# EDGAR Filing Document

**Accession Number:** 0001655589
**File Stem:** 0000940400-26-020728
**Filing Date:** 2026-5
**Character Count:** 106088
**Document Hash:** 8fb1ab2b9e02db39749edc53b5ee1f9c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-020728.hdr.sgml**: 20260521

**ACCESSION NUMBER**: 0000940400-26-020728

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260521

**DATE AS OF CHANGE**: 20260521

**PERIOD START**: 20260331

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23124
- **FILM NUMBER:** 261008657

**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 |  |

## 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:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $112541791.62

**Total Liabilities:** $42534.41

**Net Assets:** $112499257.21

**Cash Not Reported:** $0.12

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000266461 | 5.36%                | 0.39%                | -4.99%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $155770.10               | $-671843.26                                |
| Month 2  | $1071894.80              | $-860922.35                                |
| Month 3  | $102912.02               | $-6149975.53                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Pebblebrook Hotel Trust                    | Pebblebrook Hotel Trust COM                        | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |     10556 | NS      | $133322.28    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Natural Resources Inc.                | Core Natural Resources Inc. COM SHS                | CUSIP: 218937100<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |     14266 | NS      | $1494078.18   | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| The Realreal Inc                           | The Realreal Inc COM                               | CUSIP: 88339P101<br>LEI: 549300O00VUGT4H1PE90 | Long             | EC               | CORP              | US        |      8190 | NS      | $74365.20     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Street Interactive Inc                | Rush Street Interactive Inc COM                    | CUSIP: 782011100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20566 | NS      | $447310.50    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| National Health Investors, Inc.            | National Health Investors, Inc. COM                | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               | CORP              | US        |      1370 | NS      | $110778.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Soleno Therapeutics Inc                    | Soleno Therapeutics Inc COM                        | CUSIP: 834203309<br>LEI: 5493003LCY77N7FXK844 | Long             | EC               | CORP              | US        |      2880 | NS      | $96422.40     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LEGENCE CORP                               | Legence Corp. CL A                                 | CUSIP: 52476L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2609 | NS      | $147304.14    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AnaptysBio Inc.                            | AnaptysBio Inc. COM                                | CUSIP: 032724106<br>LEI: 529900HH4WQT03IG1A12 | Long             | EC               | CORP              | US        |      2192 | NS      | $121568.32    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadian Asset Management Inc               | Acadian Asset Management Inc COM                   | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |     19842 | NS      | $1079801.64   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp.                              | Sylvamo Corp. COMMON STOCK                         | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |     10842 | NS      | $457966.08    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| GIGACLOUD TECHNOLOGY INC                   | GigaCloud Technology Inc. CLASS A ORD              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      2912 | NS      | $132146.56    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                               | Alkermes PLC SHS                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      3855 | NS      | $136312.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmark Group Inc                          | Newmark Group Inc CL A                             | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67249 | NS      | $1008062.51   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises Inc.                   | Insight Enterprises Inc. COM                       | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |      1426 | NS      | $95556.26     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Marex Group Plc                            | Marex Group Plc ORD                                | CUSIP: 000000000<br>LEI: 549300DWX0SVICJAL507 | Long             | EC               | CORP              | GB        |      3016 | NS      | $134453.28    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Elliman Inc                        | Douglas Elliman Inc COM                            | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |     44317 | NS      | $72679.88     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthequity Inc                           | Healthequity Inc COM                               | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |      1274 | NS      | $106468.18    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp.                    | Primoris Services Corp. COM                        | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |      9247 | NS      | $1322690.88   | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Kodak Company                      | Eastman Kodak Company COM NEW                      | CUSIP: 277461406<br>LEI: 549300P7J8F3SSMY3E81 | Long             | EC               | CORP              | US        |     13013 | NS      | $117767.65    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc                         | Liberty Energy Inc COM CL A                        | CUSIP: 53115L104<br>LEI: 254900PKFJW6RILDCM60 | Long             | EC               | CORP              | US        |     21931 | NS      | $631612.80    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc.                                  | Moog Inc. CL A                                     | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |       419 | NS      | $122616.16    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Commvault Systems Inc.                     | Commvault Systems Inc. COM                         | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |      1001 | NS      | $77967.89     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries Inc.                      | Astec Industries Inc. COM                          | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |      7759 | NS      | $417744.56    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises Inc.                    | Werner Enterprises Inc. COM                        | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |      3515 | NS      | $103376.15    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Monte Rosa Therapeutics Inc                | Monte Rosa Therapeutics Inc COM                    | CUSIP: 61225M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20839 | NS      | $342801.55    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| GULFPORT ENERGY CORP                       | Gulfport Energy Operating Corp. COMMON SHARES      | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |      8173 | NS      | $1729161.61   | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc                               | Innospec Inc COM                                   | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |      3515 | NS      | $256665.30    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Strattec Security Corp.                    | Strattec Security Corp. COM                        | CUSIP: 863111100<br>LEI: 549300Z394OP8S8TSR40 | Long             | EC               | CORP              | US        |      3822 | NS      | $299415.48    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Trust Bancorp Inc                | Community Trust Bancorp Inc COM                    | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2013 | NS      | $122229.36    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc                              | O-I Glass Inc COM                                  | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7628 | NS      | $80170.28     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Playtika Holding Corp                      | Playtika Holding Corp COM                          | CUSIP: 72815L107<br>LEI: 254900E35Z4TKA4UFG64 | Long             | EC               | CORP              | US        |    196827 | NS      | $547179.06    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Adma Biologics Inc                         | Adma Biologics Inc COM                             | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9282 | NS      | $83630.82     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc.                            | BankUnited Inc. COM                                | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     28392 | NS      | $1282182.72   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd.                          | Essent Group Ltd. COM                              | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |      3083 | NS      | $180170.52    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports and Outdoors Inc            | Academy Sports and Outdoors Inc COM                | CUSIP: 00402L107<br>LEI: 529900HST589BD301M91 | Long             | EC               | CORP              | US        |      2758 | NS      | $155689.10    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloom Energy Corporation                   | Bloom Energy Corporation COM CL A                  | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |     18144 | NS      | $2458330.56   | 2.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc                 | Southwest Gas Holdings Inc COM                     | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               | CORP              | US        |      1456 | NS      | $126526.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc.                  | Axcelis Technologies Inc. COM NEW                  | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |      1274 | NS      | $118583.92    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc                                | Progyny Inc COM                                    | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7007 | NS      | $118978.86    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SUPER GROUP (SGHC) LTD                     | Super Group Sghc Limited ORD SHS                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GG        |     29757 | NS      | $321375.60    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTERIS INC                                | Arteris Inc. COM                                   | CUSIP: 04302A104<br>LEI: 5299009413BJXLY5SM79 | Long             | EC               | CORP              | US        |      6552 | NS      | $107714.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                                 | Qualys Inc COM                                     | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |      6461 | NS      | $567598.85    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                             | PBF Energy Inc CL A                                | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |      3858 | NS      | $183717.96    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp.                               | Kohl's Corp. COM                                   | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     66790 | NS      | $861591.00    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc              | Arrowhead Pharmaceuticals Inc COM                  | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |      2093 | NS      | $131231.10    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Astronics Corp.                            | Astronics Corp. COM                                | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |     16396 | NS      | $1094105.08   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud Inc                              | Blackbaud Inc COM                                  | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |      3458 | NS      | $133513.38    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENT BANK CORP (MICHIGAN)           | Independent Bank Corp Michigan COM NEW             | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3559 | NS      | $118514.70    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Daily Journal Corp.                        | Daily Journal Corp. COM                            | CUSIP: 233912104<br>LEI: 2549004ASTNVLR8YWZ33 | Long             | EC               | CORP              | US        |       509 | NS      | $245511.06    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Sciences Inc                        | Kodiak Sciences Inc COM                            | CUSIP: 50015M109<br>LEI: 254900IXI5NI8C9OQE24 | Long             | EC               | CORP              | US        |      6734 | NS      | $256700.08    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Site Centers Corp                          | Site Centers Corp COM                              | CUSIP: 82981J851<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |     18354 | NS      | $99111.60     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tarsus Pharmaceuticals Inc                 | Tarsus Pharmaceuticals Inc COM                     | CUSIP: 87650L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1637 | NS      | $114835.55    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SITIME CORP                                | Sitime Corporation COM                             | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3029 | NS      | $1046065.15   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Amicus Therapeutics Inc.                   | Amicus Therapeutics Inc. COM                       | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |     11557 | NS      | $167114.22    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Skywest Inc                                | Skywest Inc COM                                    | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |     12558 | NS      | $1153201.14   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corporation                     | Murphy Oil Corporation COM                         | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |      3568 | NS      | $147180.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamond Hill Investment Group Inc.         | Diamond Hill Investment Group Inc. COM NEW         | CUSIP: 25264R207<br>LEI: 549300AQ6779A0B7VZ57 | Long             | EC               | CORP              | US        |      2558 | NS      | $440231.80    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                 | Korn Ferry COM NEW                                 | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |     17572 | NS      | $1106157.40   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| IRHYTHM HOLDINGS INC                       | iRhythm Holdings Inc. COM                          | CUSIP: 450056106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5642 | NS      | $665868.84    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoals Technologies Group Inc              | Shoals Technologies Group Inc CL A                 | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11936 | NS      | $78538.88     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc                                 | Atkore Inc COM                                     | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |      1823 | NS      | $107392.93    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Inc                           | Cytokinetics Inc COM NEW                           | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |      1820 | NS      | $119956.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTDOOR HOLDINGS INC                      | Nextdoor Holdings Inc. COM CL A                    | CUSIP: 65345M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    174356 | NS      | $244098.40    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Company                       | Hecla Mining Company COM                           | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |      6102 | NS      | $113680.26    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                             | Ameris Bancorp COM                                 | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |     16000 | NS      | $1247840.00   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hovnanian Enterprises, Inc.                | Hovnanian Enterprises, Inc. CL A NEW               | CUSIP: 442487401<br>LEI: 549300805N4EF0ROBT53 | Long             | EC               | CORP              | US        |       927 | NS      | $102813.57    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc.                 | Merit Medical Systems Inc. COM                     | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |      1493 | NS      | $102912.49    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries, Inc.           | Advanced Energy Industries, Inc. COM               | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |       467 | NS      | $150705.57    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Acm Research Inc                           | Acm Research Inc COM CL A                          | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Long             | EC               | CORP              | US        |      1855 | NS      | $72994.25     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Garrett Motion Inc                         | Garrett Motion Inc COM                             | CUSIP: 366505105<br>LEI: 549300LS5WT7EMBNV724 | Long             | EC               | CORP              | US        |     34398 | NS      | $625011.66    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Zymeworks Inc                              | Zymeworks Inc COM                                  | CUSIP: 98985Y108<br>LEI: 894500AHOYAGYLYZJL67 | Long             | EC               | CORP              | US        |      4277 | NS      | $107096.08    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co.                | DiamondRock Hospitality Co. COM                    | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |     37579 | NS      | $352115.23    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Ribbon Communications Inc.                 | Ribbon Communications Inc. COM                     | CUSIP: 762544104<br>LEI: 549300L1E8Z8RL7CUL52 | Long             | EC               | CORP              | US        |     39403 | NS      | $83534.36     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust Inc.     | Essential Properties Realty Trust Inc. COM         | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |      3731 | NS      | $113273.16    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen And Steers Inc.                      | Cohen And Steers Inc. COM                          | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |      1820 | NS      | $113841.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulcrum Therapeutics Inc                   | Fulcrum Therapeutics Inc COM                       | CUSIP: 359616109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10372 | NS      | $79553.24     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings Inc.                     | Cinemark Holdings Inc. COM                         | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |      5187 | NS      | $147933.24    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgebio Pharma Inc                       | Bridgebio Pharma Inc COM                           | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |     21925 | NS      | $1628150.50   | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                       | TTM Technologies Inc COM                           | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |      1193 | NS      | $116222.06    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corp                                 | Vicor Corp COM                                     | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |       827 | NS      | $133147.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankwell Financial Group, Inc.             | Bankwell Financial Group, Inc. COM                 | CUSIP: 06654A103<br>LEI: 5493004NUBQXPY84NX67 | Long             | EC               | CORP              | US        |      2657 | NS      | $128917.64    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corporation                          | Cabot Corporation COM                              | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |      1820 | NS      | $137064.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Rock Resorts Inc                       | Red Rock Resorts Inc CL A                          | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2093 | NS      | $111682.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Rhythm Pharmaceuticals Inc                 | Rhythm Pharmaceuticals Inc COM                     | CUSIP: 76243J105<br>LEI: 529900JPNWXQ8DPLA551 | Long             | EC               | CORP              | US        |     13080 | NS      | $1137567.60   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyliion Holdings Corp                      | Hyliion Holdings Corp COMMON STOCK                 | CUSIP: 449109107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54053 | NS      | $95133.28     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BJS Restaurants In                         | BJS Restaurants In COM                             | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |     22477 | NS      | $788942.70    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Adaptive Biotechnologies Corp              | Adaptive Biotechnologies Corp COM                  | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |      6772 | NS      | $93995.36     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Secure Inc                           | Clear Secure Inc COM CL A                          | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3458 | NS      | $167401.78    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTRADA THERAPEUTICS INC                   | Entrada Therapeutics Inc. COM                      | CUSIP: 29384C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11102 | NS      | $140107.24    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs Inc                             | Proto Labs Inc COM                                 | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |     22750 | NS      | $1297205.00   | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurinia Pharmaceuticals Inc                | Aurinia Pharmaceuticals Inc COM                    | CUSIP: 05156V102<br>LEI: 5299008YP2BW4570ML28 | Long             | EC               | CORP              | CA        |      7371 | NS      | $109238.22    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Company          | Portland General Electric Company COM NEW          | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |      2366 | NS      | $124853.82    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| IES Holdings Inc.                          | IES Holdings Inc. COM                              | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |      3357 | NS      | $1599509.79   | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Krystal Biotech Inc                        | Krystal Biotech Inc COM                            | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Long             | EC               | CORP              | US        |       462 | NS      | $119343.84    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc                                 | Buckle Inc COM                                     | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |     29643 | NS      | $1492821.48   | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Carters Inc.                               | Carters Inc. COM                                   | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |     11830 | NS      | $423040.80    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corporation                | Wabash National Corporation COM                    | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |     15561 | NS      | $134135.82    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HERBALIFE LTD                              | Herbalife Ltd. COM SHS                             | CUSIP: 000000000<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               | CORP              | KY        |     76203 | NS      | $1121708.16   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NLIGHT INC                                 | Nlight Inc. COM                                    | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28885 | NS      | $1647022.70   | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Agios Pharmaceuticals Inc                  | Agios Pharmaceuticals Inc COM                      | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |      6006 | NS      | $203182.98    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp.                   | Valley National Bancorp. COM                       | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |    118995 | NS      | $1461258.60   | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Kura Oncology Inc.                         | Kura Oncology Inc. COM                             | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |     13534 | NS      | $110031.42    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Guardant Health Inc                        | Guardant Health Inc COM                            | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |     19073 | NS      | $1761773.01   | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp.                      | Hanmi Financial Corp. COM NEW                      | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |      4095 | NS      | $107944.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Insurance Holdings Inc           | Universal Insurance Holdings Inc COM               | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |      3896 | NS      | $133087.36    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BioCryst Pharmaceuticals Inc.              | BioCryst Pharmaceuticals Inc. COM                  | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |     16268 | NS      | $154871.36    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MIMEDX GROUP INC                           | MiMedx Group Inc. COM                              | CUSIP: 602496101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16471 | NS      | $65060.45     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Inc.                                | Tanger Inc. COM                                    | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |      3476 | NS      | $118114.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NWPX Infrastructure Inc.                   | NWPX Infrastructure Inc. COM                       | CUSIP: 667746101<br>LEI: 54930056VW2CRCZ9RE54 | Long             | EC               | CORP              | US        |      1739 | NS      | $135398.54    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Daktronics Inc.                            | Daktronics Inc. COM                                | CUSIP: 234264109<br>LEI: 549300IOLZ3SG5YUJ288 | Long             | EC               | CORP              | US        |      5495 | NS      | $107427.25    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                        | Meritage Homes Corp COM                            | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |      1542 | NS      | $95357.28     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chatham Lodging Trust                      | Chatham Lodging Trust COM                          | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17563 | NS      | $138220.81    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Amneal Pharmaceuticals Inc                 | Amneal Pharmaceuticals Inc COM STK CL A            | CUSIP: 03168L105<br>LEI: 549300VV176ZO5WQHZ61 | Long             | EC               | CORP              | US        |      9133 | NS      | $113523.19    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus Inc                               | Cargurus Inc COM CL A                              | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |      3185 | NS      | $108449.25    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc.                             | M/I Homes Inc. COM                                 | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |      4732 | NS      | $579433.40    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co.                  | American States Water Co. COM                      | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |     15743 | NS      | $1190485.66   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Maze Therapeutics Inc                      | Maze Therapeutics Inc COM                          | CUSIP: 578784100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2730 | NS      | $81490.50     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc.                         | PROG Holdings Inc. COM NPV                         | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |      3913 | NS      | $112263.97    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Formfactor Inc                             | Formfactor Inc COM                                 | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |     16235 | NS      | $1574632.65   | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron, Inc.                                | Itron, Inc. COM                                    | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |      1193 | NS      | $106928.59    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of N.T. Butterfield & Son Limited | The Bank of N.T. Butterfield & Son Limited SHS NEW | CUSIP: 000000000<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | BM        |      2366 | NS      | $124167.68    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc.                      | Rush Enterprises Inc. CL B                         | CUSIP: 781846308<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |      3094 | NS      | $199098.90    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Udemy Inc.                                 | Udemy Inc. COM                                     | CUSIP: 902685106<br>LEI: 2549000T304QU9SAM180 | Long             | EC               | CORP              | US        |     21749 | NS      | $100480.38    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| IBEX LTD                                   | Ibex Ltd. SHS NEW                                  | CUSIP: 000000000<br>LEI: 5493000GRFLPVYU2CX17 | Long             | EC               | CORP              | BM        |      4113 | NS      | $110310.66    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                           | NMI Holdings Inc COM                               | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |      3201 | NS      | $120069.51    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                         | UFP Industries Inc COM                             | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     13443 | NS      | $1238369.16   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners Inc.                          | PJT Partners Inc. COM CL A                         | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |       800 | NS      | $111776.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCUTIS BIOTHERAPEUTICS INC                | Arcutis Biotherapeutics Inc. COM                   | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5551 | NS      | $130781.56    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrim BanCorp Inc.                      | Northrim BanCorp Inc. COM                          | CUSIP: 666762109<br>LEI: 5493006X7RLLTZ3SG075 | Long             | EC               | CORP              | US        |      4825 | NS      | $110396.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| REAL BROKERAGE INC (THE)                   | The Real Brokerage Inc COM NEW                     | CUSIP: 75585H206<br>LEI: 254900X7DGVQ8SUIC387 | Long             | EC               | CORP              | CA        |     45741 | NS      | $114352.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group Inc                           | Movado Group Inc COM                               | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |      5369 | NS      | $131110.98    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| J Jill Inc                                 | J Jill Inc COM                                     | CUSIP: 46620W201<br>LEI: 529900I19PJIF8MIDL12 | Long             | EC               | CORP              | US        |      7134 | NS      | $81755.64     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd                            | SiriusPoint Ltd COM USD0.1                         | CUSIP: 000000000<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | BM        |      5910 | NS      | $127301.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AVADEL PHARMACEUTICALS PLC                 | AVADEL PHARMACEUTICALS PLC                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30096 | NS      | $19261.44     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| V2X Inc                                    | V2X Inc COM                                        | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1797 | NS      | $123094.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Telos Corp                                 | Telos Corp COM                                     | CUSIP: 87969B101<br>LEI: 549300P7ZDPL8UWNVI47 | Long             | EC               | CORP              | US        |     20930 | NS      | $87696.70     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoke Therapeutics Inc                     | Stoke Therapeutics Inc COM                         | CUSIP: 86150R107<br>LEI: 549300RD25SS2DIJHJ67 | Long             | EC               | CORP              | US        |      3731 | NS      | $121481.36    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CBL & Associates Properties, Inc.          | CBL & Associates Properties, Inc. COMMON STOCK     | CUSIP: 124830878<br>LEI: 529900EIVFBRS4PUBZ13 | Long             | EC               | CORP              | US        |      3251 | NS      | $124935.93    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNOLIA OIL & GAS CORP                    | Magnolia Oil & Gas Corporation CL A                | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5362 | NS      | $169278.34    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortrea Holdings Inc.                      | Fortrea Holdings Inc. COMMON STOCK                 | CUSIP: 34965K107<br>LEI: 5493000FIVFABOVCDU97 | Long             | EC               | CORP              | US        |      7553 | NS      | $71149.26     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Company                   | Allegiant Travel Company COM                       | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |      6184 | NS      | $501151.36    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics Inc               | Protagonist Therapeutics Inc COM                   | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1274 | NS      | $134279.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLD ACCEPTANCE CORP                      | World Acceptance Corporation COM                   | CUSIP: 981419104<br>LEI: 529900M7JQUDCH7Q9153 | Long             | EC               | CORP              | US        |      3094 | NS      | $417813.76    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica Bancorp                        | Westamerica Bancorp COM                            | CUSIP: 957090103<br>LEI: 984500CF4F8115C11D96 | Long             | EC               | CORP              | US        |     17529 | NS      | $914137.35    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Everquote Inc                              | Everquote Inc COM CL A                             | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8310 | NS      | $128140.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Institutional Fidu                         | Institutional Fidu US GOVT MNY MRKT                | CUSIP: 457756500<br>LEI: 549300DHQLI8W1JIXY85 | Long             | STIV             | RF                | US        |    943399 | NS      | $943399.49    | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Axsome Therapeutics Inc.                   | Axsome Therapeutics Inc. COM                       | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |      9772 | NS      | $1651663.44   | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| INDIVIOR PHARMACEUTICALS INC               | Indivior Pharmaceuticals Inc. COM                  | CUSIP: 45579U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19474 | NS      | $593567.52    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Appian Corporation                         | Appian Corporation CL A                            | CUSIP: 03782L101<br>LEI: 529900NIARIFW7HGU386 | Long             | EC               | CORP              | US        |     14105 | NS      | $340071.55    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co                                 | Tennant Co COM                                     | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |      8190 | NS      | $543816.00    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITOL FEDERAL FINANCIAL INC              | Capitol Fed Fin In COM                             | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    175357 | NS      | $1250295.41   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Frequency Electronics Inc.                 | Frequency Electronics Inc. COM                     | CUSIP: 358010106<br>LEI: 549300S56SO2JB5JBE31 | Long             | EC               | CORP              | US        |      2403 | NS      | $106356.78    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Egain Corp.                                | Egain Corp. COM NEW                                | CUSIP: 28225C806<br>LEI: 25490048ASFEJOENUI20 | Long             | EC               | CORP              | US        |     12772 | NS      | $100771.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc.                       | Cal-Maine Foods Inc. COM NEW                       | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |      1365 | NS      | $108039.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytek Biosciences Inc                      | Cytek Biosciences Inc COM                          | CUSIP: 23285D109<br>LEI: 549300K2J28BOC6FBO89 | Long             | EC               | CORP              | US        |     28030 | NS      | $122491.10    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lending Club Corporation                   | Lending Club Corporation COM NEW                   | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |      5915 | NS      | $84702.80     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co                     | Abercrombie & Fitch Co CL A                        | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |      1820 | NS      | $166293.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BK TECHNOLOGIES CORP                       | Bk Technologies Corporation COM NEW                | CUSIP: 05587G203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1464 | NS      | $109258.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Coursera Inc                               | Coursera Inc COM                                   | CUSIP: 22266M104<br>LEI: 984500573CA1QB7DAC30 | Long             | EC               | CORP              | US        |     19292 | NS      | $112279.44    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Novocure Ltd                               | Novocure Ltd ORD SHS                               | CUSIP: 000000000<br>LEI: 213800YPP55UMHWA4826 | Long             | EC               | CORP              | JE        |     17745 | NS      | $193420.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Phreesia Inc                               | Phreesia Inc COM                                   | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |      5642 | NS      | $47279.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc Of California Inc.                    | Banc Of California Inc. COM                        | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |      5769 | NS      | $101419.02    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Caledonia Mining Corp PLC                  | Caledonia Mining Corp PLC SHS NEW                  | CUSIP: 000000000<br>LEI: 21380093ZBI4BFM75Y51 | Long             | EC               | CORP              | JE        |      7007 | NS      | $158288.13    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc                      | Jackson Financial Inc COM CL A                     | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |     10747 | NS      | $1136172.84   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Esperion Therapeutics Inc                  | Esperion Therapeutics Inc COM                      | CUSIP: 29664W105<br>LEI: 549300OFU56UKEWVUS92 | Long             | EC               | CORP              | US        |     30576 | NS      | $83778.24     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals Inc                 | Enanta Pharmaceuticals Inc COM                     | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |     20293 | NS      | $256300.59    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp                           | Haemonetics Corp COM                               | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |      1631 | NS      | $91923.16     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Aerogels Inc                         | Aspen Aerogels Inc COM                             | CUSIP: 04523Y105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32214 | NS      | $110171.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals, Inc.             | Ironwood Pharmaceuticals, Inc. COM CL A            | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |    180914 | NS      | $635008.14    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| 8X8 Inc.                                   | 8X8 Inc. COM                                       | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |    166621 | NS      | $276590.86    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBMATIC INC                               | PubMatic Inc. COM CL A                             | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26754 | NS      | $218847.72    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Caretrust Reit Inc                         | Caretrust Reit Inc COM                             | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |      3094 | NS      | $113395.10    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hallador Energy Co                         | Hallador Energy Co COM                             | CUSIP: 40609P105<br>LEI: 254900GKEQRHOI2SSC19 | Long             | EC               | CORP              | US        |      5733 | NS      | $93333.24     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Coastalsouth Bancshares Inc                | Coastalsouth Bancshares Inc COM NEW                | CUSIP: 19058X207<br>LEI: 5493006BUH6IGMGU0H14 | Long             | EC               | CORP              | US        |      4838 | NS      | $118966.42    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Arvinas Inc                                | Arvinas Inc COM                                    | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9772 | NS      | $103583.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                  | Taylor Morrison Home Corp COM                      | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |      5915 | NS      | $344489.60    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp.                   | Perdoceo Education Corp. COM                       | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     31850 | NS      | $1185138.50   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cimpress PLC                               | Cimpress PLC SHS EURO                              | CUSIP: 000000000<br>LEI: 549300X1IFD75XISOR81 | Long             | EC               | CORP              | IE        |      1653 | NS      | $120669.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Regenxbio Inc.                             | Regenxbio Inc. COM                                 | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |     16744 | NS      | $140314.72    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Corvus Pharmaceuticals Inc                 | Corvus Pharmaceuticals Inc COM                     | CUSIP: 221015100<br>LEI: 549300I3AVJ8F75NCX65 | Long             | EC               | CORP              | US        |      6936 | NS      | $101473.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Pagerduty Inc                              | Pagerduty Inc COM                                  | CUSIP: 69553P100<br>LEI: 549300U1SB749EDAGH21 | Long             | EC               | CORP              | US        |     44590 | NS      | $276903.90    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Companies                    | Piper Sandler Companies COM NEW                    | CUSIP: 724078209<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |      1484 | NS      | $113600.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PROPETRO HOLDING CORP                      | ProPetro Holding Corp. COM                         | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10465 | NS      | $150800.65    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EXP World Holdings Inc                     | EXP World Holdings Inc COM                         | CUSIP: 30212W100<br>LEI: 549300TWVVZC283VEC32 | Long             | EC               | CORP              | US        |     16304 | NS      | $97660.96     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc               | Bread Financial Holdings Inc COM                   | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |     18828 | NS      | $1410028.92   | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics Inc.                       | Myriad Genetics Inc. COM                           | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |     19952 | NS      | $89784.