# EDGAR Filing Document

**Accession Number:** 0001655589
**File Stem:** 0000940400-25-011711
**Filing Date:** 2025-11
**Character Count:** 129228
**Document Hash:** 83b1817dd4018e3e4ae0bac164bc86e9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-011711.hdr.sgml**: 20251128

**ACCESSION NUMBER**: 0000940400-25-011711

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251128

**DATE AS OF CHANGE**: 20251128

**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:** 251535136

**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:** 2025-09-30

**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:** $423392873.60

**Total Liabilities:** $3886824.58

**Net Assets:** $419506049.02

**Amount of Assets Invested in Other Investment Companies:** $15206317.10

**Cash Not Reported:** $1680092.57

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 8451.71855000 | **10-Year:** 13097.79330000 | **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 | 1.77%                | 2.35%                | 4.31%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2832247.09              | $-2395580.45                               |
| Month 2  | $1998304.03              | $5760327.02                                |
| Month 3  | $1746852.60              | $6227346.61                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| RPM International Inc                       | RPM International Inc                      | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |      2741 | NS      | $323109.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kao Corp                                    | Kao Corp                                   | CUSIP: 000000000<br>LEI: 353800HM38HFCB8RGL63 | Long             | EC               | CORP              | JP        |     10600 | NS      | $463016.56    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information               | Fidelity National Information Services Inc | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      7878 | NS      | $519475.32    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                               | Citigroup Inc                              | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     41606 | NS      | $4223009.00   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Tsusho Corp                          | Toyota Tsusho Corp                         | CUSIP: 000000000<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |     15000 | NS      | $416629.99    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ageas SA/NV                                 | Ageas SA/NV                                | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |      2601 | NS      | $180008.67    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                               | Kroger Co/The                              | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     14993 | NS      | $1010678.13   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                        | Western Digital Corp                       | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      7893 | NS      | $947633.58    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                 | Novartis AG                                | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     27426 | NS      | $3451129.42   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie de Saint-Gobain SA                      | Cie de Saint-Gobain SA                     | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |      4796 | NS      | $516531.49    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                      | T Rowe Price Group Inc                     | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      4155 | NS      | $426469.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Docusign Inc                                | Docusign Inc                               | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |      4725 | NS      | $340625.25    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | SOYBEAN MEAL                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |      -278 | NC      | $486722.73    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GEA Group AG                                | GEA Group AG                               | CUSIP: 000000000<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |      3289 | NS      | $242888.49    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc                     | Extra Space Storage Inc                    | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4992 | NS      | $703572.48    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | CURRENCY CONTRACT - KRW                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-188637.32   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                          | Walt Disney Co/The                         | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     26092 | NS      | $2987534.00   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza Inc                          | Domino's Pizza Inc                         | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |       673 | NS      | $290540.83    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                                | Entergy Corp                               | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      6166 | NS      | $574609.54    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                                | Newmont Corp                               | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     25100 | NS      | $2116181.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                                    | eBay Inc                                   | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      9449 | NS      | $859386.55    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Norsk Hydro ASA                             | Norsk Hydro ASA                            | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |     26909 | NS      | $182309.57    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT           | EURO-BUND                                  | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       383 | NC      | $-934.63      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | CURRENCY CONTRACT - USD                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $24760.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB Group PLC                               | AIB Group PLC                              | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |     47852 | NS      | $433784.27    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Twilio Inc                                  | Twilio Inc                                 | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |      3304 | NS      | $330697.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| 3i Group PLC                                | 3i Group PLC                               | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |     19229 | NS      | $1058521.24   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Oil Ltd                            | Imperial Oil Ltd                           | CUSIP: 453038408<br>LEI: 549300JZNB745JT5WY51 | Long             | EC               | CORP              | CA        |      2200 | NS      | $199524.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corp                             | Sony Group Corp                            | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |    115500 | NS      | $3330835.90   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympus Corp                                | Olympus Corp                               | CUSIP: 000000000<br>LEI: 5299000Y52IFDI1I2A21 | Long             | EC               | CORP              | JP        |     26700 | NS      | $338258.46    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dreyfus Government Cash Management          | Dreyfus Government Cash Management         | CUSIP: 262006208<br>LEI: 5493000Q69I5Q3QZIA91 | Long             | STIV             | RF                | US        | 100846506 | NS      | $100846505.50 | 24.04%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | SOYBEAN OIL                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |        19 | NC      | $-43206.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                        | WEC Energy Group Inc                       | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      7317 | NS      | $838455.03    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                          | Meta Platforms Inc                         | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      1274 | NS      | $935600.12    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                 | MetLife Inc                                | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     11994 | NS      | $987945.78    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                            | FirstEnergy Corp                           | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      4429 | NS      | $202936.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fairfax Financial Holdings Ltd              | Fairfax Financial Holdings Ltd             | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |       400 | NS      | $699956.88    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International              | Johnson Controls International plc         | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |      9700 | NS      | $1066515.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                               | DTE Energy Co                              | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      4787 | NS      | $677025.41    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | CURRENCY CONTRACT - ILS                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $17065.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                          | Home Depot Inc/The                         | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      1628 | NS      | $659649.32    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrick Mining Corp                         | Barrick Mining Corp                        | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |     34700 | NS      | $1139957.60   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                       | Travelers Cos Inc/The                      | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      5165 | NS      | $1442171.30   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 10YR NOTE (CBT)                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -498 | NC      | $129410.