# EDGAR Filing Document

**Accession Number:** 0001655589
**File Stem:** 0000940400-26-008988
**Filing Date:** 2026-2
**Character Count:** 169350
**Document Hash:** cda934ee1619946291c9006858aea113
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-008988.hdr.sgml**: 20260227

**ACCESSION NUMBER**: 0000940400-26-008988

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260227

**DATE AS OF CHANGE**: 20260227

**PERIOD START**: 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:** 26698511

**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 SMALL CAP ENHANCED ETF (Series ID: S000097279)

| Class ID   | Class Name                      | Ticker Symbol   |
|:---|:---|:---|
| C000266461 | FRANKLIN SMALL CAP ENHANCED ETF |  |

## Nport-Ex

Schedule of Investments (unaudited)

December 31, 2025

 **Franklin Small Cap Enhanced ETF**

(Percentages shown based on Fund net assets)

---

| | | |
|:---|:---|:---|
| Security | Shares | Value |
| **Common Stocks — 99.9%** | **Common Stocks — 99.9%** | **Common Stocks — 99.9%** |
| **Communication Services — 2.7%** | **Communication Services — 2.7%** | **Communication Services — 2.7%** |
| *Diversified Telecommunication Services — 1.0%* | *Diversified Telecommunication Services — 1.0%* | *Diversified Telecommunication Services — 1.0%* |
| &nbsp;&nbsp;&nbsp; Globalstar Inc. | &nbsp;&nbsp; 38 | &nbsp;&nbsp;&nbsp; $2,320<br> \*<br>|
| &nbsp;&nbsp;&nbsp; IDT Corp., Class B Shares | &nbsp;&nbsp; 364 | &nbsp;&nbsp;&nbsp; 18640<br>|
| &nbsp;&nbsp;&nbsp; Lumen Technologies Inc. | &nbsp;&nbsp; 304 | &nbsp;&nbsp;&nbsp; 2,362<br> \*<br>|
| *Total Diversified Telecommunication Services* | *Total Diversified Telecommunication Services* | &nbsp;&nbsp; *23322* |
| *Entertainment — 0.3%* | *Entertainment — 0.3%* | *Entertainment — 0.3%* |
| &nbsp;&nbsp;&nbsp; Cinemark Holdings Inc. | &nbsp;&nbsp; 114 | &nbsp;&nbsp;&nbsp; 2650<br>|
| &nbsp;&nbsp;&nbsp; Eventbrite Inc., Class A Shares | &nbsp;&nbsp; 1254 | &nbsp;&nbsp;&nbsp; 5,580<br> \*<br>|
| *Total Entertainment* | *Total Entertainment* | &nbsp;&nbsp; *8230* |
| *Interactive Media & Services — 0.6%* | *Interactive Media & Services — 0.6%* | *Interactive Media & Services — 0.6%* |
| &nbsp;&nbsp;&nbsp; Angi Inc. | &nbsp;&nbsp; 180 | &nbsp;&nbsp;&nbsp; 2,327<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Cargurus Inc. | &nbsp;&nbsp; 70 | &nbsp;&nbsp;&nbsp; 2,685<br> \*<br>|
| &nbsp;&nbsp;&nbsp; EverQuote Inc., Class A Shares | &nbsp;&nbsp; 90 | &nbsp;&nbsp;&nbsp; 2,430<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Nextdoor Holdings Inc. | &nbsp;&nbsp; 3832 | &nbsp;&nbsp;&nbsp; 8,047<br> \*<br>|
| *Total Interactive Media & Services* | *Total Interactive Media & Services* | &nbsp;&nbsp; *15489* |
| *Media — 0.8%* | *Media — 0.8%* | *Media — 0.8%* |
| &nbsp;&nbsp;&nbsp; EchoStar Corp., Class A Shares | &nbsp;&nbsp; 128 | &nbsp;&nbsp;&nbsp; 13,914<br> \*<br>|
| &nbsp;&nbsp;&nbsp; PubMatic Inc., Class A Shares | &nbsp;&nbsp; 588 | &nbsp;&nbsp;&nbsp; 5,215<br> \*<br>|
| *Total Media* | *Total Media* | &nbsp;&nbsp; *19129* |
| **Total Communication Services** | **Total Communication Services** | &nbsp;&nbsp; **66170** |
| **Consumer Discretionary — 9.6%** | **Consumer Discretionary — 9.6%** | **Consumer Discretionary — 9.6%** |
| *Automobile Components — 1.1%* | *Automobile Components — 1.1%* | *Automobile Components — 1.1%* |
| &nbsp;&nbsp;&nbsp; Dana Inc. | &nbsp;&nbsp; 270 | &nbsp;&nbsp;&nbsp; 6415<br>|
| &nbsp;&nbsp;&nbsp; Garrett Motion Inc. | &nbsp;&nbsp; 756 | &nbsp;&nbsp;&nbsp; 13177<br>|
| &nbsp;&nbsp;&nbsp; Strattec Security Corp. | &nbsp;&nbsp; 84 | &nbsp;&nbsp;&nbsp; 6,396<br> \*<br>|
| *Total Automobile Components* | *Total Automobile Components* | &nbsp;&nbsp; *25988* |
| *Broadline Retail — 0.5%* | *Broadline Retail — 0.5%* | *Broadline Retail — 0.5%* |
| &nbsp;&nbsp;&nbsp; Kohl's Corp. | &nbsp;&nbsp; 640 | &nbsp;&nbsp;&nbsp; *13062*<br>|
| *Distributors — 0.1%* | *Distributors — 0.1%* | *Distributors — 0.1%* |
| &nbsp;&nbsp;&nbsp; GigaCloud Technology Inc., Class A Shares | &nbsp;&nbsp; 64 | &nbsp;&nbsp;&nbsp; *2,514*<br> \*<br>|
| *Diversified Consumer Services — 2.0%* | *Diversified Consumer Services — 2.0%* | *Diversified Consumer Services — 2.0%* |
| &nbsp;&nbsp;&nbsp; Coursera Inc. | &nbsp;&nbsp; 424 | &nbsp;&nbsp;&nbsp; 3,121<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Graham Holdings Co., Class B Shares | &nbsp;&nbsp; 14 | &nbsp;&nbsp;&nbsp; 15380<br>|
| &nbsp;&nbsp;&nbsp; Laureate Education Inc. | &nbsp;&nbsp; 194 | &nbsp;&nbsp;&nbsp; 6,532<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Perdoceo Education Corp. | &nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp; 20531<br>|
| &nbsp;&nbsp;&nbsp; Udemy Inc. | &nbsp;&nbsp; 478 | &nbsp;&nbsp;&nbsp; 2,796<br> \*<br>|
| *Total Diversified Consumer Services* | *Total Diversified Consumer Services* | &nbsp;&nbsp; *48360* |
| *Hotels, Restaurants & Leisure — 1.8%* | *Hotels, Restaurants & Leisure — 1.8%* | *Hotels, Restaurants & Leisure — 1.8%* |
| &nbsp;&nbsp;&nbsp; BJ's Restaurants Inc. | &nbsp;&nbsp; 494 | &nbsp;&nbsp;&nbsp; 19,464<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Brinker International Inc. | &nbsp;&nbsp; 18 | &nbsp;&nbsp;&nbsp; 2,583<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Cheesecake Factory Inc. | &nbsp;&nbsp; 54 | &nbsp;&nbsp;&nbsp; 2726<br>|
| &nbsp;&nbsp;&nbsp; Red Rock Resorts Inc., Class A Shares | &nbsp;&nbsp; 46 | &nbsp;&nbsp;&nbsp; 2850<br>|
| &nbsp;&nbsp;&nbsp; Rush Street Interactive Inc. | &nbsp;&nbsp; 452 | &nbsp;&nbsp;&nbsp; 8,782<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Super Group SGHC Ltd. | &nbsp;&nbsp; 654 | &nbsp;&nbsp;&nbsp; 7815<br>|
| *Total Hotels, Restaurants & Leisure* | *Total Hotels, Restaurants & Leisure* | &nbsp;&nbsp; *44220* |

---

See Notes to Schedule of Investments.

------

Franklin Small Cap Enhanced ETF 2025 Quarterly Report

------

Schedule of Investments (unaudited) (cont'd)

December 31, 2025

 **Franklin Small Cap Enhanced ETF**

(Percentages shown based on Fund net assets)

---

| | | |
|:---|:---|:---|
| Security | Shares | Value |
| *Household Durables — 1.8%* | *Household Durables — 1.8%* | *Household Durables — 1.8%* |
| &nbsp;&nbsp;&nbsp; Hovnanian Enterprises Inc., Class A Shares | &nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp; $5,852<br> \*<br>|
| &nbsp;&nbsp;&nbsp; KB Home | &nbsp;&nbsp; 160 | &nbsp;&nbsp;&nbsp; 9026<br>|
| &nbsp;&nbsp;&nbsp; M/I Homes Inc. | &nbsp;&nbsp; 104 | &nbsp;&nbsp;&nbsp; 13,307<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Meritage Homes Corp. | &nbsp;&nbsp; 76 | &nbsp;&nbsp;&nbsp; 5001<br>|
| &nbsp;&nbsp;&nbsp; Sonos Inc. | &nbsp;&nbsp; 132 | &nbsp;&nbsp;&nbsp; 2,318<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Taylor Morrison Home Corp., Class A Shares | &nbsp;&nbsp; 130 | &nbsp;&nbsp;&nbsp; 7,653<br> \*<br>|
| *Total Household Durables* | *Total Household Durables* | &nbsp;&nbsp; *43157* |
| *Leisure Products — 0.2%* | *Leisure Products — 0.2%* | *Leisure Products — 0.2%* |
| &nbsp;&nbsp;&nbsp; Polaris Inc. | &nbsp;&nbsp; 72 | &nbsp;&nbsp;&nbsp; *4554*<br>|
| *Specialty Retail — 1.7%* | *Specialty Retail — 1.7%* | *Specialty Retail — 1.7%* |
| &nbsp;&nbsp;&nbsp; Abercrombie & Fitch Co., Class A Shares | &nbsp;&nbsp; 40 | &nbsp;&nbsp;&nbsp; 5,035<br> \*<br>|
| &nbsp;&nbsp;&nbsp; American Eagle Outfitters Inc. | &nbsp;&nbsp; 360 | &nbsp;&nbsp;&nbsp; 9493<br>|
| &nbsp;&nbsp;&nbsp; Buckle Inc. | &nbsp;&nbsp; 284 | &nbsp;&nbsp;&nbsp; 15171<br>|
| &nbsp;&nbsp;&nbsp; Haverty Furniture Cos. Inc. | &nbsp;&nbsp; 106 | &nbsp;&nbsp;&nbsp; 2476<br>|
| &nbsp;&nbsp;&nbsp; RealReal Inc. | &nbsp;&nbsp; 180 | &nbsp;&nbsp;&nbsp; 2,841<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Urban Outfitters Inc. | &nbsp;&nbsp; 104 | &nbsp;&nbsp;&nbsp; 7,827<br> \*<br>|
| *Total Specialty Retail* | *Total Specialty Retail* | &nbsp;&nbsp; *42843* |
| *Textiles, Apparel & Luxury Goods — 0.4%* | *Textiles, Apparel & Luxury Goods — 0.4%* | *Textiles, Apparel & Luxury Goods — 0.4%* |
| &nbsp;&nbsp;&nbsp; Carter's Inc. | &nbsp;&nbsp; 260 | &nbsp;&nbsp;&nbsp; 8432<br>|
| &nbsp;&nbsp;&nbsp; Movado Group Inc. | &nbsp;&nbsp; 118 | &nbsp;&nbsp;&nbsp; 2433<br>|
| *Total Textiles, Apparel & Luxury Goods* | *Total Textiles, Apparel & Luxury Goods* | &nbsp;&nbsp; *10865* |
| **Total Consumer Discretionary** | **Total Consumer Discretionary** | &nbsp;&nbsp; **235563** |
| **Consumer Staples — 1.1%** | **Consumer Staples — 1.1%** | **Consumer Staples — 1.1%** |
| *Beverages — 0.1%* | *Beverages — 0.1%* | *Beverages — 0.1%* |
| &nbsp;&nbsp;&nbsp; National Beverage Corp. | &nbsp;&nbsp; 120 | &nbsp;&nbsp;&nbsp; *3,827*<br> \*<br>|
| *Consumer Staples Distribution & Retail — 0.2%* | *Consumer Staples Distribution & Retail — 0.2%* | *Consumer Staples Distribution & Retail — 0.2%* |
| &nbsp;&nbsp;&nbsp; Ingles Markets Inc., Class A Shares | &nbsp;&nbsp; 34 | &nbsp;&nbsp;&nbsp; 2331<br>|
| &nbsp;&nbsp;&nbsp; United Natural Foods Inc. | &nbsp;&nbsp; 74 | &nbsp;&nbsp;&nbsp; 2,491<br> \*<br>|
| *Total Consumer Staples Distribution & Retail* | *Total Consumer Staples Distribution & Retail* | &nbsp;&nbsp; *4822* |
| *Food Products — 0.3%* | *Food Products — 0.3%* | *Food Products — 0.3%* |
| &nbsp;&nbsp;&nbsp; Cal-Maine Foods Inc. | &nbsp;&nbsp; 30 | &nbsp;&nbsp;&nbsp; 2387<br>|
| &nbsp;&nbsp;&nbsp; Seneca Foods Corp., Class A Shares | &nbsp;&nbsp; 36 | &nbsp;&nbsp;&nbsp; 3,983<br> \*<br>|
| *Total Food Products* | *Total Food Products* | &nbsp;&nbsp; *6370* |
| *Personal Care Products — 0.5%* | *Personal Care Products — 0.5%* | *Personal Care Products — 0.5%* |
| &nbsp;&nbsp;&nbsp; Herbalife Ltd. | &nbsp;&nbsp; 430 | &nbsp;&nbsp;&nbsp; 5,543<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Nu Skin Enterprises Inc., Class A Shares | &nbsp;&nbsp; 742 | &nbsp;&nbsp;&nbsp; 7138<br>|
| *Total Personal Care Products* | *Total Personal Care Products* | &nbsp;&nbsp; *12681* |
| **Total Consumer Staples** | **Total Consumer Staples** | &nbsp;&nbsp; **27700** |
| **Energy — 4.4%** | **Energy — 4.4%** | **Energy — 4.4%** |
| *Energy Equipment & Services — 2.3%* | *Energy Equipment & Services — 2.3%* | *Energy Equipment & Services — 2.3%* |
| &nbsp;&nbsp;&nbsp; Borr Drilling Ltd. | &nbsp;&nbsp; 618 | &nbsp;&nbsp;&nbsp; 2490<br>|
| &nbsp;&nbsp;&nbsp; Helix Energy Solutions Group Inc. | &nbsp;&nbsp; 342 | &nbsp;&nbsp;&nbsp; 2,144<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Liberty Energy Inc., Class A Shares | &nbsp;&nbsp; 482 | &nbsp;&nbsp;&nbsp; 8898<br>|
| &nbsp;&nbsp;&nbsp; Nabors Industries Ltd. | &nbsp;&nbsp; 46 | &nbsp;&nbsp;&nbsp; 2,498<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Noble Corp. PLC | &nbsp;&nbsp; 78 | &nbsp;&nbsp;&nbsp; 2203<br>|
| &nbsp;&nbsp;&nbsp; Oceaneering International Inc. | &nbsp;&nbsp; 94 | &nbsp;&nbsp;&nbsp; 2,259<br> \*<br>|
| &nbsp;&nbsp;&nbsp; ProPetro Holding Corp. | &nbsp;&nbsp; 230 | &nbsp;&nbsp;&nbsp; 2,187<br> \*<br>|

---

See Notes to Schedule of Investments.

