# EDGAR Filing Document

**Accession Number:** 0001655589
**File Stem:** 0000940400-26-020751
**Filing Date:** 2026-5
**Character Count:** 136441
**Document Hash:** c96a581c75696da4754f4bc40c0eef49
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-020751.hdr.sgml**: 20260521

**ACCESSION NUMBER**: 0000940400-26-020751

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260521

**DATE AS OF CHANGE**: 20260521

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Franklin Templeton ETF Trust
- **CENTRAL INDEX KEY:** 0001655589

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** FL
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23124
- **FILM NUMBER:** 261008688

**BUSINESS ADDRESS:**
- **STREET 1:** ONE FRANKLIN PARKWAY
- **CITY:** SAN MATEO
- **STATE:** CA
- **ZIP:** 94403
- **BUSINESS PHONE:** 650-312-2000

**MAIL ADDRESS:**
- **STREET 1:** ONE FRANKLIN PARKWAY
- **CITY:** SAN MATEO
- **STATE:** CA
- **ZIP:** 94403

## Series and Classes Contracts Data

### Franklin Systematic Style Premia ETF (Series ID: S000066719)

| Class ID   | Class Name                           | Ticker Symbol   |
|:---|:---|:---|
| C000215016 | Franklin Systematic Style Premia ETF | FLSP            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Franklin Templeton ETF Trust