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenwich LifeSciences Inc                 | Greenwich LifeSciences Inc COM                     | CUSIP: 396879108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4885 | NS      | $117337.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Haverty Furniture Cos Inc                  | Haverty Furniture Cos Inc COM                      | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |      4823 | NS      | $102151.14    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc                             | Kennametal Inc COM                                 | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |      4095 | NS      | $147952.35    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                               | LivaNova PLC SHS                                   | CUSIP: 000000000<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | GB        |     19656 | NS      | $1249335.36   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| D-Wave Quantum Inc.                        | D-Wave Quantum Inc. COM                            | CUSIP: 26740W109<br>LEI: 5493001U37G4PRD4GW95 | Long             | EC               | CORP              | US        |      4196 | NS      | $60548.28     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics, Inc.                     | PTC Therapeutics, Inc. COM                         | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |      7553 | NS      | $514585.89    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| KAISER ALUMINUM CORP                       | Kaiser Aluminium Corporation COM PAR $0.01         | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2002 | NS      | $241261.02    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TG Therapeutics Inc                        | TG Therapeutics Inc COM                            | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Long             | EC               | CORP              | US        |      3731 | NS      | $123943.82    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| IDT Corp                                   | IDT Corp CL B NEW                                  | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |     24114 | NS      | $1183997.40   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Holley Inc                                 | Holley Inc COM                                     | CUSIP: 43538H103<br>LEI: 254900EEM9JI9G1A4D88 | Long             | EC               | CORP              | US        |     38834 | NS      | $119220.38    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Preformed Line Products Co.                | Preformed Line Products Co. COM                    | CUSIP: 740444104<br>LEI: 549300EYH53XDJID2098 | Long             | EC               | CORP              | US        |       465 | NS      | $125898.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc.             | American Eagle Outfitters Inc. COM                 | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |      4882 | NS      | $81529.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Credo Technology Group Holding Ltd         | Credo Technology Group Holding Ltd ORDINARY SHARES | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      7917 | NS      | $743168.79    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardelyx Inc                                | Ardelyx Inc COM                                    | CUSIP: 039697107<br>LEI: 549300F542QR4SXHCY32 | Long             | EC               | CORP              | US        |     18044 | NS      | $108083.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Madrigal Pharmaceuticals Inc               | Madrigal Pharmaceuticals Inc COM                   | CUSIP: 558868105<br>LEI: 549300CHIMT2EUSNJB60 | Long             | EC               | CORP              | US        |      2022 | NS      | $1058456.34   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| ON24 Inc                                   | ON24 Inc COM                                       | CUSIP: 68339B104<br>LEI: 254900S6S9YKYTO9Q964 | Long             | EC               | CORP              | US        |     19201 | NS      | $155528.10    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Alignment Healthcare Inc                   | Alignment Healthcare Inc COM                       | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17745 | NS      | $312666.90    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                     | Lumen Technologies Inc COM                         | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |     13832 | NS      | $96132.40     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions Inc          | Donnelley Financial Solutions Inc COM              | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |      2514 | NS      | $118509.96    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ORION SA                                   | Orion S.A. COM                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |    162617 | NS      | $1057010.50   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Co.                               | Moelis & Co. CL A                                  | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |      1935 | NS      | $110295.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NUSCALE POWER CORP                         | NuScale Power Corp. CL A COM                       | CUSIP: 67079K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5369 | NS      | $58199.96     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| 10X Genomics Inc                           | 10X Genomics Inc CL A COM                          | CUSIP: 88025U109<br>LEI: 5493003Z6741WNLG7H43 | Long             | EC               | CORP              | US        |     61121 | NS      | $1297598.83   | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp              | International Bancshares Corp COM                  | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |      1710 | NS      | $115065.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corporation                         | Avista Corporation COM                             | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |      3007 | NS      | $120700.98    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ATMUS FILTRATION TECHNOLOGIES INC          | Atmus Filtration Technologies Inc. COM             | CUSIP: 04956D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23965 | NS      | $1360493.05   | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Miami International Holdings Inc.          | Miami International Holdings Inc. COM              | CUSIP: 59356Q108<br>LEI: 254900TREUDBWGLAP788 | Long             | EC               | CORP              | US        |      2995 | NS      | $116565.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc                          | Eagle Bancorp Inc COM                              | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |      4606 | NS      | $114551.22    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc.             | Selective Insurance Group Inc. COM                 | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |      3094 | NS      | $233256.66    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp                                | Plexus Corp COM                                    | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |      2831 | NS      | $573390.74    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface, Inc.                            | Interface, Inc. COM                                | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |      3913 | NS      | $97511.96     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellium SE                             | Constellium SE CL A SHS                            | CUSIP: 000000000<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               | CORP              | FR        |     16926 | NS      | $416041.08    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks Inc                           | A10 Networks Inc COM                               | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |      6461 | NS      | $149378.32    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Diebold Nixdorf Incorporated               | Diebold Nixdorf Incorporated COM SHS               | CUSIP: 253651202<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |     11046 | NS      | $833310.24    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp, Inc.                    | Customers Bancorp, Inc. COM                        | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |      5096 | NS      | $353713.36    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International, Inc.            | Oceaneering International, Inc. COM                | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |      4277 | NS      | $151705.19    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology, Inc.               | Vishay Intertechnology, Inc. COM                   | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |     36947 | NS      | $665046.00    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Globalstar Inc                             | Globalstar Inc COM NEW                             | CUSIP: 378973507<br>LEI: 549300NEX8I0MSOW0R64 | Long             | EC               | CORP              | US        |      1729 | NS      | $114840.18    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts Inc                 | Xenia Hotels & Resorts Inc COM                     | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |      8105 | NS      | $120197.15    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy Inc.                            | CVR Energy Inc. COM                                | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |     18594 | NS      | $625688.10    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Management Inc.     | Artisan Partners Asset Management Inc. CL A        | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |     29120 | NS      | $1059676.80   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| The Manitowoc Company, Inc.                | The Manitowoc Company, Inc. COM NEW                | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |      8590 | NS      | $100073.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NATURE'S SUNSHINE PRODUCTS INC             | Nature's Sunshine Products Inc. COM                | CUSIP: 639027101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20855 | NS      | $500311.45    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrus Energy Corp.                       | Centrus Energy Corp. CL A                          | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Long             | EC               | CORP              | US        |       546 | NS      | $94780.14     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries, Inc.                     | Dycom Industries, Inc. COM                         | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |       336 | NS      | $113843.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                               | Sanmina Corp COM                                   | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |      4732 | NS      | $613456.48    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors Inc.              | Sunstone Hotel Investors Inc. COM                  | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |    119102 | NS      | $1073109.02   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory Inc                     | Cheesecake Factory Inc COM                         | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |      2457 | NS      | $134520.75    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Pagseguro Digital Ltd                      | Pagseguro Digital Ltd COM CL A                     | CUSIP: 000000000<br>LEI: 391200VY4YW47I4HGH62 | Long             | EC               | CORP              | KY        |     11776 | NS      | $117995.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos Inc                                  | Sonos Inc COM                                      | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |      6006 | NS      | $80480.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                    | KB Home COM                                        | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |      2310 | NS      | $119542.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Solutions International, Inc.        | Power Solutions International, Inc. COM NEW        | CUSIP: 73933G202<br>LEI: 549300JWGWDXC70SNH31 | Long             | EC               | CORP              | US        |      7553 | NS      | $459826.64    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Kratos Defense & Security Solutions, Inc.  | Kratos Defense & Security Solutions, Inc. COM NEW  | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |     18839 | NS      | $1328337.89   | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Praxis Precision Medicines Inc             | Praxis Precision Medicines Inc COM NEW             | CUSIP: 74006W207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       366 | NS      | $117921.54    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Company                  | Commercial Metals Company COM                      | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     20197 | NS      | $1240701.71   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERDIGITAL INC                           | InterDigital, Inc. COM                             | CUSIP: 45867G101<br>LEI: 529900HQAUTC3VI47G64 | Long             | EC               | CORP              | US        |       364 | NS      | $109928.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories, Inc.                 | Silicon Laboratories, Inc. COM                     | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |       601 | NS      | $125098.15    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc.                            | Photronics Inc. COM                                | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |      7280 | NS      | $294184.80    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Corecivic Inc                              | Corecivic Inc COM                                  | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |      6188 | NS      | $117015.08    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GeneDx Holdings Corp                       | GeneDx Holdings Corp COM CL A                      | CUSIP: 81663L200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11759 | NS      | $755162.98    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT Defense Properties                    | COPT Defense Properties SHS BEN INT                | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |      3913 | NS      | $119737.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| COVENANT LOGISTICS GROUP INC               | Covenant Logistics Group Inc. CL A                 | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4131 | NS      | $112156.65    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluence Energy Inc                         | Fluence Energy Inc COM CL A                        | CUSIP: 34379V103<br>LEI: 25490043LHZ97BT5PP29 | Long             | EC               | CORP              | US        |      4823 | NS      | $66364.48     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips Edison & Co Inc                   | Phillips Edison & Co Inc COMMON STOCK              | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               | CORP              | US        |      3426 | NS      | $128200.92    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Celcuity Inc.                              | Celcuity Inc. COM                                  | CUSIP: 15102K100<br>LEI: 25490070W7UU7W2SEY87 | Long             | EC               | CORP              | US        |      1092 | NS      | $124640.88    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Pharmaceuticals Inc                 | Acadia Pharmaceuticals Inc COM                     | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |     45133 | NS      | $1004660.58   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| AXOGEN INC                                 | AxoGen Inc. COM                                    | CUSIP: 05463X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3472 | NS      | $115027.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group, Inc.                  | CNO Financial Group, Inc. COM                      | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |      2851 | NS      | $117062.06    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NABORS INDUSTRIES LTD                      | Nabors Industries, Ltd. SHS                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      2093 | NS      | $180123.58    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                | OFG Bancorp COM                                    | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |      2821 | NS      | $114137.66    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA Technologies Inc.                    | TETRA Technologies Inc. COM                        | CUSIP: 88162F105<br>LEI: 549300T5W131705EK832 | Long             | EC               | CORP              | US        |     25935 | NS      | $220966.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank Holding Corp             | Metropolitan Bank Holding Corp COM                 | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3219 | NS      | $268110.51    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group, Inc.         | Helix Energy Solutions Group, Inc. COM             | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |     15561 | NS      | $153898.29    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigel Pharmaceuticals Inc.                 | Rigel Pharmaceuticals Inc. COM                     | CUSIP: 766559702<br>LEI: 529900KPTNUS5J8K9K66 | Long             | EC               | CORP              | US        |      3367 | NS      | $91043.68     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Co                                  | Stepan Co COM                                      | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |      8666 | NS      | $433126.68    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| BEL Fuse Inc                               | BEL Fuse Inc CL A                                  | CUSIP: 077347201<br>LEI: 2549009L4XYDBRRY6X39 | Long             | EC               | CORP              | US        |       563 | NS      | $101452.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kforce Inc                                 | Kforce Inc COM                                     | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |      3822 | NS      | $111755.