------

Franklin Small Cap Enhanced ETF 2025 Quarterly Report

------

 **Franklin Small Cap Enhanced ETF**

(Percentages shown based on Fund net assets)

---

| | | |
|:---|:---|:---|
| Security | Shares | Value |
| *Energy Equipment & Services — continued* | *Energy Equipment & Services — continued* | *Energy Equipment & Services — continued* |
| &nbsp;&nbsp;&nbsp; TETRA Technologies Inc. | &nbsp;&nbsp; 570 | &nbsp;&nbsp;&nbsp; $5,341<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Transocean Ltd. | &nbsp;&nbsp; 1464 | &nbsp;&nbsp;&nbsp; 6,046<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Valaris Ltd. | &nbsp;&nbsp; 472 | &nbsp;&nbsp;&nbsp; 23,789<br> \*<br>|
| *Total Energy Equipment & Services* | *Total Energy Equipment & Services* | &nbsp;&nbsp; *57855* |
| *Oil, Gas & Consumable Fuels — 2.1%* | *Oil, Gas & Consumable Fuels — 2.1%* | *Oil, Gas & Consumable Fuels — 2.1%* |
| &nbsp;&nbsp;&nbsp; Centrus Energy Corp., Class A Shares | &nbsp;&nbsp; 12 | &nbsp;&nbsp;&nbsp; 2,913<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Clean Energy Fuels Corp. | &nbsp;&nbsp; 1304 | &nbsp;&nbsp;&nbsp; 2,738<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Core Natural Resources Inc. | &nbsp;&nbsp; 46 | &nbsp;&nbsp;&nbsp; 4071<br>|
| &nbsp;&nbsp;&nbsp; CVR Energy Inc. | &nbsp;&nbsp; 110 | &nbsp;&nbsp;&nbsp; 2,798<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Energy Fuels Inc. | &nbsp;&nbsp; 260 | &nbsp;&nbsp;&nbsp; 3,780<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Gulfport Energy Corp. | &nbsp;&nbsp; 12 | &nbsp;&nbsp;&nbsp; 2,496<br> \*<br>|
| &nbsp;&nbsp;&nbsp; International Seaways Inc. | &nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp; 2428<br>|
| &nbsp;&nbsp;&nbsp; Kinetik Holdings Inc. | &nbsp;&nbsp; 68 | &nbsp;&nbsp;&nbsp; 2451<br>|
| &nbsp;&nbsp;&nbsp; Murphy Oil Corp. | &nbsp;&nbsp; 338 | &nbsp;&nbsp;&nbsp; 10563<br>|
| &nbsp;&nbsp;&nbsp; PBF Energy Inc., Class A Shares | &nbsp;&nbsp; 148 | &nbsp;&nbsp;&nbsp; 4014<br>|
| &nbsp;&nbsp;&nbsp; Peabody Energy Corp. | &nbsp;&nbsp; 88 | &nbsp;&nbsp;&nbsp; 2614<br>|
| &nbsp;&nbsp;&nbsp; Scorpio Tankers Inc. | &nbsp;&nbsp; 160 | &nbsp;&nbsp;&nbsp; 8133<br>|
| &nbsp;&nbsp;&nbsp; Uranium Energy Corp. | &nbsp;&nbsp; 238 | &nbsp;&nbsp;&nbsp; 2,780<br> \*<br>|
| *Total Oil, Gas & Consumable Fuels* | *Total Oil, Gas & Consumable Fuels* | &nbsp;&nbsp; *51779* |
| **Total Energy** | **Total Energy** | &nbsp;&nbsp; **109634** |
| **Financials — 19.6%** | **Financials — 19.6%** | **Financials — 19.6%** |
| *Banks — 8.3%* | *Banks — 8.3%* | *Banks — 8.3%* |
| &nbsp;&nbsp;&nbsp; Ameris Bancorp | &nbsp;&nbsp; 384 | &nbsp;&nbsp;&nbsp; 28520<br>|
| &nbsp;&nbsp;&nbsp; Bank of NT Butterfield & Son Ltd. | &nbsp;&nbsp; 52 | &nbsp;&nbsp;&nbsp; 2591<br>|
| &nbsp;&nbsp;&nbsp; BankUnited Inc. | &nbsp;&nbsp; 624 | &nbsp;&nbsp;&nbsp; 27812<br>|
| &nbsp;&nbsp;&nbsp; Cadence Bank | &nbsp;&nbsp; 62 | &nbsp;&nbsp;&nbsp; 2656<br>|
| &nbsp;&nbsp;&nbsp; Capitol Federal Financial Inc. | &nbsp;&nbsp; 3854 | &nbsp;&nbsp;&nbsp; 26246<br>|
| &nbsp;&nbsp;&nbsp; Community Trust Bancorp Inc. | &nbsp;&nbsp; 452 | &nbsp;&nbsp;&nbsp; 25538<br>|
| &nbsp;&nbsp;&nbsp; Customers Bancorp Inc. | &nbsp;&nbsp; 112 | &nbsp;&nbsp;&nbsp; 8,189<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Eastern Bankshares Inc. | &nbsp;&nbsp; 594 | &nbsp;&nbsp;&nbsp; 10947<br>|
| &nbsp;&nbsp;&nbsp; Flagstar Bank NA | &nbsp;&nbsp; 406 | &nbsp;&nbsp;&nbsp; 5111<br>|
| &nbsp;&nbsp;&nbsp; Hanmi Financial Corp. | &nbsp;&nbsp; 90 | &nbsp;&nbsp;&nbsp; 2433<br>|
| &nbsp;&nbsp;&nbsp; Independent Bank Corp. (Michigan) | &nbsp;&nbsp; 248 | &nbsp;&nbsp;&nbsp; 8067<br>|
| &nbsp;&nbsp;&nbsp; Northeast Community Bancorp Inc. | &nbsp;&nbsp; 114 | &nbsp;&nbsp;&nbsp; 2578<br>|
| &nbsp;&nbsp;&nbsp; OFG Bancorp | &nbsp;&nbsp; 62 | &nbsp;&nbsp;&nbsp; 2541<br>|
| &nbsp;&nbsp;&nbsp; Old National Bancorp | &nbsp;&nbsp; 1064 | &nbsp;&nbsp;&nbsp; 23738<br>|
| &nbsp;&nbsp;&nbsp; Texas Capital Bancshares Inc. | &nbsp;&nbsp; 28 | &nbsp;&nbsp;&nbsp; 2,535<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Westamerica Bancorp | &nbsp;&nbsp; 546 | &nbsp;&nbsp;&nbsp; 26115<br>|
| *Total Banks* | *Total Banks* | &nbsp;&nbsp; *205617* |
| *Capital Markets — 2.4%* | *Capital Markets — 2.4%* | *Capital Markets — 2.4%* |
| &nbsp;&nbsp;&nbsp; Acadian Asset Management Inc. | &nbsp;&nbsp; 116 | &nbsp;&nbsp;&nbsp; 5452<br>|
| &nbsp;&nbsp;&nbsp; Artisan Partners Asset Management Inc., Class A Shares | &nbsp;&nbsp; 640 | &nbsp;&nbsp;&nbsp; 26074<br>|
| &nbsp;&nbsp;&nbsp; GCM Grosvenor Inc., Class A Shares | &nbsp;&nbsp; 1460 | &nbsp;&nbsp;&nbsp; 16527<br>|
| &nbsp;&nbsp;&nbsp; Moelis & Co., Class A Shares | &nbsp;&nbsp; 38 | &nbsp;&nbsp;&nbsp; 2612<br>|
| &nbsp;&nbsp;&nbsp; Open Lending Corp. | &nbsp;&nbsp; 1368 | &nbsp;&nbsp;&nbsp; 2,120<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Virtus Investment Partners Inc. | &nbsp;&nbsp; 34 | &nbsp;&nbsp;&nbsp; 5547<br>|
| *Total Capital Markets* | *Total Capital Markets* | &nbsp;&nbsp; *58332* |

---

See Notes to Schedule of Investments.

------

Franklin Small Cap Enhanced ETF 2025 Quarterly Report

------

Schedule of Investments (unaudited) (cont'd)

December 31, 2025

 **Franklin Small Cap Enhanced ETF**

(Percentages shown based on Fund net assets)

---

| | | |
|:---|:---|:---|
| Security | Shares | Value |
| *Consumer Finance — 2.1%* | *Consumer Finance — 2.1%* | *Consumer Finance — 2.1%* |
| &nbsp;&nbsp;&nbsp; Bread Financial Holdings Inc. | &nbsp;&nbsp; 386 | &nbsp;&nbsp;&nbsp; $28576<br>|
| &nbsp;&nbsp;&nbsp; Dave Inc. | &nbsp;&nbsp; 44 | &nbsp;&nbsp;&nbsp; 9,742<br> \*<br>|
| &nbsp;&nbsp;&nbsp; LendingClub Corp. | &nbsp;&nbsp; 130 | &nbsp;&nbsp;&nbsp; 2,462<br> \*<br>|
| &nbsp;&nbsp;&nbsp; PROG Holdings Inc. | &nbsp;&nbsp; 86 | &nbsp;&nbsp;&nbsp; 2536<br>|
| &nbsp;&nbsp;&nbsp; World Acceptance Corp. | &nbsp;&nbsp; 68 | &nbsp;&nbsp;&nbsp; 9,547<br> \*<br>|
| *Total Consumer Finance* | *Total Consumer Finance* | &nbsp;&nbsp; *52863* |
| *Financial Services — 4.0%* | *Financial Services — 4.0%* | *Financial Services — 4.0%* |
| &nbsp;&nbsp;&nbsp; Essent Group Ltd. | &nbsp;&nbsp; 488 | &nbsp;&nbsp;&nbsp; 31725<br>|
| &nbsp;&nbsp;&nbsp; Jackson Financial Inc., Class A Shares | &nbsp;&nbsp; 316 | &nbsp;&nbsp;&nbsp; 33702<br>|
| &nbsp;&nbsp;&nbsp; loanDepot Inc., Class A Shares | &nbsp;&nbsp; 1746 | &nbsp;&nbsp;&nbsp; 3,614<br> \*<br>|
| &nbsp;&nbsp;&nbsp; NMI Holdings Inc. | &nbsp;&nbsp; 460 | &nbsp;&nbsp;&nbsp; 18,763<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Radian Group Inc. | &nbsp;&nbsp; 228 | &nbsp;&nbsp;&nbsp; 8206<br>|
| &nbsp;&nbsp;&nbsp; Sezzle Inc. | &nbsp;&nbsp; 38 | &nbsp;&nbsp;&nbsp; 2,412<br> \*<br>|
| *Total Financial Services* | *Total Financial Services* | &nbsp;&nbsp; *98422* |
| *Insurance — 2.8%* | *Insurance — 2.8%* | *Insurance — 2.8%* |
| &nbsp;&nbsp;&nbsp; CNO Financial Group Inc. | &nbsp;&nbsp; 704 | &nbsp;&nbsp;&nbsp; 29899<br>|
| &nbsp;&nbsp;&nbsp; Mercury General Corp. | &nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp; 28218<br>|
| &nbsp;&nbsp;&nbsp; Oscar Health Inc., Class A Shares | &nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp; 2,155<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Selective Insurance Group Inc. | &nbsp;&nbsp; 68 | &nbsp;&nbsp;&nbsp; 5690<br>|
| &nbsp;&nbsp;&nbsp; United Fire Group Inc. | &nbsp;&nbsp; 72 | &nbsp;&nbsp;&nbsp; 2617<br>|
| *Total Insurance* | *Total Insurance* | &nbsp;&nbsp; *68579* |
| **Total Financials** | **Total Financials** | &nbsp;&nbsp; **483813** |
| **Health Care — 18.5%** | **Health Care — 18.5%** | **Health Care — 18.5%** |
| *Biotechnology — 9.2%* | *Biotechnology — 9.2%* | *Biotechnology — 9.2%* |
| &nbsp;&nbsp;&nbsp; ACADIA Pharmaceuticals Inc. | &nbsp;&nbsp; 710 | &nbsp;&nbsp;&nbsp; 18,964<br> \*<br>|
| &nbsp;&nbsp;&nbsp; ADMA Biologics Inc. | &nbsp;&nbsp; 204 | &nbsp;&nbsp;&nbsp; 3,721<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Agios Pharmaceuticals Inc. | &nbsp;&nbsp; 132 | &nbsp;&nbsp;&nbsp; 3,593<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Alkermes PLC | &nbsp;&nbsp; 296 | &nbsp;&nbsp;&nbsp; 8,282<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Amicus Therapeutics Inc. | &nbsp;&nbsp; 254 | &nbsp;&nbsp;&nbsp; 3,617<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Arcutis Biotherapeutics Inc. | &nbsp;&nbsp; 122 | &nbsp;&nbsp;&nbsp; 3,543<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Arrowhead Pharmaceuticals Inc. | &nbsp;&nbsp; 46 | &nbsp;&nbsp;&nbsp; 3,054<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Aurinia Pharmaceuticals Inc. | &nbsp;&nbsp; 162 | &nbsp;&nbsp;&nbsp; 2,584<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Avidity Biosciences Inc. | &nbsp;&nbsp; 98 | &nbsp;&nbsp;&nbsp; 7,069<br> \*<br>|
| &nbsp;&nbsp;&nbsp; BioCryst Pharmaceuticals Inc. | &nbsp;&nbsp; 2056 | &nbsp;&nbsp;&nbsp; 16,037<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Bridgebio Pharma Inc. | &nbsp;&nbsp; 326 | &nbsp;&nbsp;&nbsp; 24,936<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Celcuity Inc. | &nbsp;&nbsp; 24 | &nbsp;&nbsp;&nbsp; 2,394<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Cidara Therapeutics Inc. | &nbsp;&nbsp; 12 | &nbsp;&nbsp;&nbsp; 2,651<br> \*<br>|
| &nbsp;&nbsp;&nbsp; CRISPR Therapeutics AG | &nbsp;&nbsp; 44 | &nbsp;&nbsp;&nbsp; 2,307<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Cytokinetics Inc. | &nbsp;&nbsp; 40 | &nbsp;&nbsp;&nbsp; 2,542<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Dynavax Technologies Corp. | &nbsp;&nbsp; 230 | &nbsp;&nbsp;&nbsp; 3,537<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Editas Medicine Inc. | &nbsp;&nbsp; 1034 | &nbsp;&nbsp;&nbsp; 2,120<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Enanta Pharmaceuticals Inc. | &nbsp;&nbsp; 446 | &nbsp;&nbsp;&nbsp; 7,033<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Entrada Therapeutics Inc. | &nbsp;&nbsp; 244 | &nbsp;&nbsp;&nbsp; 2,508<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Ironwood Pharmaceuticals Inc. | &nbsp;&nbsp; 724 | &nbsp;&nbsp;&nbsp; 2,440<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Kodiak Sciences Inc. | &nbsp;&nbsp; 148 | &nbsp;&nbsp;&nbsp; 4,138<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Krystal Biotech Inc. | &nbsp;&nbsp; 18 | &nbsp;&nbsp;&nbsp; 4,438<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Kura Oncology Inc. | &nbsp;&nbsp; 1042 | &nbsp;&nbsp;&nbsp; 10,826<br> \*<br>|

---

See Notes to Schedule of Investments.

