# EDGAR Filing Document

**Accession Number:** 0001722388
**File Stem:** 0001752724-23-045840
**Filing Date:** 2023-2
**Character Count:** 76313
**Document Hash:** 7cefdbe053b3ea3ec6d9a1acb9217cf9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-045840.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-045840

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20230630

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23312
- **FILM NUMBER:** 23681435

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

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

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

## Series and Classes Contracts Data

### Impact Shares NAACP Minority Empowerment ETF (Series ID: S000061286)

| Class ID   | Class Name                                   | Ticker Symbol   |
|:---|:---|:---|
| C000198448 | Impact Shares NAACP Minority Empowerment ETF |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19801

  - **Telephone number:** 4694428424

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

- **a. Name of Series:** Impact Shares NAACP Minority Empowerment ETF

- **b. EDGAR series identifier (if any):** S000061286

- **c. LEI of Series:** 549300BEJIKHC3K4GH59

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $34556295.90

**Total Liabilities:** $14640.08

**Net Assets:** $34541655.82

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000198448 | -6.81%               | 5.77%                | 7.07%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $-2626869.59                               |
| Month 2  | $0.00                    | $2008855.94                                |
| Month 3  | $-219969.06              | $2562815.07                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Northrop Grumman Corporation                                                            | NORTHROP GRUMMAN CORP COMMON STOCK          | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               |  | US        |       256 | NS      | $139676.16    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMONT CORPORATION                                                                     | NEWMONT CORP COMMON STOCK                   | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               |  | US        |      1396 | NS      | $65891.20     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AVANGRID, INC.                                                                          | AVANGRID INC COMMON STOCK                   | CUSIP: 05351W103<br>LEI: 549300OX0Q38NLSKPB49 | Long             | EC               |  | US        |       122 | NS      | $5243.56      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WORKDAY, INC.                                                                           | WORKDAY INC-CLASS A COMMON STOCK            | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               |  | US        |       872 | NS      | $145911.76    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWMET AEROSPACE INC.                                                                   | HOWMET AEROSPACE INC COMMON STOCK           | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               |  | US        |       651 | NS      | $25655.91     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDTRONIC PUBLIC LIMITED COMPANY                                                        | MEDTRONIC PLC COMMON STOCK                  | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               |  | US        |      2338 | NS      | $181709.36    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORPORATION                                                                     | ENTERGY CORP COMMON STOCK                   | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               |  | US        |       356 | NS      | $40050.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS COMPANY                                                                  | GENERAL MOTORS CO COMMON STOCK              | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               |  | US        |      2630 | NS      | $88473.20     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P GLOBAL INC.                                                                         | S&P GLOBAL INC COMMON STOCK                 | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               |  | US        |       599 | NS      | $200629.06    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED                                            | PUBLIC SERVICE ENTERPRISE GP COMMON STOCK   | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               |  | US        |       878 | NS      | $53795.06     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINIX, INC.                                                                           | EQUINIX INC REIT                            | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |       160 | NS      | $104804.80    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC.                                                                           | ALPHABET INC-CL C COMMON STOCK              | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               |  | US        |      7274 | NS      | $645422.02    | 1.87%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIONS FINANCIAL CORPORATION                                                           | REGIONS FINANCIAL CORP COMMON STOCK         | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               |  | US        |      1644 | NS      | $35444.64     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                                                          | SCHWAB (CHARLES) CORP COMMON STOCK          | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               |  | US        |      2687 | NS      | $223719.62    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| V.F. CORPORATION                                                                        | VF CORP COMMON STOCK                        | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               |  | US        |       596 | NS      | $16455.56     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP, INC.                                                                  | WEC ENERGY GROUP INC COMMON STOCK           | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               |  | US        |       555 | NS      | $52036.80     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST AIRLINES CO.                                                                  | SOUTHWEST AIRLINES CO COMMON STOCK          | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               |  | US        |      1043 | NS      | $35117.81     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                                          | MORGAN STANLEY COMMON STOCK                 | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               |  | US        |      2356 | NS      | $200307.12    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| CUMMINS INC.                                                                            | CUMMINS INC COMMON STOCK                    | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               |  | US        |       250 | NS      | $60572.50     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC.                                                           | THERMO FISHER SCIENTIFIC INC COMMON STOCK   | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               |  | US        |       693 | NS      | $381628.17    | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBOTT LABORATORIES                                                                     | ABBOTT LABORATORIES COMMON STOCK            | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               |  | US        |      3081 | NS      | $338262.99    | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORPORATION                                                                  | CMS ENERGY CORP COMMON STOCK                | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               |  | US        |       513 | NS      | $32488.29     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS, INC.                                                                    | META PLATFORMS INC COMMON STOCK             | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               |  | US        |      5035 | NS      | $605911.90    | 1.75%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                             | BANK OF AMERICA CORP COMMON STOCK           | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               |  | US        |     12300 | NS      | $407376.00    | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| DELL TECHNOLOGIES INC.                                                                  | DELL TECHNOLOGIES -C COMMON STOCK           | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               |  | US        |      1165 | NS      | $46856.30     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTMAN CHEMICAL COMPANY                                                                | EASTMAN CHEMICAL CO COMMON STOCK            | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               |  | US        |       216 | NS      | $17591.04     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS                                                                          | CONOCOPHILLIPS COMMON STOCK                 | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               |  | US        |      2240 | NS      | $264320.00    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC.                                                 | INTL FLAVORS & FRAGRANCES COMMON STOCK      | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               |  | US        |       449 | NS      | $47073.16     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY RESIDENTIAL                                                                      | EQUITY RESIDENTIAL REIT                     | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               |  | US        |       596 | NS      | $35164.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| APTIV PLC                                                                               | APTIV PLC COMMON STOCK                      | CUSIP: G6095L109<br>LEI: N/A                  | Long             | EC               |  | US        |       489 | NS      | $45540.57     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLSON COORS BEVERAGE COMPANY                                                           | MOLSON COORS BEVERAGE CO - B COMMON STOCK   | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               |  | US        |       327 | NS      | $16847.04     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLTOWER INC.                                                                          | WELLTOWER INC REIT                          | CUSIP: 95040Q104<br>LEI: N/A                  | Long             | EC               |  | US        |       773 | NS      | $50670.15     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN WATER WORKS COMPANY, INC.                                                      | AMERICAN WATER WORKS CO INC COMMON STOCK    | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               |  | US        |       320 | NS      | $48774.40     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                                             | INTL BUSINESS MACHINES CORP COMMON STOCK    | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               |  | US        |      3960 | NS      | $557924.40    | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBEMARLE CORPORATION                                                                   | ALBEMARLE CORP COMMON STOCK                 | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               |  | US        |       205 | NS      | $44456.30     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL ELECTRIC COMPANY                                                                | GENERAL ELECTRIC CO COMMON STOCK            | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               |  | US        |      1929 | NS      | $161630.91    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| HESS CORPORATION                                                                        | HESS CORP COMMON STOCK                      | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               |  | US        |       490 | NS      | $69491.80     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO, INC.                                                                               | XPO INC COMMON STOCK                        | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               |  | US        |       202 | NS      | $6724.58      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA ENERGY                                                                           | SEMPRA ENERGY COMMON STOCK                  | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               |  | US        |       555 | NS      | $85769.70     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                                                          | CITIGROUP INC COMMON STOCK                  | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               |  | US        |      3408 | NS      | $154143.84    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| XYLEM INC.                                                                              | XYLEM INC COMMON STOCK                      | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               |  | US        |       313 | NS      | $34608.41     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PALO ALTO NETWORKS, INC.                                                                | PALO ALTO NETWORKS INC COMMON STOCK         | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               |  | US        |      1049 | NS      | $146377.46    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENCY CENTERS CORPORATION                                                             | REGENCY CENTERS CORP REIT                   | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               |  | US        |       265 | NS      | $16562.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY, INC.                                                                        | NRG ENERGY INC COMMON STOCK                 | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               |  | US        |       414 | NS      | $13173.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ, INC.                                                                            | NASDAQ INC COMMON STOCK                     | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               |  | US        |       596 | NS      | $36564.60     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                             | VERIZON COMMUNICATIONS INC COMMON STOCK     | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               |  | US        |      9272 | NS      | $365316.80    | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND COMPANY                                                          | ARCHER-DANIELS-MIDLAND CO COMMON STOCK      | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               |  | US        |       986 | NS      | $91550.10     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNGE LIMITED                                                                           | BUNGE LTD COMMON STOCK                      | CUSIP: G16962105<br>LEI: 5493007M0RIN8HY3MM77 | Long             | EC               |  | US        |       267 | NS      | $26638.59     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA CORPORATION                                                                       | CIGNA CORP COMMON STOCK                     | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               |  | US        |       537 | NS      | $177929.58    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| EDWARDS LIFESCIENCES CORPORATION                                                        | EDWARDS LIFESCIENCES CORP COMMON STOCK      | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               |  | US        |      1091 | NS      | $81399.51     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOLAB INC.                                                                             | ECOLAB INC COMMON STOCK                     | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               |  | US        |       436 | NS      | $63464.16     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE, INC.                                                                           | METLIFE INC COMMON STOCK                    | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               |  | US        |      1179 | NS      | $85324.23     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| THE BOEING COMPANY                                                                      | BOEING CO/THE COMMON STOCK                  | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               |  | US        |       982 | NS      | $187061.18    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES, INC.                                                                 | UBER TECHNOLOGIES INC COMMON STOCK          | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               |  | US        |      8681 | NS      | $214681.13    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM, INC.                                                                        | AMAZON.COM INC COMMON STOCK                 | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               |  | US        |     14931 | NS      | $1254204.00   | 3.63%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIRLINES HOLDINGS, INC.                                                          | UNITED AIRLINES HOLDINGS INC COMMON STOCK   | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               |  | US        |       575 | NS      | $21677.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ALCOA CORPORATION                                                                       | ALCOA CORP COMMON STOCK                     | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               |  | US        |       321 | NS      | $14595.87     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RESMED INC.                                                                             | RESMED INC COMMON STOCK                     | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               |  | US        |       260 | NS      | $54113.80     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| DEERE & COMPANY                                                                         | DEERE & CO COMMON STOCK                     | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               |  | US        |       489 | NS      | $209663.64    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCADOLIBRE, INC.                                                                      | MERCADOLIBRE INC COMMON STOCK               | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               |  | US        |        82 | NS      | $69391.68     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD.                                                            | ROYAL CARIBBEAN CRUISES LTD COMMON STOCK    | CUSIP: V7780T103<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               |  | US        |       396 | NS      | $19574.28     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT-MCMORAN INC.                                                                   | FREEPORT-MCMORAN INC COMMON STOCK           | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               |  | US        |      2516 | NS      | $95608.00     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCENTURE PUBLIC LIMITED COMPANY                                                        | ACCENTURE PLC-CL A COMMON STOCK             | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               |  | US        |      2773 | NS      | $739947.32    | 2.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK, INC.                                                                             | ONEOK INC COMMON STOCK                      | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               |  | US        |       790 | NS      | $51903.00     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY, INC.                                                   | AMERICAN ELECTRIC POWER COMMON STOCK        | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               |  | US        |       890 | NS      | $84505.50     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRONIC ARTS INC.                                                                    | ELECTRONIC ARTS INC COMMON STOCK            | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               |  | US        |       583 | NS      | $71230.94     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon plc                                                                                 | AON PLC-CLASS A COMMON STOCK                | CUSIP: G0403H108<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               |  | US        |       375 | NS      | $112552.50    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| LEAR CORPORATION                                                                        | LEAR CORP COMMON STOCK                      | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               |  | US        |       111 | NS      | $13766.22     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOMATIC DATA PROCESSING, INC.                                                         | AUTOMATIC DATA PROCESSING COMMON STOCK      | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               |  | US        |       731 | NS      | $174606.66    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                         | UNITEDHEALTH GROUP INC COMMON STOCK         | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               |  | US        |      1646 | NS      | $872676.28    | 2.53%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY CORP.                                                                       | FIRSTENERGY CORP COMMON STOCK               | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               |  | US        |       955 | NS      | $40052.70     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK, INC.                                                                            | AMETEK INC COMMON STOCK                     | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               |  | US        |       404 | NS      | $56446.88     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of New York Mellon Corporation                                                 | BANK OF NEW YORK MELLON CORP COMMON STOCK   | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               |  | US        |      1294 | NS      | $58902.88     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| THE WESTERN UNION COMPANY                                                               | WESTERN UNION CO COMMON STOCK               | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               |  | US        |       679 | NS      | $9349.83      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON & JOHNSON                                                                       | JOHNSON & JOHNSON COMMON STOCK              | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               |  | US        |      4626 | NS      | $817182.90    | 2.37%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR TREE, INC.                                                                       | DOLLAR TREE INC COMMON STOCK                | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               |  | US        |       371 | NS      | $52474.24     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy, Inc.                                                                   | DOMINION ENERGY INC COMMON STOCK            | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               |  | US        |      1465 | NS      | $89833.80     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                                                  | PNC FINANCIAL SERVICES GROUP COMMON STOCK   | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               |  | US        |       722 | NS      | $114032.68    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN, INC.                                                                     | KINDER MORGAN INC COMMON STOCK              | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               |  | US        |      3488 | NS      | $63063.04     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMPBELL SOUP COMPANY                                                                   | CAMPBELL SOUP CO COMMON STOCK               | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               |  | US        |       354 | NS      | $20089.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKWELL AUTOMATION, INC.                                                               | ROCKWELL AUTOMATION INC COMMON STOCK        | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               |  | US        |       203 | NS      | $52286.71     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| THE AES CORPORATION                                                                     | AES CORP COMMON STOCK                       | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               |  | US        |      1173 | NS      | $33735.48     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BECTON, DICKINSON AND COMPANY                                                           | BECTON DICKINSON AND CO COMMON STOCK        | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               |  | US        |       502 | NS      | $127658.60    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| STANLEY BLACK & DECKER, INC.                                                            | STANLEY BLACK & DECKER INC COMMON STOCK     | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               |  | US        |       260 | NS      | $19531.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILENT TECHNOLOGIES, INC.                                                              | AGILENT TECHNOLOGIES INC COMMON STOCK       | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               |  | US        |       530 | NS      | $79314.50     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INCORPORATED.                                                                | MASTERCARD INC - A COMMON STOCK             | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               |  | US        |      1501 | NS      | $521942.73    | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Short-Term Investments Trust: Government & Agency Portfolio; Institutional Class Shares | STIT GOVT & AGENCY INST CLASS INSTITUTIONAL | CUSIP: 825252885<br>LEI: N/A                  | Long             | STIV             |  | US        |       744 | PA      | $743.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE MOSAIC COMPANY                                                                      | MOSAIC CO/THE COMMON STOCK                  | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               |  | US        |       607 | NS      | $26629.09     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC.                                                                               | AT&T INC COMMON STOCK                       | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               |  | US        |     15732 | NS      | $289626.12    | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORPORATION                                                               | UNION PACIFIC CORP COMMON STOCK             | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               |  | US        |      1099 | NS      | $227569.93    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY, INC.                                                                 | MICRON TECHNOLOGY INC COMMON STOCK          | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               |  | US        |      4837 | NS      | $241753.26    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corporation                                                            | TRUIST FINANCIAL CORP COMMON STOCK          | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               |  | US        |      2334 | NS      | $100432.02    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| J. B. HUNT TRANSPORT SERVICES, INC.                                                     | HUNT (JB) TRANSPRT SVCS INC COMMON STOCK    | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               |  | US        |       146 | NS      | $25456.56     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEGG, INC.                                                                             | CHEGG INC COMMON STOCK                      | CUSIP: 163092109<br>LEI: 549300AKX7O8JG0O3G77 | Long             | EC               |  | US        |       225 | NS      | $5685.75      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSCO CORPORATION                                                                       | SYSCO CORP COMMON STOCK                     | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               |  | US        |       894 | NS      | $68346.30     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED EDISON, INC.                                                               | CONSOLIDATED EDISON INC COMMON STOCK        | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               |  | US        |       624 | NS      | $59473.44     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                     | SYNCHRONY FINANCIAL COMMON STOCK            | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               |  | US        |       848 | NS      | $27865.28     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO, INC.                                                                               | RXO INC COMMON STOCK                        | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               |  | US        |       202 | NS      | $3474.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARCEL SERVICE, INC.                                                             | UNITED PARCEL SERVICE-CL B COMMON STOCK     | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               |  | US        |      1288 | NS      | $223905.92    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                                                            | WILLIAMS COS INC COMMON STOCK               | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               |  | US        |      2144 | NS      | $70537.60     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBERLY-CLARK CORPORATION                                                              | KIMBERLY-CLARK CORP COMMON STOCK            | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               |  | US        |       596 | NS      | $80907.00     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                                                            | MONDELEZ INTERNATIONAL INC-A COMMON STOCK   | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               |  | US        |      2411 | NS      | $160693.15    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| VALERO ENERGY CORPORATION                                                               | VALERO ENERGY CORP COMMON STOCK             | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               |  | US        |       693 | NS      | $87913.98     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC.                                                                             | ABBVIE INC COMMON STOCK                     | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               |  | US        |      3111 | NS      | $502768.71    | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO., INC.                                                                       | MERCK & CO. INC. COMMON STOCK               | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               |  | US        |      4457 | NS      | $494504.15    | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY COMPANY                                                                      | DTE ENERGY COMPANY COMMON STOCK             | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               |  | US        |       341 | NS      | $40077.73     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORPORATION                                                                      | NVIDIA CORP COMMON STOCK                    | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               |  | US        |     10978 | NS      | $1604324.92   | 4.64%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM INCORPORATED                                                                   | QUALCOMM INC COMMON STOCK                   | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               |  | US        |      4924 | NS      | $541344.56    | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| LABORATORY CORPORATION OF AMERICA HOLDINGS                                              | LABORATORY CRP OF AMER HLDGS COMMON STOCK   | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               |  | US        |       159 | NS      | $37441.32     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORPORATION                                                                     | CHEVRON CORP COMMON STOCK                   | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               |  | US        |      3168 | NS      | $568624.32    | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDSON CORPORATION                                                                     | NORDSON CORP COMMON STOCK                   | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               |  | US        |        95 | NS      | $22583.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY, INC.                                                                   | CHENIERE ENERGY INC COMMON STOCK            | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               |  | US        |       439 | NS      | $65832.44     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTERNATIONAL                                                                    | EDISON INTERNATIONAL COMMON STOCK           | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               |  | US        |       674 | NS      | $42879.88     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORPORATION                                                                      | TARGET CORP COMMON STOCK                    | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               |  | US        |       818 | NS      | $121914.72    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                                                               | BAXTER INTERNATIONAL INC COMMON STOCK       | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               |  | US        |       886 | NS      | $45159.42     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| THE GAP, INC.                                                                           | GAP INC/THE COMMON STOCK                    | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               |  | US        |       385 | NS      | $4342.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HORMEL FOODS CORPORATION                                                                | HORMEL FOODS CORP COMMON STOCK              | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               |  | US        |       509 | NS      | $23184.95     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE, INC.                                                                              | NIKE INC -CL B COMMON STOCK                 | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               |  | US        |      2279 | NS      | $266665.79    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON WORLDWIDE HOLDINGS INC.                                                          | HILTON WORLDWIDE HOLDINGS IN COMMON STOCK   | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               |  | US        |       492 | NS      | $62169.12     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| THE KRAFT HEINZ COMPANY                                                                 | KRAFT HEINZ CO/THE COMMON STOCK             | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               |  | US        |      1401 | NS      | $57034.71     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDITORS INTERNATIONAL OF WASHINGTON, INC                                             | EXPEDITORS INTL WASH INC COMMON STOCK       | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               |  | US        |       288 | NS      | $29928.96     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M COMPANY                                                                              | 3M CO COMMON STOCK                          | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               |  | US        |       974 | NS      | $116802.08    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORPORATION                                                                      | EXELON CORP COMMON STOCK                    | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               |  | US        |      1716 | NS      | $74182.68     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AVALONBAY COMMUNITIES, INC.                                                             | AVALONBAY COMMUNITIES INC REIT              | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               |  | US        |       246 | NS      | $39733.92     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERSON ELECTRIC CO.                                                                    | EMERSON ELECTRIC CO COMMON STOCK            | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               |  | US        |      1055 | NS      | $101343.30    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| EBAY INC.                                                                               | EBAY INC COMMON STOCK                       | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               |  | US        |       990 | NS      | $41055.30     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEFLEX INCORPORATED                                                                   | TELEFLEX INC COMMON STOCK                   | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               |  | US        |        85 | NS      | $21218.55     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC.                                                                       | Crown Castle Inc REIT                       | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |       762 | NS      | $103357.68    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTAS, INC.                                                                            | VENTAS INC REIT                             | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               |  | US        |       702 | NS      | $31625.10     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CLOROX COMPANY                                                                      | CLOROX COMPANY COMMON STOCK                 | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               |  | US        |       217 | NS      | $30451.61     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS, INC.                                                                          | PROLOGIS INC REIT                           | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |       846 | NS      | $95369.58     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORPORATION                                                                       | INTEL CORP COMMON STOCK                     | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               |  | US        |     18002 | NS      | $475792.86    | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Pepsico, Inc.                                                                           | PEPSICO INC COMMON STOCK                    | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               |  | US        |      2428 | NS      | $438642.48    | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                | AMERICAN EXPRESS CO COMMON STOCK            | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               |  | US        |      1055 | NS      | $155876.25    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORPORATION                                                                   | MICROSOFT CORP COMMON STOCK                 | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               |  | US        |      6944 | NS      | $1665310.08   | 4.82%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOGEN INC.                                                                             | BIOGEN INC COMMON STOCK                     | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               |  | US        |       258 | NS      | $71445.36     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES, INC.                                                                   | GILEAD SCIENCES INC COMMON STOCK            | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               |  | US        |      2205 | NS      | $189299.25    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                                                            | BRISTOL-MYERS SQUIBB CO COMMON STOCK        | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               |  | US        |      3757 | NS      | $270316.15    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC.                                                                           | NISOURCE INC COMMON STOCK                   | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               |  | US        |       714 | NS      | $19577.88     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HOME DEPOT, INC.                                                                    | HOME DEPOT INC COMMON STOCK                 | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               |  | US        |      1854 | NS      | $585604.44    | 1.70%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC CORPORATION                                                                         | FMC CORP COMMON STOCK                       | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               |  | US        |       220 | NS      | $27456.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| THE J. M. SMUCKER COMPANY                                                               | JM SMUCKER CO/THE COMMON STOCK              | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               |  | US        |       187 | NS      | $29632.02     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE, INC.                                                                        | SALESFORCE INC COMMON STOCK                 | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               |  | US        |      4362 | NS      | $578357.58    | 1.67%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                    | JPMORGAN CHASE & CO COMMON STOCK            | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               |  | US        |      5160 | NS      | $691956.00    | 2.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS, INC.                                                                    | UNITED RENTALS INC COMMON STOCK             | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               |  | US        |       123 | NS      | $43716.66     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINANCIAL, INC.                                                              | PRUDENTIAL FINANCIAL INC COMMON STOCK       | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               |  | US        |       655 | NS      | $65146.30     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| THE KROGER CO.                                                                          | KROGER CO COMMON STOCK                      | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               |  | US        |      1146 | NS      | $51088.68     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS, INC.                                                                     | CISCO SYSTEMS INC COMMON STOCK              | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               |  | US        |     18155 | NS      | $864904.20    | 2.50%             |  |  |  | No            |                  1 | On Loan: No      |
