, the value of a FLEX Option will be determined by the Pricing Committee in accordance with the Trust's valuation procedures. |
| If no quotation can be obtained from a pricing service, then the Pricing Committee will then attempt to obtain one or more broker quotes for the security. If no quotation is available from either a pricing service or one or more brokers or if the Pricing Committee has reason to question the reliability or accuracy of a quotation supplied or the use of amortized cost, the value of any portfolio security held by the Fund for which reliable market quotations are not readily available will be determined by the Pricing Committee in a manner that most appropriately reflects fair market value of the security on the valuation date. The use of a fair valuation method may be appropriate if, for example: (i) market quotations do not accurately reflect fair value of an investment; (ii) an investment's value has been materially affected by events occurring after the close of the exchange or market on which the investment is principally traded (for example, a foreign exchange or market); (iii) a trading halt closes an exchange or market early; or (iv) other events result in an exchange or market delaying its normal close. | If no quotation can be obtained from a pricing service, then the Pricing Committee will then attempt to obtain one or more broker quotes for the security. If no quotation is available from either a pricing service or one or more brokers or if the Pricing Committee has reason to question the reliability or accuracy of a quotation supplied or the use of amortized cost, the value of any portfolio security held by the Fund for which reliable market quotations are not readily available will be determined by the Pricing Committee in a manner that most appropriately reflects fair market value of the security on the valuation date. The use of a fair valuation method may be appropriate if, for example: (i) market quotations do not accurately reflect fair value of an investment; (ii) an investment's value has been materially affected by events occurring after the close of the exchange or market on which the investment is principally traded (for example, a foreign exchange or market); (iii) a trading halt closes an exchange or market early; or (iv) other events result in an exchange or market delaying its normal close. | If no quotation can be obtained from a pricing service, then the Pricing Committee will then attempt to obtain one or more broker quotes for the security. If no quotation is available from either a pricing service or one or more brokers or if the Pricing Committee has reason to question the reliability or accuracy of a quotation supplied or the use of amortized cost, the value of any portfolio security held by the Fund for which reliable market quotations are not readily available will be determined by the Pricing Committee in a manner that most appropriately reflects fair market value of the security on the valuation date. The use of a fair valuation method may be appropriate if, for example: (i) market quotations do not accurately reflect fair value of an investment; (ii) an investment's value has been materially affected by events occurring after the close of the exchange or market on which the investment is principally traded (for example, a foreign exchange or market); (iii) a trading halt closes an exchange or market early; or (iv) other events result in an exchange or market delaying its normal close. | If no quotation can be obtained from a pricing service, then the Pricing Committee will then attempt to obtain one or more broker quotes for the security. If no quotation is available from either a pricing service or one or more brokers or if the Pricing Committee has reason to question the reliability or accuracy of a quotation supplied or the use of amortized cost, the value of any portfolio security held by the Fund for which reliable market quotations are not readily available will be determined by the Pricing Committee in a manner that most appropriately reflects fair market value of the security on the valuation date. The use of a fair valuation method may be appropriate if, for example: (i) market quotations do not accurately reflect fair value of an investment; (ii) an investment's value has been materially affected by events occurring after the close of the exchange or market on which the investment is principally traded (for example, a foreign exchange or market); (iii) a trading halt closes an exchange or market early; or (iv) other events result in an exchange or market delaying its normal close. |
| **Fair Valuation Measurement:** |  |  |  |
| FASB established a framework for measuring fair value in accordance with U.S. GAAP. Under ASC, Fair Value Measurement ("ASC 820"), various inputs are used in determining the value of the Fund's investments. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. The three Levels of inputs of the fair value hierarchy are defined as follows: | FASB established a framework for measuring fair value in accordance with U.S. GAAP. Under ASC, Fair Value Measurement ("ASC 820"), various inputs are used in determining the value of the Fund's investments. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. The three Levels of inputs of the fair value hierarchy are defined as follows: | FASB established a framework for measuring fair value in accordance with U.S. GAAP. Under ASC, Fair Value Measurement ("ASC 820"), various inputs are used in determining the value of the Fund's investments. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. The three Levels of inputs of the fair value hierarchy are defined as follows: | FASB established a framework for measuring fair value in accordance with U.S. GAAP. Under ASC, Fair Value Measurement ("ASC 820"), various inputs are used in determining the value of the Fund's investments. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. The three Levels of inputs of the fair value hierarchy are defined as follows: |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 –Unadjusted quoted prices in active markets for identical assets or liabilities that the Fund has the ability to access. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 –Unadjusted quoted prices in active markets for identical assets or liabilities that the Fund has the ability to access. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 –Unadjusted quoted prices in active markets for identical assets or liabilities that the Fund has the ability to access. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 –Unadjusted quoted prices in active markets for identical assets or liabilities that the Fund has the ability to access. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 –Observable inputs other than quoted prices included in level 1 that are observable for the asset or liability, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves, default rates and similar data. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 –Observable inputs other than quoted prices included in level 1 that are observable for the asset or liability, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves, default rates and similar data. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 –Observable inputs other than quoted prices included in level 1 that are observable for the asset or liability, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves, default rates and similar data. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 –Observable inputs other than quoted prices included in level 1 that are observable for the asset or liability, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves, default rates and similar data. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 –Unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available, representing the Fund's own assumptions about the assumptions a market participant would use in valuing the asset or liability, and would be based on the best information available. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 –Unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available, representing the Fund's own assumptions about the assumptions a market participant would use in valuing the asset or liability, and would be based on the best information available. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 –Unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available, representing the Fund's own assumptions about the assumptions a market participant would use in valuing the asset or liability, and would be based on the best information available. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 –Unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available, representing the Fund's own assumptions about the assumptions a market participant would use in valuing the asset or liability, and would be based on the best information available. |
| The availability of observable inputs can vary from security to security and is affected by a wide variety of factors, including, for example, the type of security, whether the security is new and not yet established in the marketplace, the liquidity of markets, and other characteristics particular to the security. To the extent that valuation is based on models or inputs that are less observable or unobservable in the market, the determination of fair value requires more judgement. Accordingly, the degree of judgement exercised in determining fair value is greatest for instruments categorized in Level 3. | The availability of observable inputs can vary from security to security and is affected by a wide variety of factors, including, for example, the type of security, whether the security is new and not yet established in the marketplace, the liquidity of markets, and other characteristics particular to the security. To the extent that valuation is based on models or inputs that are less observable or unobservable in the market, the determination of fair value requires more judgement. Accordingly, the degree of judgement exercised in determining fair value is greatest for instruments categorized in Level 3. | The availability of observable inputs can vary from security to security and is affected by a wide variety of factors, including, for example, the type of security, whether the security is new and not yet established in the marketplace, the liquidity of markets, and other characteristics particular to the security. To the extent that valuation is based on models or inputs that are less observable or unobservable in the market, the determination of fair value requires more judgement. Accordingly, the degree of judgement exercised in determining fair value is greatest for instruments categorized in Level 3. | The availability of observable inputs can vary from security to security and is affected by a wide variety of factors, including, for example, the type of security, whether the security is new and not yet established in the marketplace, the liquidity of markets, and other characteristics particular to the security. To the extent that valuation is based on models or inputs that are less observable or unobservable in the market, the determination of fair value requires more judgement. Accordingly, the degree of judgement exercised in determining fair value is greatest for instruments categorized in Level 3. |
| The inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, for disclosure purposes, the level in the fair value hierarchy within which the fair value measurement falls in its entirety, is determined based on the lowest level input that is significant to the fair value measurement in its entirety. | The inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, for disclosure purposes, the level in the fair value hierarchy within which the fair value measurement falls in its entirety, is determined based on the lowest level input that is significant to the fair value measurement in its entirety. | The inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, for disclosure purposes, the level in the fair value hierarchy within which the fair value measurement falls in its entirety, is determined based on the lowest level input that is significant to the fair value measurement in its entirety. | The inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, for disclosure purposes, the level in the fair value hierarchy within which the fair value measurement falls in its entirety, is determined based on the lowest level input that is significant to the fair value measurement in its entirety. |
| The following table summarizes valuation of the Fund's investments under the fair value hierarchy levels as of January 31, 2023: | The following table summarizes valuation of the Fund's investments under the fair value hierarchy levels as of January 31, 2023: | The following table summarizes valuation of the Fund's investments under the fair value hierarchy levels as of January 31, 2023: | The following table summarizes valuation of the Fund's investments under the fair value hierarchy levels as of January 31, 2023: |
|  | Level 1 | Level 2 | Total |
| **Assets** |  |  |  |
| Common Stocks | $23677518 | $- | $23677518 |
| Real Estate Investment Trusts | 634000 | - | 634000 |
| Purchased Options | - | 347709 | 347709 |
| Investments Purchased with Proceeds From Securities Lending | - | 325905 | 325905 |
| Short Term Investments | 585599 | - | 585599 |
| **Total Assets** | $24897117 | $673614 | $25570731 |
| **Liabilities** |  |  |  |
| Options Written | $- | $145782 | $145782 |
| **Total Liabilities** | $- | $145782 | $145782 |
| There were no Level 3 investments held by the Fund during the reporting period. | There were no Level 3 investments held by the Fund during the reporting period. |  |  |

