# EDGAR Filing Document

**Accession Number:** 0001676326
**File Stem:** 0002071691-26-011921
**Filing Date:** 2026-5
**Character Count:** 78346
**Document Hash:** 5135f9c8ab2f126fed8ce73ed140c3bd
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-011921.hdr.sgml**: 20260527

**ACCESSION NUMBER**: 0002071691-26-011921

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260527

**DATE AS OF CHANGE**: 20260527

**PERIOD START**: 20260930

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23820
- **FILM NUMBER:** 261022369

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

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

## Series and Classes Contracts Data

### Parametric Equity Premium Income ETF (Series ID: S000082252)

| Class ID   | Class Name                           | Ticker Symbol   |
|:---|:---|:---|
| C000245536 | Parametric Equity Premium Income ETF | PAPI            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

  - **Street Address 1:** 1585 Broadway

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10036

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

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

- **a. Name of Series:** Parametric Equity Premium Income ETF

- **b. EDGAR series identifier (if any):** S000082252

- **c. LEI of Series:** 254900H9BZPTHXHGWS44

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $358989426.38

**Total Liabilities:** $13011868.67

**Net Assets:** $345977557.71

**Cash Not Reported:** $1438648.49

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000245536 | 6.01%                | 4.57%                | -2.48%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-235865.77              | $15108846.74                               |
| Month 2  | $313772.48               | $10995381.56                               |
| Month 3  | $-1104896.81             | $-9348795.38                               |