------

Franklin Small Cap Enhanced ETF 2025 Quarterly Report

------

 **Franklin Small Cap Enhanced ETF**

(Percentages shown based on Fund net assets)

---

| | | |
|:---|:---|:---|
| Security | Shares | Value |
| *Biotechnology — continued* | *Biotechnology — continued* | *Biotechnology — continued* |
| &nbsp;&nbsp;&nbsp; Lexeo Therapeutics Inc. | &nbsp;&nbsp; 268 | &nbsp;&nbsp;&nbsp; $2,661<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Madrigal Pharmaceuticals Inc. | &nbsp;&nbsp; 30 | &nbsp;&nbsp;&nbsp; 17,470<br> \*<br>|
| &nbsp;&nbsp;&nbsp; MiMedx Group Inc. | &nbsp;&nbsp; 362 | &nbsp;&nbsp;&nbsp; 2,451<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Monte Rosa Therapeutics Inc. | &nbsp;&nbsp; 458 | &nbsp;&nbsp;&nbsp; 7,181<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Myriad Genetics Inc. | &nbsp;&nbsp; 994 | &nbsp;&nbsp;&nbsp; 6,113<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Praxis Precision Medicines Inc. | &nbsp;&nbsp; 18 | &nbsp;&nbsp;&nbsp; 5,305<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Protagonist Therapeutics Inc. | &nbsp;&nbsp; 28 | &nbsp;&nbsp;&nbsp; 2,446<br> \*<br>|
| &nbsp;&nbsp;&nbsp; PTC Therapeutics Inc. | &nbsp;&nbsp; 166 | &nbsp;&nbsp;&nbsp; 12,609<br> \*<br>|
| &nbsp;&nbsp;&nbsp; REGENXBIO Inc. | &nbsp;&nbsp; 368 | &nbsp;&nbsp;&nbsp; 5,299<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Rhythm Pharmaceuticals Inc. | &nbsp;&nbsp; 68 | &nbsp;&nbsp;&nbsp; 7,279<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Rigel Pharmaceuticals Inc. | &nbsp;&nbsp; 74 | &nbsp;&nbsp;&nbsp; 3,169<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Scholar Rock Holding Corp. | &nbsp;&nbsp; 56 | &nbsp;&nbsp;&nbsp; 2,467<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Stoke Therapeutics Inc. | &nbsp;&nbsp; 82 | &nbsp;&nbsp;&nbsp; 2,603<br> \*<br>|
| &nbsp;&nbsp;&nbsp; TG Therapeutics Inc. | &nbsp;&nbsp; 82 | &nbsp;&nbsp;&nbsp; 2,444<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Vaxcyte Inc. | &nbsp;&nbsp; 56 | &nbsp;&nbsp;&nbsp; 2,584<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Zymeworks Inc. | &nbsp;&nbsp; 94 | &nbsp;&nbsp;&nbsp; 2,475<br> \*<br>|
| *Total Biotechnology* | *Total Biotechnology* | &nbsp;&nbsp; *226890* |
| *Health Care Equipment & Supplies — 3.0%* | *Health Care Equipment & Supplies — 3.0%* | *Health Care Equipment & Supplies — 3.0%* |
| &nbsp;&nbsp;&nbsp; Electromed Inc. | &nbsp;&nbsp; 90 | &nbsp;&nbsp;&nbsp; 2,621<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Glaukos Corp. | &nbsp;&nbsp; 24 | &nbsp;&nbsp;&nbsp; 2,710<br> \*<br>|
| &nbsp;&nbsp;&nbsp; iRhythm Technologies Inc. | &nbsp;&nbsp; 124 | &nbsp;&nbsp;&nbsp; 22,002<br> \*<br>|
| &nbsp;&nbsp;&nbsp; LivaNova PLC | &nbsp;&nbsp; 432 | &nbsp;&nbsp;&nbsp; 26,581<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Novocure Ltd. | &nbsp;&nbsp; 390 | &nbsp;&nbsp;&nbsp; 5,043<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Tactile Systems Technology Inc. | &nbsp;&nbsp; 198 | &nbsp;&nbsp;&nbsp; 5,742<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Varex Imaging Corp. | &nbsp;&nbsp; 896 | &nbsp;&nbsp;&nbsp; 10,438<br> \*<br>|
| *Total Health Care Equipment & Supplies* | *Total Health Care Equipment & Supplies* | &nbsp;&nbsp; *75137* |
| *Health Care Providers & Services — 2.9%* | *Health Care Providers & Services — 2.9%* | *Health Care Providers & Services — 2.9%* |
| &nbsp;&nbsp;&nbsp; Alignment Healthcare Inc. | &nbsp;&nbsp; 390 | &nbsp;&nbsp;&nbsp; 7,703<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Castle Biosciences Inc. | &nbsp;&nbsp; 66 | &nbsp;&nbsp;&nbsp; 2,567<br> \*<br>|
| &nbsp;&nbsp;&nbsp; GeneDx Holdings Corp. | &nbsp;&nbsp; 56 | &nbsp;&nbsp;&nbsp; 7,283<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Guardant Health Inc. | &nbsp;&nbsp; 280 | &nbsp;&nbsp;&nbsp; 28,599<br> \*<br>|
| &nbsp;&nbsp;&nbsp; HealthEquity Inc. | &nbsp;&nbsp; 28 | &nbsp;&nbsp;&nbsp; 2,565<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Hims & Hers Health Inc. | &nbsp;&nbsp; 144 | &nbsp;&nbsp;&nbsp; 4,676<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Pediatrix Medical Group Inc. | &nbsp;&nbsp; 616 | &nbsp;&nbsp;&nbsp; 13,176<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Progyny Inc. | &nbsp;&nbsp; 154 | &nbsp;&nbsp;&nbsp; 3,955<br> \*<br>|
| *Total Health Care Providers & Services* | *Total Health Care Providers & Services* | &nbsp;&nbsp; *70524* |
| *Health Care Technology — 0.1%* | *Health Care Technology — 0.1%* | *Health Care Technology — 0.1%* |
| &nbsp;&nbsp;&nbsp; Phreesia Inc. | &nbsp;&nbsp; 124 | &nbsp;&nbsp;&nbsp; *2,098*<br> \*<br>|
| *Life Sciences Tools & Services — 0.3%* | *Life Sciences Tools & Services — 0.3%* | *Life Sciences Tools & Services — 0.3%* |
| &nbsp;&nbsp;&nbsp; 10X Genomics Inc., Class A Shares | &nbsp;&nbsp; 380 | &nbsp;&nbsp;&nbsp; *6,198*<br> \*<br>|
| *Pharmaceuticals — 3.0%* | *Pharmaceuticals — 3.0%* | *Pharmaceuticals — 3.0%* |
| &nbsp;&nbsp;&nbsp; Avadel Pharmaceuticals PLC | &nbsp;&nbsp; 792 | &nbsp;&nbsp;&nbsp; 17,068<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Axsome Therapeutics Inc. | &nbsp;&nbsp; 178 | &nbsp;&nbsp;&nbsp; 32,510<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Crinetics Pharmaceuticals Inc. | &nbsp;&nbsp; 54 | &nbsp;&nbsp;&nbsp; 2,514<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Esperion Therapeutics Inc. | &nbsp;&nbsp; 672 | &nbsp;&nbsp;&nbsp; 2,486<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Indivior PLC | &nbsp;&nbsp; 428 | &nbsp;&nbsp;&nbsp; 15,357<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Maze Therapeutics Inc. | &nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp; 2,486<br> \*<br>|

---

See Notes to Schedule of Investments.

------

Franklin Small Cap Enhanced ETF 2025 Quarterly Report

------

Schedule of Investments (unaudited) (cont'd)

December 31, 2025

 **Franklin Small Cap Enhanced ETF**

(Percentages shown based on Fund net assets)

---

| | | |
|:---|:---|:---|
| Security | Shares | Value |
| *Pharmaceuticals — continued* | *Pharmaceuticals — continued* | *Pharmaceuticals — continued* |
| &nbsp;&nbsp;&nbsp; Theravance Biopharma Inc. | &nbsp;&nbsp; 136 | &nbsp;&nbsp;&nbsp; $2,544<br> \*<br>|
| *Total Pharmaceuticals* | *Total Pharmaceuticals* | &nbsp;&nbsp; *74965* |
| **Total Health Care** | **Total Health Care** | &nbsp;&nbsp; **455812** |
| **Industrials — 17.3%** | **Industrials — 17.3%** | **Industrials — 17.3%** |
| *Aerospace & Defense — 1.5%* | *Aerospace & Defense — 1.5%* | *Aerospace & Defense — 1.5%* |
| &nbsp;&nbsp;&nbsp; AeroVironment Inc. | &nbsp;&nbsp; 26 | &nbsp;&nbsp;&nbsp; 6,289<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Archer Aviation Inc., Class A Shares | &nbsp;&nbsp; 292 | &nbsp;&nbsp;&nbsp; 2,196<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Astronics Corp. | &nbsp;&nbsp; 232 | &nbsp;&nbsp;&nbsp; 12,584<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Kratos Defense & Security Solutions Inc. | &nbsp;&nbsp; 220 | &nbsp;&nbsp;&nbsp; 16,700<br> \*<br>|
| *Total Aerospace & Defense* | *Total Aerospace & Defense* | &nbsp;&nbsp; *37769* |
| *Building Products — 0.2%* | *Building Products — 0.2%* | *Building Products — 0.2%* |
| &nbsp;&nbsp;&nbsp; Resideo Technologies Inc. | &nbsp;&nbsp; 74 | &nbsp;&nbsp;&nbsp; 2,599<br> \*<br>|
| &nbsp;&nbsp;&nbsp; UFP Industries Inc. | &nbsp;&nbsp; 28 | &nbsp;&nbsp;&nbsp; 2549<br>|
| *Total Building Products* | *Total Building Products* | &nbsp;&nbsp; *5148* |
| *Commercial Services & Supplies — 0.1%* | *Commercial Services & Supplies — 0.1%* | *Commercial Services & Supplies — 0.1%* |
| &nbsp;&nbsp;&nbsp; CoreCivic Inc. | &nbsp;&nbsp; 136 | &nbsp;&nbsp;&nbsp; *2,599*<br> \*<br>|
| *Construction & Engineering — 2.8%* | *Construction & Engineering — 2.8%* | *Construction & Engineering — 2.8%* |
| &nbsp;&nbsp;&nbsp; Fluor Corp. | &nbsp;&nbsp; 482 | &nbsp;&nbsp;&nbsp; 19,102<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Great Lakes Dredge & Dock Corp. | &nbsp;&nbsp; 442 | &nbsp;&nbsp;&nbsp; 5,799<br> \*<br>|
| &nbsp;&nbsp;&nbsp; IES Holdings Inc. | &nbsp;&nbsp; 6 | &nbsp;&nbsp;&nbsp; 2,334<br> \*<br>|
| &nbsp;&nbsp;&nbsp; NWPX Infrastructure Inc. | &nbsp;&nbsp; 220 | &nbsp;&nbsp;&nbsp; 13,748<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Primoris Services Corp. | &nbsp;&nbsp; 224 | &nbsp;&nbsp;&nbsp; 27807<br>|
| *Total Construction & Engineering* | *Total Construction & Engineering* | &nbsp;&nbsp; *68790* |
| *Electrical Equipment — 2.5%* | *Electrical Equipment — 2.5%* | *Electrical Equipment — 2.5%* |
| &nbsp;&nbsp;&nbsp; Atkore Inc. | &nbsp;&nbsp; 88 | &nbsp;&nbsp;&nbsp; 5566<br>|
| &nbsp;&nbsp;&nbsp; Bloom Energy Corp., Class A Shares | &nbsp;&nbsp; 208 | &nbsp;&nbsp;&nbsp; 18,073<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Eos Energy Enterprises Inc. | &nbsp;&nbsp; 168 | &nbsp;&nbsp;&nbsp; 1,925<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Fluence Energy Inc. | &nbsp;&nbsp; 106 | &nbsp;&nbsp;&nbsp; 2,097<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Hyliion Holdings Corp. | &nbsp;&nbsp; 1822 | &nbsp;&nbsp;&nbsp; 3,353<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Nextpower Inc., Class A Shares | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp; 8,711<br> \*<br>|
| &nbsp;&nbsp;&nbsp; NuScale Power Corp. | &nbsp;&nbsp; 118 | &nbsp;&nbsp;&nbsp; 1,672<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Plug Power Inc. | &nbsp;&nbsp; 1138 | &nbsp;&nbsp;&nbsp; 2,242<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Power Solutions International Inc. | &nbsp;&nbsp; 166 | &nbsp;&nbsp;&nbsp; 9,485<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Sunrun Inc. | &nbsp;&nbsp; 170 | &nbsp;&nbsp;&nbsp; 3,128<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Vicor Corp. | &nbsp;&nbsp; 38 | &nbsp;&nbsp;&nbsp; 4,165<br> \*<br>|
| *Total Electrical Equipment* | *Total Electrical Equipment* | &nbsp;&nbsp; *60417* |
| *Machinery — 4.5%* | *Machinery — 4.5%* | *Machinery — 4.5%* |
| &nbsp;&nbsp;&nbsp; Astec Industries Inc. | &nbsp;&nbsp; 572 | &nbsp;&nbsp;&nbsp; 24779<br>|
| &nbsp;&nbsp;&nbsp; Atmus Filtration Technologies Inc. | &nbsp;&nbsp; 550 | &nbsp;&nbsp;&nbsp; 28551<br>|
| &nbsp;&nbsp;&nbsp; Hyster-Yale Inc. | &nbsp;&nbsp; 188 | &nbsp;&nbsp;&nbsp; 5585<br>|
| &nbsp;&nbsp;&nbsp; Kennametal Inc. | &nbsp;&nbsp; 90 | &nbsp;&nbsp;&nbsp; 2557<br>|
| &nbsp;&nbsp;&nbsp; Manitowoc Co. Inc. | &nbsp;&nbsp; 720 | &nbsp;&nbsp;&nbsp; 8,633<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Proto Labs Inc. | &nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp; 25,295<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Tennant Co. | &nbsp;&nbsp; 180 | &nbsp;&nbsp;&nbsp; 13266<br>|
| &nbsp;&nbsp;&nbsp; Wabash National Corp. | &nbsp;&nbsp; 342 | &nbsp;&nbsp;&nbsp; 2958<br>|
| *Total Machinery* | *Total Machinery* | &nbsp;&nbsp; *111624* |

---

See Notes to Schedule of Investments.