| MARTIN MARIETTA MATERIALS, INC.                                                         | MARTIN MARIETTA MATERIALS COMMON STOCK      | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               |  | US        |       110 | NS      | $37176.70     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CF INDUSTRIES HOLDINGS, INC.                                                            | CF INDUSTRIES HOLDINGS INC COMMON STOCK     | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               |  | US        |       351 | NS      | $29905.20     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                                                  | LOWE'S COS INC COMMON STOCK                 | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               |  | US        |      1153 | NS      | $229723.72    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| HP INC.                                                                                 | HP INC COMMON STOCK                         | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               |  | US        |      3990 | NS      | $107211.30    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON PETROLEUM CORPORATION                                                          | MARATHON PETROLEUM CORP COMMON STOCK        | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               |  | US        |       877 | NS      | $102074.03    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                                | DEVON ENERGY CORP COMMON STOCK              | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               |  | US        |      1152 | NS      | $70859.52     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYPAL HOLDINGS, INC.                                                                   | PAYPAL HOLDINGS INC COMMON STOCK            | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               |  | US        |      2035 | NS      | $144932.70    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                                   | AMERICAN HOMES 4 RENT- A REIT               | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               |  | US        |       532 | NS      | $16034.48     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DUPONT DE NEMOURS, INC.                                                                 | DUPONT DE NEMOURS INC COMMON STOCK          | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               |  | US        |       881 | NS      | $60463.03     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AIRLINES GROUP INC.                                                            | AMERICAN AIRLINES GROUP INC COMMON STOCK    | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               |  | US        |      1143 | NS      | $14538.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Travelers Companies, Inc.                                                           | TRAVELERS COS INC/THE COMMON STOCK          | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               |  | US        |       418 | NS      | $78370.82     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEST DIAGNOSTICS INCORPORATED                                                          | QUEST DIAGNOSTICS INC COMMON STOCK          | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               |  | US        |       205 | NS      | $32070.20     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TYSON FOODS, INC.                                                                       | TYSON FOODS INC-CL A COMMON STOCK           | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               |  | US        |       510 | NS      | $31747.50     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOLIV, INC.                                                                           | AUTOLIV INC COMMON STOCK                    | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               |  | US        |       145 | NS      | $11104.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE, INC.                                                          | WALGREENS BOOTS ALLIANCE INC COMMON STOCK   | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               |  | US        |      1262 | NS      | $47148.32     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMEN TECHNOLOGIES, INC.                                                                | LUMEN TECHNOLOGIES INC COMMON STOCK         | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               |  | US        |      2103 | NS      | $10977.66     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MOODY'S CORPORATION                                                                     | MOODY'S CORP COMMON STOCK                   | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               |  | US        |       278 | NS      | $77456.36     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLUMINA, INC.                                                                          | ILLUMINA INC COMMON STOCK                   | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               |  | US        |       277 | NS      | $56009.40     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOZ ALLEN HAMILTON HOLDING CORPORATION                                                 | BOOZ ALLEN HAMILTON HOLDINGS COMMON STOCK   | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               |  | US        |       234 | NS      | $24457.68     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON SCIENTIFIC CORPORATION                                                           | BOSTON SCIENTIFIC CORP COMMON STOCK         | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               |  | US        |      2519 | NS      | $116554.13    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC.                                                                           | ALPHABET INC-CL A COMMON STOCK              | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               |  | US        |      8769 | NS      | $773688.87    | 2.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL CORPORATION                                                                         | PPL CORP COMMON STOCK                       | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               |  | US        |      1295 | NS      | $37839.90     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC.                                                            | HONEYWELL INTERNATIONAL INC COMMON STOCK    | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               |  | US        |      1163 | NS      | $249230.90    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHPEAK PROPERTIES, INC.                                                             | HEALTHPEAK PROPERTIES INC REIT              | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               |  | US        |       949 | NS      | $23791.43     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corporation                                                                         | CSX CORP COMMON STOCK                       | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               |  | US        |      3767 | NS      | $116701.66    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES INCORPORATED                                                      | HUNTINGTON BANCSHARES INC COMMON STOCK      | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               |  | US        |      2537 | NS      | $35771.70     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC.                                                                             | PFIZER INC COMMON STOCK                     | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               |  | US        |      9875 | NS      | $505995.00    | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| EATON CORPORATION PUBLIC LIMITED COMPANY                                                | EATON CORP PLC COMMON STOCK                 | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               |  | US        |       701 | NS      | $110021.95    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                                                       | EVERSOURCE ENERGY COMMON STOCK              | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               |  | US        |       613 | NS      | $51393.92     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| T. ROWE PRICE GROUP, INC.                                                               | T ROWE PRICE GROUP INC COMMON STOCK         | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               |  | US        |       158 | NS      | $17231.48     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VULCAN MATERIALS COMPANY                                                                | VULCAN MATERIALS CO COMMON STOCK            | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               |  | US        |       235 | NS      | $41150.85     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| THE SOUTHERN COMPANY                                                                    | SOUTHERN CO/THE COMMON STOCK                | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               |  | US        |      1870 | NS      | $133536.70    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC.                                                                               | VISA INC-CLASS A SHARES COMMON STOCK        | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               |  | US        |      2877 | NS      | $597725.52    | 1.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc.                                                                        | XCEL ENERGY INC COMMON STOCK                | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               |  | US        |       962 | NS      | $67445.82     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXTRON INC.                                                                            | TEXTRON INC COMMON STOCK                    | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               |  | US        |       372 | NS      | $26337.60     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KELLOGG COMPANY                                                                         | KELLOGG CO COMMON STOCK                     | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               |  | US        |       450 | NS      | $32058.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION BRANDS, INC.                                                              | CONSTELLATION BRANDS INC-A COMMON STOCK     | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               |  | US        |       280 | NS      | $64890.00     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT ENERGY CORPORATION                                                              | ALLIANT ENERGY CORP COMMON STOCK            | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               |  | US        |       437 | NS      | $24126.77     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIR LINES, INC.                                                                   | DELTA AIR LINES INC COMMON STOCK            | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               |  | US        |      1124 | NS      | $36934.64     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY, INC.                                                                    | NEXTERA ENERGY INC COMMON STOCK             | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               |  | US        |      3457 | NS      | $289005.20    | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC.                                                                              | APPLE INC COMMON STOCK                      | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               |  | US        |     11677 | NS      | $1517192.61   | 4.39%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG INDUSTRIES, INC.                                                                    | PPG INDUSTRIES INC COMMON STOCK             | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               |  | US        |       413 | NS      | $51930.62     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT INTERNATIONAL, INC.                                                            | MARRIOTT INTERNATIONAL -CL A COMMON STOCK   | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               |  | US        |       498 | NS      | $74147.22     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDEX CORPORATION                                                                       | FEDEX CORP COMMON STOCK                     | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               |  | US        |       422 | NS      | $73090.40     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR COMPANY                                                                      | FORD MOTOR CO COMMON STOCK                  | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               |  | US        |      7123 | NS      | $82840.49     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS 66                                                                             | PHILLIPS 66 COMMON STOCK                    | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               |  | US        |       846 | NS      | $88051.68     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| TESLA, INC.                                                                             | TESLA INC COMMON STOCK                      | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               |  | US        |      4804 | NS      | $591756.72    | 1.71%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLINOIS TOOL WORKS INC.                                                                | ILLINOIS TOOL WORKS COMMON STOCK            | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               |  | US        |       496 | NS      | $109268.80    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                                 | EXXON MOBIL CORP COMMON STOCK               | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               |  | US        |      7333 | NS      | $808829.90    | 2.34%             |  |  |  | No            |                  1 | On Loan: No      |
| THE COCA-COLA COMPANY                                                                   | COCA-COLA CO/THE COMMON STOCK               | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               |  | US        |      6848 | NS      | $435601.28    | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                  | CVS HEALTH CORP COMMON STOCK                | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               |  | US        |      2310 | NS      | $215268.90    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORPORATION                                                                 | DUKE ENERGY CORP COMMON STOCK               | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               |  | US        |      1355 | NS      | $139551.45    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** Ethan Powell

**Name of Signer:** Ethan Powell

**Title:** President