---

------

---

| | | |
|:---|:---|:---|
| **Option Contracts:** |  |  |
| In general, an option contract is an agreement between a buyer and seller that gives the purchaser of the option the right to buy or sell a particular asset at a specified future date at an agreed upon price (commonly known as the "strike price"). | In general, an option contract is an agreement between a buyer and seller that gives the purchaser of the option the right to buy or sell a particular asset at a specified future date at an agreed upon price (commonly known as the "strike price"). | In general, an option contract is an agreement between a buyer and seller that gives the purchaser of the option the right to buy or sell a particular asset at a specified future date at an agreed upon price (commonly known as the "strike price"). |
| The Fund invests primarily in FLEX Option contracts. FLEX Options are customized option contracts that trade on an exchange but provide investors with the ability to customize key contract terms like strike price, style and expiration date while achieving price discovery in competitive, transparent auctions markets and avoiding the counterparty exposure of over-the-counter options positions. Like traditional exchange-traded options, FLEX Options are guaranteed for settlement by the OCC, a market clearinghouse that guarantees performance by counterparties to certain derivatives contracts. The FLEX Options in which the Fund will invest are all European style options (options that are exercisable only on the expiration date). The FLEX Options are listed on the Chicago Board Options Exchange. | The Fund invests primarily in FLEX Option contracts. FLEX Options are customized option contracts that trade on an exchange but provide investors with the ability to customize key contract terms like strike price, style and expiration date while achieving price discovery in competitive, transparent auctions markets and avoiding the counterparty exposure of over-the-counter options positions. Like traditional exchange-traded options, FLEX Options are guaranteed for settlement by the OCC, a market clearinghouse that guarantees performance by counterparties to certain derivatives contracts. The FLEX Options in which the Fund will invest are all European style options (options that are exercisable only on the expiration date). The FLEX Options are listed on the Chicago Board Options Exchange. | The Fund invests primarily in FLEX Option contracts. FLEX Options are customized option contracts that trade on an exchange but provide investors with the ability to customize key contract terms like strike price, style and expiration date while achieving price discovery in competitive, transparent auctions markets and avoiding the counterparty exposure of over-the-counter options positions. Like traditional exchange-traded options, FLEX Options are guaranteed for settlement by the OCC, a market clearinghouse that guarantees performance by counterparties to certain derivatives contracts. The FLEX Options in which the Fund will invest are all European style options (options that are exercisable only on the expiration date). The FLEX Options are listed on the Chicago Board Options Exchange. |
| The Fund will purchase and sell call and put FLEX Options. In general, put options give the holder (i.e., the buyer) the right to sell an asset (or deliver the cash value of the index, in case of an index put option) and the seller (i.e., the writer) of the put has the obligation to buy the asset (or receive cash value of the index, in case of an index put option) at a certain defined price. Call options give the holder (i.e., the buyer) the right to buy an asset (or receive cash value of the index, in case of an index call option) and the seller (i.e., the writer) the obligation to sell the asset (or deliver cash value of the index, in case of an index call option) at a certain defined price. | The Fund will purchase and sell call and put FLEX Options. In general, put options give the holder (i.e., the buyer) the right to sell an asset (or deliver the cash value of the index, in case of an index put option) and the seller (i.e., the writer) of the put has the obligation to buy the asset (or receive cash value of the index, in case of an index put option) at a certain defined price. Call options give the holder (i.e., the buyer) the right to buy an asset (or receive cash value of the index, in case of an index call option) and the seller (i.e., the writer) the obligation to sell the asset (or deliver cash value of the index, in case of an index call option) at a certain defined price. | The Fund will purchase and sell call and put FLEX Options. In general, put options give the holder (i.e., the buyer) the right to sell an asset (or deliver the cash value of the index, in case of an index put option) and the seller (i.e., the writer) of the put has the obligation to buy the asset (or receive cash value of the index, in case of an index put option) at a certain defined price. Call options give the holder (i.e., the buyer) the right to buy an asset (or receive cash value of the index, in case of an index call option) and the seller (i.e., the writer) the obligation to sell the asset (or deliver cash value of the index, in case of an index call option) at a certain defined price. |
| When the Fund purchases an option, an amount equal to the premium paid by the Fund is recorded as an investment and is subsequently adjusted to the current value of the option purchased. If an option expires on the stipulated expiration date or if the Fund enters into a closing sale transaction, a gain or loss is realized. If a call option is exercised, the cost of the security acquired is increased by the premium paid for the call. If a put option is exercised, a gain or loss is realized from the sale of the underlying security, and the proceeds from such sale are decreased by the premium originally paid. Purchased options are non-income producing securities. | When the Fund purchases an option, an amount equal to the premium paid by the Fund is recorded as an investment and is subsequently adjusted to the current value of the option purchased. If an option expires on the stipulated expiration date or if the Fund enters into a closing sale transaction, a gain or loss is realized. If a call option is exercised, the cost of the security acquired is increased by the premium paid for the call. If a put option is exercised, a gain or loss is realized from the sale of the underlying security, and the proceeds from such sale are decreased by the premium originally paid. Purchased options are non-income producing securities. | When the Fund purchases an option, an amount equal to the premium paid by the Fund is recorded as an investment and is subsequently adjusted to the current value of the option purchased. If an option expires on the stipulated expiration date or if the Fund enters into a closing sale transaction, a gain or loss is realized. If a call option is exercised, the cost of the security acquired is increased by the premium paid for the call. If a put option is exercised, a gain or loss is realized from the sale of the underlying security, and the proceeds from such sale are decreased by the premium originally paid. Purchased options are non-income producing securities. |