------

Franklin Small Cap Enhanced ETF 2025 Quarterly Report

------

 **Franklin Small Cap Enhanced ETF**

(Percentages shown based on Fund net assets)

---

| | | |
|:---|:---|:---|
| Security | Shares | Value |
| *Passenger Airlines — 1.5%* | *Passenger Airlines — 1.5%* | *Passenger Airlines — 1.5%* |
| &nbsp;&nbsp;&nbsp; Allegiant Travel Co. | &nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp; $4,263<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Joby Aviation Inc. | &nbsp;&nbsp; 294 | &nbsp;&nbsp;&nbsp; 3,881<br> \*<br>|
| &nbsp;&nbsp;&nbsp; SkyWest Inc. | &nbsp;&nbsp; 276 | &nbsp;&nbsp;&nbsp; 27,713<br> \*<br>|
| *Total Passenger Airlines* | *Total Passenger Airlines* | &nbsp;&nbsp; *35857* |
| *Professional Services — 2.5%* | *Professional Services — 2.5%* | *Professional Services — 2.5%* |
| &nbsp;&nbsp;&nbsp; CBIZ Inc. | &nbsp;&nbsp; 90 | &nbsp;&nbsp;&nbsp; 4,541<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Exponent Inc. | &nbsp;&nbsp; 384 | &nbsp;&nbsp;&nbsp; 26673<br>|
| &nbsp;&nbsp;&nbsp; First Advantage Corp. | &nbsp;&nbsp; 608 | &nbsp;&nbsp;&nbsp; 8,834<br> \*<br>|
| &nbsp;&nbsp;&nbsp; IBEX Holdings Ltd. | &nbsp;&nbsp; 168 | &nbsp;&nbsp;&nbsp; 6,414<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Kforce Inc. | &nbsp;&nbsp; 84 | &nbsp;&nbsp;&nbsp; 2597<br>|
| &nbsp;&nbsp;&nbsp; Korn Ferry | &nbsp;&nbsp; 170 | &nbsp;&nbsp;&nbsp; 11223<br>|
| *Total Professional Services* | *Total Professional Services* | &nbsp;&nbsp; *60282* |
| *Trading Companies & Distributors — 1.7%* | *Trading Companies & Distributors — 1.7%* | *Trading Companies & Distributors — 1.7%* |
| &nbsp;&nbsp;&nbsp; Boise Cascade Co. | &nbsp;&nbsp; 374 | &nbsp;&nbsp;&nbsp; 27526<br>|
| &nbsp;&nbsp;&nbsp; DNOW Inc. | &nbsp;&nbsp; 866 | &nbsp;&nbsp;&nbsp; 11,475<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Rush Enterprises Inc., Class B Shares | &nbsp;&nbsp; 68 | &nbsp;&nbsp;&nbsp; 3826<br>|
| *Total Trading Companies & Distributors* | *Total Trading Companies & Distributors* | &nbsp;&nbsp; *42827* |
| **Total Industrials** | **Total Industrials** | &nbsp;&nbsp; **425313** |
| **Information Technology — 14.2%** | **Information Technology — 14.2%** | **Information Technology — 14.2%** |
| *Aerospace & Defense — 0.1%* | *Aerospace & Defense — 0.1%* | *Aerospace & Defense — 0.1%* |
| &nbsp;&nbsp;&nbsp; Red Cat Holdings Inc. | &nbsp;&nbsp; 334 | &nbsp;&nbsp;&nbsp; *2,649*<br> \*<br>|
| *Communications Equipment — 0.8%* | *Communications Equipment — 0.8%* | *Communications Equipment — 0.8%* |
| &nbsp;&nbsp;&nbsp; Digi International Inc. | &nbsp;&nbsp; 56 | &nbsp;&nbsp;&nbsp; 2,424<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Extreme Networks Inc. | &nbsp;&nbsp; 144 | &nbsp;&nbsp;&nbsp; 2,398<br> \*<br>|
| &nbsp;&nbsp;&nbsp; NETGEAR Inc. | &nbsp;&nbsp; 94 | &nbsp;&nbsp;&nbsp; 2,306<br> \*<br>|
| &nbsp;&nbsp;&nbsp; NetScout Systems Inc. | &nbsp;&nbsp; 230 | &nbsp;&nbsp;&nbsp; 6,224<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Ribbon Communications Inc. | &nbsp;&nbsp; 866 | &nbsp;&nbsp;&nbsp; 2,494<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Viasat Inc. | &nbsp;&nbsp; 72 | &nbsp;&nbsp;&nbsp; 2,481<br> \*<br>|
| *Total Communications Equipment* | *Total Communications Equipment* | &nbsp;&nbsp; *18327* |
| *Electronic Equipment, Instruments & Components — 2.3%* | *Electronic Equipment, Instruments & Components — 2.3%* | *Electronic Equipment, Instruments & Components — 2.3%* |
| &nbsp;&nbsp;&nbsp; Bel Fuse Inc., Class A Shares | &nbsp;&nbsp; 54 | &nbsp;&nbsp;&nbsp; 8197<br>|
| &nbsp;&nbsp;&nbsp; Fabrinet | &nbsp;&nbsp; 6 | &nbsp;&nbsp;&nbsp; 2,732<br> \*<br>|
| &nbsp;&nbsp;&nbsp; nLight Inc. | &nbsp;&nbsp; 346 | &nbsp;&nbsp;&nbsp; 12,978<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Sanmina Corp. | &nbsp;&nbsp; 104 | &nbsp;&nbsp;&nbsp; 15,607<br> \*<br>|
| &nbsp;&nbsp;&nbsp; TTM Technologies Inc. | &nbsp;&nbsp; 264 | &nbsp;&nbsp;&nbsp; 18,216<br> \*<br>|
| *Total Electronic Equipment, Instruments & Components* | *Total Electronic Equipment, Instruments & Components* | &nbsp;&nbsp; *57730* |
| *IT Services — 0.3%* | *IT Services — 0.3%* | *IT Services — 0.3%* |
| &nbsp;&nbsp;&nbsp; Applied Digital Corp. | &nbsp;&nbsp; 186 | &nbsp;&nbsp;&nbsp; 4,560<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Fastly Inc., Class A Shares | &nbsp;&nbsp; 238 | &nbsp;&nbsp;&nbsp; 2,423<br> \*<br>|
| *Total IT Services* | *Total IT Services* | &nbsp;&nbsp; *6983* |
| *Semiconductors & Semiconductor Equipment — 4.3%* | *Semiconductors & Semiconductor Equipment — 4.3%* | *Semiconductors & Semiconductor Equipment — 4.3%* |
| &nbsp;&nbsp;&nbsp; ACM Research Inc., Class A Shares | &nbsp;&nbsp; 420 | &nbsp;&nbsp;&nbsp; 16,569<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Alpha & Omega Semiconductor Ltd. | &nbsp;&nbsp; 534 | &nbsp;&nbsp;&nbsp; 10,579<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Axcelis Technologies Inc. | &nbsp;&nbsp; 28 | &nbsp;&nbsp;&nbsp; 2,249<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Credo Technology Group Holding Ltd. | &nbsp;&nbsp; 174 | &nbsp;&nbsp;&nbsp; 25,037<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Diodes Inc. | &nbsp;&nbsp; 56 | &nbsp;&nbsp;&nbsp; 2,763<br> \*<br>|
| &nbsp;&nbsp;&nbsp; FormFactor Inc. | &nbsp;&nbsp; 146 | &nbsp;&nbsp;&nbsp; 8,144<br> \*<br>|

---

See Notes to Schedule of Investments.

------

Franklin Small Cap Enhanced ETF 2025 Quarterly Report

------

Schedule of Investments (unaudited) (cont'd)

December 31, 2025

 **Franklin Small Cap Enhanced ETF**

(Percentages shown based on Fund net assets)

---

| | | |
|:---|:---|:---|
| Security | Shares | Value |
| *Semiconductors & Semiconductor Equipment — continued* | *Semiconductors & Semiconductor Equipment — continued* | *Semiconductors & Semiconductor Equipment — continued* |
| &nbsp;&nbsp;&nbsp; Kulicke & Soffa Industries Inc. | &nbsp;&nbsp; 480 | &nbsp;&nbsp;&nbsp; $21869<br>|
| &nbsp;&nbsp;&nbsp; Photronics Inc. | &nbsp;&nbsp; 324 | &nbsp;&nbsp;&nbsp; 10,368<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Rigetti Computing Inc. | &nbsp;&nbsp; 272 | &nbsp;&nbsp;&nbsp; 6,025<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Veeco Instruments Inc. | &nbsp;&nbsp; 80 | &nbsp;&nbsp;&nbsp; 2,286<br> \*<br>|
| *Total Semiconductors & Semiconductor Equipment* | *Total Semiconductors & Semiconductor Equipment* | &nbsp;&nbsp; *105889* |
| *Software — 5.6%* | *Software — 5.6%* | *Software — 5.6%* |
| &nbsp;&nbsp;&nbsp; 8x8 Inc. | &nbsp;&nbsp; 3662 | &nbsp;&nbsp;&nbsp; 7,214<br> \*<br>|
| &nbsp;&nbsp;&nbsp; A10 Networks Inc. | &nbsp;&nbsp; 142 | &nbsp;&nbsp;&nbsp; 2512<br>|
| &nbsp;&nbsp;&nbsp; Appian Corp., Class A Shares | &nbsp;&nbsp; 310 | &nbsp;&nbsp;&nbsp; 10,980<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Arteris Inc. | &nbsp;&nbsp; 144 | &nbsp;&nbsp;&nbsp; 2,232<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Blackbaud Inc. | &nbsp;&nbsp; 76 | &nbsp;&nbsp;&nbsp; 4,812<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Box Inc., Class A Shares | &nbsp;&nbsp; 906 | &nbsp;&nbsp;&nbsp; 27,098<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Cipher Mining Inc. | &nbsp;&nbsp; 210 | &nbsp;&nbsp;&nbsp; 3,100<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Cleanspark Inc. | &nbsp;&nbsp; 346 | &nbsp;&nbsp;&nbsp; 3,502<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Clear Secure Inc., Class A Shares | &nbsp;&nbsp; 76 | &nbsp;&nbsp;&nbsp; 2666<br>|
| &nbsp;&nbsp;&nbsp; Clearwater Analytics Holdings Inc., Class A Shares | &nbsp;&nbsp; 116 | &nbsp;&nbsp;&nbsp; 2,798<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Commvault Systems Inc. | &nbsp;&nbsp; 22 | &nbsp;&nbsp;&nbsp; 2,758<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Core Scientific Inc. | &nbsp;&nbsp; 148 | &nbsp;&nbsp;&nbsp; 2,155<br> \*<br>|
| &nbsp;&nbsp;&nbsp; D-Wave Quantum Inc. | &nbsp;&nbsp; 254 | &nbsp;&nbsp;&nbsp; 6,642<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Hut 8 Corp. | &nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp; 2,756<br> \*<br>|
| &nbsp;&nbsp;&nbsp; InterDigital Inc. | &nbsp;&nbsp; 8 | &nbsp;&nbsp;&nbsp; 2547<br>|
| &nbsp;&nbsp;&nbsp; MARA Holdings Inc. | &nbsp;&nbsp; 616 | &nbsp;&nbsp;&nbsp; 5,532<br> \*<br>|
| &nbsp;&nbsp;&nbsp; ON24 Inc. | &nbsp;&nbsp; 422 | &nbsp;&nbsp;&nbsp; 3,359<br> \*<br>|
| &nbsp;&nbsp;&nbsp; PagerDuty Inc. | &nbsp;&nbsp; 980 | &nbsp;&nbsp;&nbsp; 12,848<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Qualys Inc. | &nbsp;&nbsp; 142 | &nbsp;&nbsp;&nbsp; 18,872<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Riot Platforms Inc. | &nbsp;&nbsp; 488 | &nbsp;&nbsp;&nbsp; 6,183<br> \*<br>|
| &nbsp;&nbsp;&nbsp; SoundHound AI Inc., Class A Shares | &nbsp;&nbsp; 196 | &nbsp;&nbsp;&nbsp; 1,954<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Telos Corp. | &nbsp;&nbsp; 460 | &nbsp;&nbsp;&nbsp; 2,346<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Terawulf Inc. | &nbsp;&nbsp; 232 | &nbsp;&nbsp;&nbsp; 2,666<br> \*<br>|
| *Total Software* | *Total Software* | &nbsp;&nbsp; *137532* |
| *Technology Hardware, Storage & Peripherals — 0.8%* | *Technology Hardware, Storage & Peripherals — 0.8%* | *Technology Hardware, Storage & Peripherals — 0.8%* |
| &nbsp;&nbsp;&nbsp; Eastman Kodak Co. | &nbsp;&nbsp; 286 | &nbsp;&nbsp;&nbsp; 2,420<br> \*<br>|
| &nbsp;&nbsp;&nbsp; IonQ Inc. | &nbsp;&nbsp; 258 | &nbsp;&nbsp;&nbsp; 11,576<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Quantum Computing Inc. | &nbsp;&nbsp; 560 | &nbsp;&nbsp;&nbsp; 5,746<br> \*<br>|
| *Total Technology Hardware, Storage & Peripherals* | *Total Technology Hardware, Storage & Peripherals* | &nbsp;&nbsp; *19742* |
| **Total Information Technology** | **Total Information Technology** | &nbsp;&nbsp; **348852** |
| **Materials — 5.6%** | **Materials — 5.6%** | **Materials — 5.6%** |
| *Chemicals — 3.1%* | *Chemicals — 3.1%* | *Chemicals — 3.1%* |
| &nbsp;&nbsp;&nbsp; Aspen Aerogels Inc. | &nbsp;&nbsp; 708 | &nbsp;&nbsp;&nbsp; 2,004<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Avient Corp. | &nbsp;&nbsp; 894 | &nbsp;&nbsp;&nbsp; 27928<br>|
| &nbsp;&nbsp;&nbsp; Cabot Corp. | &nbsp;&nbsp; 40 | &nbsp;&nbsp;&nbsp; 2651<br>|
| &nbsp;&nbsp;&nbsp; Orion SA | &nbsp;&nbsp; 3574 | &nbsp;&nbsp;&nbsp; 18871<br>|
| &nbsp;&nbsp;&nbsp; Stepan Co. | &nbsp;&nbsp; 516 | &nbsp;&nbsp;&nbsp; 24438<br>|
| *Total Chemicals* | *Total Chemicals* | &nbsp;&nbsp; *75892* |
| *Metals & Mining — 2.5%* | *Metals & Mining — 2.5%* | *Metals & Mining — 2.5%* |
| &nbsp;&nbsp;&nbsp; Caledonia Mining Corp. PLC | &nbsp;&nbsp; 154 | &nbsp;&nbsp;&nbsp; 4030<br>|
| &nbsp;&nbsp;&nbsp; Coeur Mining Inc. | &nbsp;&nbsp; 158 | &nbsp;&nbsp;&nbsp; 2,817<br> \*<br>|

---

See Notes to Schedule of Investments.