**Designated Index Information**

- **Index Name:** Russell 1000 Value

- **Index Identifier:** RS1000V

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Kraft Heinz Co. (The)                        | Kraft Heinz Co. (The)                                                                     | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |     78519 | NS      | $1765892.31   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp.                                    | RLI Corp.                                                                                 | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |     33167 | NS      | $1891845.68   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories, Inc.                     | Dolby Laboratories, Inc., Class A                                                         | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |     29426 | NS      | $1767325.56   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co.                   | Archer-Daniels-Midland Co.                                                                | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |     29211 | NS      | $2123347.59   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp.                            | Exxon Mobil Corp.                                                                         | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     14274 | NS      | $2421726.84   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co.                         | Vulcan Materials Co.                                                                      | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      5427 | NS      | $1477772.10   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                               | Alphabet, Inc., Class A                                                                   | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      5893 | NS      | $1694591.08   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington, Inc. | Expeditors International of Washington, Inc.                                              | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |     12388 | NS      | $1774333.24   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group, Inc.                              | CME Group, Inc.                                                                           | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      6817 | NS      | $2013400.95   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion, Inc.                              | Ingredion, Inc.                                                                           | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |     13972 | NS      | $1574085.52   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp.                          | Valero Energy Corp.                                                                       | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     10529 | NS      | $2601505.32   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp.                             | OGE Energy Corp.                                                                          | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |     38204 | NS      | $1832263.84   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods, Inc.                        | Cal-Maine Foods, Inc.                                                                     | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |     22612 | NS      | $1789739.80   | 0.52%             |  |  |  | No            |                  1 | On Loan: —       |
| Permian Resources Corp.                      | Permian Resources Corp., Class A                                                          | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |    133421 | NS      | $2844535.72   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corp.                                | Balchem Corp.                                                                             | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |     11538 | NS      | $1955460.24   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris, Inc.                                | Polaris, Inc.                                                                             | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |     28288 | NS      | $1541696.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: —       |
| Gentex Corp.                                 | Gentex Corp.                                                                              | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     74978 | NS      | $1638269.30   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp.                   | New Jersey Resources Corp.                                                                | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     41078 | NS      | $2256003.76   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods, Inc.                          | Flowers Foods, Inc.                                                                       | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |    146846 | NS      | $1196794.90   | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| Brookfield Asset Management Ltd.             | Brookfield Asset Management Ltd., Class A                                                 | CUSIP: 113004105<br>LEI: 549300CZ84WPNJZKY093 | Long             | EC               | CORP              | CA        |     31822 | NS      | $1414487.90   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co.                     | Bristol-Myers Squibb Co.                                                                  | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     36084 | NS      | $2188494.60   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp.                                 | Waters Corp.                                                                              | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |      1083 | NS      | $322517.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp.                                | Danaher Corp.                                                                             | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      7170 | NS      | $1359432.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp.                                | Stryker Corp.                                                                             | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      4597 | NS      | $1510528.23   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins, Inc.                                | Cummins, Inc.                                                                             | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      3450 | NS      | $1856169.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit, Inc.                                 | Intuit, Inc.                                                                              | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      2878 | NS      | $1244389.64   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp.        | International Business Machines Corp.                                                     | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      5955 | NS      | $1443432.45   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                  | Phillips 66                                                                               | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |     13927 | NS      | $2537220.86   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial, Inc.            | Fidelity National Financial, Inc.                                                         | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |     33651 | NS      | $1560733.38   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group Ltd.                           | Everest Group Ltd.                                                                        | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |      5050 | NS      | $1650592.50   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing, Inc.              | Automatic Data Processing, Inc.                                                           | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      6335 | NS      | $1287145.30   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma plc                           | Royalty Pharma plc, Class A                                                               | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |     48823 | NS      | $2342039.31   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp.                                    | Fox Corp., Class A                                                                        | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     27070 | NS      | $1580888.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates, Inc.                | Jack Henry & Associates, Inc.                                                             | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |     10667 | NS      | $1685812.68   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | State Street SPDR S&P 500 ETF Trust                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -1736 | NC      | $-4757.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Snap-on, Inc.                                | Snap-on, Inc.                                                                             | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      5143 | NS      | $1868040.46   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Viper Energy, Inc.                           | Viper Energy, Inc., Class A                                                               | CUSIP: 64361Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42942 | NS      | $2017844.58   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                            | Johnson & Johnson                                                                         | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      8950 | NS      | $2187738.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc.                            | Merck & Co., Inc.                                                                         | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     17504 | NS      | $2105556.16   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T, Inc.                                   | AT&T, Inc.                                                                                | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     69161 | NS      | $2004977.39   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp.                           | Hormel Foods Corp.                                                                        | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |     66321 | NS      | $1502170.65   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer, Inc.                                 | Pfizer, Inc.                                                                              | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     63599 | NS      | $1785859.92   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp.                           | Atmos Energy Corp.                                                                        | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |     10552 | NS      | $1949165.44   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp.                      | Regions Financial Corp.                                                                   | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     68247 | NS      | $1782611.64   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd.                           | Steven Madden Ltd.                                                                        | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |     43352 | NS      | $1470499.84   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson & Co.                       | Becton Dickinson & Co.                                                                    | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      8092 | NS      | $1272305.16   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                   | Korn Ferry                                                                                | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |     23991 | NS      | $1510233.45   | 0.44%             |  |  |  | No            |                  1 | On Loan: —       |
| Prudential Financial, Inc.                   | Prudential Financial, Inc.                                                                | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |     15150 | NS      | $1480003.50   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp.                                    | LKQ Corp.                                                                                 | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     47930 | NS      | $1407704.10   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service, Inc.                  | United Parcel Service, Inc., Class B                                                      | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     15108 | NS      | $1486325.04   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co.                            | Genuine Parts Co.                                                                         | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |     13317 | NS      | $1408272.75   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp.                           | Chord Energy Corp.                                                                        | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |     17088 | NS      | $2429571.84   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp.                            | HF Sinclair Corp.                                                                         | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |     35078 | NS      | $2188516.42   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot, Inc. (The)                       | Home Depot, Inc. (The)                                                                    | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      4669 | NS      | $1535587.41   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations, Inc.                     | Power Integrations, Inc.                                                                  | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |     36669 | NS      | $1877452.80   | 0.54%             |  |  |  | No            |                  1 | On Loan: —       |
| United Bankshares, Inc.                      | United Bankshares, Inc.                                                                   | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |     47568 | NS      | $1970266.56   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions, Inc.                     | Skyworks Solutions, Inc.                                                                  | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |     33462 | NS      | $1791890.10   | 0.52%             |  |  |  | No            |                  1 | On Loan: —       |
| Williams Cos., Inc. (The)                    | Williams Cos., Inc. (The)                                                                 | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     27685 | NS      | $2014914.30   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corp.             | Old Republic International Corp.                                                          | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |     43003 | NS      | $1715819.70   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp.                   | Cincinnati Financial Corp.                                                                | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |     10400 | NS      | $1636440.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co., Inc.                    | Church & Dwight Co., Inc.                                                                 | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |     17647 | NS      | $1646818.04   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                           | Altria Group, Inc.                                                                        | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     26361 | NS      | $1739562.39   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corp.                              | NewMarket Corp.                                                                           | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |      2521 | NS      | $1615834.95   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent, Inc.                               | Exponent, Inc.                                                                            | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |     26572 | NS      | $1733823.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp.                       | General Dynamics Corp.                                                                    | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      5343 | NS      | $1833824.46   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison, Inc.                    | Consolidated Edison, Inc.                                                                 | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |     17133 | NS      | $1939112.94   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co. (The)                           | Southern Co. (The)                                                                        | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     20916 | NS      | $2018812.32   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold, Inc.                             | Royal Gold, Inc.                                                                          | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |      6193 | NS      | $1576056.57   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| QIAGEN NV                                    | QIAGEN NV                                                                                 | CUSIP: N/A<br>LEI: 54930036WK3GMCN17Z57       | Long             | EC               | CORP              | NL        |     32962 | NS      | $1319798.48   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                 | LyondellBasell Industries NV, Class A                                                     | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | NL        |     32000 | NS      | $2577920.00   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva, Inc.                                | Corteva, Inc.                                                                             | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     23845 | NS      | $1996064.95   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp.                                   | News Corp., Class A                                                                       | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     60798 | NS      | $1515694.14   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco, Inc.                                 | Watsco, Inc.                                                                              | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |      4887 | NS      | $1777841.73   | 0.51%             |  |  |  | No            |                  1 | On Loan: —       |
| TD SYNNEX Corp.                              | TD SYNNEX Corp.                                                                           | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |     11925 | NS      | $2011866.75   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares, Inc.                  | Prosperity Bancshares, Inc.                                                               | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22698 | NS      | $1524851.64   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co.                      | Columbia Sportswear Co.                                                                   | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |     30837 | NS      | $1690175.97   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Clorox Co. (The)                             | Clorox Co. (The)                                                                          | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |     17373 | NS      | $1800363.99   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies, Inc.                     | Roper Technologies, Inc.                                                                  | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      4575 | NS      | $1618909.50   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Ltd.                                  | Amdocs Ltd.                                                                               | CUSIP: N/A<br>LEI: 549300HQV672RJ7RQV66       | Long             | EC               | CORP              | GG        |     19736 | NS      | $1287971.36   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                          | Abbott Laboratories                                                                       | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     16666 | NS      | $1711098.22   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corp.                     | Magnolia Oil & Gas Corp., Class A                                                         | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79708 | NS      | $2516381.56   | 0.73%             |  |  |  | No            |                  1 | On Loan: —       |