| When the Fund writes an option, an amount equal to the premium received by the Fund is recorded as a liability and is subsequently adjusted to the current value of the option written. Premiums received from writing options that expire unexercised are treated by the Fund on the expiration date as realized gain from written options. The difference between the premium and the amount paid on effecting a closing purchase transaction, including brokerage commissions, is also treated as a realized gain, or if the premium is less than the amount paid for the closing purchase transaction, as a realized loss. If a call option is exercised, the premium is added to the proceeds from the sale of the underlying security in determining whether the Fund has realized a gain or loss. If a put option is exercised, the premium reduces the cost basis of the securities purchased by the Fund. The Fund, as writers of an option, bears the market risk of an unfavorable change in the price of the security underlying the written option. | When the Fund writes an option, an amount equal to the premium received by the Fund is recorded as a liability and is subsequently adjusted to the current value of the option written. Premiums received from writing options that expire unexercised are treated by the Fund on the expiration date as realized gain from written options. The difference between the premium and the amount paid on effecting a closing purchase transaction, including brokerage commissions, is also treated as a realized gain, or if the premium is less than the amount paid for the closing purchase transaction, as a realized loss. If a call option is exercised, the premium is added to the proceeds from the sale of the underlying security in determining whether the Fund has realized a gain or loss. If a put option is exercised, the premium reduces the cost basis of the securities purchased by the Fund. The Fund, as writers of an option, bears the market risk of an unfavorable change in the price of the security underlying the written option. | When the Fund writes an option, an amount equal to the premium received by the Fund is recorded as a liability and is subsequently adjusted to the current value of the option written. Premiums received from writing options that expire unexercised are treated by the Fund on the expiration date as realized gain from written options. The difference between the premium and the amount paid on effecting a closing purchase transaction, including brokerage commissions, is also treated as a realized gain, or if the premium is less than the amount paid for the closing purchase transaction, as a realized loss. If a call option is exercised, the premium is added to the proceeds from the sale of the underlying security in determining whether the Fund has realized a gain or loss. If a put option is exercised, the premium reduces the cost basis of the securities purchased by the Fund. The Fund, as writers of an option, bears the market risk of an unfavorable change in the price of the security underlying the written option. |
| All of the FLEX Option contracts held by the Fund are fully funded and cash settled, therefore balance sheet offsetting under ASC 210 does not apply. | All of the FLEX Option contracts held by the Fund are fully funded and cash settled, therefore balance sheet offsetting under ASC 210 does not apply. | All of the FLEX Option contracts held by the Fund are fully funded and cash settled, therefore balance sheet offsetting under ASC 210 does not apply. |
| The Fund bears the risk that the OCC will be unable or unwilling to perform its obligations under the FLEX Options contracts. In the unlikely event that the OCC becomes insolvent or is otherwise unable to meet its settlement obligations, the Fund could suffer significant losses. Additionally, FLEX Options may be less liquid than certain other securities such as standardized options. In less liquid market for the FLEX Options, the Fund may have difficulty closing out certain FLEX Options positions at desired times and prices. The Fund may experience substantial downside from specific FLEX Option positions and certain FLEX Option positions may expire worthless. The value of the underlying FLEX Options will be affected by, among others, changes in the value of the exchange, changes in interest rates, changes in the actual and implied volatility of the Index and the remaining time to until the FLEX Options expire. The value of the FLEX Options does not increase or decrease at the same rate as the level of the Index (although they generally move in the same direction). However, as a FLEX Option approaches its expiration date, its value typically increasingly moves with the value of the Index. | The Fund bears the risk that the OCC will be unable or unwilling to perform its obligations under the FLEX Options contracts. In the unlikely event that the OCC becomes insolvent or is otherwise unable to meet its settlement obligations, the Fund could suffer significant losses. Additionally, FLEX Options may be less liquid than certain other securities such as standardized options. In less liquid market for the FLEX Options, the Fund may have difficulty closing out certain FLEX Options positions at desired times and prices. The Fund may experience substantial downside from specific FLEX Option positions and certain FLEX Option positions may expire worthless. The value of the underlying FLEX Options will be affected by, among others, changes in the value of the exchange, changes in interest rates, changes in the actual and implied volatility of the Index and the remaining time to until the FLEX Options expire. The value of the FLEX Options does not increase or decrease at the same rate as the level of the Index (although they generally move in the same direction). However, as a FLEX Option approaches its expiration date, its value typically increasingly moves with the value of the Index. | The Fund bears the risk that the OCC will be unable or unwilling to perform its obligations under the FLEX Options contracts. In the unlikely event that the OCC becomes insolvent or is otherwise unable to meet its settlement obligations, the Fund could suffer significant losses. Additionally, FLEX Options may be less liquid than certain other securities such as standardized options. In less liquid market for the FLEX Options, the Fund may have difficulty closing out certain FLEX Options positions at desired times and prices. The Fund may experience substantial downside from specific FLEX Option positions and certain FLEX Option positions may expire worthless. The value of the underlying FLEX Options will be affected by, among others, changes in the value of the exchange, changes in interest rates, changes in the actual and implied volatility of the Index and the remaining time to until the FLEX Options expire. The value of the FLEX Options does not increase or decrease at the same rate as the level of the Index (although they generally move in the same direction). However, as a FLEX Option approaches its expiration date, its value typically increasingly moves with the value of the Index. |