------

Franklin Small Cap Enhanced ETF 2025 Quarterly Report

------

 **Franklin Small Cap Enhanced ETF**

(Percentages shown based on Fund net assets)

---

| | | |
|:---|:---|:---|
| Security | Shares | Value |
| *Metals & Mining — continued* | *Metals & Mining — continued* | *Metals & Mining — continued* |
| &nbsp;&nbsp;&nbsp; Commercial Metals Co. | &nbsp;&nbsp; 470 | &nbsp;&nbsp;&nbsp; $32533<br>|
| &nbsp;&nbsp;&nbsp; Constellium SE | &nbsp;&nbsp; 372 | &nbsp;&nbsp;&nbsp; 7,012<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Hecla Mining Co. | &nbsp;&nbsp; 284 | &nbsp;&nbsp;&nbsp; 5450<br>|
| &nbsp;&nbsp;&nbsp; Kaiser Aluminum Corp. | &nbsp;&nbsp; 44 | &nbsp;&nbsp;&nbsp; 5054<br>|
| &nbsp;&nbsp;&nbsp; Warrior Met Coal Inc. | &nbsp;&nbsp; 46 | &nbsp;&nbsp;&nbsp; 4056<br>|
| *Total Metals & Mining* | *Total Metals & Mining* | &nbsp;&nbsp; *60952* |
| **Total Materials** | **Total Materials** | &nbsp;&nbsp; **136844** |
| **Real Estate — 4.9%** | **Real Estate — 4.9%** | **Real Estate — 4.9%** |
| *Diversified REITs — 0.9%* | *Diversified REITs — 0.9%* | *Diversified REITs — 0.9%* |
| &nbsp;&nbsp;&nbsp; Alexander & Baldwin Inc. | &nbsp;&nbsp; 996 | &nbsp;&nbsp;&nbsp; 20557<br>|
| &nbsp;&nbsp;&nbsp; Essential Properties Realty Trust Inc. | &nbsp;&nbsp; 82 | &nbsp;&nbsp;&nbsp; 2432<br>|
| *Total Diversified REITs* | *Total Diversified REITs* | &nbsp;&nbsp; *22989* |
| *Health Care REITs — 0.2%* | *Health Care REITs — 0.2%* | *Health Care REITs — 0.2%* |
| &nbsp;&nbsp;&nbsp; CareTrust REIT Inc. | &nbsp;&nbsp; 68 | &nbsp;&nbsp;&nbsp; 2459<br>|
| &nbsp;&nbsp;&nbsp; Sabra Health Care REIT Inc. | &nbsp;&nbsp; 130 | &nbsp;&nbsp;&nbsp; 2462<br>|
| *Total Health Care REITs* | *Total Health Care REITs* | &nbsp;&nbsp; *4921* |
| *Hotel & Resort REITs — 0.7%* | *Hotel & Resort REITs — 0.7%* | *Hotel & Resort REITs — 0.7%* |
| &nbsp;&nbsp;&nbsp; Chatham Lodging Trust | &nbsp;&nbsp; 386 | &nbsp;&nbsp;&nbsp; 2629<br>|
| &nbsp;&nbsp;&nbsp; Pebblebrook Hotel Trust | &nbsp;&nbsp; 232 | &nbsp;&nbsp;&nbsp; 2626<br>|
| &nbsp;&nbsp;&nbsp; Sunstone Hotel Investors Inc. | &nbsp;&nbsp; 1248 | &nbsp;&nbsp;&nbsp; 11157<br>|
| *Total Hotel & Resort REITs* | *Total Hotel & Resort REITs* | &nbsp;&nbsp; *16412* |
| *Industrial REITs — 0.8%* | *Industrial REITs — 0.8%* | *Industrial REITs — 0.8%* |
| &nbsp;&nbsp;&nbsp; LXP Industrial Trust | &nbsp;&nbsp; 404 | &nbsp;&nbsp;&nbsp; *20030*<br>|
| *Office REITs — 0.1%* | *Office REITs — 0.1%* | *Office REITs — 0.1%* |
| &nbsp;&nbsp;&nbsp; COPT Defense Properties | &nbsp;&nbsp; 86 | &nbsp;&nbsp;&nbsp; *2391*<br>|
| *Real Estate Management & Development — 2.0%* | *Real Estate Management & Development — 2.0%* | *Real Estate Management & Development — 2.0%* |
| &nbsp;&nbsp;&nbsp; Douglas Elliman Inc. | &nbsp;&nbsp; 974 | &nbsp;&nbsp;&nbsp; 2,308<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Marcus & Millichap Inc. | &nbsp;&nbsp; 810 | &nbsp;&nbsp;&nbsp; 22105<br>|
| &nbsp;&nbsp;&nbsp; Newmark Group Inc., Class A Shares | &nbsp;&nbsp; 1478 | &nbsp;&nbsp;&nbsp; 25629<br>|
| *Total Real Estate Management & Development* | *Total Real Estate Management & Development* | &nbsp;&nbsp; *50042* |
| *Retail REITs — 0.1%* | *Retail REITs — 0.1%* | *Retail REITs — 0.1%* |
| &nbsp;&nbsp;&nbsp; Kite Realty Group Trust | &nbsp;&nbsp; 112 | &nbsp;&nbsp;&nbsp; *2685*<br>|
| *Specialized REITs — 0.1%* | *Specialized REITs — 0.1%* | *Specialized REITs — 0.1%* |
| &nbsp;&nbsp;&nbsp; PotlatchDeltic Corp. | &nbsp;&nbsp; 64 | &nbsp;&nbsp;&nbsp; *2546*<br>|
| **Total Real Estate** | **Total Real Estate** | &nbsp;&nbsp; **122016** |
| **Utilities — 2.0%** | **Utilities — 2.0%** | **Utilities — 2.0%** |
| *Electric Utilities — 0.3%* | *Electric Utilities — 0.3%* | *Electric Utilities — 0.3%* |
| &nbsp;&nbsp;&nbsp; Oklo Inc. | &nbsp;&nbsp; 86 | &nbsp;&nbsp;&nbsp; 6,171<br> \*<br>|
| &nbsp;&nbsp;&nbsp; Portland General Electric Co. | &nbsp;&nbsp; 52 | &nbsp;&nbsp;&nbsp; 2496<br>|
| *Total Electric Utilities* | *Total Electric Utilities* | &nbsp;&nbsp; *8667* |
| *Gas Utilities — 1.3%* | *Gas Utilities — 1.3%* | *Gas Utilities — 1.3%* |
| &nbsp;&nbsp;&nbsp; ONE Gas Inc. | &nbsp;&nbsp; 368 | &nbsp;&nbsp;&nbsp; 28428<br>|
| &nbsp;&nbsp;&nbsp; Southwest Gas Holdings Inc. | &nbsp;&nbsp; 32 | &nbsp;&nbsp;&nbsp; 2561<br>|
| *Total Gas Utilities* | *Total Gas Utilities* | &nbsp;&nbsp; *30989* |
| *Independent Power and Renewable Electricity Producers — 0.1%* | *Independent Power and Renewable Electricity Producers — 0.1%* | *Independent Power and Renewable Electricity Producers — 0.1%* |
| &nbsp;&nbsp;&nbsp; Hallador Energy Co. | &nbsp;&nbsp; 126 | &nbsp;&nbsp;&nbsp; *2,399*<br> \*<br>|

---

See Notes to Schedule of Investments.

------

Franklin Small Cap Enhanced ETF 2025 Quarterly Report

------

Schedule of Investments (unaudited) (cont'd)

December 31, 2025

 **Franklin Small Cap Enhanced ETF**

(Percentages shown based on Fund net assets)

---

| | | | |
|:---|:---|:---|:---|
| Security |  | Shares | Value |
| *Multi-Utilities — 0.3%* | *Multi-Utilities — 0.3%* | *Multi-Utilities — 0.3%* | *Multi-Utilities — 0.3%* |
| &nbsp;&nbsp;&nbsp; Avista Corp. | &nbsp;&nbsp;&nbsp; Avista Corp. | &nbsp;&nbsp; 198 | &nbsp;&nbsp;&nbsp; $*7631*<br>|
| **Total Utilities** | **Total Utilities** | **Total Utilities** | &nbsp;&nbsp; **49686** |
| **Total Investments before Short-Term Investments (Cost — $2,497,038)** | **Total Investments before Short-Term Investments (Cost — $2,497,038)** | **Total Investments before Short-Term Investments (Cost — $2,497,038)** | &nbsp;&nbsp; **2461403** |
|  | Rate |  |  |
| **Short-Term Investments — 0.1%** | **Short-Term Investments — 0.1%** | **Short-Term Investments — 0.1%** | **Short-Term Investments — 0.1%** |
| &nbsp;&nbsp;&nbsp; Franklin Institutional U.S. Government Money Market Fund, Class A Shares <br>(Cost — $3,524)  | &nbsp;&nbsp; 3.620% | &nbsp;&nbsp; 3524<br>| &nbsp;&nbsp;&nbsp;&nbsp; **3524**<br> <sup>(a)(b)</sup><br>|
| **Total Investments — 100.0% (Cost — $2,500,562)** | **Total Investments — 100.0% (Cost — $2,500,562)** | **Total Investments — 100.0% (Cost — $2,500,562)** | &nbsp;&nbsp; **2464927** |
| &nbsp;&nbsp;&nbsp; Liabilities in Excess of Other Assets — (0.0)%†† | &nbsp;&nbsp;&nbsp; Liabilities in Excess of Other Assets — (0.0)%†† | &nbsp;&nbsp;&nbsp; Liabilities in Excess of Other Assets — (0.0)%†† | &nbsp;&nbsp;&nbsp; (507)<br>|
| **Total Net Assets — 100.0%** | **Total Net Assets — 100.0%** | **Total Net Assets — 100.0%** | &nbsp;&nbsp; **$2464420** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| †† | Represents less than 0.1%. |
| \* | Non-income producing security. |
| <sup>(a)</sup> | Rate shown is one-day yield as of the end of the reporting period.  |
| <sup>(b)</sup> | In this instance, as defined in the Investment Company Act of 1940, an "Affiliated Company" represents Fund ownership of at least 5% of the outstanding <br> voting securities of an issuer, or a company which is under common ownership or control with the Fund. At December 31, 2025, the total market value of <br> investments in Affiliated Companies was $3,524 and the cost was $3,524 (Note 2).<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Abbreviation(s) used in this schedule:** | **Abbreviation(s) used in this schedule:** | **Abbreviation(s) used in this schedule:** |
| REIT |  | Real Estate Investment Trust |

---

This Schedule of Investments is unaudited and is intended to provide information about the Fund's investments as of the date of the schedule.

See Notes to Schedule of Investments.

------

Franklin Small Cap Enhanced ETF 2025 Quarterly Report

------

Notes to Schedule of Investments (unaudited)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**1. Organization and significant accounting policies** 

Franklin Small Cap Enhanced ETF (the "Fund") is a separate diversified investment series of Franklin Templeton ETF Trust (the "Trust"). The Trust, a Delaware statutory trust, is registered under the Investment Company Act of 1940, as amended (the "1940 Act"), as an open-end management investment company.

The Fund is an actively managed exchange-traded fund ("ETF"). ETFs are funds that trade like other publicly-traded securities. Unlike shares of a mutual fund, which can be bought from and redeemed by the issuing fund by all shareholders at a price based on net asset value ("NAV"), shares of the Fund may be directly purchased from and redeemed by the Fund at NAV solely by certain large institutional investors who have entered into agreements with the Fund's distributor ("Authorized Participants"). Also unlike shares of a mutual fund, shares of the Fund are listed on a national securities exchange and trade in the secondary market at market prices that change throughout the day.

Shares of the Fund are listed and traded at market prices on NYSE Arca, Inc. The market price for the Fund's shares may be different from the Fund's NAV. The Fund issues and redeems shares at NAV only in blocks of a specified number of shares or multiples thereof ("Creation Units"). Only Authorized Participants may purchase or redeem Creation Units directly with the Fund at NAV. Creation Units are created and redeemed principally in-kind (although under some circumstances its shares are created and redeemed partially for cash). Except when aggregated in Creation Units, shares of the Fund are not redeemable securities. Shareholders who are not Authorized Participants may not redeem shares directly from the Fund at NAV.

The Fund seeks long-term capital appreciation.

The Fund follows the accounting and reporting guidance in Financial Accounting Standards Board ("FASB") Accounting Standards Codification Topic 946, *Financial Services – Investment Companies* ("ASC 946"). The following are significant accounting policies consistently followed by the Fund and are in conformity with U.S. generally accepted accounting principles ("GAAP"), including, but not limited to, ASC 946.

**(a) Investment valuation.** Equity securities for which market quotations are available are valued at the last reported sales price or official closing price on the primary market or exchange on which they trade. The valuations for fixed income securities (which may include, but are not limited to, corporate, government, municipal, mortgage-backed, collateralized mortgage obligations and asset-backed securities) and certain derivative instruments are typically the prices supplied by independent third party pricing services, which may use market prices or broker/dealer quotations or a variety of valuation techniques and methodologies. The independent third party pricing services typically use inputs that are observable such as issuer details, interest rates, yield curves, prepayment speeds, credit risks/spreads, default rates and quoted prices for similar securities. Investments in open-end funds are valued at the closing net asset value per share of each fund on the day of valuation. When the Fund holds securities or other assets that are denominated in a foreign currency, the Fund will normally use the currency exchange rates as of 4:00 p.m. (Eastern Time). If independent third party pricing services are unable to supply prices for a portfolio investment, or if the prices supplied are deemed by the manager to be unreliable, the market price may be determined by the manager using quotations from one or more broker/dealers or at the transaction price if the security has recently been purchased and no value has yet been obtained from a pricing service or pricing broker. When reliable prices are not readily available, such as when the value of a security has been significantly affected by events after the close of the exchange or market on which the security is principally traded, but before the Fund calculates its net asset value, the Fund values these securities as determined in accordance with procedures approved by the Fund's Board of Trustees (the "Board").