| International Paper Co.                      | International Paper Co.                                                                   | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |     42176 | NS      | $1505683.20   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic plc                                | Medtronic plc                                                                             | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |     19220 | NS      | $1665413.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group, Inc.                    | MDU Resources Group, Inc.                                                                 | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     87163 | NS      | $1806017.36   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals, Inc.             | Air Products and Chemicals, Inc.                                                          | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      7545 | NS      | $2191747.05   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp.                       | Costco Wholesale Corp.                                                                    | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      1737 | NS      | $1730798.91   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp.                                 | Chemed Corp.                                                                              | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |      4055 | NS      | $1531735.70   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half, Inc.                            | Robert Half, Inc.                                                                         | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |     63672 | NS      | $1617268.80   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper, Inc.                       | Keurig Dr Pepper, Inc.                                                                    | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     58761 | NS      | $1547177.13   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp.                                | Comcast Corp., Class A                                                                    | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     62131 | NS      | $1783781.01   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp.                                 | Avista Corp.                                                                              | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     49253 | NS      | $1977015.42   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands, Inc.                         | Conagra Brands, Inc.                                                                      | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |    104051 | NS      | $1635681.72   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health, Inc.                        | Cardinal Health, Inc.                                                                     | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      9100 | NS      | $1922921.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group, Inc.        | Public Service Enterprise Group, Inc.                                                     | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     23224 | NS      | $1879982.80   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| International Seaways, Inc.                  | International Seaways, Inc.                                                               | CUSIP: N/A<br>LEI: 549300YUFDGFRNGBWF46       | Long             | EC               | CORP              | MH        |     32365 | NS      | $2358761.20   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp.                                    | PPL Corp.                                                                                 | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     45050 | NS      | $1720910.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                          | Cisco Systems, Inc.                                                                       | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     24696 | NS      | $1916162.64   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corp.                       | Antero Midstream Corp.                                                                    | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     91491 | NS      | $2085994.80   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo, Inc.                                | PepsiCo, Inc.                                                                             | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     13643 | NS      | $2118621.47   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning, Inc.                                | Corning, Inc.                                                                             | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |     19497 | NS      | $2651007.09   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup, Inc.                             | AptarGroup, Inc.                                                                          | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |     12959 | NS      | $1633093.18   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                            | FirstEnergy Corp.                                                                         | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     39947 | NS      | $2023715.02   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp.         | Cognizant Technology Solutions Corp., Class A                                             | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     23415 | NS      | $1436510.25   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries, Inc.                         | PPG Industries, Inc.                                                                      | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |     14533 | NS      | $1553287.04   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | State Street SPDR S&P 500 ETF Trust                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -1736 | NC      | $-35721.09    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HP, Inc.                                     | HP, Inc.                                                                                  | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     93708 | NS      | $1800130.68   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices, Inc.                         | Analog Devices, Inc.                                                                      | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      6284 | NS      | $1999191.76   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances, Inc.     | International Flavors & Fragrances, Inc.                                                  | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |     26926 | NS      | $1953481.30   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp.                                | Chevron Corp.                                                                             | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11614 | NS      | $2402936.60   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                     | Morgan Stanley Institutional Liquidity Funds - Government Portfolio - Institutional Class | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |   6476019 | NS      | $6476019.04   | 1.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group (The)                            | Cigna Group (The)                                                                         | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      6433 | NS      | $1716002.75   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                     | Morgan Stanley Institutional Liquidity Funds - Government Portfolio - Institutional Class | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |   8398087 | NS      | $8398086.75   | 2.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp.                                 | Target Corp.                                                                              | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     18237 | NS      | $2210324.40   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                               | ConocoPhillips                                                                            | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     16595 | NS      | $2190540.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co., Inc.            | American Electric Power Co., Inc.                                                         | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     14851 | NS      | $1946669.08   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen                                       | Cullen/Frost Bankers, Inc.                                                                | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |     12213 | NS      | $1674158.04   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp.                                 | Lennar Corp., Class A                                                                     | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |     17100 | NS      | $1484964.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co., Inc.              | MSC Industrial Direct Co., Inc., Class A                                                  | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |     19996 | NS      | $1845030.92   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp.                         | Avery Dennison Corp.                                                                      | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |     10517 | NS      | $1816075.56   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance, Inc.                               | Reliance, Inc.                                                                            | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |      5589 | NS      | $1698608.88   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group, Inc.                     | T Rowe Price Group, Inc.                                                                  | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |     15439 | NS      | $1391671.46   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co. (The)                          | Coca-Cola Co. (The)                                                                       | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     24860 | NS      | $1890603.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours, Inc.                      | DuPont de Nemours, Inc.                                                                   | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |     36949 | NS      | $1692264.20   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Reynolds Consumer Products, Inc.             | Reynolds Consumer Products, Inc.                                                          | CUSIP: 76171L106<br>LEI: 894500ZQLNYY77S80A06 | Long             | EC               | CORP              | US        |     77276 | NS      | $1636705.68   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group plc                    | Janus Henderson Group plc                                                                 | CUSIP: N/A<br>LEI: 2138009WPYMWJN3RVF44       | Long             | EC               | CORP              | JE        |     39787 | NS      | $2043858.19   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies, Inc.                  | L3Harris Technologies, Inc.                                                               | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      5565 | NS      | $1920759.75   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos., Inc. (The)                         | TJX Cos., Inc. (The)                                                                      | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     11863 | NS      | $1894521.10   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy, Inc.                         | Coterra Energy, Inc.                                                                      | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |     66142 | NS      | $2324229.88   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group, Inc.                | Penske Automotive Group, Inc.                                                             | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |     10684 | NS      | $1597471.68   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp.                       | Norfolk Southern Corp.                                                                    | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      5669 | NS      | $1627003.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp.                                   | Lear Corp.                                                                                | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |     16158 | NS      | $1956410.64   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow, Inc.                                    | Dow, Inc.                                                                                 | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |     57737 | NS      | $2404746.05   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co. (The)                   | Procter & Gamble Co. (The)                                                                | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     13134 | NS      | $1897074.96   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Restaurant Brands International, Inc.        | Restaurant Brands International, Inc.                                                     | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |     24040 | NS      | $1776556.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group, Inc.               | American Financial Group, Inc.                                                            | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |     12765 | NS      | $1630218.15   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co. (The)                      | Western Union Co. (The)                                                                   | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |    171927 | NS      | $1500922.71   | 0.43%             |  |  |  | No            |                  1 | On Loan: —       |
| Verizon Communications, Inc.                 | Verizon Communications, Inc.                                                              | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     45952 | NS      | $2306790.40   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group, Inc.              | Principal Financial Group, Inc.                                                           | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |     21610 | NS      | $1947277.10   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex, Inc.                                | Paychex, Inc.                                                                             | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |     17747 | NS      | $1634853.64   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp.                              | Microsoft Corp.                                                                           | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      3516 | NS      | $1301517.72   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics, Inc.                      | Quest Diagnostics, Inc.                                                                   | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      9644 | NS      | $1890031.12   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Co.                    | Molson Coors Beverage Co., Class B                                                        | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |     33058 | NS      | $1423477.48   | 0.41%             |  |  |  | No            |                  1 | On Loan: —       |
| Avnet, Inc.                                  | Avnet, Inc.                                                                               | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     32092 | NS      | $1977509.04   | 0.57%             |  |  |  | No            |                  1 | On Loan: —       |
| Evergy, Inc.                                 | Evergy, Inc.                                                                              | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |     24623 | NS      | $2017116.16   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK, Inc.                                  | ONEOK, Inc.                                                                               | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |     20921 | NS      | $1891049.19   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp.                         | Kimberly-Clark Corp.                                                                      | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |     17765 | NS      | $1713789.55   | 0.50%             |  |  |  | No            |                  1 | On Loan: —       |
| Badger Meter, Inc.                           | Badger Meter, Inc.                                                                        | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |      9637 | NS      | $1468196.95   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Labcorp Holdings, Inc.                       | Labcorp Holdings, Inc.                                                                    | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6255 | NS      | $1668896.55   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco, Inc.                                  | Graco, Inc.                                                                               | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |     19539 | NS      | $1653976.35   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup, Inc.                          | ManpowerGroup, Inc.                                                                       | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |     59343 | NS      | $1748244.78   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Interparfums, Inc.                           | Interparfums, Inc.                                                                        | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19977 | NS      | $1814710.68   | 0.52%             |  |  |  | No            |                  1 | On Loan: —       |
| Hasbro, Inc.                                 | Hasbro, Inc.                                                                              | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |     21897 | NS      | $2049559.20   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp.                                    | RTX Corp.                                                                                 | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     10068 | NS      | $1942117.20   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS plc                                   | STERIS plc                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      6615 | NS      | $1462774.95   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp.                         | Alliant Energy Corp.                                                                      | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |     25828 | NS      | $1853417.28   | 0.54%             |  |  |  | No            |                  1 | On Loan: —       |
| Wendy's Co. (The)                            | Wendy's Co. (The)                                                                         | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |    193758 | NS      | $1346618.10   | 0.39%             |  |  |  | No            |                  1 | On Loan: —       |