| The average volume of derivative activity during the period ended January 31, 2023, is as follows: | The average volume of derivative activity during the period ended January 31, 2023, is as follows: | The average volume of derivative activity during the period ended January 31, 2023, is as follows: |
|  | **Purchased Options** | **Options Written** |
|  | Average Monthly <br> Market Value | Average Monthly <br> Market Value |
|  | 371798 | (84625) |
| **2) SECURITIES LENDING** |  |  |
| The Fund may lend up to 33 1/3% of the value of the securities in its portfolio to brokers, dealers and financial institutions (but not individuals) under terms of participation in a securities lending program administered by the securities lending agent. The Trust has entered into a Securities Lending Agreement ("SLA") with U.S. Bank, N.A., the fund's custodian (the "Agent"). Under the terms of the SLA, the Fund may lend securities to certain broker–dealers and banks in exchange for collateral in the amount of at least 102% of the value of U.S. securities loaned or at least 105% of the value of non–U.S. securities loaned, marked to market daily. The collateral can be received in the form of cash collateral and/or non–cash collateral. Non–cash collateral can include U.S. Government Securities and letters of credit. The cash collateral is invested in the Mount Vernon Liquid Assets Portfolio, LLC ("Mount Vernon"), as noted in the Fund's Schedule of Investments. Mount Vernon seeks to maximize current income to the extent consistent with the preservation of capital and liquidity; and to maintain a stable NAV of $1.00. The market value of the loaned securities is determined daily at the close of business of the Fund and any additional required collateral is delivered to the Fund on the next business day. The Fund continues to benefit from interest or dividends on the securities loaned and may also earn a return from the collateral. The Funds pay various fees in connection with the investment of cash collateral. The Funds pay the Agent fees based on the investment income received from securities lending activities. Although risk is mitigated by the collateral, the Fund could experience a delay in recovering its securities and possible loss of income or value if the borrower fails to return them. Cash and cash equivalent collateral on securities lending transactions are on an overnight and continuous basis. | The Fund may lend up to 33 1/3% of the value of the securities in its portfolio to brokers, dealers and financial institutions (but not individuals) under terms of participation in a securities lending program administered by the securities lending agent. The Trust has entered into a Securities Lending Agreement ("SLA") with U.S. Bank, N.A., the fund's custodian (the "Agent"). Under the terms of the SLA, the Fund may lend securities to certain broker–dealers and banks in exchange for collateral in the amount of at least 102% of the value of U.S. securities loaned or at least 105% of the value of non–U.S. securities loaned, marked to market daily. The collateral can be received in the form of cash collateral and/or non–cash collateral. Non–cash collateral can include U.S. Government Securities and letters of credit. The cash collateral is invested in the Mount Vernon Liquid Assets Portfolio, LLC ("Mount Vernon"), as noted in the Fund's Schedule of Investments. Mount Vernon seeks to maximize current income to the extent consistent with the preservation of capital and liquidity; and to maintain a stable NAV of $1.00. The market value of the loaned securities is determined daily at the close of business of the Fund and any additional required collateral is delivered to the Fund on the next business day. The Fund continues to benefit from interest or dividends on the securities loaned and may also earn a return from the collateral. The Funds pay various fees in connection with the investment of cash collateral. The Funds pay the Agent fees based on the investment income received from securities lending activities. Although risk is mitigated by the collateral, the Fund could experience a delay in recovering its securities and possible loss of income or value if the borrower fails to return them. Cash and cash equivalent collateral on securities lending transactions are on an overnight and continuous basis. | The Fund may lend up to 33 1/3% of the value of the securities in its portfolio to brokers, dealers and financial institutions (but not individuals) under terms of participation in a securities lending program administered by the securities lending agent. The Trust has entered into a Securities Lending Agreement ("SLA") with U.S. Bank, N.A., the fund's custodian (the "Agent"). Under the terms of the SLA, the Fund may lend securities to certain broker–dealers and banks in exchange for collateral in the amount of at least 102% of the value of U.S. securities loaned or at least 105% of the value of non–U.S. securities loaned, marked to market daily. The collateral can be received in the form of cash collateral and/or non–cash collateral. Non–cash collateral can include U.S. Government Securities and letters of credit. The cash collateral is invested in the Mount Vernon Liquid Assets Portfolio, LLC ("Mount Vernon"), as noted in the Fund's Schedule of Investments. Mount Vernon seeks to maximize current income to the extent consistent with the preservation of capital and liquidity; and to maintain a stable NAV of $1.00. The market value of the loaned securities is determined daily at the close of business of the Fund and any additional required collateral is delivered to the Fund on the next business day. The Fund continues to benefit from interest or dividends on the securities loaned and may also earn a return from the collateral. The Funds pay various fees in connection with the investment of cash collateral. The Funds pay the Agent fees based on the investment income received from securities lending activities. Although risk is mitigated by the collateral, the Fund could experience a delay in recovering its securities and possible loss of income or value if the borrower fails to return them. Cash and cash equivalent collateral on securities lending transactions are on an overnight and continuous basis. |
| As of January 31, 2023, the values of the securities on loan and cash collateral received were as follows: | As of January 31, 2023, the values of the securities on loan and cash collateral received were as follows: | As of January 31, 2023, the values of the securities on loan and cash collateral received were as follows: |
|  | **<u>Value of Securities on Loan</u>** | **<u>Cash Collateral Received</u>** |
|  | $328010 | $325905 |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Innovator ETFs Trust