- **b. Investment Company Act file number:** 811-23124

- **c. CIK number of Registrant:** 0001655589

- **d. LEI of Registrant:** 549300UHXVPT5S43XV04

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

  - **Street Address 1:** One Franklin Parkway

  - **City:** San Mateo

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94403-1906

  - **Telephone number:** 650-312-2000

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

- **a. Name of Series:** Franklin Systematic Style Premia ETF

- **b. EDGAR series identifier (if any):** S000066719

- **c. LEI of Series:** 549300FEMFRM3FWBHG39

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

- **a. Date of fiscal year-end:** 2026-03-31

- **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:** $693883651.30

**Total Liabilities:** $10666085.44

**Net Assets:** $683217565.86

**Amount of Assets Invested in Other Investment Companies:** $16453382.20

**Cash Not Reported:** $13178271.20

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000215016 | 0.71%                | 2.50%                | -1.20%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $805773.05               | $5322101.62                                |
| Month 2  | $8812362.79              | $1938164.49                                |
| Month 3  | $-1213949.33             | $-25748974.51                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Fortinet Inc                                                     | Fortinet Inc COM                                                                       | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     26062 | NS      | $2129786.64   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| The Cooper Companies, Inc.                                       | The Cooper Companies, Inc. COM                                                         | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |      4490 | NS      | $321035.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirin Holdings Co Ltd                                            | Kirin Holdings Co Ltd NPV                                                              | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |     32100 | NS      | $509475.77    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp.                                                  | Microsoft Corp. COM                                                                    | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     22648 | NS      | $8383610.16   | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Isuzu Motors Ltd.                                                | Isuzu Motors Ltd. NPV                                                                  | CUSIP: 000000000<br>LEI: 529900C0QSXVCC7AR494 | Long             | EC               | CORP              | JP        |     22100 | NS      | $308530.39    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LULULEMON ATHLETICA INC                                          | Lululemon Athletica Inc. COM                                                           | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |      3666 | NS      | $561264.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vici Properties Inc                                              | Vici Properties Inc COM                                                                | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     44067 | NS      | $1203910.44   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp.                                            | Parker-Hannifin Corp. COM                                                              | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       953 | NS      | $853163.72    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                                               | Banco Santander SA EUR0.50(REGD)                                                       | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |    223617 | NS      | $2445112.46   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings, Inc.                                     | CF Industries Holdings, Inc. COM                                                       | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      4690 | NS      | $608949.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Paypal Holdings Inc.                                             | Paypal Holdings Inc. COM                                                               | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     28688 | NS      | $1297558.24   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                                           | Coffee C Futures - NYCC                                                                | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |       -33 | NC      | $4715.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties Inc                                | Gaming and Leisure Properties Inc COM                                                  | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |      7182 | NS      | $318665.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UniCredit S.p.A.                                                 | UniCredit S.p.A. NPV                                                                   | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |     15369 | NS      | $1077718.58   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ OMX NORDIC                                                | OMX Stockholm 30 Index Price Return Cash Settled Monthly Future SEK,Dec-2030,Composite | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | SE        |       198 | NC      | $-164153.70   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| WH GROUP LTD                                                     | WH Group Ltd. USD0.0001                                                                | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |    289000 | NS      | $378196.98    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corporation                                                | Loews Corporation COM                                                                  | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |      6171 | NS      | $658692.54    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation, Inc.                                        | Rockwell Automation, Inc. COM                                                          | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      3841 | NS      | $1378458.08   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc.                                                    | QUALCOMM Inc. COM                                                                      | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     39638 | NS      | $5104581.64   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| BT Group PLC                                                     | BT Group PLC ORD GBP0.05                                                               | CUSIP: 000000000<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |    161290 | NS      | $447718.78    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp.                                              | Valero Energy Corp. COM                                                                | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     11677 | NS      | $2885153.16   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                                               | Long Gilt Future - ICEU                                                                | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |       939 | NC      | $-3331050.19  | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association                            | CURRENCY CONTRACT - USD                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2617363.53   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| C.H. Robinson Worldwide Inc                                      | C.H. Robinson Worldwide Inc COM NEW                                                    | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |      2263 | NS      | $375816.41    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Inc                                                     | Reliance Inc COM                                                                       | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |       839 | NS      | $254988.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AIB Group PLC                                                    | AIB Group PLC ORD EUR0.625                                                             | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |     60301 | NS      | $626351.41    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Zscaler Inc                                                      | Zscaler Inc COM                                                                        | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |      3504 | NS      | $491576.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc.                                          | IDEXX Laboratories Inc. COM                                                            | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      2075 | NS      | $1165921.75   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Daifuku Co Ltd.                                                  | Daifuku Co Ltd. NPV                                                                    | CUSIP: 000000000<br>LEI: 3538006FG1W4X3MYHL36 | Long             | EC               | CORP              | JP        |      9400 | NS      | $320364.57    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                                                     | Illumina Inc COM                                                                       | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      5908 | NS      | $728220.08    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                      | Soybean Oil Futures, May-2026,ETH                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |        41 | NC      | $273916.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kubota Corporation                                               | Kubota Corporation NPV                                                                 | CUSIP: 000000000<br>LEI: 549300CSY4INHEHQQT13 | Long             | EC               | CORP              | JP        |     34100 | NS      | $526643.41    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                             | Edison International COM                                                               | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     12080 | NS      | $884014.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                                 | Duke Energy Corp COM NEW                                                               | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     14950 | NS      | $1957553.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc.                                                        | eBay Inc. COM                                                                          | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     15666 | NS      | $1425919.32   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola HBC AG                                                 | Coca-Cola HBC AG ORD CHF6.70(CDI)                                                      | CUSIP: 000000000<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |      5249 | NS      | $293901.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                                                | FirstEnergy Corp. COM                                                                  | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     20863 | NS      | $1056919.58   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association                            | CURRENCY CONTRACT - USD                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1511466.78   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Travelers Companies, Inc.                                        | Travelers Companies, Inc. COM                                                          | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      8220 | NS      | $2397609.60   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                                                      | Trimble Inc COM                                                                        | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |      9810 | NS      | $639906.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH AFRICAN FUTURES EXCHANGE                                   | FTSE/JSE TOP 40 Jun26                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | ZA        |       252 | NC      | $-106600.08   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                    | Koninklijke Ahold Delhaize NV EUR0.01                                                  | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |     36676 | NS      | $1702578.09   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc.                                                 | Best Buy Co Inc. COM                                                                   | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      5812 | NS      | $373130.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corporation                                  | United Therapeutics Corporation COM                                                    | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |      1475 | NS      | $874645.