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SKF AB                                      | SKF AB                                     | CUSIP: 000000000<br>LEI: 549300B6HWYEE57O8J84 | Long             | EC               | CORP              | SE        |      7053 | NS      | $174879.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                     | GSK PLC                                    | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |     40672 | NS      | $862112.54    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                           | State Street Corp                          | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      6649 | NS      | $771350.49    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Software Inc/Can              | Constellation Software Inc/Canada          | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |       200 | NS      | $543047.29    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                         | Leidos Holdings Inc                        | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      2644 | NS      | $499610.24    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel SpA                                    | Enel SpA                                   | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |     80112 | NS      | $759265.33    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Aegon Ltd                                   | Aegon Ltd                                  | CUSIP: 000000000<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | EC               | CORP              | NL        |     30556 | NS      | $245291.29    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA EXCHANGE,INC                          | JAPAN 10Y BOND(OSE)                        | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              | CORP              | JP        |       -59 | NC      | $494581.83    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp                                | Veralto Corp                               | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |      5650 | NS      | $602346.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies Holdings Inc              | SS&C Technologies Holdings Inc             | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |      5060 | NS      | $449125.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                                     | CRH PLC                                    | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | US        |     12500 | NS      | $1498750.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc                         | Paycom Software Inc                        | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |      1197 | NS      | $249143.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                       | 3M Co                                      | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      6244 | NS      | $968943.92    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrica PLC                                | Centrica PLC                               | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | EC               | CORP              | GB        |     81969 | NS      | $183844.39    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc                   | L3Harris Technologies Inc                  | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      3180 | NS      | $971203.80    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                        | Booking Holdings Inc                       | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       542 | NS      | $2926404.34   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                                   | Aflac Inc                                  | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      7017 | NS      | $783798.90    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                         | Electronic Arts Inc                        | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      4059 | NS      | $818700.30    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment Inc               | Live Nation Entertainment Inc              | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |      1593 | NS      | $260296.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Inc                                 | Snap-on Inc                                | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |       549 | NS      | $190244.97    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE INC.                      | S&P/TSX 60 IX                              | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DE               | CORP              | CA        |        57 | NC      | $344047.73    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GoDaddy Inc                                 | GoDaddy Inc                                | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |      2587 | NS      | $353979.21    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT           | EURO STOXX 50                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               | CORP              | DE        |      -242 | NC      | $-270014.35   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola HBC AG                            | Coca-Cola HBC AG                           | CUSIP: 000000000<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |      3277 | NS      | $154584.63    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncorp Group Ltd                           | Suncorp Group Ltd                          | CUSIP: 000000000<br>LEI: 549300BVOKRTHDIWVT46 | Long             | EC               | CORP              | AU        |     22609 | NS      | $303578.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                      | F5 Inc                                     | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |      1326 | NS      | $428549.94    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp                             | Fair Isaac Corp                            | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |       360 | NS      | $538750.80    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                         | Synchrony Financial                        | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      8971 | NS      | $637389.55    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ericsson                                    | Telefonaktiebolaget LM Ericsson            | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |     64824 | NS      | $536506.81    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                                | ING Groep NV                               | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |     32006 | NS      | $830175.46    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT           | DAX INDEX                                  | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               | CORP              | DE        |        -7 | NC      | $-4105.36     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                             | Best Buy Co Inc                            | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      4268 | NS      | $322746.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Asics Corp                                  | Asics Corp                                 | CUSIP: 000000000<br>LEI: 3538002LJMRZ83SU0B85 | Long             | EC               | CORP              | JP        |     14800 | NS      | $388025.87    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Chugai Pharmaceutical Co Ltd                | Chugai Pharmaceutical Co Ltd               | CUSIP: 000000000<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |     16100 | NS      | $702933.95    | 0.17%             |  |  |  | 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      | $-1513393.61  | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| Molina Healthcare Inc                       | Molina Healthcare Inc                      | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      1292 | NS      | $247237.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Loblaw Cos Ltd                              | Loblaw Cos Ltd                             | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |      4400 | NS      | $170225.67    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pandora A/S                                 | Pandora A/S                                | CUSIP: 000000000<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |      1752 | NS      | $228459.39    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical Inc                 | BioMarin Pharmaceutical Inc                | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |      4403 | NS      | $238466.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | CORN                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |      -412 | NC      | $-186026.24   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                    | CSX Corp                                   | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     21223 | NS      | $753628.73    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Group AG                      | Mercedes-Benz Group AG                     | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |     16244 | NS      | $1020565.64   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantest Corp                              | Advantest Corp                             | CUSIP: 000000000<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |     10600 | NS      | $1051494.74   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | CURRENCY CONTRACT - USD                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2599.