- **b. Investment Company Act file number:** 811-22135

- **c. CIK number of Registrant:** 0001415726

- **d. LEI of Registrant:** 549300MFJRNH6TF8OL20

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

  - **Street Address 1:** 109 North Hale Street

  - **City:** Wheaton

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60187

  - **Telephone number:** 800-208-5212

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

- **a. Name of Series:** Innovator Equity Managed Floor ETF

- **b. EDGAR series identifier (if any):** S000077117

- **c. LEI of Series:** 549300J7NVPF4YSWOG58

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

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $26726392.39

**Total Liabilities:** $1625365.32

**Net Assets:** $25101027.07

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000237286 | 4.47%                | -4.09%               | 4.70%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $195117.79                                 |
| Month 2  | $0.00                    | $-517467.76                                |
| Month 3  | $0.00                    | $1373089.05                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Consolidated Edison Inc                   | Consolidated Edison Inc                    | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |       840 | NS      | $80060.40     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper Cos Inc/The                        | Cooper Cos Inc/The                         | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |       189 | NS      | $65947.77     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                     | Costco Wholesale Corp                      | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       399 | NS      | $203944.86    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings Inc                  | Crowdstrike Holdings Inc                   | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       210 | NS      | $22239.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                             | DTE Energy Co                              | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |       631 | NS      | $73429.47     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                              | Danaher Corp                               | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |       589 | NS      | $155719.82    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Datadog Inc                               | Datadog Inc                                | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |       273 | NS      | $20423.13     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                | Deere & Co                                 | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       252 | NS      | $106555.68    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc                     | Dell Technologies Inc                      | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |       357 | NS      | $14501.34     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc                       | Delta Air Lines Inc                        | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |      1701 | NS      | $66509.10     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                         | Devon Energy Corp                          | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |       945 | NS      | $59761.80     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom Inc                                | Dexcom Inc                                 | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |       336 | NS      | $35982.24     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash Inc                              | DoorDash Inc                               | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |       168 | NS      | $9730.56      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                   | Dow Inc                                    | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |      1323 | NS      | $78520.05     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Technology Inc                      | Aspen Technology Inc                       | CUSIP: 29109X106<br>LEI: 254900545H80W6GA2J08 | Long             | EC               | CORP              | US        |        42 | NS      | $8347.50      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                        | Enphase Energy Inc                         | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |       126 | NS      | $27893.88     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                              | Entergy Corp                               | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |       630 | NS      | $68216.40     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos Inc                        | Albertsons Cos Inc                         | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |       546 | NS      | $11575.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals Inc               | Alnylam Pharmaceuticals Inc                | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |       105 | NS      | $23772.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                              | Alphabet Inc                               | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      3969 | NS      | $396384.03    | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                              | Alphabet Inc                               | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      4452 | NS      | $440035.68    | 1.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust Inc                  | Essex Property Trust Inc                   | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |       252 | NS      | $56969.64     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                | Evergy Inc                                 | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |      1094 | NS      | $68539.10     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                 | Amgen Inc                                  | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       483 | NS      | $121909.20    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical Inc               | BioMarin Pharmaceutical Inc                | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |       273 | NS      | $31490.55     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                         | Expedia Group Inc                          | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       172 | NS      | $19659.60     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Wa            | Expeditors International of Washington Inc | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |       462 | NS      | $49965.30     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                            | Blackstone Inc                             | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |       630 | NS      | $60454.80     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                      | Booking Holdings Inc                       | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        42 | NS      | $102232.20    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                          | Exxon Mobil Corp                           | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      3384 | NS      | $392577.84    | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                        | Meta Platforms Inc                         | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      1622 | NS      | $241629.34    | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc              | FactSet Research Systems Inc               | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |       105 | NS      | $44408.70     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                                | FedEx Corp                                 | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       294 | NS      | $56994.84     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties Inc                     | Boston Properties Inc                      | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |       441 | NS      | $32872.14     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                   | Bristol-Myers Squibb Co                    | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      1806 | NS      | $131205.90    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                           | First Solar Inc                            | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |        84 | NS      | $14918.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc                      | Freeport-McMoRan Inc                       | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      1533 | NS      | $68402.46     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions            | Broadridge Financial Solutions Inc         | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |       399 | NS      | $59993.64     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown Inc                         | Brown & Brown Inc                          | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |       903 | NS      | $52879.68     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co                    | International Paper Co                     | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      1134 | NS      | $47423.88     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Markel Corp                               | Markel Corp                                | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |        42 | NS      | $59177.16     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp                         | Brown-Forman Corp                          | CUSIP: 115637100<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |       294 | NS      | $19551.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp                         | Brown-Forman Corp                          | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |       651 | NS      | $43343.58     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc                    | Marvell Technology Inc                     | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1008 | NS      | $43495.20     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                            | Mastercard Inc                             | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       695 | NS      | $257567.00    | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                               | CDW Corp/DE                                | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |       336 | NS      | $65866.08     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corp                                | Cigna Corp                                 | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       336 | NS      | $106401.12    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                                | Nucor Corp                                 | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |       294 | NS      | $49691.88     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                               | NVIDIA Corp                                | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      1785 | NS      | $348735.45    | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                           | CMS Energy Corp                            | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      1155 | NS      | $72984.45     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                           | CVS Health Corp                            | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      1113 | NS      | $98188.86     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp                                  | PPL Corp                                   | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |      2541 | NS      | $75213.60     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc                 | Palantir Technologies Inc                  | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      1743 | NS      | $13560.54     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                           | Caterpillar Inc                            | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       462 | NS      | $116557.98    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corp                             | Celanese Corp                              | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |       336 | NS      | $41395.20     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc                    | Palo Alto Networks Inc                     | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |       273 | NS      | $43308.72     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                       | PayPal Holdings Inc                        | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |       966 | NS      | $78719.34     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc                    | CenterPoint Energy Inc                     | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      2373 | NS      | $71474.76     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Chewy Inc                                 | Chewy Inc                                  | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |       147 | NS      | $6623.82      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International In            | Philip Morris International Inc            | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      1260 | NS      | $131342.40    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                              | QUALCOMM Inc                               | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |       882 | NS      | $117491.22    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc              | Citizens Financial Group Inc               | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      1029 | NS      | $44576.28     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co Inc                              | KKR & Co Inc                               | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |       882 | NS      | $49224.42     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc             | Regeneron Pharmaceuticals Inc              | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |        84 | NS      | $63711.48     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                     | Republic Services Inc                      | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       567 | NS      | $70772.94     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                   | KeyCorp                                    | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |      2730 | NS      | $52388.70     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Twilio Inc                                | Twilio Inc                                 | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |       252 | NS      | $15079.68     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Rivian Automotive Inc                     | Rivian Automotive Inc                      | CUSIP: 76954A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       399 | NS      | $7740.60      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX Corp                               | ROBLOX Corp                                | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       294 | NS      | $10939.74     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                   | UDR Inc                                    | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |      1323 | NS      | $56346.57     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                     | Uber Technologies Inc                      | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      1512 | NS      | $46766.16     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                            | Salesforce Inc                             | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       777 | NS      | $130512.69    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                              | Teradyne Inc                               | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |       487 | NS      | $49527.90     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ubiquiti Inc                              | Ubiquiti Inc                               | CUSIP: 90353W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        21 | NS      | $6135.36      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                           | Ulta Beauty Inc                            | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |        84 | NS      | $43172.64     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                               | Trimble Inc                                | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |       714 | NS      | $41454.84     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                    | Trane Technologies PLC                     | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |       442 | NS      | $79171.04     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                        | Union Pacific Corp                         | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       693 | NS      | $141503.67    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                        | United Rentals Inc                         | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       147 | NS      | $64819.65     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                    | UnitedHealth Group Inc                     | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       758 | NS      | $378386.02    | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Software Inc                        | Unity Software Inc                         | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Long             | EC               | CORP              | US        |       189 | NS      | $6713.28      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                        | Valero Energy Corp                         | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       420 | NS      | $58812.60     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc                         | Veeva Systems Inc                          | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |       147 | NS      | $25070.85     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                | Vertex Pharmaceuticals Inc                 | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       231 | NS      | $74636.10     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                          | Paramount Global                           | CUSIP: 92556H107<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |       252 | NS      | $6715.80      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VMware Inc                                | VMware Inc                                 | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               | CORP              | US        |       317 | NS      | $38822.99     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings Inc                | LPL Financial Holdings Inc                 | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |       126 | NS      | $29877.12     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                         | Lam Research Corp                          | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       210 | NS      | $105021.00    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                               | Lennar Corp                                | CUSIP: 526057302<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |       714 | NS      | $61661.04     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corp                    | Liberty Broadband Corp                     | CUSIP: 530307107<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |       105 | NS      | $9410.10      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corp                    | Liberty Broadband Corp                     | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |       231 | NS      | $20739.18     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                            | Eli Lilly & Co                             | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       630 | NS      | $216814.50    | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Lucid Group Inc                           | Lucid Group Inc                            | CUSIP: 549498103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       588 | NS      | $6873.72      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Snowflake Inc                             | Snowflake Inc                              | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |       231 | NS      | $36137.64     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                      | Lockheed Martin Corp                       | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       294 | NS      | $136198.44    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp                                | Loews Corp                                 | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |      1134 | NS      | $69718.32     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                            | Lowe's Cos Inc                             | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |       651 | NS      | $135570.75    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica Inc                   | Lululemon Athletica Inc                    | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | CA        |       126 | NS      | $38666.88     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                 | MGM Resorts International                  | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |      1197 | NS      | $49567.77     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Oil Corp                         | Marathon Oil Corp                          | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |      1575 | NS      | $43265.25     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp                 | Occidental Petroleum Corp                  | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |       840 | NS      | $54423.60     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                               | Oracle Corp                                | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      1197 | NS      | $105886.62    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                            | Albemarle Corp                             | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       105 | NS      | $29552.25     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                        | Walt Disney Co/The                         | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      1449 | NS      | $157202.01    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| DocuSign Inc                              | DocuSign Inc                               | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |       336 | NS      | $20375.04     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp                                | Dover Corp                                 | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |       525 | NS      | $79710.75     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                             | Ford Motor Co                              | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      3402 | NS      | $45961.02     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HealthCare Technologies Inc            | GE HealthCare Technologies Inc             | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |       378 | NS      | $26278.56     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co                   | Arthur J Gallagher & Co                    | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |       444 | NS      | $86899.68     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                       | General Electric Co                        | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      1134 | NS      | $91264.32     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                         | General Motors Co                          | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      1428 | NS      | $56148.96     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                          | Genuine Parts Co                           | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |       294 | NS      | $49339.08     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                       | Gilead Sciences Inc                        | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      1113 | NS      | $93425.22     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                | Humana Inc                                 | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       189 | NS      | $96711.30     | 0.39%             |  |  |  | No            |                  1 | On Loan: —       |
| U.S. Bank Money Market Deposit Account    | U.S. Bank Money Market Deposit Account     | CUSIP: 8AMMF0A92<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    532512 | NS      | $532512.24    | 2.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                        | Conagra Brands Inc                         | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |      1491 | NS      | $55450.29     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The               | Goldman Sachs Group Inc/The                | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       399 | NS      | $145958.19    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                        | HCA Healthcare Inc                         | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       231 | NS      | $58921.17     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Financial Services Gr            | Hartford Financial Services Group Inc/The  | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       777 | NS      | $60302.97     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp                                | HEICO Corp                                 | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |       275 | NS      | $47011.25     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                        | Home Depot Inc/The                         | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       882 | NS      | $285917.94    | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HubSpot Inc                               | HubSpot Inc                                | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |        42 | NS      | $14574.42     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services Inc            | JB Hunt Transport Services Inc             | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |       210 | NS      | $39700.50     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corp                              | Insulet Corp                               | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |        84 | NS      | $24134.88     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                | Intel Corp                                 | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |      3423 | NS      | $96733.98     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                            | Amazon.com Inc                             | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      6321 | NS      | $651884.73    | 2.