# EDGAR Filing Document

**Accession Number:** 0001676326
**File Stem:** 0002071691-26-005071
**Filing Date:** 2026-2
**Character Count:** 75775
**Document Hash:** e8dfd48f40d47e61b6afceb2855e40a9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-005071.hdr.sgml**: 20260227

**ACCESSION NUMBER**: 0002071691-26-005071

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260227

**DATE AS OF CHANGE**: 20260227

**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:** 26692939

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

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

## Series and Classes Contracts Data

### Parametric Equity Plus ETF (Series ID: S000088098)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000254149 | Parametric Equity Plus ETF | PEPS            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

  - **Street Address 1:** 1585 Broadway

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10036

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

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

- **a. Name of Series:** Parametric Equity Plus ETF

- **b. EDGAR series identifier (if any):** S000088098

- **c. LEI of Series:** 254900MG4XMJQKEN5P97

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

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

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $25559187.35

**Total Liabilities:** $608083.93

**Net Assets:** $24951103.42

**Cash Not Reported:** $85252.06

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000254149 | 3.44%                | -0.10%               | 0.09%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $717638.66                                 |
| Month 2  | $-119928.14              | $60667.74                                  |
| Month 3  | $2.19                    | $-70135.43                                 |

**Designated Index Information**

- **Index Name:** S&P 500 Index

- **Index Identifier:** SPX

### Schedule of Portfolio Investments

| Name                                         | Title                                                                                     | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AT&T, Inc.                                   | AT&T, Inc.                                                                                | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      5390 | NS      | $133887.60    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                          | Abbott Laboratories                                                                       | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      1196 | NS      | $149846.84    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                 | AbbVie, Inc.                                                                              | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      1007 | NS      | $230089.43    | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices, Inc.                 | Advanced Micro Devices, Inc.                                                              | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      1050 | NS      | $224868.00    | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp.                         | Alliant Energy Corp.                                                                      | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |       765 | NS      | $49732.65     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals, Inc.                | Alnylam Pharmaceuticals, Inc.                                                             | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |       118 | NS      | $46922.70     | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Alphabet, Inc.                               | Alphabet, Inc., Class C                                                                   | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      2147 | NS      | $673728.60    | 2.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                               | Alphabet, Inc., Class A                                                                   | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      2392 | NS      | $748696.00    | 3.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                             | Amazon.com, Inc.                                                                          | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      4119 | NS      | $950747.58    | 3.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp.                                 | Ameren Corp.                                                                              | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |       705 | NS      | $70401.30     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora, Inc.                                | Cencora, Inc.                                                                             | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       263 | NS      | $88828.25     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple, Inc.                                  | Apple, Inc.                                                                               | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      6009 | NS      | $1633606.74   | 6.55%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp.                               | AppLovin Corp., Class A                                                                   | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |       114 | NS      | $76815.48     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corp.                        | Ares Management Corp., Class A                                                            | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |       427 | NS      | $69016.01     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corp.                              | Atlassian Corp., Class A                                                                  | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |        80 | NS      | $12971.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                        | Bank of America Corp.                                                                     | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      3942 | NS      | $216810.00    | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp. (The)          | Bank of New York Mellon Corp. (The)                                                       | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |       889 | NS      | $103204.01    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Bentley Systems, Inc.                        | Bentley Systems, Inc., Class B                                                            | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Long             | EC               | CORP              | US        |      1267 | NS      | $48355.06     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| W. R. Berkley Corp.                          | W. R. Berkley Corp.                                                                       | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |       782 | NS      | $54833.84     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway, Inc.                     | Berkshire Hathaway, Inc., Class B                                                         | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |       689 | NS      | $346325.85    | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions, Inc.         | Broadridge Financial Solutions, Inc.                                                      | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |       320 | NS      | $71414.40     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                               | Broadcom, Inc.                                                                            | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      2040 | NS      | $706044.00    | 2.83%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp.                             | CMS Energy Corp.                                                                          | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |       934 | NS      | $65314.62     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp.                                    | CSX Corp.                                                                                 | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |      2405 | NS      | $87181.25     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp.                             | CVS Health Corp.                                                                          | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      1287 | NS      | $102136.32    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos., Inc.                          | Carlisle Cos., Inc.                                                                       | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |       119 | NS      | $38063.34     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group, Inc. (The)                    | Carlyle Group, Inc. (The)                                                                 | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |       983 | NS      | $58105.13     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co.                                  | Carvana Co., Class A                                                                      | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |        27 | NS      | $11394.54     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Caterpillar, Inc.                            | Caterpillar, Inc.                                                                         | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       166 | NS      | $95096.42     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy, Inc.                        | Cheniere Energy, Inc.                                                                     | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |       377 | NS      | $73285.03     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp.                                | Chevron Corp.                                                                             | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1177 | NS      | $179386.57    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Circle Internet Group, Inc.                  | Circle Internet Group, Inc., Class A                                                      | CUSIP: 172573107<br>LEI: 254900HFVVR6NPMQVN93 | Long             | EC               | CORP              | US        |       387 | NS      | $30689.10     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                          | Cisco Systems, Inc.                                                                       | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      2482 | NS      | $191188.46    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group, Inc.               | Citizens Financial Group, Inc.                                                            | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |       748 | NS      | $43690.68     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloudflare, Inc.                             | Cloudflare, Inc., Class A                                                                 | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |       204 | NS      | $40218.60     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co. (The)                          | Coca-Cola Co. (The)                                                                       | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      2429 | NS      | $169811.39    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreWeave, Inc.                              | CoreWeave, Inc., Class A                                                                  | CUSIP: 21873S108<br>LEI: 984500511DP2B6186053 | Long             | EC               | CORP              | US        |       221 | NS      | $15825.81     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Costco Wholesale Corp.                       | Costco Wholesale Corp.                                                                    | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       237 | NS      | $204374.58    | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Coupang, Inc.                                | Coupang, Inc.                                                                             | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | US        |       825 | NS      | $19461.75     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co.                               | DTE Energy Co.                                                                            | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |       503 | NS      | $64876.94     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp.                        | Deckers Outdoor Corp.                                                                     | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |       805 | NS      | $83454.35     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies, Inc.                      | Dell Technologies, Inc., Class C                                                          | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |       413 | NS      | $51988.44     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp.                           | Devon Energy Corp.                                                                        | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      2084 | NS      | $76336.92     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co. (The)                        | Walt Disney Co. (The)                                                                     | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      1242 | NS      | $141302.34    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow, Inc.                                    | Dow, Inc.                                                                                 | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |      2789 | NS      | $65206.82     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| DraftKings, Inc.                             | DraftKings, Inc., Class A                                                                 | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Long             | EC               | CORP              | US        |      2172 | NS      | $74847.12     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                         | Edison International                                                                      | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      1268 | NS      | $76105.36     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp.                   | Edwards Lifesciences Corp.                                                                | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |       816 | NS      | $69564.00     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris, Inc.                               | Entegris, Inc.                                                                            | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |       542 | NS      | $45663.50     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp.                                | Entergy Corp.                                                                             | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |       680 | NS      | $62852.40     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington, Inc. | Expeditors International of Washington, Inc.                                              | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |       548 | NS      | $81657.48     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp.                            | Exxon Mobil Corp.                                                                         | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      2275 | NS      | $273773.50    | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms, Inc.                         | Meta Platforms, Inc., Class A                                                             | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       944 | NS      | $623124.96    | 2.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp.                             | Fair Isaac Corp.                                                                          | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |        49 | NS      | $82840.38     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson Enterprises, Inc.                   | Ferguson Enterprises, Inc.                                                                | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |       210 | NS      | $46752.30     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Figma, Inc.                                  | Figma, Inc., Class A                                                                      | CUSIP: 316841105<br>LEI: 254900273Q0J4Z65HU28 | Long             | EC               | CORP              | US        |       718 | NS      | $26831.66     | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| First Citizens BancShares, Inc.              | First Citizens BancShares, Inc., Class A                                                  | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |        15 | NS      | $32192.70     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv, Inc.                                 | Fiserv, Inc.                                                                              | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      1148 | NS      | $77111.16     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                            | FirstEnergy Corp.                                                                         | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      1506 | NS      | $67423.62     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co.                               | Ford Motor Co.                                                                            | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      6484 | NS      | $85070.08     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp.                                    | Fox Corp., Class A                                                                        | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       640 | NS      | $46764.80     | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Fox Corp.                                    | Fox Corp., Class B                                                                        | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       352 | NS      | $22855.36     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova, Inc.                             | GE Vernova, Inc.                                                                          | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |       158 | NS      | $103264.06    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co.                         | General Electric Co.                                                                      | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       646 | NS      | $198987.38    | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare, Inc.                         | HCA Healthcare, Inc.                                                                      | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       170 | NS      | $79366.20     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)         | Hartford Insurance Group, Inc. (The)                                                      | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       554 | NS      | $76341.20     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp.                                  | HEICO Corp.                                                                               | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |       136 | NS      | $44008.24     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp.                                  | HEICO Corp., Class A                                                                      | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |       150 | NS      | $37864.50     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co. (The)                            | Hershey Co. (The)                                                                         | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |       432 | NS      | $78615.36     | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| Home Depot, Inc. (The)                       | Home Depot, Inc. (The)                                                                    | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       566 | NS      | $194760.60    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell, Inc.                                | Hubbell, Inc., Class B                                                                    | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |        79 | NS      | $35084.69     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares, Inc.                  | Huntington Bancshares, Inc.                                                               | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      4414 | NS      | $76582.90     | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Illumina, Inc.                               | Illumina, Inc.                                                                            | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |       690 | NS      | $90500.40     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group, Inc.              | Interactive Brokers Group, Inc., Class A                                                  | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |       852 | NS      | $54792.12     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co.                      | International Paper Co.                                                                   | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      1849 | NS      | $72832.11     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical, Inc.                     | Intuitive Surgical, Inc.                                                                  | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       276 | NS      | $156315.36    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes, Inc.                       | Invitation Homes, Inc.                                                                    | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2364 | NS      | $65695.56     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                         | JPMorgan Chase & Co.                                                                      | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      1347 | NS      | $434030.34    | 1.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                            | Johnson & Johnson                                                                         | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      1292 | NS      | $267379.40    | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings, Inc.                 | LPL Financial Holdings, Inc.                                                              | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |       121 | NS      | $43217.57     | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Lam Research Corp.                           | Lam Research Corp.                                                                        | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      1231 | NS      | $210722.58    | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                | Estee Lauder Cos., Inc. (The), Class A                                                    | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |       256 | NS      | $26808.32     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International, Inc.                   | Lennox International, Inc.                                                                | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |       135 | NS      | $65553.30     | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Eli Lilly & Co.                              | Eli Lilly & Co.                                                                           | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       425 | NS      | $456739.00    | 1.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp.                                  | Loews Corp.                                                                               | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |       509 | NS      | $53602.79     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Markel Group, Inc.                           | Markel Group, Inc.                                                                        | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |         7 | NS      | $15047.55     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard, Inc.                             | Mastercard, Inc., Class A                                                                 | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       421 | NS      | $240340.48    | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp.                             | McDonald's Corp.                                                                          | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       481 | NS      | $147008.03    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| MercadoLibre, Inc.                           | MercadoLibre, Inc.                                                                        | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |        30 | NS      | $60427.80     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc.                            | Merck & Co., Inc.                                                                         | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      1764 | NS      | $185678.64    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp.                              | Microsoft Corp.                                                                           | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      3096 | NS      | $1497287.52   | 6.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategy, Inc.                               | Strategy, Inc., Class A                                                                   | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EC               | CORP              | US        |       336 | NS      | $51055.20     | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Micron Technology, Inc.                      | Micron Technology, Inc.                                                                   | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       846 | NS      | $241456.86    | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities, Inc.      | Mid-America Apartment Communities, Inc.                                                   | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |       521 | NS      | $72372.11     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems, Inc.               | Monolithic Power Systems, Inc.                                                            | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |        72 | NS      | $65257.92     | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Morgan Stanley                               | Morgan Stanley                                                                            | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |       493 | NS      | $87522.29     | 0.35%             |  |  |  | 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        |    876666 | NS      | $876666.39    | 3.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq, Inc.                                 | Nasdaq, Inc.                                                                              | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |       816 | NS      | $79258.08     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Natera, Inc.                                 | Natera, Inc.                                                                              | CUSIP: 632307104<br>LEI: 529900CQ3OZ0A0VYVU59 | Long             | EC               | CORP              | US        |       155 | NS      | $35508.95     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix, Inc.                                | Netflix, Inc.                                                                             | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      1920 | NS      | $180019.20    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp.                                 | NVIDIA Corp.                                                                              | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      9206 | NS      | $1716919.00   | 6.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta, Inc.                                   | Okta, Inc., Class A                                                                       | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |        85 | NS      | $7349.95      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp.                       | ON Semiconductor Corp.                                                                    | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |       948 | NS      | $51334.20     | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Oracle Corp.                                 | Oracle Corp.                                                                              | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |       673 | NS      | $131174.43    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp.                         | Otis Worldwide Corp.                                                                      | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       779 | NS      | $68045.65     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp.                                    | PPL Corp.                                                                                 | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |      1633 | NS      | $57187.66     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies, Inc.                  | Palantir Technologies, Inc., Class A                                                      | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |       875 | NS      | $155531.25    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo, Inc.                                | PepsiCo, Inc.                                                                             | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       864 | NS      | $124001.28    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International, Inc.            | Philip Morris International, Inc.                                                         | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       951 | NS      | $152540.40    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest, Inc.                              | Pinterest, Inc., Class A                                                                  | CUSIP: 72352L106<br>LEI: 529900Y043CEBGO4HB65 | Long             | EC               | CORP              | US        |       476 | NS      | $12323.64     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group, Inc.                     | T Rowe Price Group, Inc.                                                                  | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |       626 | NS      | $64089.88     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group, Inc.              | Principal Financial Group, Inc.                                                           | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |       799 | NS      | $70479.79     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co. (The)                   | Procter & Gamble Co. (The)                                                                | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      1315 | NS      | $188452.65    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage, Inc.                           | Pure Storage, Inc., Class A                                                               | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |       229 | NS      | $15345.29     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM, Inc.                               | QUALCOMM, Inc.                                                                            | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |       626 | NS      | $107077.30    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp.                                    | RTX Corp.                                                                                 | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |       902 | NS      | $165426.80    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp.                          | Realty Income Corp.                                                                       | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |      1332 | NS      | $75084.84     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Reddit, Inc.                                 | Reddit, Inc., Class A                                                                     | CUSIP: 75734B100<br>LEI: 529900APN1YHPBHPI679 | Long             | EC               | CORP              | US        |        94 | NS      | $21607.78     | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Regency Centers Corp.                        | Regency Centers Corp.                                                                     | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |       943 | NS      | $65095.29     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance, Inc.                               | Reliance, Inc.                                                                            | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |       154 | NS      | $44485.98     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services, Inc.                      | Republic Services, Inc., Class A                                                          | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       377 | NS      | $79897.61     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets, Inc.                      | Robinhood Markets, Inc., Class A                                                          | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |       414 | NS      | $46823.40     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX Corp.                                 | ROBLOX Corp., Class A                                                                     | CUSIP: 771049103<br>LEI: 529900ANZDBDFU91SO19 | Long             | EC               | CORP              | US        |       314 | NS      | $25443.42     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Cos., Inc.                            | Rocket Cos., Inc., Class A                                                                | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       600 | NS      | $11616.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation, Inc.                    | Rockwell Automation, Inc.                                                                 | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       236 | NS      | $91820.52     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores, Inc.                            | Ross Stores, Inc.                                                                         | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |       488 | NS      | $87908.32     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryan Specialty Holdings, Inc.                | Ryan Specialty Holdings, Inc., Class A                                                    | CUSIP: 78351F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1176 | NS      | $60716.88     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies Holdings, Inc.             | SS&C Technologies Holdings, Inc.                                                          | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |       750 | NS      | $65565.00     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce, Inc.                             | Salesforce, Inc.                                                                          | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       151 | NS      | $40001.41     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsara, Inc.                                | Samsara, Inc., Class A                                                                    | CUSIP: 79589L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       402 | NS      | $14250.90     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp. (The)                   | Charles Schwab Corp. (The)                                                                | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      1305 | NS      | $130382.55    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow, Inc.                             | ServiceNow, Inc.                                                                          | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       720 | NS      | $110296.80    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap, Inc.                                   | Snap, Inc., Class A                                                                       | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |       571 | NS      | $4607.97      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Snowflake, Inc.                              | Snowflake, Inc., Class A                                                                  | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |       204 | NS      | $44749.44     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Copper Corp.                        | Southern Copper Corp.                                                                     | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |       603 | NS      | $86512.41     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp.                           | State Street Corp.                                                                        | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |       694 | NS      | $89532.94     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities, Inc.                        | Sun Communities, Inc.                                                                     | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |       536 | NS      | $66415.76     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| TKO Group Holdings, Inc.                     | TKO Group Holdings, Inc., Class A                                                         | CUSIP: 87256C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       128 | NS      | $26752.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne, Inc.                               | Teradyne, Inc.                                                                            | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |       286 | NS      | $55358.16     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla, Inc.                                  | Tesla, Inc.                                                                               | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      1096 | NS      | $492893.12    | 1.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific, Inc.               | Thermo Fisher Scientific, Inc.                                                            | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       278 | NS      | $161087.10    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co.                                       | 3M Co.                                                                                    | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       595 | NS      | $95259.50     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Toast, Inc.                                  | Toast, Inc., Class A                                                                      | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |       455 | NS      | $16157.05     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tradeweb Markets, Inc.                       | Tradeweb Markets, Inc., Class A                                                           | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       329 | NS      | $35380.66     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TransUnion                                   | TransUnion                                                                                | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |       608 | NS      | $52136.00     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies, Inc.                      | Uber Technologies, Inc.                                                                   | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      1401 | NS      | $114475.71    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Ubiquiti, Inc.                               | Ubiquiti, Inc.                                                                            | CUSIP: 90353W103<br>LEI: 5299007MITA4DMQCU747 | Long             | EC               | CORP              | US        |        31 | NS      | $17153.85     | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Ulta Beauty, Inc.                            | Ulta Beauty, Inc.                                                                         | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |        85 | NS      | $51425.85     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group, Inc.                     | UnitedHealth Group, Inc.                                                                  | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       551 | NS      | $181890.61    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems, Inc.                          | Veeva Systems, Inc., Class A                                                              | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |       170 | NS      | $37949.10     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties, Inc.                        | VICI Properties, Inc., Class A                                                            | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      2443 | NS      | $68697.16     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa, Inc.                                   | Visa, Inc., Class A                                                                       | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |       868 | NS      | $304416.28    | 1.22%             |  |  |  | No            |                  1 | On Loan: —       |