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujikura Ltd                                | Fujikura Ltd                               | CUSIP: 000000000<br>LEI: 353800PSDZ8VRCKVPL51 | Long             | EC               | CORP              | JP        |      5100 | NS      | $499173.92    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc                          | Steel Dynamics Inc                         | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      1361 | NS      | $189764.23    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                 | Phillips 66                                | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      4031 | NS      | $548296.62    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC                         | TE Connectivity PLC                        | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |      5569 | NS      | $1222562.57   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                           | Devon Energy Corp                          | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      6004 | NS      | $210500.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcelorMittal SA                            | ArcelorMittal SA                           | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |      5288 | NS      | $190005.73    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                            | Deutsche Bank AG                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |     10374 | NS      | $365073.95    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions Inc                        | Jacobs Solutions Inc                       | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2814 | NS      | $421706.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Japan Railway Co                    | Central Japan Railway Co                   | CUSIP: 000000000<br>LEI: 353800YAR3OVUITHTG64 | Long             | EC               | CORP              | JP        |     14000 | NS      | $402220.94    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Agnico Eagle Mines Ltd                      | Agnico Eagle Mines Ltd                     | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |      6300 | NS      | $1061319.53   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Ltd                            | Wynn Resorts Ltd                           | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |      1114 | NS      | $142892.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | SOYBEAN                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |      -251 | NC      | $413045.21    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                            | Roche Holding AG                           | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |       745 | NS      | $254872.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ARC Resources Ltd                           | ARC Resources Ltd                          | CUSIP: 00208D408<br>LEI: 5493000OCGNQZEVTDT08 | Long             | EC               | CORP              | CA        |     13100 | NS      | $238952.13    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp                      | Boston Scientific Corp                     | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     12502 | NS      | $1220570.26   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Komatsu Ltd                                 | Komatsu Ltd                                | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |      5300 | NS      | $185177.91    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc                 | American Water Works Co Inc                | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      1631 | NS      | $227018.89    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fujitsu Ltd                                 | Fujitsu Ltd                                | CUSIP: 000000000<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |     37200 | NS      | $877575.92    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                 | Target Corp                                | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      3941 | NS      | $353507.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                                | VeriSign Inc                               | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      1934 | NS      | $540688.38    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Tele2 AB                                    | Tele2 AB                                   | CUSIP: 000000000<br>LEI: 213800EKD193RVI9HL76 | Long             | EC               | CORP              | SE        |     10055 | NS      | $171644.13    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial Inc                    | Corebridge Financial Inc                   | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |      5849 | NS      | $187460.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                                  | FedEx Corp                                 | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      2208 | NS      | $520668.48    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                        | Colgate-Palmolive Co                       | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      8012 | NS      | $640479.28    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Inpex Corp                                  | Inpex Corp                                 | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |     12500 | NS      | $226241.66    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                              | Microsoft Corp                             | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     14397 | NS      | $7456926.15   | 1.78%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | S&P500 EMINI                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        20 | NC      | $58859.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                   | Edwards Lifesciences Corp                  | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |     13446 | NS      | $1045695.42   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                           | EOG Resources Inc                          | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     11550 | NS      | $1294986.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE, INC.                    | COPPER                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |        10 | NC      | $82125.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc                  | Neurocrine Biosciences Inc                 | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      1362 | NS      | $191197.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd                 | Royal Caribbean Cruises Ltd                | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | US        |      2055 | NS      | $664956.90    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                         | Kimberly-Clark Corp                        | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      5455 | NS      | $678274.70    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc                          | Crown Holdings Inc                         | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      2676 | NS      | $258474.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | COTTON NO.2                                | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |      -406 | NC      | $199370.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                         | Cardinal Health Inc                        | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      5869 | NS      | $921198.24    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CK Asset Holdings Ltd                       | CK Asset Holdings Ltd                      | CUSIP: 000000000<br>LEI: 5299006GJZSGP78B8S35 | Long             | EC               | CORP              | HK        |     44500 | NS      | $215739.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | CURRENCY CONTRACT - BRL                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $817048.62    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | SUGAR #11 (WORLD)                          | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |      -325 | NC      | $-198289.65   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                       | Applied Materials Inc                      | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     13197 | NS      | $2701953.78   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | NATURAL GAS                                | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |      -182 | NC      | $-270470.20   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co                                 | Fastenal Co                                | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |     19020 | NS      | $932740.80    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                   | Linde PLC                                  | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | US        |       867 | NS      | $411825.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Subaru Corp                                 | Subaru Corp                                | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |     10300 | NS      | $211321.39    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BORSA ITALIANA S.P.A.                       | FTSE/MIB INDEX                             | CUSIP: 000000000<br>LEI: 8156005391EE905D3124 | N/A              | DE               | CORP              | IT        |        -4 | NC      | $6920.