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHA AND OMEGA SEMICONDUCTOR LTD          | Alpha & Omega Semiconductor Ltd. SHS               | CUSIP: 000000000<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | BM        |      5362 | NS      | $118821.92    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Netgear Inc                                | Netgear Inc COM                                    | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |      4277 | NS      | $93409.68     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenon Pharmaceuticals Inc                  | Xenon Pharmaceuticals Inc COM                      | CUSIP: 98420N105<br>LEI: 549300XV44Q9Z1MIPQ03 | Long             | EC               | CORP              | CA        |      2823 | NS      | $164157.45    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas, Inc.                              | ONE Gas, Inc. COM                                  | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |      2149 | NS      | $185093.37    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LoanDepot Inc.                             | LoanDepot Inc. COM CL A                            | CUSIP: 53946R106<br>LEI: 5493003261L42OH8RK59 | Long             | EC               | CORP              | US        |     79443 | NS      | $112809.06    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Seadrill Ltd.                              | Seadrill Ltd. COM USD0.01                          | CUSIP: 000000000<br>LEI: 213800EQ6L456U2JCO89 | Long             | EC               | CORP              | BM        |      2722 | NS      | $123851.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Theravance Biopharma Inc                   | Theravance Biopharma Inc COM                       | CUSIP: 000000000<br>LEI: 5493007VTSXP4Z6MIW52 | Long             | EC               | CORP              | KY        |      6188 | NS      | $100431.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc                         | Axos Financial Inc COM                             | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |     14942 | NS      | $1271414.78   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corporation                         | Avient Corporation COM                             | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |     37029 | NS      | $1344152.70   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Digital Corp                       | Applied Digital Corp COM NEW                       | CUSIP: 038169207<br>LEI: 2549004NE2B6RYXINZ02 | Long             | EC               | CORP              | US        |      3852 | NS      | $91446.48     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent Inc                               | Exponent Inc COM                                   | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |     17472 | NS      | $1140048.00   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexanders Inc                             | Alexanders Inc COM                                 | CUSIP: 014752109<br>LEI: 549300TZM28P04U5R635 | Long             | EC               | CORP              | US        |       519 | NS      | $122587.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KULICKE AND SOFFA INDUSTRIES INC           | Kulicke and Soffa Industries, Inc. COM             | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |     23900 | NS      | $1570708.00   | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc.                      | Urban Outfitters Inc. COM                          | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |     10709 | NS      | $678415.15    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corporation                   | Tutor Perini Corporation COM                       | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |      1610 | NS      | $124275.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSCOUT Systems Inc.                      | NETSCOUT Systems Inc. COM                          | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |      4307 | NS      | $136919.53    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                    | EnerSys COM                                        | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |       723 | NS      | $125599.56    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave Inc                                   | Dave Inc CLASS A COM NEW                           | CUSIP: 23834J201<br>LEI: 25490061SUVXCW51RZ82 | Long             | EC               | CORP              | US        |      4624 | NS      | $804992.16    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co                           | Boise Cascade Co COM                               | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |     15434 | NS      | $1170668.90   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CRISPR Therapeutics AG                     | CRISPR Therapeutics AG NAMEN AKT                   | CUSIP: 000000000<br>LEI: 506700O6IRRIQLT3W370 | Long             | EC               | CORP              | CH        |      2002 | NS      | $95235.14     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Angi Inc                                   | Angi Inc CL A NEW                                  | CUSIP: 00183L201<br>LEI: 5493003ENY577E6SZL06 | Long             | EC               | CORP              | US        |      8190 | NS      | $56101.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyster-Yale Inc                            | Hyster-Yale Inc CL A                               | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3125 | NS      | $101593.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc.                                   | Box Inc. CL A                                      | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |     72447 | NS      | $1712647.08   | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| CRITICAL METALS CORP                       | Critical Metals Corp. PUBCO ORD SHS                | CUSIP: 000000000<br>LEI: 984500158752F66VAE27 | Long             | EC               | CORP              | VG        |     37787 | NS      | $300028.78    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings, Inc.                 | Par Pacific Holdings, Inc. COM NEW                 | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |      2881 | NS      | $180465.84    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| VALARIS LTD                                | Valaris Ltd. CL A                                  | CUSIP: 000000000<br>LEI: 5299008BQ9IREYWBTS30 | Long             | EC               | CORP              | BM        |      1309 | NS      | $128334.36    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| IDAHO STRATEGIC RESOURCES INC              | Idaho Strategic Resources COM NEW                  | CUSIP: 645827205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3110 | NS      | $99893.20     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares, Inc.             | Texas Capital Bancshares, Inc. COM                 | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |      1274 | NS      | $120877.12    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                       | LXP Industrial Trust COM                           | CUSIP: 529043408<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |     18382 | NS      | $850351.32    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp Inc                                | Bancorp Inc COM                                    | CUSIP: 05969A105<br>LEI: 894500FP2ICT1B019Y71 | Long             | EC               | CORP              | US        |      2101 | NS      | $112886.73    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Inc.                                  | Dana Inc. COM                                      | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |      4353 | NS      | $146478.45    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc.                               | Polaris Inc. COM                                   | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |      1708 | NS      | $93086.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc.            | Virtus Investment Partners Inc. COM                | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |      1547 | NS      | $207839.45    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc                   | Resideo Technologies Inc COM                       | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |     18957 | NS      | $639040.47    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education, Inc.                   | Laureate Education, Inc. COMMON STOCK              | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |      8827 | NS      | $307532.68    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap Inc                     | Marcus & Millichap Inc COM                         | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |      4437 | NS      | $117979.83    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                   | Fabrinet SHS                                       | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |       273 | NS      | $142374.96    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** Monica Krogh

**Name of Signer:** Monica Krogh

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