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Inpex Corp.                                                      | Inpex Corp. NPV                                                                        | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |     25600 | NS      | $752761.33    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Company                                              | Walt Disney Company COM                                                                | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     36447 | NS      | $3512761.86   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Kansai Electric Power Co Inc                                     | Kansai Electric Power Co Inc NPV                                                       | CUSIP: 000000000<br>LEI: 353800PFUKP5ONPJNZ86 | Long             | EC               | CORP              | JP        |     29500 | NS      | $479242.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BORSA ITALIANA S.P.A.                                            | FTSE 2026, MIB Index Future Jun                                                        | CUSIP: 000000000<br>LEI: 8156005391EE905D3124 | N/A              | DE               | CORP              | IT        |        23 | NC      | $-3594.53     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc                                                | Veeva Systems Inc CL A COM                                                             | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |      4923 | NS      | $864774.18    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| The Allstate Corporation                                         | The Allstate Corporation COM                                                           | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      9754 | NS      | $2022394.36   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Autozone, Inc.                                                   | Autozone, Inc. COM                                                                     | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       303 | NS      | $1023467.34   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Galaxy Entertainment Group Ltd.                                  | Galaxy Entertainment Group Ltd. NPV                                                    | CUSIP: 000000000<br>LEI: 549300ZSEBV3HR826S10 | Long             | EC               | CORP              | HK        |     63000 | NS      | $281242.83    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                                      | Walmart Inc COM                                                                        | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     36373 | NS      | $4520436.44   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL Environmental Inc.                                           | GFL Environmental Inc. SUB VTG SHS                                                     | CUSIP: 36168Q104<br>LEI: 894500E7NLBY9VZRT696 | Long             | EC               | CORP              | CA        |      8400 | NS      | $349290.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corp.                                                 | Sony Group Corp. NPV                                                                   | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |    253500 | NS      | $5113341.50   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc.                                                     | MetLife Inc. COM                                                                       | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     17867 | NS      | $1263554.24   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                                 | Deutsche Bank AG ORD NPV(REGD)                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |     67446 | NS      | $1951718.55   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems, Inc.                                     | Cadence Design Systems, Inc. COM                                                       | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |     11222 | NS      | $3118257.14   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                                                       | Copart Inc COM                                                                         | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |     11536 | NS      | $382995.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE INC.                                           | Ten-Year Government of Canada Bond Futures                                             | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              | CORP              | CA        |      1157 | NC      | $279797.97    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GEA Group AG                                                     | GEA Group AG NPV                                                                       | CUSIP: 000000000<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |      4155 | NS      | $292988.29    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association                            | CURRENCY CONTRACT - USD                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $152979.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Leidos Holdings Inc                                              | Leidos Holdings Inc COM                                                                | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      3322 | NS      | $516637.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Institutional Fidu                                               | Institutional Fidu US GOVT MNY MRKT                                                    | CUSIP: 457756500<br>LEI: 549300DHQLI8W1JIXY85 | Long             | STIV             | RF                | US        | 184820839 | NS      | $184820838.86 | 27.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley COM NEW                                                                 | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      3963 | NS      | $652190.91    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corporation                                 | Edwards Lifesciences Corporation COM                                                   | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |     20131 | NS      | $1612090.48   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                                                      | Vistra Corp COM                                                                        | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |     13970 | NS      | $2100110.10   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Yusen Kabushiki Kaisha                                    | Nippon Yusen Kabushiki Kaisha NPV                                                      | CUSIP: 000000000<br>LEI: 353800YPW4XM0ZN5I149 | Long             | EC               | CORP              | JP        |     15100 | NS      | $547468.73    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                      | 10-Year T-Note Futures, Jun-2026,ETH                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -626 | NC      | $506519.51    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokio Marine Holdings Inc.                                       | Tokio Marine Holdings Inc. NPV                                                         | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |     64100 | NS      | $2944514.43   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Oil Ltd.                                                | Imperial Oil Ltd. COM NPV                                                              | CUSIP: 453038408<br>LEI: 549300JZNB745JT5WY51 | Long             | EC               | CORP              | CA        |      5500 | NS      | $718107.56    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| INVITATION HOMES INC                                             | Invitation Homes Inc. COM                                                              | CUSIP: 46187W107<br>LEI: 984500FE452E665C9F85 | Long             | EC               | CORP              | US        |     16474 | NS      | $409378.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corporation                                              | Newmont Corporation COM                                                                | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     44994 | NS      | $4870600.50   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc.                                | American International Group Inc. COM NEW                                              | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     18761 | NS      | $1411765.25   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AERCAP HOLDINGS NV                                               | AerCap Holdings N.V. SHS                                                               | CUSIP: 000000000<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | NL        |      5681 | NS      | $779319.58    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-On Incorporated                                             | Snap-On Incorporated COM                                                               | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |       692 | NS      | $251348.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITIES EXCHANGE CENTER                                      | Gold Futures, Jun-2026,ETH                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |        18 | NC      | $404405.54    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIX Corp.                                                       | ORIX Corp. NPV                                                                         | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |     35400 | NS      | $1025129.17   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corporation                                         | Lam Research Corporation COM NEW                                                       | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     33761 | NS      | $7213375.26   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered PLC                                           | Standard Chartered PLC ORD USD0.50                                                     | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |     13322 | NS      | $273177.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association                            | CURRENCY CONTRACT - USD                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $76401.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aena SME S.A.                                                    | Aena SME S.A. EUR10                                                                    | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               | CORP              | ES        |     19364 | NS      | $569381.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                                      | Novartis AG CHF0.49 (REGD)                                                             | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     23807 | NS      | $3580752.93   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services Incorporated                        | West Pharmaceutical Services Incorporated COM                                          | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |      1372 | NS      | $343878.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                                                     | Autodesk Inc COM                                                                       | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      7896 | NS      | $1890302.40   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Holcim AG                                                        | Holcim AG CHF2 (REGD)                                                                  | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |     17865 | NS      | $1443339.93   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Sampo PLC                                                        | Sampo PLC NPV A                                                                        | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |     61263 | NS      | $649543.59    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                                               | HCA Healthcare Inc COM                                                                 | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      6020 | NS      | $2848904.80   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Agnico Eagle Mines Ltd                                           | Agnico Eagle Mines Ltd COM NPV                                                         | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |      5400 | NS      | $1092614.38   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies Holdings Inc.                                  | SS&C Technologies Holdings Inc. COM                                                    | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |      7686 | NS      | $519343.02    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.                               | Platinum Futures, Jul-2026,ETH                                                         | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |        67 | NC      | $264759.51    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sompo Holdings Inc.                                              | Sompo Holdings Inc. NPV                                                                | CUSIP: 000000000<br>LEI: 353800CWW4SRGEYEB512 | Long             | EC               | CORP              | JP        |     36600 | NS      | $1383111.45   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| L3 Harris Technologies Inc                                       | L3 Harris Technologies Inc COM                                                         | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      3995 | NS      | $1378874.25   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion PLC                                                     | Allegion PLC ORD SHS                                                                   | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |      2200 | NS      | $319638.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential PLC                                                   | Prudential PLC GBP0.05                                                                 | CUSIP: 000000000<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | GB        |     89470 | NS      | $1224674.18   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp.                                            | Western Digital Corp. COM                                                              | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |     11020 | NS      | $2980799.80   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                                    | Alphabet Inc. CAP STK CL C                                                             | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     42313 | NS      | $12137907.18  | 1.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrick Mining Corp.                                             | Barrick Mining Corp. COM SHS                                                           | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |     63100 | NS      | $2570481.17   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Compagnie de Saint-Gobain SA                                     | Compagnie de Saint-Gobain SA EUR4                                                      | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |      6067 | NS      | $489747.17    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                                             | Howmet Aerospace Inc COM                                                               | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |     15748 | NS      | $3629284.08   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                                                  | Ulta Beauty Inc COM                                                                    | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      1829 | NS      | $956036.59    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment, Inc.                                  | Live Nation Entertainment, Inc. COM                                                    | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |      2001 | NS      | $305172.51    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association                            | CURRENCY CONTRACT - USD                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2253069.60   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                                  | Ross Stores Inc COM                                                                    | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     13336 | NS      | $2888977.68   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc                                                        | Graco Inc COM                                                                          | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |      6836 | NS      | $578667.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.                               | NY Harbor ULSD Futures, May-2026,ETH                                                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |        -8 | NC      | $-33295.39    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co.                                                   | DTE Energy Co. COM                                                                     | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      6007 | NS      | $878343.54    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc                                 | Mettler-Toledo International Inc COM                                                   | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       842 | NS      | $1061930.40   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                                       | Biogen Inc COM                                                                         | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      6049 | NS      | $1108963.17   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Holdings Co Ltd.                                      | Japan Post Holdings Co Ltd. NPV                                                        | CUSIP: 000000000<br>LEI: 5299003D9N4JBS256X18 | Long             | EC               | CORP              | JP        |     73500 | NS      | $826522.72    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITIES EXCHANGE CENTER                                      | Copper Futures, May-2026,ETH                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |        33 | NC      | $-128369.01   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Godaddy Inc                                                      | Godaddy Inc CL A                                                                       | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |      3250 | NS      | $268677.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc                                                          | PTC Inc COM                                                                            | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |      4903 | NS      | $698628.47    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association                            | CURRENCY CONTRACT - MXN                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-497858.90   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                                           | Cotton No. 2 Futures - NYCC                                                            | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |      -555 | NC      | $-1620805.35  | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corporation                                                  | CSX Corporation COM                                                                    | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     26661 | NS      | $1094434.05   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.                               | RBOB Gasoline Futures, May-2026,ETH                                                    | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |        42 | NC      | $305139.49    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                                                     | Tapestry Inc COM                                                                       | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      8438 | NS      | $1190686.18   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HONGKONG LAND HOLDINGS LTD                                       | Hongkong Land Holdings Ltd. ORD USD0.10(SINGAPORE REG)                                 | CUSIP: 000000000<br>LEI: 213800XCHYNRPAYGXW28 | Long             | EC               | CORP              | BM        |     44400 | NS      | $344988.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kroger Co.                                                   | The Kroger Co. COM                                                                     | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     24788 | NS      | $1793659.68   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association                            | CURRENCY CONTRACT - JPY                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-31533.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FedEx Corporation                                                | FedEx Corporation COM                                                                  | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      9209 | NS      | $3280061.62   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep N.V.                                                   | ING Groep N.V. EUR0.01                                                                 | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |     87072 | NS      | $2217669.63   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Incorporated                     | Public Service Enterprise Group Incorporated COM                                       | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     15775 | NS      | $1276986.25   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc.                                             | Electronic Arts Inc. COM                                                               | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      9797 | NS      | $1997314.39   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Holdings Inc.                                             | Nomura Holdings Inc. NPV                                                               | CUSIP: 000000000<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |    123900 | NS      | $937680.56    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association                            | CURRENCY CONTRACT - HUF                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $697671.42    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                                  | Dollar Tree Inc COM                                                                    | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      7789 | NS      | $852973.39    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc.                                        | Agilent Technologies Inc. COM                                                          | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |     11688 | NS      | $1332198.24   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co.                                            | Colgate-Palmolive Co. COM                                                              | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     10065 | NS      | $857839.95    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS SA                                                | CAC 40 Index Future, Apr 2026                                                          | CUSIP: 000000000<br>LEI: 969500HMVSZ0TCV65D58 | N/A              | DE               | CORP              | FR        |      -650 | NC      | $1048100.15   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                                           | HP Inc COM                                                                             | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     28640 | NS      | $550174.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                                       | Evergy Inc COM                                                                         | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |      7967 | NS      | $652656.64    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenvue Inc.                                                      | Kenvue Inc. COM                                                                        | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |     78999 | NS      | $1361942.76   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA EXCHANGE,INC                                               | 10-YEAR JGB TRADE FUTURE, JUN 2026                                                     | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              | CORP              | JP        |        35 | NC      | $-306960.21   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                                           | Cocoa Futures - NYCC                                                                   | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |       -59 | NC      | $270978.37    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                                 | Roche Holding AG CHF0.001                                                              | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EP               | CORP              | CH        |      9897 | NS      | $3876032.48   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Inc                                              | Cheniere Energy Inc COM NEW                                                            | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      4886 | NS      | $1386451.36   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Company                                     | Bristol-Myers Squibb Company COM                                                       | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     41233 | NS      | $2500781.45   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE LTD.                                  | HANG SENG INDEX FUTURES, APR-2026                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | HK        |      -104 | NC      | $320753.