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                             | Ulta Beauty Inc                            | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      1043 | NS      | $570260.25    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                              | Salesforce Inc                             | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     12819 | NS      | $3038103.00   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc                         | Williams-Sonoma Inc                        | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      2687 | NS      | $525174.15    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                           | General Motors Co                          | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     19135 | NS      | $1166660.95   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                   | Adobe Inc                                  | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      9014 | NS      | $3179688.50   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                 | Corteva Inc                                | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     13989 | NS      | $946076.07    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                      | SAP SE                                     | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |      1947 | NS      | $521372.42    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | CURRENCY CONTRACT - USD                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-207916.80   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Veeva Systems Inc                           | Veeva Systems Inc                          | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |      3585 | NS      | $1068007.35   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Electric Industries L              | Sumitomo Electric Industries Ltd           | CUSIP: 000000000<br>LEI: 5493005SP87FL5TOS202 | Long             | EC               | CORP              | JP        |     14600 | NS      | $416987.51    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TDK Corp                                    | TDK Corp                                   | CUSIP: 000000000<br>LEI: 3538005O8WNU39U8NX03 | Long             | EC               | CORP              | JP        |     44800 | NS      | $651743.91    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | CURRENCY CONTRACT - PLN                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $6679.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MercadoLibre Inc                            | MercadoLibre Inc                           | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | UY        |       202 | NS      | $472061.88    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                         | Deutsche Telekom AG                        | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |     33819 | NS      | $1152779.57   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc                   | CH Robinson Worldwide Inc                  | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |      1801 | NS      | $238452.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | CURRENCY CONTRACT - ZAR                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $634502.81    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| EURONEXT PARIS SA                           | CAC40 10 EURO                              | CUSIP: 000000000<br>LEI: 969500HMVSZ0TCV65D58 | N/A              | DE               | CORP              | FR        |        70 | NC      | $-26151.83    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc                    | Agilent Technologies Inc                   | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      6653 | NS      | $853912.55    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Daifuku Co Ltd                              | Daifuku Co Ltd                             | CUSIP: 000000000<br>LEI: 3538006FG1W4X3MYHL36 | Long             | EC               | CORP              | JP        |      7700 | NS      | $247290.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                         | Gilead Sciences Inc                        | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     24198 | NS      | $2685978.00   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| OMX NORDIC EXCHANGE STOCKHOLM               | OMXS30 IND                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | SE        |      -299 | NC      | $-39649.01    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Daiwa Securities Group Inc                  | Daiwa Securities Group Inc                 | CUSIP: 000000000<br>LEI: 353800WRC7Y23PWFJG38 | Long             | EC               | CORP              | JP        |     31600 | NS      | $257297.63    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies Inc                      | Tyler Technologies Inc                     | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |       652 | NS      | $341100.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp                                    | RTX Corp                                   | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     13312 | NS      | $2227496.96   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA EXCHANGE,INC                          | NIKKEI 225 (OSE)                           | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               | CORP              | JP        |        49 | NC      | $328527.21    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                  | Intuit Inc                                 | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      4922 | NS      | $3361283.02   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | PLATINUM                                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |        33 | NC      | $267308.49    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Corp                               | Sumitomo Corp                              | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |     25400 | NS      | $737483.16    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | CURRENCY CONTRACT - NOK                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-69679.32    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Hoya Corp                                   | Hoya Corp                                  | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |      7000 | NS      | $970477.71    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Gas Co Ltd                            | Tokyo Gas Co Ltd                           | CUSIP: 000000000<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |      5400 | NS      | $192474.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc               | Regeneron Pharmaceuticals Inc              | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       875 | NS      | $491986.25    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                                  | NetApp Inc                                 | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      4291 | NS      | $508311.86    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp                        | Parker-Hannifin Corp                       | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       759 | NS      | $575435.85    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| KBC Group NV                                | KBC Group NV                               | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |      1503 | NS      | $179163.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Panasonic Holdings Corp                     | Panasonic Holdings Corp                    | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |     56000 | NS      | $610488.54    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties               | Gaming and Leisure Properties Inc          | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |      5717 | NS      | $266469.37    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke KPN NV                          | Koninklijke KPN NV                         | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |     37244 | NS      | $178854.03    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEOS Holdings Inc                          | ENEOS Holdings Inc                         | CUSIP: 000000000<br>LEI: 3538001KQ5SAOZSQTT44 | Long             | EC               | CORP              | JP        |     63700 | NS      | $405400.89    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                              | Mastercard Inc                             | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      3066 | NS      | $1743971.46   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                         | PayPal Holdings Inc                        | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     17525 | NS      | $1175226.50   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortescue Ltd                               | Fortescue Ltd                              | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |     37789 | NS      | $467834.11    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                              | CBRE Group Inc                             | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      6905 | NS      | $1087951.80   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | NY HARB ULSD                               | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |        26 | NC      | $50602.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                | QUALCOMM Inc                               | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     19228 | NS      | $3198770.08   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                                | NiSource Inc                               | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |      4396 | NS      | $190346.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                                  | Ecolab Inc                                 | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      3298 | NS      | $903190.28    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos Inc/The                    | Estee Lauder Cos Inc/The                   | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      5552 | NS      | $489242.24    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Nice Ltd                                    | Nice Ltd                                   | CUSIP: 000000000<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |      1288 | NS      | $190266.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UniCredit SpA                               | UniCredit SpA                              | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |     15913 | NS      | $1205445.31   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncor Energy Inc                           | Suncor Energy Inc                          | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |     25700 | NS      | $1075728.04   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc                   | Dick's Sporting Goods Inc                  | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |       842 | NS      | $187109.