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Co                          | Campbell Soup Co                           | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |      1218 | NS      | $63250.74     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                         | Cisco Systems Inc                          | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      3827 | NS      | $186260.09    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                               | Cintas Corp                                | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       189 | NS      | $83866.86     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloudflare Inc                            | Cloudflare Inc                             | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |       231 | NS      | $12222.21     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Coupang Inc                               | Coupang Inc                                | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | KR        |       756 | NS      | $12768.84     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc                    | Franklin Resources Inc                     | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |       777 | NS      | $24242.40     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH              | Huntington Bancshares Inc/OH               | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      3045 | NS      | $46192.65     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp                                 | IDEX Corp                                  | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |       294 | NS      | $70465.92     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                               | Moderna Inc                                | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |       252 | NS      | $44367.12     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest Inc                             | Pinterest Inc                              | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       714 | NS      | $18771.06     | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Apollo Global Management Inc              | Apollo Global Management Inc               | CUSIP: 03769M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       525 | NS      | $37159.50     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                    | T Rowe Price Group Inc                     | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |       441 | NS      | $51363.27     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc             | Principal Financial Group Inc              | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |       630 | NS      | $58306.50     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                   | Procter & Gamble Co/The                    | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      2058 | NS      | $293018.04    | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TransUnion                                | TransUnion                                 | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |       441 | NS      | $31641.75     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                               | Walmart Inc                                | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      1281 | NS      | $184297.47    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Music Group Corp                   | Warner Music Group Corp                    | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       252 | NS      | $9185.40      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc                      | Waste Management Inc                       | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |       630 | NS      | $97479.90     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                          | Wells Fargo & Co                           | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      3213 | NS      | $150593.31    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                               | Workday Inc                                | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |       210 | NS      | $38100.30     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum China Holdings Inc                    | Yum China Holdings Inc                     | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | CN        |       336 | NS      | $20700.96     | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Zimmer Biomet Holdings Inc                | Zimmer Biomet Holdings Inc                 | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |       441 | NS      | $56156.94     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ZoomInfo Technologies Inc                 | ZoomInfo Technologies Inc                  | CUSIP: 98980F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       336 | NS      | $9485.28      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zscaler Inc                               | Zscaler Inc                                | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |       105 | NS      | $13036.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoom Video Communications Inc             | Zoom Video Communications Inc              | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |       231 | NS      | $17325.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mount Vernon Liquid Assets Portfolio, LLC | Mount Vernon Liquid Assets Portfolio, LLC  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        |    325904 | NS      | $325904.50    | 1.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd                    | Arch Capital Group Ltd                     | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |       819 | NS      | $52702.65     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBALFOUNDRIES Inc                       | GLOBALFOUNDRIES Inc                        | CUSIP: N/A<br>LEI: 549300BA76VK784VMX48       | Long             | EC               | CORP              | US        |        84 | NS      | $4979.52      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Therapeutics Plc                  | Horizon Therapeutics Plc                   | CUSIP: N/A<br>LEI: 529900P0GSQ79OOZEV53       | Long             | EC               | CORP              | US        |       231 | NS      | $25345.32     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                         | Kinder Morgan Inc                          | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      3654 | NS      | $66868.20     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                           | McDonald's Corp                            | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       719 | NS      | $192260.60    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| MercadoLibre Inc                          | MercadoLibre Inc                           | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | UY        |        42 | NS      | $49630.98     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                            | Merck & Co Inc                             | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      1911 | NS      | $205260.51    | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                            | Microsoft Corp                             | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      5292 | NS      | $1311410.52   | 5.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                     | Micron Technology Inc                      | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      1008 | NS      | $60782.40     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communit            | Mid-America Apartment Communities Inc      | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |       441 | NS      | $73523.52     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB Inc                               | MongoDB Inc                                | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |        63 | NS      | $13495.23     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                | Nasdaq Inc                                 | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      1158 | NS      | $69700.02     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                               | Netflix Inc                                | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       315 | NS      | $111465.90    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                  | NIKE Inc                                   | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      1050 | NS      | $133696.50    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta Inc                                  | Okta Inc                                   | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |       168 | NS      | $12366.48     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc                        | PPG Industries Inc                         | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |       504 | NS      | $65691.36     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                               | PepsiCo Inc                                | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      1283 | NS      | $219418.66    | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                | Pfizer Inc                                 | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      4222 | NS      | $186443.52    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                  | Prudential Financial Inc                   | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |       840 | NS      | $88149.60     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                    | Regions Financial Corp                     | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      2478 | NS      | $58332.12     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Cos Inc                            | Rocket Cos Inc                             | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       798 | NS      | $7509.18      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                           | Ross Stores Inc                            | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |       630 | NS      | $74459.70     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies Holdings Inc            | SS&C Technologies Holdings Inc             | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |       651 | NS      | $39287.85     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Ltd                          | Schlumberger Ltd                           | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |      1323 | NS      | $75384.54     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                   | Charles Schwab Corp/The                    | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      1218 | NS      | $94297.56     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagen Inc                                | Seagen Inc                                 | CUSIP: 81181C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       147 | NS      | $20503.56     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                            | ServiceNow Inc                             | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       168 | NS      | $76461.84     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Holdings Inc                    | Sirius XM Holdings Inc                     | CUSIP: 82968B103<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |      3087 | NS      | $17873.73     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co/The                        | J M Smucker Co/The                         | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |       336 | NS      | $51340.80     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap Inc                                  | Snap Inc                                   | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |       966 | NS      | $11166.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Copper Corp                      | Southern Copper Corp                       | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | MX        |       253 | NS      | $19028.13     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Splunk Inc                                | Splunk Inc                                 | CUSIP: 848637104<br>LEI: 549300XGDSGBP6UEI867 | Long             | EC               | CORP              | US        |       189 | NS      | $18100.53     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc                                 | Block Inc                                  | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |       420 | NS      | $34322.40     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                            | Starbucks Corp                             | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      1071 | NS      | $116888.94    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities Inc                       | Sun Communities Inc                        | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |       399 | NS      | $62587.14     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                           | T-Mobile US Inc                            | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |       719 | NS      | $107353.89    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                               | Target Corp                                | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       441 | NS      | $75913.74     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Inc                              | Teleflex Inc                               | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |       147 | NS      | $35782.74     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                 | Tesla Inc                                  | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      1911 | NS      | $331023.42    | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                     | Texas Instruments Inc                      | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |       926 | NS      | $164096.46    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Trade Desk Inc/The                        | Trade Desk Inc/The                         | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |       399 | NS      | $20229.30     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc              | Thermo Fisher Scientific Inc               | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       315 | NS      | $179653.95    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                     | 3M Co                                      | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       819 | NS      | $94250.52     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Tradeweb Markets Inc                      | Tradeweb Markets Inc                       | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       294 | NS      | $21914.76     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group Inc                       | TransDigm Group Inc                        | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       127 | NS      | $91154.25     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                  | Visa Inc                                   | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      1328 | NS      | $305718.88    | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| WP Carey Inc                              | WP Carey Inc                               | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |       672 | NS      | $57476.16     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technol            | Westinghouse Air Brake Technologies Corp   | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |       357 | NS      | $37060.17     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                             | Accenture PLC                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |       630 | NS      | $175801.50    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                 | Linde PLC                                  | CUSIP: G5494J103<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | GB        |       486 | NS      | $160836.84    | 0.64%             |  |  |  | No            |                  1 | On Loan: —       |