Pursuant to policies adopted by the Board, the Fund's manager has been designated as the valuation designee and is responsible for the oversight of the daily valuation process. The Fund's manager is assisted by the Global Fund Valuation Committee (the "Valuation Committee"). The Valuation Committee is responsible for making fair value determinations, evaluating the effectiveness of the Fund's pricing policies, and reporting to the Fund's manager and the Board. When determining the reliability of third party pricing information for investments owned by the Fund, the Valuation Committee, among other things, conducts due diligence reviews of pricing vendors, monitors the daily change in prices and reviews transactions among market participants.

The Valuation Committee will consider pricing methodologies it deems relevant and appropriate when making fair value determinations. Examples of possible methodologies include, but are not limited to, multiple of earnings; discount from market of a similar freely traded security; discounted cash-flow analysis; book value or a multiple thereof; risk premium/yield analysis; yield to maturity; and/or fundamental investment analysis. The Valuation Committee will also consider factors it deems relevant and appropriate in light of the facts and circumstances. Examples of possible factors include, but are not limited to, the type of security; the issuer's financial statements; the purchase price of the security; the discount from market value of unrestricted securities of the same class at the time of purchase; analysts' research and observations from

------

Franklin Small Cap Enhanced ETF 2025 Quarterly Report

------

Notes to Schedule of Investments (unaudited) (cont'd)

financial institutions; information regarding any transactions or offers with respect to the security; the existence of merger proposals or tender offers affecting the security; the price and extent of public trading in similar securities of the issuer or comparable companies; and the existence of a shelf registration for restricted securities.

For each portfolio security that has been fair valued pursuant to the policies adopted by the Board, the fair value price is compared against the last available and next available market quotations. The Valuation Committee reviews the results of such back testing monthly and fair valuation occurrences are reported to the Board quarterly.

The Fund uses valuation techniques to measure fair value that are consistent with the market approach and/or income approach, depending on the type of security and the particular circumstance. The market approach uses prices and other relevant information generated by market transactions involving identical or comparable securities. The income approach uses valuation techniques to discount estimated future cash flows to present value.

GAAP establishes a disclosure hierarchy that categorizes the inputs to valuation techniques used to value assets and liabilities at measurement date. These inputs are summarized in the three broad levels listed below:

• Level 1 — unadjusted quoted prices in active markets for identical investments

• Level 2 — other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.)

• Level 3 — significant unobservable inputs (including the Fund's own assumptions in determining the fair value of investments)

The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.

The following is a summary of the inputs used in valuing the Fund's assets carried at fair value: <br>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **ASSETS** | **ASSETS** | **ASSETS** | **ASSETS** | **ASSETS** |
| Description | &nbsp;&nbsp; Quoted Prices <br>(Level 1)<br>| &nbsp;&nbsp; Other Significant <br>Observable Inputs <br>(Level 2)<br>| &nbsp;&nbsp; Significant <br>Unobservable <br>Inputs <br>(Level 3)<br>| Total |
| Common Stocks† | &nbsp;&nbsp; $2461403 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $2461403 |
| Short-Term Investments† | &nbsp;&nbsp; 3524 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 3524 |
| **Total Investments** | &nbsp;&nbsp; **$2464927** | &nbsp;&nbsp; **—** | &nbsp;&nbsp; **—** | &nbsp;&nbsp; **$2464927** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

† See Schedule of Investments for additional detailed categorizations.

**2. Transactions with affiliated companies**

As defined by the 1940 Act, an affiliated company is one in which the Fund owns 5% or more of the outstanding voting securities, or a company which is under common ownership or control with the Fund. The following company was considered an affiliated company for all or some portion of the period ended December 31, 2025. The following transactions were effected in such company for the period ended December 31, 2025. <br>

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Affiliate <br>Value at <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>December 9, 2025 <br>(inception date) | Purchased | Purchased | Sold | Sold |
|  | Affiliate <br>Value at <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>December 9, 2025 <br>(inception date) | Cost | Shares | Proceeds | Shares |
| Franklin Institutional U.S. <br> Government Money <br> Market Fund, Class A <br> Shares<br>|  | $9513 | 9513 | $5989 | 5989 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>

---

| | | | | |
|:---|:---|:---|:---|:---|
| (cont'd) | Realized <br>Gain (Loss)<br>| Dividend <br>Income<br>| Net Increase <br>(Decrease) in <br>Unrealized <br>Appreciation <br>(Depreciation)<br>| Affiliate <br>Value at <br>December 31, <br>2025<br>|
| Franklin Institutional U.S. <br> Government Money Market <br> Fund, Class A Shares<br>|  | $4 |  | $3524 |