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corp                                                     | Nordson Corp COM                                                                       | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |      1804 | NS      | $479972.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Heico Corp                                                       | Heico Corp CL A                                                                        | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |      1347 | NS      | $284338.23    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                | EURO STOXX 50 Index Futures(FESX) Index Fut                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               | CORP              | DE        |       154 | NC      | $-328771.04   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.                               | Henry Hub Natural Gas Futures, May-2026,ETH                                            | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |       -46 | NC      | $104266.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AIA Group Ltd, Hong Kong                                         | AIA Group Ltd, Hong Kong NPV                                                           | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |    433400 | NS      | $4690440.29   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| MEFF SOCIEDAD RECTORA DEL MERCADO DE PRODUCTOS DERIVADOS, S.A.U. | IBEX 35 INDX FUTR Apr26                                                                | CUSIP: 000000000<br>LEI: 959800T2W59YXMVKRU25 | N/A              | DE               | CORP              | ES        |       -17 | NC      | $13791.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Healthcare Technologies Inc.                                  | GE Healthcare Technologies Inc. COMMON STOCK                                           | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |     14431 | NS      | $1027198.58   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp.                             | Cognizant Technology Solutions Corp. CL A                                              | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     16772 | NS      | $1028962.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandai Namco Holdings Inc.                                       | Bandai Namco Holdings Inc. NPV                                                         | CUSIP: 000000000<br>LEI: 3538008EFEM34VRJDQ95 | Long             | EC               | CORP              | JP        |     17200 | NS      | $418080.33    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Astellas Pharma Inc.                                             | Astellas Pharma Inc. NPV                                                               | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |     74600 | NS      | $1181201.84   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominos Pizza Inc.                                               | Dominos Pizza Inc. COM                                                                 | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |       845 | NS      | $303177.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc.                                                 | Yum! Brands Inc. COM                                                                   | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      7314 | NS      | $1137180.72   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK plc                                                          | GSK plc ORD GBP0.3125                                                                  | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |    135276 | NS      | $3681935.85   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc.                                              | IQVIA Holdings Inc. COM                                                                | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      3252 | NS      | $554596.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corporation                                                | Ciena Corporation COM NEW                                                              | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |      5806 | NS      | $2254063.38   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ARC Resources Ltd.                                               | ARC Resources Ltd. COM NPV                                                             | CUSIP: 00208D408<br>LEI: 5493000OCGNQZEVTDT08 | Long             | EC               | CORP              | CA        |     16500 | NS      | $342284.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Group AG                                           | Mercedes-Benz Group AG ORD NPV(REGD)                                                   | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |     24879 | NS      | $1501789.72   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corporation                                                  | Fox Corporation CL A COM                                                               | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      6636 | NS      | $387542.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                 | Live Cattle Futures, Jun-2026,ETH                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              | CORP              | US        |        52 | NC      | $197416.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp.                                                        | RTX Corp. COM                                                                          | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     37645 | NS      | $7261720.50   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc.                                                      | NetApp Inc. COM                                                                        | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      5391 | NS      | $551984.49    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc                                        | Palantir Technologies Inc CL A                                                         | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |     52944 | NS      | $7744648.32   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corporation                                     | General Dynamics Corporation COM                                                       | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      8542 | NS      | $2931785.24   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc.                                             | Gilead Sciences Inc. COM                                                               | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     36281 | NS      | $5056482.97   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Marubeni Corp.                                                   | Marubeni Corp. NPV                                                                     | CUSIP: 000000000<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | EC               | CORP              | JP        |     58200 | NS      | $2055236.66   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc                                                        | Block Inc CL A                                                                         | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |     18694 | NS      | $1125004.92   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc.                                               | EOG Resources Inc. COM                                                                 | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     20542 | NS      | $2969756.94   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corporation                                              | Fortive Corporation COM                                                                | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |     13950 | NS      | $771156.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Recruit Holdings Co Ltd.                                         | Recruit Holdings Co Ltd. NPV                                                           | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |     58000 | NS      | $2379206.74   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association                            | CURRENCY CONTRACT - SEK                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-118444.51   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| American Express Company                                         | American Express Company COM                                                           | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     19591 | NS      | $5925885.68   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinross Gold Corp.                                               | Kinross Gold Corp. COM NPV                                                             | CUSIP: 496902404<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | EC               | CORP              | CA        |     41300 | NS      | $1258635.66   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                      | Soybean Meal Futures, May-2026,ETH                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |      -220 | NC      | $-97120.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                              | TRS MSFTLSSP INDEX                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |         1 | NC      | $7147437.51   | 1.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                | Expedia Group Inc COM NEW                                                              | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |      3737 | NS      | $862835.93    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc.                                                  | Home Depot Inc. COM                                                                    | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      2045 | NS      | $672580.05    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| The Toronto-Dominion Bank                                        | The Toronto-Dominion Bank COM NPV                                                      | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |     67100 | NS      | $6246735.70   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Incorporated                                               | Aflac Incorporated COM                                                                 | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |     17422 | NS      | $1911367.62   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Tsusho Corp.                                              | Toyota Tsusho Corp. NPV                                                                | CUSIP: 000000000<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |     24100 | NS      | $901345.15    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                 | Lean Hog Futures, Jun-2026,ETH                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              | CORP              | US        |        21 | NC      | $417.27       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                                      | Corteva Inc COM                                                                        | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     27861 | NS      | $2332244.31   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc                                           | Motorola Solutions Inc COM NEW                                                         | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      2467 | NS      | $1070603.99   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Eneos Holdings Inc                                               | Eneos Holdings Inc NPV                                                                 | CUSIP: 000000000<br>LEI: 3538001KQ5SAOZSQTT44 | Long             | EC               | CORP              | JP        |    111500 | NS      | $988564.65    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CINTAS CORP                                                      | Cintas Corporation COM                                                                 | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11987 | NS      | $2027481.18   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                                         | Simon Property Group Inc COM                                                           | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      5073 | NS      | $946266.69    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp.                                                    | Veralto Corp. COM SHS                                                                  | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |      8581 | NS      | $758732.02    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonova Holding AG                                                | Sonova Holding AG CHF0.05 (REGD)                                                       | CUSIP: 000000000<br>LEI: 5299004A0QNX7FBNHS61 | Long             | EC               | CORP              | CH        |      2090 | NS      | $465571.53    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC                                              | TE Connectivity PLC ORD SHS                                                            | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |     12169 | NS      | $2543564.38   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc.                                                  | Salesforce Inc. COM                                                                    | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     38114 | NS      | $7114740.38   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiichi Life Group Inc.                                          | Daiichi Life Group Inc. NPV                                                            | CUSIP: 000000000<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |    122400 | NS      | $1093283.05   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                                                        | Jabil Inc COM                                                                          | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |      3107 | NS      | $825312.41    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                                          | KeyCorp COM                                                                            | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     38057 | NS      | $763042.85    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corporation of America                                 | Packaging Corporation of America COM                                                   | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      2347 | NS      | $498080.34    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| The TJX Companies Inc.                                           | The TJX Companies Inc. COM                                                             | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     20883 | NS      | $3335015.10   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corporation                                       | Dollar General Corporation COM                                                         | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      9076 | NS      | $1077593.48   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNCOR ENERGY INC                                                | Suncor Energy Inc. COM NPV 'NEW'                                                       | CUSIP: 867224107<br>LEI: 894500XO86FKXQGPYV71 | Long             | EC               | CORP              | CA        |     49500 | NS      | $3263584.25   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp                                            | Monster Beverage Corp COM                                                              | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |     30213 | NS      | $2189233.98   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                              | Synchrony Financial COM                                                                | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     11959 | NS      | $813451.18    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CK ASSET HOLDINGS LTD                                            | CK Asset Holdings Ltd. HKD1                                                            | CUSIP: 000000000<br>LEI: 5299006GJZSGP78B8S35 | Long             | EC               | CORP              | KY        |     55500 | NS      | $314727.94    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays PLC                                                     | Barclays PLC ORD GBP0.25                                                               | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |    214775 | NS      | $1103014.47   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc.                                   | Principal Financial Group Inc. COM                                                     | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |      9059 | NS      | $816306.49    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE AG                                                           | RWE AG NPV                                                                             | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |     21825 | NS      | $1450465.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Endeavour Mining PLC                                             | Endeavour Mining PLC ORD USD0.01                                                       | CUSIP: 000000000<br>LEI: 529900NI5MXQ91GHXR07 | Long             | EC               | CORP              | GB        |      6644 | NS      | $390760.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITIES EXCHANGE CENTER                                      | Silver Futures, May-2026,ETH                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |        17 | NC      | $-92631.98    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Gas Co Ltd                                                 | Tokyo Gas Co Ltd NPV                                                                   | CUSIP: 000000000<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |     13000 | NS      | $606078.32    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                      | Corn Futures, May-2026,ETH                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |      -117 | NC      | $-129051.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association                            | CURRENCY CONTRACT - USD                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1243295.98   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                    | NiSource Inc. COM                                                                      | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |     19675 | NS      | $918035.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| George Weston Limited                                            | George Weston Limited COM NPV                                                          | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               | CORP              | CA        |      3900 | NS      | $274653.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                                        | Adobe Inc COM                                                                          | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |     17258 | NS      | $4195074.64   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Fujitsu Ltd.                                                     | Fujitsu Ltd. NPV                                                                       | CUSIP: 000000000<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |     65900 | NS      | $1313940.54   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Asics Corp                                                       | Asics Corp NPV                                                                         | CUSIP: 000000000<br>LEI: 3538002LJMRZ83SU0B85 | Long             | EC               | CORP              | JP        |     24300 | NS      | $634802.94    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group Ltd                                                | Everest Group Ltd COM STK USD0.01                                                      | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |      1403 | NS      | $458570.55    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AEGON LTD                                                        | Aegon Ltd. EUR0.12                                                                     | CUSIP: 000000000<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | EC               | CORP              | BM        |     38710 | NS      | $277779.11    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services, Inc.                                  | Universal Health Services, Inc. CL B                                                   | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |      1980 | NS      | $354360.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                | Long(FBTP) Term Euro                                                                   | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -21 | NC      | $46775.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel S.p.A.                                                      | Enel S.p.A. EUR1                                                                       | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |    289876 | NS      | $3131203.88   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc.                                             | Elevance Health Inc. COM                                                               | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      9161 | NS      | $2681882.75   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| OTSUKA HOLDINGS COMPANY LTD                                      | Otsuka Holdings Co Ltd. NPV                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10800 | NS      | $747425.99    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions Inc.                              | Broadridge Financial Solutions Inc. COM                                                | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |      2036 | NS      | $330809.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                                                    | Carnival Corporation COMMON STOCK                                                      | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |     19007 | NS      | $491901.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc                                       | Neurocrine Biosciences Inc COM                                                         | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      4111 | NS      | $541583.14    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp                                             | Las Vegas Sands Corp COM                                                               | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |     12545 | NS      | $675924.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International PLC                               | Johnson Controls International PLC SHS                                                 | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |     14200 | NS      | $1859490.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co.                                       | Archer-Daniels-Midland Co. COM                                                         | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      9247 | NS      | $672164.43    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                                 | Roche Holding AG CHF0.001 (BR)                                                         | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      1318 | NS      | $536680.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Software Inc.                                      | Constellation Software Inc. WT EXP 033140                                              | CUSIP: 21037X134<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |       100 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                | Euro(FOAT) OAT Futures                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |      -561 | NC      | $858147.30    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| L'Oreal S.A.                                                     | L'Oreal S.A. EUR0.20                                                                   | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |      8888 | NS      | $3577606.77   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| NN Group N.V.                                                    | NN Group N.V. EUR0.12                                                                  | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |      3362 | NS      | $259770.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Kasei Corp.                                                | Asahi Kasei Corp. NPV                                                                  | CUSIP: 000000000<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |     35600 | NS      | $337673.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Genmab As                                                        | Genmab As DKK1                                                                         | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |      2096 | NS      | $553620.13    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association                            | CURRENCY CONTRACT - ZAR                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-977940.92   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Entergy Corporation                                              | Entergy Corporation COM                                                                | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      7746 | NS      | $870340.56    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                                            | Uber Technologies Inc COM                                                              | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     81387 | NS      | $5854166.91   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Techtronic Industries Co. Ltd.                                   | Techtronic Industries Co. Ltd. NPV                                                     | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |     60500 | NS      | $787868.93    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of New York Mellon Corp.                                | The Bank of New York Mellon Corp. COM                                                  | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     26503 | NS      | $3144050.89   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                 | E-mini S&P 500 Futures, Jun-2026,ETH                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        91 | NC      | $-839645.17   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Sun Hung Kai Properties Ltd.                                     | Sun Hung Kai Properties Ltd. NPV                                                       | CUSIP: 000000000<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |     50000 | NS      | $823958.57    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                                               | Brent Crude Futures - North Sea, Jun26                                                 | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |        45 | NC      | $286522.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Incorporated                              | Vertex Pharmaceuticals Incorporated COM                                                | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |     10459 | NS      | $4670361.86   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities, Inc.                                            | Sun Communities, Inc. COM                                                              | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |      3955 | NS      | $498171.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                                               | Altria Group, Inc. COM                                                                 | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     69212 | NS      | $4567299.88   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE INC.                                           | S&P/TSX 60 Index Standard Futures                                                      | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DE               | CORP              | CA        |       205 | NC      | $453325.11    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ageas SA/NV                                                      | Ageas SA/NV NPV                                                                        | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |      3501 | NS      | $254334.35    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoom Communications Inc.                                         | Zoom Communications Inc. CL A                                                          | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |      8561 | NS      | $688218.79    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corporation.                                              | Incyte Corporation. COM                                                                | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      6880 | NS      | $647545.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                                   | Citigroup Inc. COM NEW                                                                 | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     59094 | NS      | $6701850.54   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc.                                                     | Textron Inc. COM                                                                       | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      6251 | NS      | $547337.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp.                                         | Marathon Petroleum Corp. COM                                                           | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     12395 | NS      | $3026611.10   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Next PLC                                                         | Next PLC ORD GBP0.10                                                                   | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |      4006 | NS      | $669583.41    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corporation                                       | Avery Dennison Corporation COM                                                         | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      2465 | NS      | $425656.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc                                                      | Rollins Inc COM                                                                        | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |      9880 | NS      | $527690.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corporation                                                | Sysco Corporation COM                                                                  | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     15124 | NS      | $1078794.92   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Aerospace                                                     | GE Aerospace COM NEW                                                                   | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     24091 | NS      | $6836303.07   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                                                          | CRH PLC ORD EUR 0.32                                                                   | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |     22700 | NS      | $2386224.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzuki Motor Corp.                                               | Suzuki Motor Corp. NPV                                                                 | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |     54700 | NS      | $644854.17    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MS&AD Insurance Group Holdings Inc.                              | MS&AD Insurance Group Holdings Inc. NPV                                                | CUSIP: 000000000<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |     53100 | NS      | $1345774.09   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                | Euro(FGBL) Bund Futures                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |     -1094 | NC      | $1093224.86   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Nitto Denko Corp.                                                | Nitto Denko Corp. NPV                                                                  | CUSIP: 000000000<br>LEI: 3538009GX5P09USH2J25 | Long             | EC               | CORP              | JP        |     24600 | NS      | $473784.65    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International Of Washington Inc.                      | Expeditors International Of Washington Inc. COM                                        | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      4714 | NS      | $675186.22    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Canon Inc.                                                       | Canon Inc. NPV                                                                         | CUSIP: 000000000<br>LEI: 529900JH1GSC035SSP77 | Long             | EC               | CORP              | JP        |     35800 | NS      | $980455.09    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                  | Regeneron Pharmaceuticals, Inc. COM                                                    | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      4257 | NS      | $3289128.48   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiwa Securities Group Inc.                                      | Daiwa Securities Group Inc. NPV                                                        | CUSIP: 000000000<br>LEI: 353800WRC7Y23PWFJG38 | Long             | EC               | CORP              | JP        |     39500 | NS      | $362499.21    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Softbank Group Corp.                                             | Softbank Group Corp. NPV                                                               | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |    121200 | NS      | $2708316.05   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                | DAX Futures(FDAX) Index Fut                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               | CORP              | DE        |       -39 | NC      | $1095758.99   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Company                                           | General Motors Company COM                                                             | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     35634 | NS      | $2654733.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc.                                                     | Cummins Inc. COM                                                                       | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      2007 | NS      | $1079806.14   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corporation                                         | Devon Energy Corporation COM                                                           | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     24571 | NS      | $1236412.72   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                                             | Booking Holdings Inc COM                                                               | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      1193 | NS      | $5022911.76   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions Inc.                                            | Jacobs Solutions Inc. COM                                                              | CUSIP: 46982L108<br>LEI: 254900E3KHXCC2C8K272 | Long             | EC               | CORP              | US        |      4153 | NS      | $528593.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hartford Insurance Group Inc.                                | The Hartford Insurance Group Inc. COM                                                  | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      8224 | NS      | $1112131.52   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.                               | Crude Oil Futures, May-2026,ETH                                                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |       -54 | NC      | $-399667.99   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Endesa SA - Empresa Nacional Electricidad                        | Endesa SA - Empresa Nacional Electricidad EUR1.2                                       | CUSIP: 000000000<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |      9317 | NS      | $387320.46    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association                            | CURRENCY CONTRACT - ILS                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-220001.43   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MasterCard Incorporated                                          | MasterCard Incorporated CL A                                                           | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      1099 | NS      | $549126.34    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial, Inc.                                       | Ameriprise Financial, Inc. COM                                                         | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      1175 | NS      | $522170.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX CLEARING CORPORATION LIMITED                                 | ASX SPI 200 Index Futures                                                              | CUSIP: 000000000<br>LEI: 549300USWUR0S7VMM868 | N/A              | DE               | CORP              | AU        |       -48 | NC      | $92241.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CK HUTCHISON HOLDINGS LTD                                        | CK Hutchison Holdings Ltd. HKD1                                                        | CUSIP: 000000000<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | KY        |     93500 | NS      | $710772.68    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                   | BNP Paribas SA EUR2                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |     10036 | NS      | $936526.05    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hitachi Ltd.                                                     | Hitachi Ltd. NPV                                                                       | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |    117700 | NS      | $3302613.61   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Corp.                                                   | Sumitomo Corp. NPV                                                                     | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |     34500 | NS      | $1253441.45   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group PLC                                               | Vodafone Group PLC ORD USD0.2095238                                                    | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |    670309 | NS      | $1001499.49   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| The Estee Lauder Companies Inc.                                  | The Estee Lauder Companies Inc. CL A                                                   | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |     10137 | NS      | $727532.49    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corporation                                                 | Ball Corporation COM                                                                   | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      6953 | NS      | $410991.83    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc.                                                      | AbbVie Inc. COM                                                                        | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      8274 | NS      | $1799512.26   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                                               | LS Gas Oil Futures - ULSD-ARA                                                          | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |       -15 | NC      | $-142250.95   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Applovin Corp.                                                   | Applovin Corp. COM CL A                                                                | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |      3278 | NS      | $1304644.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                                      | Phillips 66 COM                                                                        | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |     16612 | NS      | $3026374.16   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Axa SA                                                           | Axa SA EUR2.29                                                                         | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |     68822 | NS      | $3111602.40   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp.                                                     | Target Corp. COM                                                                       | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     18669 | NS      | $2262682.80   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Companies Inc. (The)                                    | Williams Companies Inc. (The) COM                                                      | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     14847 | NS      | $1080564.66   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kao Corp.                                                        | Kao Corp. NPV                                                                          | CUSIP: 000000000<br>LEI: 353800HM38HFCB8RGL63 | Long             | EC               | CORP              | JP        |     16200 | NS      | $629100.51    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisign, Inc.                                                   | Verisign, Inc. COM                                                                     | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      3439 | NS      | $854110.04    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc.                                                  | CBRE Group Inc. CL A                                                                   | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |     10253 | NS      | $1388871.38   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                                              | Deutsche Telekom AG NPV(REGD)                                                          | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |     50879 | NS      | $1872997.68   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                                           | Sugar No. 11 Futures - NYCC                                                            | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |      -684 | NC      | $-1496875.18  | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Company                                               | Ford Motor Company COM                                                                 | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |    161362 | NS      | $1862117.48   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc.                                            | WEC Energy Group Inc. COM                                                              | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      9192 | NS      | $1064157.84   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Capgemini SE                                                     | Capgemini SE EUR8                                                                      | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |      2648 | NS      | $306628.03    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                                                 | NRG Energy, Inc. COM NEW                                                               | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      8319 | NS      | $1215738.66   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association                            | CURRENCY CONTRACT - GBP                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1025349.77  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corporation                                              | Comcast Corporation CL A                                                               | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    130692 | NS      | $3752167.32   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| DHL GROUP                                                        | DHL GROUP                                                                              | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |     37862 | NS      | $1952200.41   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest Inc                                                    | Pinterest Inc CL A                                                                     | CUSIP: 72352L106<br>LEI: 529900Y043CEBGO4HB65 | Long             | EC               | CORP              | US        |     20403 | NS      | $374191.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Company                                                       | 3M Company COM                                                                         | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      7844 | NS      | $1139184.12   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Price T Rowe Group Inc.                                          | Price T Rowe Group Inc. COM                                                            | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      7627 | NS      | $687497.78    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health, Inc.                                            | Cardinal Health, Inc. COM                                                              | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      8003 | NS      | $1691113.93   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc.                                             | Williams-Sonoma Inc. COM                                                               | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      4922 | NS      | $897428.26    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                      | Chicago SRW Wheat Futures, May-2026,ETH                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |      -159 | NC      | $-591709.76   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Twilio Inc                                                       | Twilio Inc CL A                                                                        | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |      6251 | NS      | $786500.82    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrica PLC                                                     | Centrica PLC ORD GBP0.061728395                                                        | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | EC               | CORP              | GB        |    103723 | NS      | $290656.33    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp.                                               | State Street Corp. COM                                                                 | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      8256 | NS      | $1044879.36   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                                               | FTSE 100 - Stnd Index Future - ICEU, Jun26                                             | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               | CORP              | GB        |       -35 | NC      | $84881.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidelberg Materials AG                                          | Heidelberg Materials AG NPV                                                            | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |      1543 | NS      | $317078.54    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                                           | F5 Inc COM                                                                             | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |      2394 | NS      | $692656.02    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb Inc                                                       | Airbnb Inc COM CL A                                                                    | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |     16110 | NS      | $2034370.80   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| T&D Holdings Inc.                                                | T&D Holdings Inc. NPV                                                                  | CUSIP: 000000000<br>LEI: 3538008ARJ1MACEWA242 | Long             | EC               | CORP              | JP        |     17000 | NS      | $422729.27    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercadolibre Inc                                                 | Mercadolibre Inc COM                                                                   | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |      1857 | NS      | $3210790.14   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| LASERTEC CORP                                                    | Lasertec Corp. NPV                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3300 | NS      | $691778.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association                            | CURRENCY CONTRACT - NOK                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-184416.76   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Dupont De Nemours Inc                                            | Dupont De Nemours Inc COM                                                              | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      7526 | NS      | $344690.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Subaru Corp.                                                     | Subaru Corp. NPV                                                                       | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |     16900 | NS      | $263820.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SEA LTD                                                          | Sea Ltd. SPONSORD ADS                                                                  | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |     12600 | NS      | $1043406.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corporation                                                | Masco Corporation COM                                                                  | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      5300 | NS      | $319961.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Sage Group PLC                                               | The Sage Group PLC GBP0.01051948                                                       | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | EC               | CORP              | GB        |     25463 | NS      | $281316.81    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                                              | Cisco Systems, Inc. COM                                                                | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     88624 | NS      | $6876336.16   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens AG                                                       | Siemens AG NPV(REGD)                                                                   | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |      9968 | NS      | $2362490.83   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                                  | Gen Digital Inc COM                                                                    | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |     15262 | NS      | $287383.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                                      | Hologic Inc COM                                                                        | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |      4504 | NS      | $340457.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corporation                                       | Northern Trust Corporation COM                                                         | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      5402 | NS      | $753957.14    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-21

**Name of Applicant:** Franklin Templeton ETF Trust

**Signature:** Monica Krogh

**Name of Signer:** Monica Krogh

**Title:** Assistant Treasurer Controller, US Fund Administration and Oversight