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sompo Holdings Inc                          | Sompo Holdings Inc                         | CUSIP: 000000000<br>LEI: 353800CWW4SRGEYEB512 | Long             | EC               | CORP              | JP        |     21200 | NS      | $656735.62    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                          | Banco Santander SA                         | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |    153737 | NS      | $1603007.69   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                  | Evergy Inc                                 | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |      2514 | NS      | $191114.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                                  | Sysco Corp                                 | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      5298 | NS      | $436237.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | CURRENCY CONTRACT - GBP                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-94829.93    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Invitation Homes Inc                        | Invitation Homes Inc                       | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13114 | NS      | $384633.62    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolution Mining Ltd                        | Evolution Mining Ltd                       | CUSIP: 000000000<br>LEI: 254900BCFW5QO5LW8F27 | Long             | EC               | CORP              | AU        |     45009 | NS      | $323055.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | GASOLINE RBOB                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |        69 | NC      | $71666.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | WTI CRUDE                                  | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |        72 | NC      | $-27530.64    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group PLC                          | Vodafone Group PLC                         | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |    424245 | NS      | $492094.13    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp                                | Fortive Corp                               | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |      7809 | NS      | $382562.91    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                    | Ameriprise Financial Inc                   | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       935 | NS      | $459318.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Kasei Corp                            | Asahi Kasei Corp                           | CUSIP: 000000000<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |     29100 | NS      | $229454.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc                   | Palantir Technologies Inc                  | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |     21295 | NS      | $3884633.90   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                             | WW Grainger Inc                            | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |       977 | NS      | $931041.92    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | LEAN HOGS                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              | CORP              | US        |       224 | NC      | $30730.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America                   | Packaging Corp of America                  | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      1868 | NS      | $407093.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Eiffage SA                                  | Eiffage SA                                 | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |      1432 | NS      | $182898.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp                    | United Therapeutics Corp                   | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |       992 | NS      | $415856.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                 | Netflix Inc                                | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      2965 | NS      | $3554797.80   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp                   | Cincinnati Financial Corp                  | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |      2924 | NS      | $462284.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                          | IQVIA Holdings Inc                         | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      2589 | NS      | $491754.66    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION SOFTWARE INC                  | Constellation Software Inc/Canada          | CUSIP: 21037X134<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |       100 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Heidelberg Materials AG                     | Heidelberg Materials AG                    | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |      1221 | NS      | $274811.94    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzuki Motor Corp                           | Suzuki Motor Corp                          | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |     36600 | NS      | $535425.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Zscaler Inc                                 | Zscaler Inc                                | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |      2301 | NS      | $689517.66    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Computershare Ltd                           | Computershare Ltd                          | CUSIP: 000000000<br>LEI: 21380085HOKTMGLV9G93 | Long             | EC               | CORP              | AU        |      7530 | NS      | $181105.47    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                | AutoZone Inc                               | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       241 | NS      | $1033947.84   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                    | Simon Property Group Inc                   | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      4038 | NS      | $757811.46    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group Inc/The                       | Carlyle Group Inc/The                      | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |      3168 | NS      | $198633.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                          | Valero Energy Corp                         | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      4579 | NS      | $779620.54    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc                  | CF Industries Holdings Inc                 | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      3795 | NS      | $340411.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                       | Micron Technology Inc                      | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     20840 | NS      | $3486948.80   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc                   | AvalonBay Communities Inc                  | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |      1726 | NS      | $333411.42    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokio Marine Holdings Inc                   | Tokio Marine Holdings Inc                  | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |     40700 | NS      | $1727652.10   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Group PLC                           | NatWest Group PLC                          | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |    100517 | NS      | $705834.47    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                    | AT&T Inc                                   | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     63540 | NS      | $1794369.60   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc                                     | PTC Inc                                    | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |       997 | NS      | $202410.94    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                               | Owens Corning                              | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      1224 | NS      | $173147.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc                                 | Rollins Inc                                | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |      6627 | NS      | $389269.98    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions              | Cognizant Technology Solutions Corp        | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     11413 | NS      | $765469.91    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MEFF RENTA VARIABLE (MADRID)                | IBEX 35 INDX                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | ES        |        62 | NC      | $51369.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/T              | Bank of New York Mellon Corp/The           | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      9331 | NS      | $1016705.76   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                          | BRENT CRUDE                                | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |        71 | NC      | $29927.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | CURRENCY CONTRACT - USD                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-41464.13    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CGI Inc                                     | CGI Inc                                    | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |      3800 | NS      | $338542.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                               | Medtronic PLC                              | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     15600 | NS      | $1485744.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Sage Group PLC/The                          | Sage Group PLC/The                         | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | EC               | CORP              | GB        |     10380 | NS      | $153714.