| WEC Energy Group, Inc.                       | WEC Energy Group, Inc.                                                                    | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |       648 | NS      | $68338.08     | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| Westinghouse Air Brake Technologies Corp.    | Westinghouse Air Brake Technologies Corp.                                                 | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |       357 | NS      | $76201.65     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart, Inc.                                | Walmart, Inc.                                                                             | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      2064 | NS      | $229950.24    | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Music Group Corp.                     | Warner Music Group Corp., Class A                                                         | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       468 | NS      | $14353.56     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco, Inc.                                 | Watsco, Inc.                                                                              | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |       107 | NS      | $36053.65     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                            | Wells Fargo & Co.                                                                         | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      1955 | NS      | $182206.00    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma, Inc.                        | Williams-Sonoma, Inc.                                                                     | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |       256 | NS      | $45719.04     | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Yum! Brands, Inc.                            | Yum! Brands, Inc.                                                                         | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |       547 | NS      | $82750.16     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Zscaler, Inc.                                | Zscaler, Inc.                                                                             | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |       139 | NS      | $31263.88     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoom Communications, Inc.                    | Zoom Communications, Inc., Class A                                                        | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |       300 | NS      | $25887.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Ltd.                                  | Amdocs Ltd.                                                                               | CUSIP: N/A<br>LEI: 549300HQV672RJ7RQV66       | Long             | EC               | CORP              | GG        |       381 | NS      | $30674.31     | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Accenture plc                                | Accenture plc, Class A                                                                    | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |       409 | NS      | $109734.70    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH plc                                      | CRH plc                                                                                   | CUSIP: N/A<br>LEI: 549300MIDJNNTH068E74       | Long             | EC               | CORP              | IE        |       663 | NS      | $82742.40     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp. plc                              | Eaton Corp. plc                                                                           | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |       333 | NS      | $106063.83    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Flutter Entertainment plc                    | Flutter Entertainment plc                                                                 | CUSIP: N/A<br>LEI: 635400EG4YIJLJMZJ782       | Long             | EC               | CORP              | IE        |       333 | NS      | $71608.32     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde plc                                    | Linde plc                                                                                 | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | IE        |       328 | NS      | $139855.92    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma plc                           | Royalty Pharma plc, Class A                                                               | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |       340 | NS      | $13137.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings plc              | Seagate Technology Holdings plc                                                           | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |       500 | NS      | $137695.00    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity plc                          | TE Connectivity plc                                                                       | CUSIP: N/A<br>LEI: 6367003TB6K484NFHE54       | Long             | EC               | CORP              | IE        |       477 | NS      | $108522.27    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology SA                        | Spotify Technology SA                                                                     | CUSIP: N/A<br>LEI: 549300B4X0JHWV0DTD60       | Long             | EC               | CORP              | LU        |        84 | NS      | $48779.64     | 0.20%             |  |  |  | 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        |    433973 | NS      | $433972.55    | 1.74%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | S&P 500 Mini-SPX Index                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        13 | NC      | $1423.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | S&P 500 Mini-SPX Index                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        11 | NC      | $1650.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | S&P 500 Index                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -6 | NC      | $-18.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | S&P 500 Index                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -6 | NC      | $-30.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | S&P 500 Mini-SPX Index                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        16 | NC      | $3984.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | S&P 500 Mini-SPX Index                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        30 | NC      | $75.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | S&P 500 Mini-SPX Index                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        16 | NC      | $48.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | S&P 500 Mini-SPX Index                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        19 | NC      | $1026.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | S&P 500 Mini-SPX Index                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        43 | NC      | $2881.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | S&P 500 Mini-SPX Index                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        39 | NC      | $780.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | S&P 500 Index                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -5 | NC      | $-25.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | S&P 500 Index                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -5 | NC      | $-100.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | S&P 500 Index                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -6 | NC      | $-450.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | S&P 500 Index                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -6 | NC      | $-180.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | SPDR S&P 500 ETF Trust                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -89 | NC      | $-166719.13   | -0.67%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | SPDR S&P 500 ETF Trust                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        89 | NC      | $136869.38    | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-30

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

**Signature:** Francis J. Smith

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

**Title:** Principal Financial Officer