| Medtronic PLC                             | Medtronic PLC                              | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |      1386 | NS      | $115994.34    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma PLC                        | Royalty Pharma PLC                         | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | US        |       672 | NS      | $26335.68     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd                       | TE Connectivity Ltd                        | CUSIP: N/A<br>LEI: 894500ZRIX9K13RHXR17       | Long             | EC               | CORP              | US        |       693 | NS      | $88114.95     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology SA                     | Spotify Technology SA                      | CUSIP: N/A<br>LEI: 549300B4X0JHWV0DTD60       | Long             | EC               | CORP              | SE        |       168 | NS      | $18936.96     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV              | LyondellBasell Industries NV               | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | US        |       483 | NS      | $46701.27     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                       | S&P DOW  CLL OPT 02/23 4045                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -21 | NC      | $-89229.00    | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                       | CBOE S&P CLL OPT 02/23 4150                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -21 | NC      | $-30702.00    | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                       | S&P DOW  CLL OPT 02/23 4190                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -21 | NC      | $-25851.00    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                       | SPDR S&P 500 ETF Trust                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       154 | NC      | $18326.00     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                       | SPDR S&P 500 ETF Trust                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       153 | NC      | $62424.00     | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                       | SPDR S&P 500 ETF Trust                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       154 | NC      | $115192.00    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                       | SPDR S&P 500 ETF Trust                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       154 | NC      | $151767.00    | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T Inc                                  | AT&T Inc                                   | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      7017 | NS      | $142936.29    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                       | Abbott Laboratories                        | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      1492 | NS      | $164940.60    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                | AbbVie Inc                                 | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      1391 | NS      | $205520.25    | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                 | Adobe Inc                                  | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       378 | NS      | $139988.52    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc                | Advanced Micro Devices Inc                 | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      1450 | NS      | $108967.50    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb Inc                                | Airbnb Inc                                 | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |       336 | NS      | $37332.96     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp                       | Alliant Energy Corp                        | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      1223 | NS      | $66078.69     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                               | Ameren Corp                                | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |       840 | NS      | $72970.80     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                       | American Express Co                        | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |       546 | NS      | $95511.78     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                       | American Tower Corp                        | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |       420 | NS      | $93823.80     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corp                    | AmerisourceBergen Corp                     | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       294 | NS      | $49674.24     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                                | AMETEK Inc                                 | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |       462 | NS      | $66953.04     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                 | Apple Inc                                  | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     11553 | NS      | $1666982.37   | 6.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corp                      | Ares Management Corp                       | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |       336 | NS      | $27884.64     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corp                            | Atlassian Corp                             | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | AU        |       147 | NS      | $23758.14     | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Avangrid Inc                              | Avangrid Inc                               | CUSIP: 05351W103<br>LEI: 549300OX0Q38NLSKPB49 | Long             | EC               | CORP              | US        |       840 | NS      | $35422.80     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Inc                               | Avantor Inc                                | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       798 | NS      | $19072.20     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                           | Baker Hughes Co                            | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1155 | NS      | $36659.70     | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Bank of America Corp                      | Bank of America Corp                       | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      6304 | NS      | $223665.92    | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Bentley Systems Inc                       | Bentley Systems Inc                        | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Long             | EC               | CORP              | US        |       399 | NS      | $15580.95     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp                          | W R Berkley Corp                           | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |       861 | NS      | $60390.54     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc                    | Berkshire Hathaway Inc                     | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      1092 | NS      | $340179.84    | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Bill.com Holdings Inc                     | Bill.com Holdings Inc                      | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |       105 | NS      | $12140.10     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Owl Capital Inc                      | Blue Owl Capital Inc                       | CUSIP: 09581B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1113 | NS      | $14001.54     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                             | Boeing Co/The                              | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |       504 | NS      | $107352.00    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                              | Broadcom Inc                               | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       357 | NS      | $208848.57    | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                     | Camden Property Trust                      | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |       567 | NS      | $69860.07     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos Inc                          | Carlisle Cos Inc                           | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |       189 | NS      | $47412.54     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Inc                       | Cheniere Energy Inc                        | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |       273 | NS      | $41711.67     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                              | Chevron Corp                               | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1554 | NS      | $270427.08    | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc                    | Church & Dwight Co Inc                     | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |       735 | NS      | $59432.10     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                          | Coca-Cola Co/The                           | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      3654 | NS      | $224063.28    | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global Inc                       | Coinbase Global Inc                        | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |       126 | NS      | $7368.48      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                              | Comcast Corp                               | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      3591 | NS      | $141305.85    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                            | ConocoPhillips                             | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      1346 | NS      | $164037.02    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc                 | Healthpeak Properties Inc                  | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |      2689 | NS      | $73893.72     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp                                | HEICO Corp                                 | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |       210 | NS      | $28072.80     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group Inc             | Interactive Brokers Group Inc              | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |       336 | NS      | $26859.84     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM                                       | International Business Machines Corp       | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |       801 | NS      | $107918.73    | 0.43%             |  |  |  | No            |                  1 | On Loan: —       |
| Intuit Inc                                | Intuit Inc                                 | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       275 | NS      | $116234.25    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                    | Intuitive Surgical Inc                     | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       336 | NS      | $82551.84     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc                      | Invitation Homes Inc                       | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1743 | NS      | $56647.50     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                       | JPMorgan Chase & Co                        | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      2315 | NS      | $324007.40    | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions Inc                      | Jacobs Solutions Inc                       | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       357 | NS      | $44107.35     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                         | Johnson & Johnson                          | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      2058 | NS      | $336318.36    | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Co                                | Kellogg Co                                 | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |       966 | NS      | $66248.28     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-02

**Name of Applicant:** Innovator ETFs Trust

**Signature:** /s/ Kathleen Meyer

**Name of Signer:** Innovator ETFs Trust

**Title:** Principal Financial Officer