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Marubeni Corp                               | Marubeni Corp                              | CUSIP: 000000000<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | EC               | CORP              | JP        |     32500 | NS      | $813792.87    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                              | PulteGroup Inc                             | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1611 | NS      | $212861.43    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius Medical Care AG                   | Fresenius Medical Care AG                  | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |      3100 | NS      | $162674.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                            | Roche Holding AG                           | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      3277 | NS      | $1070435.87   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                    | Fox Corp                                   | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      4324 | NS      | $272671.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                               | Ford Motor Co                              | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     15336 | NS      | $183418.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE                  | HANG SENG INDEX                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | HK        |        43 | NC      | $104799.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp                        | Regency Centers Corp                       | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |      2492 | NS      | $181666.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp                               | AppLovin Corp                              | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |      2406 | NS      | $1728807.24   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Oyj                                   | Orion Oyj                                  | CUSIP: 000000000<br>LEI: 74370029VAHCXDR7B745 | Long             | EC               | CORP              | FI        |      2401 | NS      | $183799.51    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc                      | Motorola Solutions Inc                     | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      1964 | NS      | $898117.56    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                            | Duke Energy Corp                           | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     13114 | NS      | $1622857.50   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                         | Fifth Third Bancorp                        | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     11025 | NS      | $491163.75    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                                | Allegion plc                               | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |      1200 | NS      | $212820.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Next PLC                                    | Next PLC                                   | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |      2451 | NS      | $408332.82    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                              | BNP Paribas SA                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |      7852 | NS      | $713454.17    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Otsuka Holdings Co Ltd                      | Otsuka Holdings Co Ltd                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8500 | NS      | $452324.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                                 | Textron Inc                                | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      2141 | NS      | $180893.09    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                                | Autodesk Inc                               | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      4536 | NS      | $1440951.12   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | CURRENCY CONTRACT - USD                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-273963.90   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Amphenol Corp                               | Amphenol Corp                              | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      5919 | NS      | $732476.25    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                 | Cummins Inc                                | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      1598 | NS      | $674947.26    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp                               | Carnival Corp                              | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | US        |     15130 | NS      | $437408.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| George Weston Ltd                           | George Weston Ltd                          | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               | CORP              | CA        |      2700 | NS      | $164728.33    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | CURRENCY CONTRACT - USD                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $14908.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sony Financial Group Inc                    | Sony Financial Group Inc                   | CUSIP: 000000000<br>LEI: 353800O7BDSU41WOZA60 | Long             | EC               | CORP              | JP        |    115500 | NS      | $128259.47    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                | Centene Corp                               | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      6172 | NS      | $220216.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                     | Bristol-Myers Squibb Co                    | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     29085 | NS      | $1311733.50   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                              | ServiceNow Inc                             | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       841 | NS      | $773955.48    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Bouygues SA                                 | Bouygues SA                                | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |      3826 | NS      | $172269.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | CURRENCY CONTRACT - USD                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-244950.10   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Copart Inc                                  | Copart Inc                                 | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |      9183 | NS      | $412959.51    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE, INC.                    | GOLD 100 OZ                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |        10 | NC      | $117575.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Iberdrola SA                                | Iberdrola SA                               | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |     11428 | NS      | $216256.29    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp                       | Monster Beverage Corp                      | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |     13383 | NS      | $900809.73    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                         | Societe Generale SA                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |     14108 | NS      | $934273.90    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | CURRENCY CONTRACT - USD                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-42506.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HCA Healthcare Inc                          | HCA Healthcare Inc                         | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      4113 | NS      | $1752960.60   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                | Fortinet Inc                               | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      7376 | NS      | $620174.08    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Genmab A/S                                  | Genmab A/S                                 | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |      1406 | NS      | $426593.79    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                        | Howmet Aerospace Inc                       | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      8743 | NS      | $1715638.89   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                      | AXA SA                                     | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |     19242 | NS      | $918843.80    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica Inc                     | Lululemon Athletica Inc                    | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | CA        |      2427 | NS      | $431836.11    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                 | Hologic Inc                                | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |      2706 | NS      | $182627.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group I              | American International Group Inc           | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     11895 | NS      | $934233.30    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Ahold Delhaize NV               | Koninklijke Ahold Delhaize NV              | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |     17264 | NS      | $698825.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                             | Gen Digital Inc                            | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |     12165 | NS      | $345364.35    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                                   | Jabil Inc                                  | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |      2474 | NS      | $537278.58    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| L'Oreal SA                                  | L'Oreal SA                                 | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |       397 | NS      | $171896.