| AbbVie, Inc.                                 | AbbVie, Inc.                                                                              | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      7842 | NS      | $1705556.58   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group, Inc.                          | Omnicom Group, Inc.                                                                       | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     20461 | NS      | $1540917.91   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Millicom International Cellular SA           | Millicom International Cellular SA                                                        | CUSIP: N/A<br>LEI: 549300CTHC1CP86P2G96       | Long             | EC               | CORP              | LU        |     30462 | NS      | $2282822.28   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group, Inc.                       | WEC Energy Group, Inc.                                                                    | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |     14947 | NS      | $1730414.19   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co., Inc.                          | Donaldson Co., Inc.                                                                       | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |     18620 | NS      | $1580279.40   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP, Inc.                                | IDACORP, Inc.                                                                             | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |     13881 | NS      | $1984566.57   | 0.57%             |  |  |  | No            |                  1 | On Loan: —       |
| EOG Resources, Inc.                          | EOG Resources, Inc.                                                                       | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     15059 | NS      | $2177079.63   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences, Inc.                        | Gilead Sciences, Inc.                                                                     | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     14280 | NS      | $1990203.60   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp.                            | Duke Energy Corp.                                                                         | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     14028 | NS      | $1836826.32   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem, Inc.            | First Interstate BancSystem, Inc., Class A                                                | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |     53106 | NS      | $1773740.40   | 0.51%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                          | State Street SPDR S&P 500 ETF Trust                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -1780 | NC      | $-1481375.41  | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                          | Kinder Morgan, Inc.                                                                       | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     62006 | NS      | $2079061.18   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac, Inc.                                  | Aflac, Inc.                                                                               | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |     16301 | NS      | $1788382.71   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy, Inc.                   | Patterson-UTI Energy, Inc.                                                                | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |    270131 | NS      | $2925518.73   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse, Inc.                        | Texas Roadhouse, Inc., Class A                                                            | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |     10340 | NS      | $1707547.60   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co.                | Portland General Electric Co.                                                             | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     36221 | NS      | $1911382.17   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas, Inc.                                | ONE Gas, Inc.                                                                             | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |     21284 | NS      | $1833190.92   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream, Inc.                           | DT Midstream, Inc.                                                                        | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14760 | NS      | $1987729.20   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture plc                                | Accenture plc, Class A                                                                    | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |      5813 | NS      | $1152659.77   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy, Inc.                        | Dominion Energy, Inc.                                                                     | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     29273 | NS      | $1809656.86   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co.                                 | Fastenal Co.                                                                              | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |     37171 | NS      | $1724734.40   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Times Co. (The)                     | New York Times Co. (The), Class A                                                         | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |     27294 | NS      | $2285326.62   | 0.66%             |  |  |  | No            |                  1 | On Loan: —       |
| Electronic Arts, Inc.                        | Electronic Arts, Inc.                                                                     | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      8911 | NS      | $1816685.57   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM, Inc.                               | QUALCOMM, Inc.                                                                            | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     10467 | NS      | $1347940.26   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co. (The)                             | Mosaic Co. (The)                                                                          | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     63820 | NS      | $1627410.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora, Inc.                                | Cencora, Inc.                                                                             | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      5587 | NS      | $1755100.18   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle, Inc. (The)                           | Buckle, Inc. (The)                                                                        | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |     32015 | NS      | $1612275.40   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts, Inc.                           | Vail Resorts, Inc.                                                                        | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |     13229 | NS      | $1697545.28   | 0.49%             |  |  |  | No            |                  1 | On Loan: —       |
| Packaging Corp. of America                   | Packaging Corp. of America                                                                | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      7977 | NS      | $1692878.94   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments, Inc.                      | Texas Instruments, Inc.                                                                   | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      8571 | NS      | $1663973.94   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce, Inc.                             | Salesforce, Inc.                                                                          | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      7156 | NS      | $1335810.52   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd.                                  | Garmin Ltd.                                                                               | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |      8134 | NS      | $1887169.34   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Noble Corp. plc                              | Noble Corp. plc                                                                           | CUSIP: N/A<br>LEI: 549300I3HBUNXO0OG954       | Long             | EC               | CORP              | GB        |     52033 | NS      | $2553259.31   | 0.74%             |  |  |  | No            |                  1 | On Loan: —       |
| LCI Industries                               | LCI Industries                                                                            | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |     12863 | NS      | $1581891.74   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp.                                  | Cabot Corp.                                                                               | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |     27046 | NS      | $2036834.26   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| AO Smith Corp.                               | AO Smith Corp.                                                                            | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |     22527 | NS      | $1485430.38   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde plc                                    | Linde plc                                                                                 | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | IE        |      3602 | NS      | $1785727.52   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co., Inc.                           | Best Buy Co., Inc.                                                                        | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |     27258 | NS      | $1749963.60   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor plc                                    | Amcor plc                                                                                 | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | JE        |     36855 | NS      | $1464986.25   | 0.42%             |  |  |  | No            |                  1 | On Loan: —       |

### Signature

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

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

**Signature:** James F. Kirchner

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

**Title:** Principal Financial Officer