# EDGAR Filing Document

**Accession Number:** 0001676326
**File Stem:** 0002071691-26-011917
**Filing Date:** 2026-5
**Character Count:** 107034
**Document Hash:** 257f3110a8d3835b6a8571828370087a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-011917.hdr.sgml**: 20260527

**ACCESSION NUMBER**: 0002071691-26-011917

**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:** 261022365

**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

### Calvert US Large-Cap Diversity, Equity and Inclusion Index ETF (Series ID: S000077960)

| Class ID   | Class Name                                                     | Ticker Symbol   |
|:---|:---|:---|
| C000238677 | Calvert US Large-Cap Diversity, Equity and Inclusion Index ETF | CDEI            |

## 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:** Calvert US Large-Cap Diversity, Equity and Inclusion Index ETF

- **b. EDGAR series identifier (if any):** S000077960

- **c. LEI of Series:** 549300HQ5GLGFHDEQ413

**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:** $15527790.98

**Total Liabilities:** $24074.26

**Net Assets:** $15503716.72

**Cash Not Reported:** $1.88

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000238677 | -0.06%               | -0.86%               | -5.09%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $116.24                  | $-28968.44                                 |
| Month 2  | $889.38                  | $-156568.73                                |
| Month 3  | $-9625.13                | $-840655.58                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Host Hotels & Resorts, Inc.                  | Host Hotels & Resorts, Inc.                                                               | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |       249 | NS      | $4770.84      | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Intercontinental Exchange, Inc.              | Intercontinental Exchange, Inc.                                                           | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |       108 | NS      | $16986.24     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT Defense Properties                      | COPT Defense Properties                                                                   | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |        38 | NS      | $1162.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris, Inc.                               | Entegris, Inc.                                                                            | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |        55 | NS      | $6448.20      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                          | Synchrony Financial                                                                       | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       265 | NS      | $18025.30     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Versant Media Group, Inc.                    | Versant Media Group, Inc.                                                                 | CUSIP: 925283103<br>LEI: 254900D2Q5F5F229PU30 | Long             | EC               | CORP              | US        |       110 | NS      | $4072.20      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp.                           | Lam Research Corp.                                                                        | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       952 | NS      | $203404.32    | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp.                        | Hancock Whitney Corp.                                                                     | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |        37 | NS      | $2352.83      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                               | Alphabet, Inc., Class A                                                                   | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      3850 | NS      | $1107106.00   | 7.14%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp.                    | United Therapeutics Corp.                                                                 | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |        32 | NS      | $18975.36     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington, Inc. | Expeditors International of Washington, Inc.                                              | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |        22 | NS      | $3151.06      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                             | Zions Bancorp NA                                                                          | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |       111 | NS      | $6395.82      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group, Inc.                              | CME Group, Inc.                                                                           | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       274 | NS      | $80925.90     | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings, Inc.                        | PayPal Holdings, Inc.                                                                     | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |       704 | NS      | $31841.92     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp.                               | Amphenol Corp., Class A                                                                   | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |       394 | NS      | $49781.90     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp.                                 | NVIDIA Corp.                                                                              | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      7883 | NS      | $1374795.20   | 8.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                             | Amazon.com, Inc.                                                                          | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      2468 | NS      | $514010.36    | 3.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil, Inc.                                  | Jabil, Inc.                                                                               | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |        22 | NS      | $5843.86      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust, Inc.                   | Essex Property Trust, Inc.                                                                | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |        28 | NS      | $6776.00      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp.                  | Lattice Semiconductor Corp.                                                               | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |       103 | NS      | $9554.28      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings, Inc.              | Hilton Worldwide Holdings, Inc.                                                           | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       172 | NS      | $52301.76     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp.                                    | KLA Corp.                                                                                 | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       101 | NS      | $148713.41    | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co.                     | Bristol-Myers Squibb Co.                                                                  | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      1553 | NS      | $94189.45     | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital, Inc.                            | Gen Digital, Inc.                                                                         | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |       419 | NS      | $7889.77      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp.                                 | Waters Corp.                                                                              | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |        20 | NS      | $5956.00      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                              | Eli Lilly & Co.                                                                           | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       529 | NS      | $486558.33    | 3.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp.                                | Stryker Corp.                                                                             | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       274 | NS      | $90033.66     | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Elastic NV                                   | Elastic NV                                                                                | CUSIP: N/A<br>LEI: 2549003I48WHHH937I59       | Long             | EC               | CORP              | NL        |        69 | NS      | $3449.31      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp.                        | Deckers Outdoor Corp.                                                                     | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |       108 | NS      | $10809.72     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| J.M. Smucker Co. (The)                       | J.M. Smucker Co. (The)                                                                    | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |        39 | NS      | $3761.16      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences, Inc.                 | Neurocrine Biosciences, Inc.                                                              | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |        74 | NS      | $9748.76      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins, Inc.                                | Cummins, Inc.                                                                             | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       105 | NS      | $56492.10     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp.                                  | Intel Corp.                                                                               | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |      3228 | NS      | $142451.64    | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp.                      | Boston Scientific Corp.                                                                   | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      1129 | NS      | $70844.75     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed, Inc.                                 | Insmed, Inc.                                                                              | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |       160 | NS      | $26163.20     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit, Inc.                                 | Intuit, Inc.                                                                              | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       207 | NS      | $89502.66     | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp.        | International Business Machines Corp.                                                     | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |       716 | NS      | $173551.24    | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International, Inc.                 | Marriott International, Inc., Class A                                                     | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |       167 | NS      | $54620.69     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Lane, Inc.                          | Hamilton Lane, Inc., Class A                                                              | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |        13 | NS      | $1292.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WP Carey, Inc.                               | WP Carey, Inc.                                                                            | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |        83 | NS      | $5640.68      | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| GE Vernova, Inc.                             | GE Vernova, Inc.                                                                          | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |       206 | NS      | $179817.40    | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple, Inc.                                  | Apple, Inc.                                                                               | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      5025 | NS      | $1275294.75   | 8.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed, Inc.                                 | ResMed, Inc.                                                                              | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |       111 | NS      | $24917.28     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp.                                | Moody's Corp.                                                                             | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |       119 | NS      | $51913.75     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest, Inc.                              | Pinterest, Inc., Class A                                                                  | CUSIP: 72352L106<br>LEI: 529900Y043CEBGO4HB65 | Long             | EC               | CORP              | US        |       442 | NS      | $8106.28      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HealthCare Technologies, Inc.             | GE HealthCare Technologies, Inc.                                                          | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |       347 | NS      | $24699.46     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy, Inc.                         | NextEra Energy, Inc.                                                                      | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |       838 | NS      | $77833.44     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers, Inc.                          | Toll Brothers, Inc.                                                                       | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |        72 | NS      | $9825.84      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox, Inc.                                | Dropbox, Inc., Class A                                                                    | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |       140 | NS      | $3180.80      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble, Inc.                                | Trimble, Inc.                                                                             | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |       179 | NS      | $11676.17     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos., Inc.                        | Albertsons Cos., Inc., Class A                                                            | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |        71 | NS      | $1209.84      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp.                                    | UGI Corp.                                                                                 | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |        41 | NS      | $1493.22      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| American Express Co.                         | American Express Co.                                                                      | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |       413 | NS      | $124924.24    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust, Inc.                   | Digital Realty Trust, Inc.                                                                | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |       262 | NS      | $47215.02     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                        | Camden Property Trust                                                                     | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |        77 | NS      | $7519.82      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Revolution Medicines, Inc.                   | Revolution Medicines, Inc.                                                                | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |        29 | NS      | $2820.25      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp.                        | MGIC Investment Corp.                                                                     | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |       162 | NS      | $4252.50      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc.                            | Merck & Co., Inc.                                                                         | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      1888 | NS      | $227107.52    | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard, Inc.                             | Mastercard, Inc., Class A                                                                 | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       622 | NS      | $310788.52    | 2.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co.                               | DTE Energy Co.                                                                            | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |        88 | NS      | $12867.36     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T, Inc.                                   | AT&T, Inc.                                                                                | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      1331 | NS      | $38585.69     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings, Inc.                     | Equitable Holdings, Inc.                                                                  | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |       132 | NS      | $4898.52      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp.                             | Bio-Techne Corp.                                                                          | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |        44 | NS      | $2299.44      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial, Inc.                         | Ally Financial, Inc.                                                                      | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |       234 | NS      | $9179.82      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties, Inc.                   | EastGroup Properties, Inc.                                                                | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |        38 | NS      | $7033.42      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp.                   | Taylor Morrison Home Corp., Class A                                                       | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |        71 | NS      | $4135.04      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica, Inc.                    | Lululemon Athletica, Inc.                                                                 | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |        78 | NS      | $11941.80     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trust              | Federal Realty Investment Trust                                                           | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EC               | CORP              | US        |        65 | NS      | $6903.65      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial, Inc.                   | Prudential Financial, Inc.                                                                | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |       266 | NS      | $25985.54     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service, Inc.                  | United Parcel Service, Inc., Class B                                                      | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |       246 | NS      | $24201.48     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp.                               | TopBuild Corp.                                                                            | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |        20 | NS      | $7026.00      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co.               | Hewlett Packard Enterprise Co.                                                            | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |      1010 | NS      | $24048.10     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics, Inc.                         | Steel Dynamics, Inc.                                                                      | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |        75 | NS      | $13500.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial, Inc.                | Raymond James Financial, Inc.                                                             | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |       120 | NS      | $17374.80     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc           | Johnson Controls International plc                                                        | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |       175 | NS      | $22916.25     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne, Inc.                               | Teradyne, Inc.                                                                            | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |       119 | NS      | $35278.74     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Box, Inc.                                    | Box, Inc., Class A                                                                        | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |       105 | NS      | $2482.20      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co., Inc.                              | KKR & Co., Inc.                                                                           | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |       292 | NS      | $27010.00     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC, Inc.                                    | PTC, Inc.                                                                                 | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |        91 | NS      | $12966.59     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)         | Hartford Insurance Group, Inc. (The)                                                      | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       211 | NS      | $28533.53     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech, Inc.                             | Tetra Tech, Inc.                                                                          | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |       198 | NS      | $5963.76      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp. (The)                      | Progressive Corp. (The)                                                                   | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       447 | NS      | $88613.28     | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.    | Westinghouse Air Brake Technologies Corp.                                                 | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |        46 | NS      | $11495.86     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills, Inc.                          | General Mills, Inc.                                                                       | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |       407 | NS      | $15148.54     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corp.                                | Parsons Corp.                                                                             | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |        40 | NS      | $2166.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity, Inc.                           | HealthEquity, Inc.                                                                        | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |        56 | NS      | $4679.92      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares, Inc.                      | United Bankshares, Inc.                                                                   | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |        27 | NS      | $1118.34      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular, Inc.                                | Popular, Inc.                                                                             | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |        49 | NS      | $6574.33      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies plc                       | Trane Technologies plc                                                                    | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |       169 | NS      | $70429.06     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co., Inc.               | American Water Works Co., Inc.                                                            | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |        73 | NS      | $9934.57      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign, Inc.                               | VeriSign, Inc.                                                                            | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |        70 | NS      | $17385.20     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic, Inc.                                | Hologic, Inc.                                                                             | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |       168 | NS      | $12699.12     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos., Inc. (The)                   | Travelers Cos., Inc. (The)                                                                | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |       148 | NS      | $43168.64     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar, Inc.                            | First Solar, Inc.                                                                         | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |        38 | NS      | $7495.88      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd.                                 | Genpact Ltd.                                                                              | CUSIP: N/A<br>LEI: 529900OSEC6Q0L4L5B35       | Long             | EC               | CORP              | BM        |       118 | NS      | $4395.50      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rithm Capital Corp.                          | Rithm Capital Corp.                                                                       | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |       151 | NS      | $1431.48      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Church & Dwight Co., Inc.                    | Church & Dwight Co., Inc.                                                                 | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |       181 | NS      | $16890.92     | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Adobe, Inc.                                  | Adobe, Inc.                                                                               | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       313 | NS      | $76084.04     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp.                        | Regency Centers Corp.                                                                     | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |       139 | NS      | $10516.74     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk, Inc.                               | Autodesk, Inc.                                                                            | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       161 | NS      | $38543.40     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity plc                          | TE Connectivity plc                                                                       | CUSIP: N/A<br>LEI: 6367003TB6K484NFHE54       | Long             | EC               | CORP              | IE        |       225 | NS      | $47029.50     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co.                                  | Deere & Co.                                                                               | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       191 | NS      | $107590.30    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories, Inc.                   | Bio-Rad Laboratories, Inc., Class A                                                       | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |         6 | NS      | $1672.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings, Inc.                   | MarketAxess Holdings, Inc.                                                                | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |        16 | NS      | $2639.68      | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Ventas, Inc.                                 | Ventas, Inc.                                                                              | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |       360 | NS      | $29440.80     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp.                      | Universal Display Corp.                                                                   | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        30 | NS      | $2749.80      | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| UMB Financial Corp.                          | UMB Financial Corp.                                                                       | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |        55 | NS      | $6203.45      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd.                   | Axis Capital Holdings Ltd.                                                                | CUSIP: N/A<br>LEI: 635400VD2NQBYAHMEM55       | Long             | EC               | CORP              | BM        |        57 | NS      | $5780.37      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison, Inc.                    | Consolidated Edison, Inc.                                                                 | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |       275 | NS      | $31124.50     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI, Inc.                                   | MSCI, Inc., Class A                                                                       | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |        55 | NS      | $29645.55     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management, Inc.              | Annaly Capital Management, Inc.                                                           | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |       349 | NS      | $7381.35      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties, Inc.                     | Cousins Properties, Inc.                                                                  | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |       127 | NS      | $2866.39      | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Axon Enterprise, Inc.                        | Axon Enterprise, Inc.                                                                     | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |        58 | NS      | $24632.02     | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Simpson Manufacturing Co., Inc.              | Simpson Manufacturing Co., Inc.                                                           | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |        32 | NS      | $5491.84      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco, Inc.                                 | Watsco, Inc.                                                                              | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |        12 | NS      | $4365.48      | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| S&P Global, Inc.                             | S&P Global, Inc.                                                                          | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       228 | NS      | $96977.52     | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON, Inc.                                   | AAON, Inc.                                                                                | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        16 | NS      | $1324.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Clorox Co. (The)                             | Clorox Co. (The)                                                                          | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |        92 | NS      | $9533.96      | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Eversource Energy                            | Eversource Energy                                                                         | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |       137 | NS      | $9491.36      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JBT Marel Corp.                              | JBT Marel Corp.                                                                           | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |        40 | NS      | $5114.80      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq, Inc.                                 | Nasdaq, Inc.                                                                              | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |       343 | NS      | $29117.27     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp.                         | Otis Worldwide Corp.                                                                      | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       130 | NS      | $10020.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd.                                 | Invesco Ltd.                                                                              | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | BM        |       200 | NS      | $4858.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Datadog, Inc.                                | Datadog, Inc., Class A                                                                    | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |       245 | NS      | $28922.25     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace, Inc.                              | Dynatrace, Inc.                                                                           | CUSIP: 268150109<br>LEI: 6488T0Z33CE9L61EX904 | Long             | EC               | CORP              | US        |       203 | NS      | $7506.94      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SoFi Technologies, Inc.                      | SoFi Technologies, Inc.                                                                   | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Long             | EC               | CORP              | US        |       975 | NS      | $15483.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Medtronic plc                                | Medtronic plc                                                                             | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |       388 | NS      | $33620.20     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp.                  | Capital One Financial Corp.                                                               | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       472 | NS      | $86106.96     | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| elf Beauty, Inc.                             | elf Beauty, Inc.                                                                          | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |        44 | NS      | $2666.84      | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Keysight Technologies, Inc.                  | Keysight Technologies, Inc.                                                               | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |       130 | NS      | $36708.10     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| VF Corp.                                     | VF Corp.                                                                                  | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |       106 | NS      | $1800.94      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon plc                                      | Aon plc, Class A                                                                          | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | IE        |       114 | NS      | $36796.92     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp.                                   | IDEX Corp.                                                                                | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |        57 | NS      | $10804.35     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce, Inc.                           | SPS Commerce, Inc.                                                                        | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |        24 | NS      | $1336.08      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp.                          | Realty Income Corp.                                                                       | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |       711 | NS      | $43498.98     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp.                                | Comcast Corp., Class A                                                                    | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      2724 | NS      | $78206.04     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| GoDaddy, Inc.                                | GoDaddy, Inc., Class A                                                                    | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |       102 | NS      | $8432.34      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions, Inc.                     | Motorola Solutions, Inc.                                                                  | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       127 | NS      | $55114.19     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group, Inc.        | Public Service Enterprise Group, Inc.                                                     | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |       204 | NS      | $16513.80     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix, Inc.                                | Netflix, Inc.                                                                             | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      3208 | NS      | $308449.20    | 1.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.        | Alexandria Real Estate Equities, Inc.                                                     | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |       130 | NS      | $6034.60      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                          | Cisco Systems, Inc.                                                                       | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      3014 | NS      | $233856.26    | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo, Inc.                                | PepsiCo, Inc.                                                                             | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      1041 | NS      | $161656.89    | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp.         | Cognizant Technology Solutions Corp., Class A                                             | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |       112 | NS      | $6871.20      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                         | JPMorgan Chase & Co.                                                                      | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      1780 | NS      | $523604.80    | 3.38%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource, Inc.                               | NiSource, Inc.                                                                            | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |        74 | NS      | $3452.84      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Holdings, Inc.                        | Affirm Holdings, Inc., Class A                                                            | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       213 | NS      | $9759.66      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services, Inc.                        | Quanta Services, Inc.                                                                     | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |        81 | NS      | $44470.62     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp.                   | Constellation Energy Corp.                                                                | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |       256 | NS      | $71488.00     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp.                                   | Ball Corp.                                                                                | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |       105 | NS      | $6206.55      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp.                                   | AGCO Corp.                                                                                | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |        17 | NS      | $1969.79      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HP, Inc.                                     | HP, Inc.                                                                                  | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |       698 | NS      | $13408.58     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals, Inc.                 | Vertex Pharmaceuticals, Inc.                                                              | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       194 | NS      | $86628.76     | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica, Inc.                              | Primerica, Inc.                                                                           | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |        24 | NS      | $6011.52      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices, Inc.                         | Analog Devices, Inc.                                                                      | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       268 | NS      | $85261.52     | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co.                        | Colgate-Palmolive Co.                                                                     | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |       612 | NS      | $52160.76     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials, Inc.                      | Applied Materials, Inc.                                                                   | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       605 | NS      | $206782.95    | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets, Inc.                    | Cboe Global Markets, Inc.                                                                 | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |        79 | NS      | $22204.53     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty, Inc.              | Rexford Industrial Realty, Inc.                                                           | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |       176 | NS      | $5760.48      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp.                                 | Exelon Corp.                                                                              | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |       781 | NS      | $38284.62     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein, Inc.                           | Henry Schein, Inc.                                                                        | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |        75 | NS      | $5527.50      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro MicroSystems, Inc.                   | Allegro MicroSystems, Inc.                                                                | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        94 | NS      | $2963.82      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances, Inc.     | International Flavors & Fragrances, Inc.                                                  | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |       113 | NS      | $8198.15      | 0.05%             |  |  |  | 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        |     33140 | NS      | $33140.09     | 0.21%             |  |  |  | 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        |     22122 | NS      | $22122.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings plc              | Seagate Technology Holdings plc                                                           | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |        81 | NS      | $31732.56     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Twilio, Inc.                                 | Twilio, Inc., Class A                                                                     | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |        97 | NS      | $12204.54     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell's Co. (The)                         | Campbell's Co. (The)                                                                      | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |       146 | NS      | $3251.42      | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Delta Air Lines, Inc.                        | Delta Air Lines, Inc.                                                                     | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |       497 | NS      | $33040.56     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron, Inc.                                  | Itron, Inc.                                                                               | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |        29 | NS      | $2599.27      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOK Financial Corp.                          | BOK Financial Corp.                                                                       | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |        18 | NS      | $2305.08      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions, Inc.         | Broadridge Financial Solutions, Inc.                                                      | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |        88 | NS      | $14298.24     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Core & Main, Inc.                            | Core & Main, Inc., Class A                                                                | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       144 | NS      | $7113.60      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies, Inc.                    | Akamai Technologies, Inc.                                                                 | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |       108 | NS      | $12403.80     | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Duolingo, Inc.                               | Duolingo, Inc., Class A                                                                   | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        27 | NS      | $2661.39      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                                 | Allegion plc                                                                              | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | IE        |        43 | NS      | $6247.47      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corp.     | Science Applications International Corp.                                                  | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |        34 | NS      | $3227.28      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co. (The)                          | Coca-Cola Co. (The)                                                                       | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      2968 | NS      | $225716.40    | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp.                             | CMS Energy Corp.                                                                          | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |       232 | NS      | $17998.56     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos., Inc. (The)                         | TJX Cos., Inc. (The)                                                                      | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       328 | NS      | $52381.60     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Skydance Corp.                     | Paramount Skydance Corp., Class B                                                         | CUSIP: 69932A204<br>LEI: 529900B6VAJG54Y9QF02 | Long             | EC               | CORP              | US        |       237 | NS      | $2137.74      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ServiceNow, Inc.                             | ServiceNow, Inc.                                                                          | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       792 | NS      | $82803.60     | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial, Inc.                   | Ameriprise Financial, Inc.                                                                | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |        38 | NS      | $16887.20     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities, Inc.                  | AvalonBay Communities, Inc.                                                               | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |        66 | NS      | $10781.10     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co. (The)                   | Procter & Gamble Co. (The)                                                                | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      1776 | NS      | $256525.44    | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide, Inc.                          | ACI Worldwide, Inc.                                                                       | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |        60 | NS      | $2460.60      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SentinelOne, Inc.                            | SentinelOne, Inc., Class A                                                                | CUSIP: 81730H109<br>LEI: 984500DCD44DBF954221 | Long             | EC               | CORP              | US        |       242 | NS      | $3116.96      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp.               | First American Financial Corp.                                                            | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |        28 | NS      | $1688.12      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings, Inc.                 | LPL Financial Holdings, Inc.                                                              | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |        16 | NS      | $4813.28      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications, Inc.                 | Verizon Communications, Inc.                                                              | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      3223 | NS      | $161794.60    | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NNN REIT, Inc.                               | NNN REIT, Inc.                                                                            | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |        76 | NS      | $3194.28      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group, Inc.              | Principal Financial Group, Inc.                                                           | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |       165 | NS      | $14868.15     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen, Inc.                                  | Amgen, Inc.                                                                               | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       411 | NS      | $144610.35    | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp.                              | Microsoft Corp.                                                                           | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      2720 | NS      | $1006862.40   | 6.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA, Inc.                    | Comfort Systems USA, Inc.                                                                 | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |        23 | NS      | $31716.77     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Co.                    | Molson Coors Beverage Co., Class B                                                        | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |       117 | NS      | $5038.02      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                        | Bank of America Corp.                                                                     | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      5473 | NS      | $266808.75    | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix, Inc.                                | Nutanix, Inc., Class A                                                                    | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |       170 | NS      | $6461.70      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems, Inc.               | FactSet Research Systems, Inc.                                                            | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |        28 | NS      | $6075.72      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp.                         | Kimberly-Clark Corp.                                                                      | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       253 | NS      | $24406.91     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp.                                    | CDW Corp.                                                                                 | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |        99 | NS      | $11980.98     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry, Inc.                               | Tapestry, Inc.                                                                            | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |       155 | NS      | $21872.05     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp.                                | Glaukos Corp.                                                                             | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |        42 | NS      | $4521.72      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                   | Unum Group                                                                                | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |        76 | NS      | $5550.28      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab, Inc.                                 | Ecolab, Inc.                                                                              | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |        82 | NS      | $21813.64     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical, Inc.                     | Intuitive Surgical, Inc.                                                                  | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       270 | NS      | $124467.30    | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp.                   | Occidental Petroleum Corp.                                                                | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |       539 | NS      | $35035.00     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                 | Mondelez International, Inc., Class A                                                     | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |       523 | NS      | $30145.72     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp, Inc.                      | East West Bancorp, Inc.                                                                   | CUSIP: 27579R104<br>LEI: 254900O4X656YXFOYB11 | Long             | EC               | CORP              | US        |       104 | NS      | $11103.04     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group, Inc.                          | Omnicom Group, Inc.                                                                       | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |        89 | NS      | $6702.59      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy, Inc.                                   | Etsy, Inc.                                                                                | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |        73 | NS      | $3648.54      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co.                             | Baker Hughes Co., Class A                                                                 | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       754 | NS      | $46031.70     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International, Inc.                    | WESCO International, Inc.                                                                 | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |        14 | NS      | $3830.68      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings, Inc.                       | Booking Holdings, Inc.                                                                    | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        15 | NS      | $63154.80     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp, Inc.                                 | NetApp, Inc.                                                                              | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |       150 | NS      | $15358.50     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Tradeweb Markets, Inc.                       | Tradeweb Markets, Inc., Class A                                                           | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        88 | NS      | $10354.08     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals, Inc.                         | United Rentals, Inc.                                                                      | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |        48 | NS      | $34970.88     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                       | Sempra                                                                                    | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |       499 | NS      | $48487.83     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co. (The)                            | Hershey Co. (The)                                                                         | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |        54 | NS      | $11226.06     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings, Inc.                 | Southwest Gas Holdings, Inc.                                                              | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               | CORP              | US        |        52 | NS      | $4518.80      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group, Inc.           | American International Group, Inc.                                                        | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |       180 | NS      | $13545.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group, Inc.                     | UnitedHealth Group, Inc.                                                                  | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       353 | NS      | $95518.27     | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific, Inc.               | Thermo Fisher Scientific, Inc.                                                            | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |        87 | NS      | $42763.11     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp.                                  | FedEx Corp.                                                                               | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |        51 | NS      | $18165.18     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys, Inc.                               | Synopsys, Inc.                                                                            | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       116 | NS      | $45991.68     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CommVault Systems, Inc.                      | CommVault Systems, Inc.                                                                   | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |        33 | NS      | $2570.37      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa, Inc.                                   | Visa, Inc., Class A                                                                       | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      1283 | NS      | $387773.92    | 2.50%             |  |  |  | No            |                  1 | On Loan: —       |
| Parker-Hannifin Corp.                        | Parker-Hannifin Corp.                                                                     | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |        28 | NS      | $25066.72     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings, Inc.                         | Crown Holdings, Inc.                                                                      | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |        28 | NS      | $2807.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings, Inc.                            | Q2 Holdings, Inc.                                                                         | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |        25 | NS      | $1182.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial, Inc.                        | STAG Industrial, Inc.                                                                     | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |       145 | NS      | $5228.70      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health, Inc.                   | Elanco Animal Health, Inc.                                                                | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |       167 | NS      | $3996.31      | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Cirrus Logic, Inc.                           | Cirrus Logic, Inc.                                                                        | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |        31 | NS      | $4483.22      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software, Inc.                        | Paycom Software, Inc.                                                                     | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |        11 | NS      | $1336.94      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse, Inc.                        | Texas Roadhouse, Inc., Class A                                                            | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |        17 | NS      | $2807.38      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co. (The)                               | Toro Co. (The)                                                                            | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |        74 | NS      | $6914.56      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co.                | Portland General Electric Co.                                                             | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |        51 | NS      | $2691.27      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands, Inc.                            | Yum! Brands, Inc.                                                                         | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |       212 | NS      | $32961.76     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works, Inc.                      | Bath & Body Works, Inc.                                                                   | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |        73 | NS      | $1362.91      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv plc                                    | Aptiv plc                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |        41 | NS      | $2847.04      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup, Inc.                             | PulteGroup, Inc.                                                                          | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       146 | NS      | $17171.06     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy, Inc.                        | Dominion Energy, Inc.                                                                     | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |       437 | NS      | $27015.34     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyatt Hotels Corp.                           | Hyatt Hotels Corp., Class A                                                               | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |        30 | NS      | $4313.70      | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| BorgWarner, Inc.                             | BorgWarner, Inc.                                                                          | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |        94 | NS      | $5100.44      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies, Inc.                      | Dell Technologies, Inc., Class C                                                          | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |       238 | NS      | $39062.94     | 0.25%             |  |  |  | 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        |       121 | NS      | $10131.33     | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Electronic Arts, Inc.                        | Electronic Arts, Inc.                                                                     | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |       172 | NS      | $35065.64     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Joby Aviation, Inc.                          | Joby Aviation, Inc.                                                                       | CUSIP: N/A<br>LEI: 254900NMVFUM8FO88E56       | Long             | EC               | CORP              | US        |       100 | NS      | $826.00       | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| AES Corp. (The)                              | AES Corp. (The)                                                                           | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |       298 | NS      | $4198.82      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Toast, Inc.                                  | Toast, Inc., Class A                                                                      | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |       368 | NS      | $9755.68      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co. (The)                             | Mosaic Co. (The)                                                                          | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |       140 | NS      | $3570.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp.                                | Centene Corp.                                                                             | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |       368 | NS      | $12048.32     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp.                         | American Tower Corp.                                                                      | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |       145 | NS      | $25024.10     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co.                               | Ford Motor Co.                                                                            | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      2985 | NS      | $34446.90     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts, Inc.                           | Vail Resorts, Inc.                                                                        | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |         7 | NS      | $898.24       | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Eastman Chemical Co.                         | Eastman Chemical Co.                                                                      | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |        41 | NS      | $3129.12      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp.            | Booz Allen Hamilton Holding Corp., Class A                                                | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |        91 | NS      | $7100.73      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments, Inc.                      | Texas Instruments, Inc.                                                                   | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |       693 | NS      | $134539.02    | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce, Inc.                             | Salesforce, Inc.                                                                          | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       687 | NS      | $128242.29    | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp.                                    | SLM Corp.                                                                                 | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       149 | NS      | $3190.09      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage, Inc.                    | Extra Space Storage, Inc.                                                                 | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       160 | NS      | $20980.80     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday, Inc.                                | Workday, Inc., Class A                                                                    | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |       161 | NS      | $20917.12     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes plc                                 | Alkermes plc                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |       124 | NS      | $4384.64      | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| H&R Block, Inc.                              | H&R Block, Inc.                                                                           | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |        56 | NS      | $1777.44      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Smurfit WestRock plc                         | Smurfit WestRock plc                                                                      | CUSIP: N/A<br>LEI: 635400EGSEOPDW2EXS14       | Long             | EC               | CORP              | IE        |        90 | NS      | $3586.50      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems, Inc.               | Monolithic Power Systems, Inc.                                                            | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |         9 | NS      | $9840.15      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis, Inc.                                 | Zoetis, Inc., Class A                                                                     | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       321 | NS      | $37945.41     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks, Inc.                     | Palo Alto Networks, Inc.                                                                  | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |       616 | NS      | $98757.12     | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay, Inc.                                   | eBay, Inc.                                                                                | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |       342 | NS      | $31128.84     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor plc                                    | Amcor plc                                                                                 | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | JE        |       152 | NS      | $6042.00      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** James F. Kirchner

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

**Title:** Principal Financial Officer