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Galaxy Entertainment Group Ltd              | Galaxy Entertainment Group Ltd             | CUSIP: 000000000<br>LEI: 549300ZSEBV3HR826S10 | Long             | EC               | CORP              | HK        |     49000 | NS      | $270052.95    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Inc                         | Cheniere Energy Inc                        | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      3889 | NS      | $913837.22    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                                 | Cintas Corp                                | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3762 | NS      | $772188.12    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIX Corp                                   | ORIX Corp                                  | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |     27600 | NS      | $725484.65    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays PLC                                | Barclays PLC                               | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |    157788 | NS      | $806354.37    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NN Group NV                                 | NN Group NV                                | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |      2651 | NS      | $186583.97    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                          | LONG GILT                                  | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |      -461 | NC      | $114009.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EXOR NV                                     | EXOR NV                                    | CUSIP: 000000000<br>LEI: 5493002ENHZ6NYET7405 | Long             | EC               | CORP              | NL        |      1999 | NS      | $195422.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp                                  | Loews Corp                                 | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |      4141 | NS      | $415714.99    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                        | Williams Cos Inc/The                       | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     19448 | NS      | $1232030.80   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp                                 | Waters Corp                                | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |      1086 | NS      | $325593.66    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Clorox Co/The                               | Clorox Co/The                              | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |      2664 | NS      | $328471.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc                    | Lennox International Inc                   | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |       321 | NS      | $169924.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma PLC                          | Royalty Pharma PLC                         | CUSIP: 000000000<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | US        |      8632 | NS      | $304536.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE TRADE24      | AUST 10Y BOND                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |       389 | NC      | $-160345.23   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Nokia Oyj                                   | Nokia Oyj                                  | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |     42900 | NS      | $205612.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc                         | VICI Properties Inc                        | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     24631 | NS      | $803216.91    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp                                 | Incyte Corp                                | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      2590 | NS      | $219657.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                             | Yum! Brands Inc                            | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      5822 | NS      | $884944.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                         | General Electric Co                        | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     15423 | NS      | $4639546.86   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                  | AbbVie Inc                                 | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      6071 | NS      | $1405679.34   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                           | Lam Research Corp                          | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     24857 | NS      | $3328352.30   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | LIVE CATTLE                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              | CORP              | US        |        80 | NC      | $-80458.40    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Shionogi & Co Ltd                           | Shionogi & Co Ltd                          | CUSIP: 000000000<br>LEI: 35380049VXDTHZI3DY35 | Long             | EC               | CORP              | JP        |     18100 | NS      | $317609.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | CURRENCY CONTRACT - MXN                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $657039.31    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                        | Las Vegas Sands Corp                       | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |      8053 | NS      | $433170.87    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CK Hutchison Holdings Ltd                   | CK Hutchison Holdings Ltd                  | CUSIP: 000000000<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | HK        |     62500 | NS      | $411691.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                                  | Masco Corp                                 | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      2668 | NS      | $187800.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT           | EURO-OAT                                   | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       188 | NC      | $-167300.71   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Kinross Gold Corp                           | Kinross Gold Corp                          | CUSIP: 496902404<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | EC               | CORP              | CA        |     27800 | NS      | $690104.93    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoom Communications Inc                     | Zoom Communications Inc                    | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |      5862 | NS      | $483615.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                | Comcast Corp                               | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     19682 | NS      | $618408.44    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                            | Altria Group Inc                           | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     30258 | NS      | $1998843.48   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest Inc                               | Pinterest Inc                              | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5036 | NS      | $162008.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Holdings Co Ltd                  | Japan Post Holdings Co Ltd                 | CUSIP: 000000000<br>LEI: 5299003D9N4JBS256X18 | Long             | EC               | CORP              | JP        |     42400 | NS      | $422033.38    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc               | Universal Health Services Inc              | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |       960 | NS      | $196262.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                      | HP Inc                                     | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     17784 | NS      | $484258.32    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | COFFEE 'C'                                 | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |        30 | NC      | $405532.13    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                | Alphabet Inc                               | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      2557 | NS      | $622757.35    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                  | Biogen Inc                                 | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      3426 | NS      | $479914.08    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NEC Corp                                    | NEC Corp                                   | CUSIP: 000000000<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |     28200 | NS      | $904897.59    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                 | Walmart Inc                                | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     31116 | NS      | $3206814.96   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| AIA Group Ltd                               | AIA Group Ltd                              | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |    193400 | NS      | $1855599.97   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Aena SME SA                                 | Aena SME SA                                | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               | CORP              | ES        |     15368 | NS      | $420195.61    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolution AB                                | Evolution AB                               | CUSIP: 000000000<br>LEI: 549300SUH6ZR1RF6TA88 | Long             | EC               | CORP              | SE        |      2093 | NS      | $172111.