---

------

Franklin Small Cap Enhanced ETF 2025 Quarterly Report

------

## 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 Small Cap Enhanced ETF

- **b. EDGAR series identifier (if any):** S000097279

- **c. LEI of Series:** 254900JW15936FDJK336

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2466670.92

**Total Liabilities:** $2252.26

**Net Assets:** $2464418.66

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000266461 |  |  | -1.38%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $0.00                                      |
| Month 2  | $0.00                    | $0.00                                      |
| Month 3  | $132.76                  | $-35634.47                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Carter's Inc                                           | Carter's Inc                                           | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |       260 | NS      | $8431.80      | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Managem                         | Artisan Partners Asset Management Inc                  | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |       640 | NS      | $26073.60     | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Madrigal Pharmaceuticals Inc                           | Madrigal Pharmaceuticals Inc                           | CUSIP: 558868105<br>LEI: 549300CHIMT2EUSNJB60 | Long             | EC               | CORP              | US        |        30 | NS      | $17470.20     | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO Inc                                          | REGENXBIO Inc                                          | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |       368 | NS      | $5299.20      | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Chatham Lodging Trust                                  | Chatham Lodging Trust                                  | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       386 | NS      | $2628.66      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc                               | Axcelis Technologies Inc                               | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |        28 | NS      | $2249.52      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bel Fuse Inc                                           | Bel Fuse Inc                                           | CUSIP: 077347201<br>LEI: 2549009L4XYDBRRY6X39 | Long             | EC               | CORP              | US        |        54 | NS      | $8197.20      | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                                       | NMI Holdings Inc                                       | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |       460 | NS      | $18763.40     | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| GigaCloud Technology Inc                               | GigaCloud Technology Inc                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        64 | NS      | $2513.92      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent Inc                                           | Exponent Inc                                           | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |       384 | NS      | $26672.64     | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Seneca Foods Corp                                      | Seneca Foods Corp                                      | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        36 | NS      | $3982.68      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NWPX Infrastructure Inc                                | NWPX Infrastructure Inc                                | CUSIP: 667746101<br>LEI: 54930056VW2CRCZ9RE54 | Long             | EC               | CORP              | US        |       220 | NS      | $13747.80     | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc                                       | InterDigital Inc                                       | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         8 | NS      | $2547.04      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Co                                    | Allegiant Travel Co                                    | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |        50 | NS      | $4263.50      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT Inc                                     | CareTrust REIT Inc                                     | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |        68 | NS      | $2458.88      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Inc                                             | Diodes Inc                                             | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |        56 | NS      | $2763.04      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lexeo Therapeutics Inc                                 | Lexeo Therapeutics Inc                                 | CUSIP: 52886X107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       268 | NS      | $2661.24      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                                             | Qualys Inc                                             | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |       142 | NS      | $18871.80     | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| CBIZ Inc                                               | CBIZ Inc                                               | CUSIP: 124805102<br>LEI: 529900D5X8CFM8O1N813 | Long             | EC               | CORP              | US        |        90 | NS      | $4540.50      | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Uranium Energy Corp                                    | Uranium Energy Corp                                    | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Long             | EC               | CORP              | CA        |       238 | NS      | $2779.84      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| 10X Genomics Inc                                       | 10X Genomics Inc                                       | CUSIP: 88025U109<br>LEI: 5493003Z6741WNLG7H43 | Long             | EC               | CORP              | US        |       380 | NS      | $6197.80      | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Riot Platforms Inc                                     | Riot Platforms Inc                                     | CUSIP: 767292105<br>LEI: 5299005LKZAJQDQZDF73 | Long             | EC               | CORP              | US        |       488 | NS      | $6182.96      | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Transocean Ltd                                         | Transocean Ltd                                         | CUSIP: 000000000<br>LEI: 529900QO4W5DQGBGEF32 | Long             | EC               | CORP              | CH        |      1464 | NS      | $6046.32      | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Haverty Furniture Cos Inc                              | Haverty Furniture Cos Inc                              | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |       106 | NS      | $2476.16      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group I                         | Helix Energy Solutions Group Inc                       | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |       342 | NS      | $2144.34      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastly Inc                                             | Fastly Inc                                             | CUSIP: 31188V100<br>LEI: 549300E2FZC83FJ3H565 | Long             | EC               | CORP              | US        |       238 | NS      | $2422.84      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc                          | American Eagle Outfitters Inc                          | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |       360 | NS      | $9493.20      | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc                                    | Cal-Maine Foods Inc                                    | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |        30 | NS      | $2387.10      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kratos Defense & Security Solu                         | Kratos Defense & Security Solutions Inc                | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |       220 | NS      | $16700.20     | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMA Biologics Inc                                     | ADMA Biologics Inc                                     | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       204 | NS      | $3720.96      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Tr                         | Essential Properties Realty Trust Inc                  | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |        82 | NS      | $2432.12      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| IonQ Inc                                               | IonQ Inc                                               | CUSIP: 46222L108<br>LEI: 529900RB2VEFGLQS7G28 | Long             | EC               | CORP              | US        |       258 | NS      | $11576.46     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Electromed Inc                                         | Electromed Inc                                         | CUSIP: 285409108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        90 | NS      | $2620.80      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hovnanian Enterprises Inc                              | Hovnanian Enterprises Inc                              | CUSIP: 442487401<br>LEI: 549300805N4EF0ROBT53 | Long             | EC               | CORP              | US        |        60 | NS      | $5852.40      | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks Inc                                       | A10 Networks Inc                                       | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |       142 | NS      | $2511.98      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Alignment Healthcare Inc                               | Alignment Healthcare Inc                               | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       390 | NS      | $7702.50      | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                                           | Sanmina Corp                                           | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |       104 | NS      | $15607.28     | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems Inc                                   | NetScout Systems Inc                                   | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |       230 | NS      | $6223.80      | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ACM Research Inc                                       | ACM Research Inc                                       | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Long             | EC               | CORP              | US        |       420 | NS      | $16569.00     | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co                                       | Boise Cascade Co                                       | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |       374 | NS      | $27526.40     | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica BanCorp                                    | Westamerica BanCorp                                    | CUSIP: 957090103<br>LEI: 984500CF4F8115C11D96 | Long             | EC               | CORP              | US        |       546 | NS      | $26115.18     | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Udemy Inc                                              | Udemy Inc                                              | CUSIP: 902685106<br>LEI: 2549000T304QU9SAM180 | Long             | EC               | CORP              | US        |       478 | NS      | $2796.30      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus Inc                                           | Cargurus Inc                                           | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |        70 | NS      | $2684.50      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Digital Corp                                   | Applied Digital Corp                                   | CUSIP: 038169207<br>LEI: 2549004NE2B6RYXINZ02 | Long             | EC               | CORP              | US        |       186 | NS      | $4560.72      | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Theravance Biopharma Inc                               | Theravance Biopharma Inc                               | CUSIP: 000000000<br>LEI: 5493007VTSXP4Z6MIW52 | Long             | EC               | CORP              | KY        |       136 | NS      | $2544.56      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigel Pharmaceuticals Inc                              | Rigel Pharmaceuticals Inc                              | CUSIP: 766559702<br>LEI: 529900KPTNUS5J8K9K66 | Long             | EC               | CORP              | US        |        74 | NS      | $3169.42      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                                           | LivaNova PLC                                           | CUSIP: 000000000<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | GB        |       432 | NS      | $26580.96     | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA Pharmaceuticals Inc                             | ACADIA Pharmaceuticals Inc                             | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |       710 | NS      | $18964.10     | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Inc                                       | Cytokinetics Inc                                       | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |        40 | NS      | $2541.60      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion SA                                               | Orion SA                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3574 | NS      | $18870.72     | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Sezzle Inc                                             | Sezzle Inc                                             | CUSIP: 78435P105<br>LEI: 9845000CA64541AE3I35 | Long             | EC               | CORP              | US        |        38 | NS      | $2412.05      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc                          | Arrowhead Pharmaceuticals Inc                          | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |        46 | NS      | $3053.94      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                                         | BankUnited Inc                                         | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |       624 | NS      | $27811.68     | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc                                         | Photronics Inc                                         | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |       324 | NS      | $10368.00     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc                                             | Sunrun Inc                                             | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |       170 | NS      | $3128.00      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinetik Holdings Inc                                   | Kinetik Holdings Inc                                   | CUSIP: 02215L209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        68 | NS      | $2451.40      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Axsome Therapeutics Inc                                | Axsome Therapeutics Inc                                | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |       178 | NS      | $32509.92     | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Terawulf Inc                                           | Terawulf Inc                                           | CUSIP: 88080T104<br>LEI: 254900CVMW1SX2T78A64 | Long             | EC               | CORP              | US        |       232 | NS      | $2665.68      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc                                       | Radian Group Inc                                       | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |       228 | NS      | $8205.72      | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of NT Butterfield & Son L                         | Bank of NT Butterfield & Son Ltd/The                   | CUSIP: 000000000<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | BM        |        52 | NS      | $2590.64      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| International Seaways Inc                              | International Seaways Inc                              | CUSIP: 000000000<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | US        |        50 | NS      | $2427.50      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Rock Resorts Inc                                   | Red Rock Resorts Inc                                   | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        46 | NS      | $2849.70      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Monte Rosa Therapeutics Inc                            | Monte Rosa Therapeutics Inc                            | CUSIP: 61225M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       458 | NS      | $7181.44      | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyster-Yale Inc                                        | Hyster-Yale Inc                                        | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       188 | NS      | $5585.48      | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Hallador Energy Co                                     | Hallador Energy Co                                     | CUSIP: 40609P105<br>LEI: 254900GKEQRHOI2SSC19 | Long             | EC               | CORP              | US        |       126 | NS      | $2399.04      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics Inc                                   | PTC Therapeutics Inc                                   | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |       166 | NS      | $12609.36     | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                           | Cadence Bank                                           | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |        62 | NS      | $2656.08      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp                                        | Murphy Oil Corp                                        | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |       338 | NS      | $10562.50     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc                                | CNO Financial Group Inc                                | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |       704 | NS      | $29898.88     | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| EverQuote Inc                                          | EverQuote Inc                                          | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        90 | NS      | $2430.00      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals Inc                             | Enanta Pharmaceuticals Inc                             | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |       446 | NS      | $7033.42      | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat Inc                                             | Viasat Inc                                             | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |        72 | NS      | $2481.12      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxcyte Inc                                            | Vaxcyte Inc                                            | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |        56 | NS      | $2583.84      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ON24 Inc                                               | ON24 Inc                                               | CUSIP: 68339B104<br>LEI: 254900S6S9YKYTO9Q964 | Long             | EC               | CORP              | US        |       422 | NS      | $3359.12      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Northeast Community Bancorp In                         | Northeast Community Bancorp Inc                        | CUSIP: 664121100<br>LEI: 5493007BRYL8596Q9L26 | Long             | EC               | CORP              | US        |       114 | NS      | $2577.54      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmus Filtration Technologies                          | Atmus Filtration Technologies Inc                      | CUSIP: 04956D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       550 | NS      | $28550.50     | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT Inc                             | Sabra Health Care REIT Inc                             | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |       130 | NS      | $2462.20      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International Inc                                 | Digi International Inc                                 | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |        56 | NS      | $2424.24      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks Inc                                   | Extreme Networks Inc                                   | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |       144 | NS      | $2397.60      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Plug Power Inc                                         | Plug Power Inc                                         | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Long             | EC               | CORP              | US        |      1138 | NS      | $2241.86      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Praxis Precision Medicines Inc                         | Praxis Precision Medicines Inc                         | CUSIP: 74006W207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        18 | NS      | $5305.32      | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud Inc                                          | Blackbaud Inc                                          | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |        76 | NS      | $4812.32      | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Secure Inc                                       | Clear Secure Inc                                       | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        76 | NS      | $2666.08      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellium SE                                         | Constellium SE                                         | CUSIP: 000000000<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               | CORP              | FR        |       372 | NS      | $7012.20      | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Scientific Inc                                    | Core Scientific Inc                                    | CUSIP: 21874A106<br>LEI: 5299003RGB2LAZ65RK73 | Long             | EC               | CORP              | US        |       148 | NS      | $2154.88      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc                          | Selective Insurance Group Inc                          | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |        68 | NS      | $5689.56      | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group Inc                                       | Movado Group Inc                                       | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |       118 | NS      | $2433.16      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                         | Ameris Bancorp                                         | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |       384 | NS      | $28519.68     | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd                                       | Essent Group Ltd                                       | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |       488 | NS      | $31724.88     | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Scorpio Tankers Inc                                    | Scorpio Tankers Inc                                    | CUSIP: 000000000<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | MC        |       160 | NS      | $8132.80      | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                                | Pebblebrook Hotel Trust                                | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |       232 | NS      | $2626.24      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Co                                              | Stepan Co                                              | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |       516 | NS      | $24437.76     | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp                                           | Glaukos Corp                                           | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |        24 | NS      | $2709.84      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MiMedx Group Inc                                       | MiMedx Group Inc                                       | CUSIP: 602496101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       362 | NS      | $2450.74      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| D-Wave Quantum Inc                                     | D-Wave Quantum Inc                                     | CUSIP: 26740W109<br>LEI: 5493001U37G4PRD4GW95 | Long             | EC               | CORP              | US        |       254 | NS      | $6642.10      | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Appian Corp                                            | Appian Corp                                            | CUSIP: 03782L101<br>LEI: 529900NIARIFW7HGU386 | Long             | EC               | CORP              | US        |       310 | NS      | $10980.20     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| PagerDuty Inc                                          | PagerDuty Inc                                          | CUSIP: 69553P100<br>LEI: 549300U1SB749EDAGH21 | Long             | EC               | CORP              | US        |       980 | NS      | $12847.80     | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                                   | TTM Technologies Inc                                   | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |       264 | NS      | $18216.00     | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| IBEX Holdings Ltd                                      | IBEX Holdings Ltd                                      | CUSIP: 000000000<br>LEI: 5493000GRFLPVYU2CX17 | Long             | EC               | CORP              | US        |       168 | NS      | $6414.24      | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextpower Inc                                          | Nextpower Inc                                          | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       100 | NS      | $8711.00      | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmark Group Inc                                      | Newmark Group Inc                                      | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1478 | NS      | $25628.52     | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                             | Korn Ferry                                             | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |       170 | NS      | $11223.40     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos Inc                                              | Sonos Inc                                              | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |       132 | NS      | $2317.92      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd                                  | Nabors Industries Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        46 | NS      | $2497.80      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Inc                                               | Dana Inc                                               | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |       270 | NS      | $6415.20      | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp/IN                                | Old National Bancorp/IN                                | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |      1064 | NS      | $23737.84     | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT Defense Properties                                | COPT Defense Properties                                | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |        86 | NS      | $2390.80      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Oklo Inc                                               | Oklo Inc                                               | CUSIP: 02156V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        86 | NS      | $6171.36      | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Restaurants Inc                                   | BJ's Restaurants Inc                                   | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |       494 | NS      | $19463.60     | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics Inc                           | Protagonist Therapeutics Inc                           | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        28 | NS      | $2445.52      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc                                            | Polaris Inc                                            | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |        72 | NS      | $4554.00      | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap Inc                                 | Marcus & Millichap Inc                                 | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |       810 | NS      | $22104.90     | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Editas Medicine Inc                                    | Editas Medicine Inc                                    | CUSIP: 28106W103<br>LEI: 5299000AON4Q9NT2JE42 | Long             | EC               | CORP              | US        |      1034 | NS      | $2119.70      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Angi Inc                                               | Angi Inc                                               | CUSIP: 00183L201<br>LEI: 5493003ENY577E6SZL06 | Long             | EC               | CORP              | US        |       180 | NS      | $2327.40      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc                                            | Progyny Inc                                            | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       154 | NS      | $3954.72      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Co                                            | Moelis & Co                                            | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |        38 | NS      | $2612.12      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| nLight Inc                                             | nLight Inc                                             | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       346 | NS      | $12978.46     | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic Inc                                          | CoreCivic Inc                                          | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |       136 | NS      | $2598.96      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Quantum Computing Inc                                  | Quantum Computing Inc                                  | CUSIP: 74766W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       560 | NS      | $5745.60      | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Energy Fuels Corp                                | Clean Energy Fuels Corp                                | CUSIP: 184499101<br>LEI: 549300MTQB4VUAOPMF71 | Long             | EC               | CORP              | US        |      1304 | NS      | $2738.40      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextdoor Holdings Inc                                  | Nextdoor Holdings Inc                                  | CUSIP: 65345M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3832 | NS      | $8047.20      | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp                                   | Hanmi Financial Corp                                   | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |        90 | NS      | $2432.70      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp                                       | LendingClub Corp                                       | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |       130 | NS      | $2462.20      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Trust Bancorp Inc                            | Community Trust Bancorp Inc                            | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       452 | NS      | $25538.00     | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DNOW Inc                                               | DNOW Inc                                               | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |       866 | NS      | $11474.50     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc/The                                         | Buckle Inc/The                                         | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |       284 | NS      | $15171.28     | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Co                                        | Hecla Mining Co                                        | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |       284 | NS      | $5449.96      | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Lending Corp                                      | Open Lending Corp                                      | CUSIP: 68373J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1368 | NS      | $2120.40      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International Inc                          | Oceaneering International Inc                          | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |        94 | NS      | $2258.82      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrus Energy Corp                                    | Centrus Energy Corp                                    | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Long             | EC               | CORP              | US        |        12 | NS      | $2913.12      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TG Therapeutics Inc                                    | TG Therapeutics Inc                                    | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Long             | EC               | CORP              | US        |        82 | NS      | $2444.42      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Guardant Health Inc                                    | Guardant Health Inc                                    | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |       280 | NS      | $28599.20     | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals Inc                           | Ironwood Pharmaceuticals Inc                           | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |       724 | NS      | $2439.88      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                                | Kite Realty Group Trust                                | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       112 | NS      | $2684.64      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Cat Holdings Inc                                   | Red Cat Holdings Inc                                   | CUSIP: 75644T100<br>LEI: 5493005OGSQW28V2PY05 | Long             | EC               | CORP              | US        |       334 | NS      | $2648.62      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha & Omega Semiconductor Lt                         | Alpha & Omega Semiconductor Ltd                        | CUSIP: 000000000<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | US        |       534 | NS      | $10578.54     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Elliman Inc                                    | Douglas Elliman Inc                                    | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |       974 | NS      | $2308.38      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                               | Fabrinet                                               | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | TH        |         6 | NS      | $2731.68      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Entrada Therapeutics Inc                               | Entrada Therapeutics Inc                               | CUSIP: 29384C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       244 | NS      | $2508.32      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagstar Bank NA                                       | Flagstar Bank NA                                       | CUSIP: 649445400<br>LEI: SS1TRMSN6BRNMOREEV51 | Long             | EC               | CORP              | US        |       406 | NS      | $5111.54      | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co                                     | Graham Holdings Co                                     | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |        14 | NS      | $15380.40     | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| PubMatic Inc                                           | PubMatic Inc                                           | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       588 | NS      | $5215.56      | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                                   | Rush Enterprises Inc                                   | CUSIP: 781846308<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |        68 | NS      | $3825.68      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares Inc                           | Texas Capital Bancshares Inc                           | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |        28 | NS      | $2535.12      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SoundHound AI Inc                                      | SoundHound AI Inc                                      | CUSIP: 836100107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       196 | NS      | $1954.12      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hims & Hers Health Inc                                 | Hims & Hers Health Inc                                 | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Long             | EC               | CORP              | US        |       144 | NS      | $4675.68      | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors Inc                           | Sunstone Hotel Investors Inc                           | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |      1248 | NS      | $11157.12     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| iRhythm Technologies Inc                               | iRhythm Technologies Inc                               | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |       124 | NS      | $22002.56     | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Rhythm Pharmaceuticals Inc                             | Rhythm Pharmaceuticals Inc                             | CUSIP: 76243J105<br>LEI: 529900JPNWXQ8DPLA551 | Long             | EC               | CORP              | US        |        68 | NS      | $7278.72      | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MARA Holdings Inc                                      | MARA Holdings Inc                                      | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Long             | EC               | CORP              | US        |       616 | NS      | $5531.68      | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings Inc                                  | Cinemark Holdings Inc                                  | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |       114 | NS      | $2649.36      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity Inc                                       | HealthEquity Inc                                       | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |        28 | NS      | $2565.08      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Natural Resources Inc                             | Core Natural Resources Inc                             | CUSIP: 218937100<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |        46 | NS      | $4071.46      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corp                                    | PotlatchDeltic Corp                                    | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |        64 | NS      | $2545.92      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kura Oncology Inc                                      | Kura Oncology Inc                                      | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |      1042 | NS      | $10826.38     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin Inc                                | Alexander & Baldwin Inc                                | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       996 | NS      | $20557.44     | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Phreesia Inc                                           | Phreesia Inc                                           | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |       124 | NS      | $2098.08      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corp                                   | Mercury General Corp                                   | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |       300 | NS      | $28218.00     | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Joby Aviation Inc                                      | Joby Aviation Inc                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       294 | NS      | $3880.80      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| RealReal Inc/The                                       | RealReal Inc/The                                       | CUSIP: 88339P101<br>LEI: 549300O00VUGT4H1PE90 | Long             | EC               | CORP              | US        |       180 | NS      | $2840.40      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corp                                   | Wabash National Corp                                   | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |       342 | NS      | $2958.30      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc                                     | Liberty Energy Inc                                     | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       482 | NS      | $8897.72      | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR Inc                                            | NETGEAR Inc                                            | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |        94 | NS      | $2305.82      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                                     | UFP Industries Inc                                     | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |        28 | NS      | $2549.40      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| 8x8 Inc                                                | 8x8 Inc                                                | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |      3662 | NS      | $7214.14      | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc                                  | Jackson Financial Inc                                  | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |       316 | NS      | $33701.40     | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                                    | Meritage Homes Corp                                    | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |        76 | NS      | $5000.80      | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Caledonia Mining Corp PLC                              | Caledonia Mining Corp PLC                              | CUSIP: 000000000<br>LEI: 21380093ZBI4BFM75Y51 | Long             | EC               | CORP              | ZA        |       154 | NS      | $4030.18      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp                                             | Cabot Corp                                             | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |        40 | NS      | $2651.20      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastern Bankshares Inc                                 | Eastern Bankshares Inc                                 | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |       594 | NS      | $10947.42     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Arteris Inc                                            | Arteris Inc                                            | CUSIP: 04302A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       144 | NS      | $2232.00      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadian Asset Management Inc                           | Acadian Asset Management Inc                           | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |       116 | NS      | $5452.00      | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Gulfport Energy Corp                                   | Gulfport Energy Corp                                   | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |        12 | NS      | $2495.88      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co                           | Portland General Electric Co                           | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |        52 | NS      | $2495.48      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Esperion Therapeutics Inc                              | Esperion Therapeutics Inc                              | CUSIP: 29664W105<br>LEI: 549300OFU56UKEWVUS92 | Long             | EC               | CORP              | US        |       672 | NS      | $2486.40      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer Aviation Inc                                    | Archer Aviation Inc                                    | CUSIP: 03945R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       292 | NS      | $2195.84      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group Inc                                  | United Fire Group Inc                                  | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        72 | NS      | $2617.20      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                                | KB Home                                                | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |       160 | NS      | $9025.60      | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigetti Computing Inc                                  | Rigetti Computing Inc                                  | CUSIP: 76655K103<br>LEI: 52990024JHY459DH8W71 | Long             | EC               | CORP              | US        |       272 | NS      | $6024.80      | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Ribbon Communications Inc                              | Ribbon Communications Inc                              | CUSIP: 762544104<br>LEI: 549300L1E8Z8RL7CUL52 | Long             | EC               | CORP              | US        |       866 | NS      | $2494.08      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs Inc                                         | Proto Labs Inc                                         | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |       500 | NS      | $25295.00     | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Fuels Inc/Canada                                | Energy Fuels Inc/Canada                                | CUSIP: 292671708<br>LEI: 529900P0GCATXMGK8I62 | Long             | EC               | CORP              | US        |       260 | NS      | $3780.40      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Strattec Security Corp                                 | Strattec Security Corp                                 | CUSIP: 863111100<br>LEI: 549300Z394OP8S8TSR40 | Long             | EC               | CORP              | US        |        84 | NS      | $6395.76      | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc                               | United Natural Foods Inc                               | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |        74 | NS      | $2491.58      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Credo Technology Group Holding                         | Credo Technology Group Holding Ltd                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       174 | NS      | $25036.86     | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc                                      | PROG Holdings Inc                                      | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |        86 | NS      | $2536.14      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp                                            | Avista Corp                                            | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |       198 | NS      | $7630.92      | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises Inc                                | Nu Skin Enterprises Inc                                | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |       742 | NS      | $7138.04      | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Street Interactive Inc                            | Rush Street Interactive Inc                            | CUSIP: 782011100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       452 | NS      | $8782.36      | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                              | Taylor Morrison Home Corp                              | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |       130 | NS      | $7653.10      | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                                 | Lumen Technologies Inc                                 | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |       304 | NS      | $2362.08      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynavax Technologies Corp                              | Dynavax Technologies Corp                              | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |       230 | NS      | $3537.40      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co                                             | Tennant Co                                             | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |       180 | NS      | $13266.00     | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc                                   | Warrior Met Coal Inc                                   | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |        46 | NS      | $4055.82      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                                          | M/I Homes Inc                                          | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |       104 | NS      | $13306.80     | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Commvault Systems Inc                                  | Commvault Systems Inc                                  | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |        22 | NS      | $2757.92      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Astronics Corp                                         | Astronics Corp                                         | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |       232 | NS      | $12583.68     | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment Inc                                      | AeroVironment Inc                                      | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |        26 | NS      | $6289.14      | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BioCryst Pharmaceuticals Inc                           | BioCryst Pharmaceuticals Inc                           | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |      2056 | NS      | $16036.80     | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp                                    | Peabody Energy Corp                                    | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |        88 | NS      | $2613.60      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co                                 | Abercrombie & Fitch Co                                 | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |        40 | NS      | $5034.80      | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurinia Pharmaceuticals Inc                            | Aurinia Pharmaceuticals Inc                            | CUSIP: 05156V102<br>LEI: 5299008YP2BW4570ML28 | Long             | EC               | CORP              | CA        |       162 | NS      | $2583.90      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Sciences Inc                                    | Kodiak Sciences Inc                                    | CUSIP: 50015M109<br>LEI: 254900IXI5NI8C9OQE24 | Long             | EC               | CORP              | US        |       148 | NS      | $4138.08      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc                                            | SkyWest Inc                                            | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |       276 | NS      | $27713.16     | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cidara Therapeutics Inc                                | Cidara Therapeutics Inc                                | CUSIP: 171757206<br>LEI: 549300IHQ9Z7RI1X2D22 | Long             | EC               | CORP              | US        |        12 | NS      | $2650.68      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Avadel Pharmaceuticals PLC                             | Avadel Pharmaceuticals PLC                             | CUSIP: 000000000<br>LEI: 549300E27PTSG2RHC762 | Long             | EC               | CORP              | IE        |       792 | NS      | $17067.60     | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| IES Holdings Inc                                       | IES Holdings Inc                                       | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |         6 | NS      | $2334.12      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Institutional US Government Money Market Fund | Franklin Institutional US Government Money Market Fund | CUSIP: 457756500<br>LEI: 549300M4TP89K77LG374 | Long             | STIV             | RF                | US        |      3524 | NS      | $3524.38      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Ltd                                            | Valaris Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       472 | NS      | $23788.80     | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Eos Energy Enterprises Inc                             | Eos Energy Enterprises Inc                             | CUSIP: 29415C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       168 | NS      | $1925.28      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NuScale Power Corp                                     | NuScale Power Corp                                     | CUSIP: 67079K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       118 | NS      | $1672.06      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| loanDepot Inc                                          | loanDepot Inc                                          | CUSIP: 53946R106<br>LEI: 5493003261L42OH8RK59 | Long             | EC               | CORP              | US        |      1746 | NS      | $3614.22      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Noble Corp PLC                                         | Noble Corp PLC                                         | CUSIP: 000000000<br>LEI: 549300I3HBUNXO0OG954 | Long             | EC               | CORP              | US        |        78 | NS      | $2202.72      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleanspark Inc                                         | Cleanspark Inc                                         | CUSIP: 18452B209<br>LEI: 254900VO7KBRJQDGY810 | Long             | EC               | CORP              | US        |       346 | NS      | $3501.52      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoke Therapeutics Inc                                 | Stoke Therapeutics Inc                                 | CUSIP: 86150R107<br>LEI: 549300RD25SS2DIJHJ67 | Long             | EC               | CORP              | US        |        82 | NS      | $2602.68      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Lakes Dredge & Dock Corp                         | Great Lakes Dredge & Dock Corp                         | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |       442 | NS      | $5799.04      | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyliion Holdings Corp                                  | Hyliion Holdings Corp                                  | CUSIP: 449109107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1822 | NS      | $3352.48      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                                   | Commercial Metals Co                                   | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |       470 | NS      | $32533.40     | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International Inc                              | Brinker International Inc                              | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |        18 | NS      | $2583.36      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Kodak Co                                       | Eastman Kodak Co                                       | CUSIP: 277461406<br>LEI: 549300P7J8F3SSMY3E81 | Long             | EC               | CORP              | US        |       286 | NS      | $2419.56      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries Inc                                   | Astec Industries Inc                                   | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |       572 | NS      | $24779.04     | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Advantage Corp                                   | First Advantage Corp                                   | CUSIP: 31846B108<br>LEI: 549300RNJ0PXU8FP7D06 | Long             | EC               | CORP              | US        |       608 | NS      | $8834.24      | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Novocure Ltd                                           | Novocure Ltd                                           | CUSIP: 000000000<br>LEI: 213800YPP55UMHWA4826 | Long             | EC               | CORP              | JE        |       390 | NS      | $5042.70      | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Coursera Inc                                           | Coursera Inc                                           | CUSIP: 22266M104<br>LEI: 984500573CA1QB7DAC30 | Long             | EC               | CORP              | US        |       424 | NS      | $3120.64      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Aerogels Inc                                     | Aspen Aerogels Inc                                     | CUSIP: 04523Y105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       708 | NS      | $2003.64      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor Inc                                         | FormFactor Inc                                         | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |       146 | NS      | $8143.88      | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Manitowoc Co Inc/The                                   | Manitowoc Co Inc/The                                   | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |       720 | NS      | $8632.80      | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial Inc                          | Capitol Federal Financial Inc                          | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3854 | NS      | $26245.74     | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                                   | LXP Industrial Trust                                   | CUSIP: 529043408<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |       404 | NS      | $20030.32     | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp                                  | ProPetro Holding Corp                                  | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       230 | NS      | $2187.30      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp                                             | Fluor Corp                                             | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |       482 | NS      | $19101.66     | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc                            | Pediatrix Medical Group Inc                            | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       616 | NS      | $13176.24     | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Borr Drilling Ltd                                      | Borr Drilling Ltd                                      | CUSIP: 000000000<br>LEI: 213800J2JPCTXLHQ5R78 | Long             | EC               | CORP              | BM        |       618 | NS      | $2490.54      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Celcuity Inc                                           | Celcuity Inc                                           | CUSIP: 15102K100<br>LEI: 25490070W7UU7W2SEY87 | Long             | EC               | CORP              | US        |        24 | NS      | $2393.76      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GCM Grosvenor Inc                                      | GCM Grosvenor Inc                                      | CUSIP: 36831E108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1460 | NS      | $16527.20     | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics Inc                                    | Myriad Genetics Inc                                    | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |       994 | NS      | $6113.10      | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp                                            | Avient Corp                                            | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |       894 | NS      | $27928.56     | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Solutions International                          | Power Solutions International Inc                      | CUSIP: 73933G202<br>LEI: 549300JWGWDXC70SNH31 | Long             | EC               | CORP              | US        |       166 | NS      | $9485.24      | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Hut 8 Corp                                             | Hut 8 Corp                                             | CUSIP: 44812J104<br>LEI: 98450066FEF9C1D3FC20 | Long             | EC               | CORP              | US        |        60 | NS      | $2756.40      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife Ltd                                          | Herbalife Ltd                                          | CUSIP: 000000000<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               | CORP              | US        |       430 | NS      | $5542.70      | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory Inc/The                             | Cheesecake Factory Inc/The                             | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |        54 | NS      | $2725.92      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Telos Corp                                             | Telos Corp                                             | CUSIP: 87969B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       460 | NS      | $2346.00      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Garrett Motion Inc                                     | Garrett Motion Inc                                     | CUSIP: 366505105<br>LEI: 549300LS5WT7EMBNV724 | Long             | EC               | CORP              | CH        |       756 | NS      | $13177.08     | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA Technologies Inc                                 | TETRA Technologies Inc                                 | CUSIP: 88162F105<br>LEI: 549300T5W131705EK832 | Long             | EC               | CORP              | US        |       570 | NS      | $5340.90      | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Maze Therapeutics Inc                                  | Maze Therapeutics Inc                                  | CUSIP: 578784100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        60 | NS      | $2485.80      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluence Energy Inc                                     | Fluence Energy Inc                                     | CUSIP: 34379V103<br>LEI: 25490043LHZ97BT5PP29 | Long             | EC               | CORP              | US        |       106 | NS      | $2096.68      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloom Energy Corp                                      | Bloom Energy Corp                                      | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |       208 | NS      | $18073.12     | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Avidity Biosciences Inc                                | Avidity Biosciences Inc                                | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        98 | NS      | $7068.74      | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| National Beverage Corp                                 | National Beverage Corp                                 | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |       120 | NS      | $3826.80      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc                                                | Box Inc                                                | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |       906 | NS      | $27098.46     | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets Inc                                     | Ingles Markets Inc                                     | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |        34 | NS      | $2330.70      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Castle Biosciences Inc                                 | Castle Biosciences Inc                                 | CUSIP: 14843C105<br>LEI: 2549007M2Q4HLR1XD252 | Long             | EC               | CORP              | US        |        66 | NS      | $2567.40      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgebio Pharma Inc                                   | Bridgebio Pharma Inc                                   | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |       326 | NS      | $24935.74     | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coeur Mining Inc                                       | Coeur Mining Inc                                       | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |       158 | NS      | $2817.14      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments Inc                                  | Veeco Instruments Inc                                  | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |        80 | NS      | $2286.40      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas Inc                                            | ONE Gas Inc                                            | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |       368 | NS      | $28428.00     | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education Inc                                 | Laureate Education Inc                                 | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |       194 | NS      | $6531.98      | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corp                                     | Varex Imaging Corp                                     | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |       896 | NS      | $10438.40     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Eventbrite Inc                                         | Eventbrite Inc                                         | CUSIP: 29975E109<br>LEI: 549300N6XBV2B1FAUF55 | Long             | EC               | CORP              | US        |      1254 | NS      | $5580.30      | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corp                                             | Vicor Corp                                             | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |        38 | NS      | $4164.80      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                            | OFG Bancorp                                            | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |        62 | NS      | $2540.76      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc                         | Virtus Investment Partners Inc                         | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |        34 | NS      | $5547.10      | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc                                             | Atkore Inc                                             | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |        88 | NS      | $5566.00      | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc                               | Resideo Technologies Inc                               | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |        74 | NS      | $2598.88      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Amicus Therapeutics Inc                                | Amicus Therapeutics Inc                                | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |       254 | NS      | $3616.96      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy Inc                                         | CVR Energy Inc                                         | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |       110 | NS      | $2798.40      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cipher Mining Inc                                      | Cipher Mining Inc                                      | CUSIP: 17253J106<br>LEI: 254900QABG5HCQZ28A17 | Long             | EC               | CORP              | US        |       210 | NS      | $3099.60      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                                           | Alkermes PLC                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       296 | NS      | $8282.08      | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcutis Biotherapeutics Inc                            | Arcutis Biotherapeutics Inc                            | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       122 | NS      | $3542.88      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp                                          | EchoStar Corp                                          | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |       128 | NS      | $13913.60     | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp                                | Perdoceo Education Corp                                | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |       700 | NS      | $20531.00     | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| GeneDx Holdings Corp                                   | GeneDx Holdings Corp                                   | CUSIP: 81663L200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        56 | NS      | $7283.36      | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc                                         | Kennametal Inc                                         | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |        90 | NS      | $2556.90      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp                                            | Kohl's Corp                                            | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |       640 | NS      | $13062.40     | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Krystal Biotech Inc                                    | Krystal Biotech Inc                                    | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Long             | EC               | CORP              | US        |        18 | NS      | $4437.72      | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave Inc                                               | Dave Inc                                               | CUSIP: 23834J201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        44 | NS      | $9742.04      | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corp                                   | Kaiser Aluminum Corp                                   | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        44 | NS      | $5053.84      | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp                                 | Primoris Services Corp                                 | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |       224 | NS      | $27807.36     | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Crinetics Pharmaceuticals Inc                          | Crinetics Pharmaceuticals Inc                          | CUSIP: 22663K107<br>LEI: 549300Q1CNFXK5P31D28 | Long             | EC               | CORP              | US        |        54 | NS      | $2513.70      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kforce Inc                                             | Kforce Inc                                             | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |        84 | NS      | $2597.28      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Oscar Health Inc                                       | Oscar Health Inc                                       | CUSIP: 687793109<br>LEI: 254900AE8KDLFDOPKZ19 | Long             | EC               | CORP              | US        |       150 | NS      | $2155.50      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| IDT Corp                                               | IDT Corp                                               | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |       364 | NS      | $18640.44     | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke & Soffa Industries Inc                         | Kulicke & Soffa Industries Inc                         | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | SG        |       480 | NS      | $21868.80     | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                                         | PBF Energy Inc                                         | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |       148 | NS      | $4013.76      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Tactile Systems Technology Inc                         | Tactile Systems Technology Inc                         | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               | CORP              | US        |       198 | NS      | $5742.00      | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CRISPR Therapeutics AG                                 | CRISPR Therapeutics AG                                 | CUSIP: 000000000<br>LEI: 506700O6IRRIQLT3W370 | Long             | EC               | CORP              | CH        |        44 | NS      | $2307.36      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Analytics Holdings                          | Clearwater Analytics Holdings Inc                      | CUSIP: 185123106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       116 | NS      | $2797.92      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc                                  | Customers Bancorp Inc                                  | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |       112 | NS      | $8189.44      | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholar Rock Holding Corp                              | Scholar Rock Holding Corp                              | CUSIP: 80706P103<br>LEI: 549300Z1FLPGL4OWJ459 | Long             | EC               | CORP              | US        |        56 | NS      | $2466.80      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc                           | Bread Financial Holdings Inc                           | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |       386 | NS      | $28575.58     | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Agios Pharmaceuticals Inc                              | Agios Pharmaceuticals Inc                              | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |       132 | NS      | $3593.04      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp/MI                               | Independent Bank Corp/MI                               | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       248 | NS      | $8067.44      | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| World Acceptance Corp                                  | World Acceptance Corp                                  | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        68 | NS      | $9546.52      | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Zymeworks Inc                                          | Zymeworks Inc                                          | CUSIP: 98985Y108<br>LEI: 894500AHOYAGYLYZJL67 | Long             | EC               | CORP              | US        |        94 | NS      | $2475.02      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc                                   | Urban Outfitters Inc                                   | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |       104 | NS      | $7827.04      | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc                             | Southwest Gas Holdings Inc                             | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               | CORP              | US        |        32 | NS      | $2560.64      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Group SGHC Ltd                                   | Super Group SGHC Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GG        |       654 | NS      | $7815.30      | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Indivior PLC                                           | Indivior PLC                                           | CUSIP: 000000000<br>LEI: 213800V3NCQTY7IED471 | Long             | EC               | CORP              | GB        |       428 | NS      | $15356.64     | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Globalstar Inc                                         | Globalstar Inc                                         | CUSIP: 378973507<br>LEI: 549300NEX8I0MSOW0R64 | Long             | EC               | CORP              | US        |        38 | NS      | $2319.52      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-25

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

**Signature:** Monica Krogh

**Name of Signer:** Monica Krogh

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