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                            | Wells Fargo & Co                           | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      6353 | NS      | $532508.46    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                   | Archer-Daniels-Midland Co                  | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      3850 | NS      | $229999.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc                      | IDEXX Laboratories Inc                     | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      1652 | NS      | $1055446.28   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | WHEAT (CBT)                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |      -352 | NC      | $297323.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                       | Uber Technologies Inc                      | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     42536 | NS      | $4167251.92   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                                   | Ball Corp                                  | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      5535 | NS      | $279074.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc                      | Equitable Holdings Inc                     | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |      6496 | NS      | $329866.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Group Holdings Ltd                    | Asahi Group Holdings Ltd                   | CUSIP: 000000000<br>LEI: 353800KAJ02XNHLCJW79 | Long             | EC               | CORP              | JP        |     34600 | NS      | $415968.45    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dreyfus Government Cash Management          | Dreyfus Government Cash Management         | CUSIP: 262006208<br>LEI: 5493000Q69I5Q3QZIA91 | Long             | STIV             | RF                | US        |    284856 | NS      | $284855.69    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                    | CURRENCY CONTRACT - USD                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1074772.97   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                           | Cisco Systems Inc                          | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     48833 | NS      | $3341153.86   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                          | LOW SU GASOIL G                            | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |        72 | NC      | $101825.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BT Group PLC                                | BT Group PLC                               | CUSIP: 000000000<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |    126967 | NS      | $326731.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Holdings NV                          | AerCap Holdings NV                         | CUSIP: 000000000<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | IE        |      4027 | NS      | $487267.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International I              | Mettler-Toledo International Inc           | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       381 | NS      | $467719.41    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Holdings Inc                         | Nomura Holdings Inc                        | CUSIP: 000000000<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |     71100 | NS      | $522592.34    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sea Ltd                                     | Sea Ltd                                    | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | SG        |      4500 | NS      | $804285.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corp                                | Insulet Corp                               | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |      1375 | NS      | $424503.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE, INC.                    | SILVER                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |        11 | NC      | $442090.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                         | Northern Trust Corp                        | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      4300 | NS      | $578780.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandai Namco Holdings Inc                   | Bandai Namco Holdings Inc                  | CUSIP: 000000000<br>LEI: 3538008EFEM34VRJDQ95 | Long             | EC               | CORP              | JP        |     13300 | NS      | $443528.46    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                                 | Vistra Corp                                | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |      7736 | NS      | $1515637.12   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE TRADE24      | SPI 200                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | AU        |      -429 | NC      | $325937.54    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Inc                                | Reliance Inc                               | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |       558 | NS      | $156703.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PL              | Seagate Technology Holdings PLC            | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | US        |      1900 | NS      | $448514.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                     | Procter & Gamble Co/The                    | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      2317 | NS      | $356007.05    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Co                    | Molson Coors Beverage Co                   | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |      3555 | NS      | $160863.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions              | Broadridge Financial Solutions Inc         | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |      1621 | NS      | $386073.57    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                             | TJX Cos Inc/The                            | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     13490 | NS      | $1949844.60   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos Inc                            | Carlisle Cos Inc                           | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |       440 | NS      | $144742.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc                  | Cadence Design Systems Inc                 | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      6225 | NS      | $2186593.50   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                              | NRG Energy Inc                             | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      4660 | NS      | $754687.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                          | FTSE 100 INDEX                             | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               | CORP              | GB        |       231 | NC      | $192330.61    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie SA                                    | Engie SA                                   | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |     21642 | NS      | $464212.69    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Endesa SA                                   | Endesa SA                                  | CUSIP: 000000000<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |      6796 | NS      | $217279.97    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                     | Marathon Petroleum Corp                    | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      5029 | NS      | $969289.46    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| DHL GROUP                                   | DHL GROUP                                  | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |     11330 | NS      | $505085.63    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                              | Morgan Stanley                             | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      3155 | NS      | $501518.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE AG                                      | RWE AG                                     | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |     14408 | NS      | $640269.78    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc                               | Dynatrace Inc                              | CUSIP: 268150109<br>LEI: 6488T0Z33CE9L61EX904 | Long             | EC               | CORP              | US        |      6851 | NS      | $331930.95    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                     | UDR Inc                                    | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |      4257 | NS      | $158615.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Insurance Group Inc/T              | Hartford Insurance Group Inc/The           | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      6621 | NS      | $883175.19    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Wa              | Expeditors International of Washington Inc | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      1500 | NS      | $183885.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc                                 | Gartner Inc                                | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |      1255 | NS      | $329901.85    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered PLC                      | Standard Chartered PLC                     | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |     33583 | NS      | $649005.62    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                    | KLA Corp                                   | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      1600 | NS      | $1725760.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                           | Expedia Group Inc                          | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2807 | NS      | $599996.25    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-26

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

**Signature:** Monica Krogh

**Name of Signer:** Monica Krogh

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