SEC Form N-PORT · 2026-03-31
FLSP ETF Holdings
Franklin Systematic Style Premia ETF reported 331 holdings. Weights reproduce the source and may not sum to exactly 100 because of cash, derivatives, rounding, liabilities, or other positions.
- Report date
- 2026-03-31
- SEC accession
- 0000940400-26-020751
- Series ID
- S000066719
- Source
- SEC Form N-PORT
All reported holdings
| Ticker | Issuer | Weight | Value (USD) | Balance |
|---|---|---|---|---|
| Institutional Fidu | Institutional Fidu | 27.051535% | 184,820,838.86 | 184,820,838.86 NS |
| GOOG | Alphabet Inc. | 1.77658% | 12,137,907.18 | 42,313 NS |
| MSFT | Microsoft Corp. | 1.227078% | 8,383,610.16 | 22,648 NS |
| PLTR | Palantir Technologies Inc | 1.133555% | 7,744,648.32 | 52,944 NS |
| RTX | RTX Corp. | 1.062871% | 7,261,720.5 | 37,645 NS |
| LRCX | Lam Research Corporation | 1.055795% | 7,213,375.26 | 33,761 NS |
| MORGAN STANLEY CAPITAL SERVICES LLC | MORGAN STANLEY CAPITAL SERVICES LLC | 1.046144% | 7,147,437.51 | 1 NC |
| CRM | Salesforce Inc. | 1.041358% | 7,114,740.38 | 38,114 NS |
| CSCO | Cisco Systems, Inc. | 1.006464% | 6,876,336.16 | 88,624 NS |
| GE | GE Aerospace | 1.000604% | 6,836,303.07 | 24,091 NS |
| C | Citigroup Inc. | 0.980925% | 6,701,850.54 | 59,094 NS |
| TD | The Toronto-Dominion Bank | 0.914311% | 6,246,735.7 | 67,100 NS |
| AXP | American Express Company | 0.86735% | 5,925,885.68 | 19,591 NS |
| UBER | Uber Technologies Inc | 0.856853% | 5,854,166.91 | 81,387 NS |
| 6758 | Sony Group Corp. | 0.748421% | 5,113,341.5 | 253,500 NS |
| QCOM | QUALCOMM Inc. | 0.747139% | 5,104,581.64 | 39,638 NS |
| GILD | Gilead Sciences Inc. | 0.740099% | 5,056,482.97 | 36,281 NS |
| BKNG | Booking Holdings Inc | 0.735185% | 5,022,911.76 | 1,193 NS |
| NEM | Newmont Corporation | 0.712892% | 4,870,600.5 | 44,994 NS |
| 1299 | AIA Group Ltd, Hong Kong | 0.686522% | 4,690,440.29 | 433,400 NS |
| VRTX | Vertex Pharmaceuticals Incorporated | 0.683583% | 4,670,361.86 | 10,459 NS |
| MO | Altria Group, Inc. | 0.668499% | 4,567,299.88 | 69,212 NS |
| WMT | Walmart Inc | 0.661639% | 4,520,436.44 | 36,373 NS |
| ADBE | Adobe Inc | 0.614017% | 4,195,074.64 | 17,258 NS |
| ROP | Roche Holding AG | 0.56732% | 3,876,032.48 | 9,897 NS |
| CMCSA | Comcast Corporation | 0.549191% | 3,752,167.32 | 130,692 NS |
| GSK | GSK plc | 0.538911% | 3,681,935.85 | 135,276 NS |
| HWM | Howmet Aerospace Inc | 0.531205% | 3,629,284.08 | 15,748 NS |
| NOVN | Novartis AG | 0.524101% | 3,580,752.93 | 23,807 NS |
| OR | L'Oreal S.A. | 0.523641% | 3,577,606.77 | 8,888 NS |
| DIS | Walt Disney Company | 0.51415% | 3,512,761.86 | 36,447 NS |
| TJX | The TJX Companies Inc. | 0.488134% | 3,335,015.1 | 20,883 NS |
| 6501 | Hitachi Ltd. | 0.483391% | 3,302,613.61 | 117,700 NS |
| REGN | Regeneron Pharmaceuticals, Inc. | 0.481417% | 3,289,128.48 | 4,257 NS |
| FDX | FedEx Corporation | 0.48009% | 3,280,061.62 | 9,209 NS |
| SU | SUNCOR ENERGY INC | 0.477679% | 3,263,584.25 | 49,500 NS |
| MELI | Mercadolibre Inc | 0.469951% | 3,210,790.14 | 1,857 NS |
| BK | The Bank of New York Mellon Corp. | 0.460183% | 3,144,050.89 | 26,503 NS |
| ENEL | Enel S.p.A. | 0.458303% | 3,131,203.88 | 289,876 NS |
| CDNS | Cadence Design Systems, Inc. | 0.456408% | 3,118,257.14 | 11,222 NS |
| CS | Axa SA | 0.455434% | 3,111,602.4 | 68,822 NS |
| MPC | Marathon Petroleum Corp. | 0.442994% | 3,026,611.1 | 12,395 NS |
| PSX | Phillips 66 | 0.442959% | 3,026,374.16 | 16,612 NS |
| WDC | Western Digital Corp. | 0.436289% | 2,980,799.8 | 11,020 NS |
| EOG | EOG Resources Inc. | 0.434672% | 2,969,756.94 | 20,542 NS |
| 8766 | Tokio Marine Holdings Inc. | 0.430978% | 2,944,514.43 | 64,100 NS |
| GD | General Dynamics Corporation | 0.429114% | 2,931,785.24 | 8,542 NS |
| ROST | Ross Stores Inc | 0.422849% | 2,888,977.68 | 13,336 NS |
| VLO | Valero Energy Corp. | 0.422289% | 2,885,153.16 | 11,677 NS |
| HCA | HCA Healthcare Inc | 0.416984% | 2,848,904.8 | 6,020 NS |
| 9984 | Softbank Group Corp. | 0.396406% | 2,708,316.05 | 121,200 NS |
| ELV | Elevance Health Inc. | 0.392537% | 2,681,882.75 | 9,161 NS |
| GM | General Motors Company | 0.388563% | 2,654,733 | 35,634 NS |
| N/A | Bank of America, National Association | 0.383094% | 2,617,363.53 | 1 NC |
| ABX | Barrick Mining Corp. | 0.376232% | 2,570,481.17 | 63,100 NS |
| TEL | TE Connectivity PLC | 0.372292% | 2,543,564.38 | 12,169 NS |
| BMY | Bristol-Myers Squibb Company | 0.36603% | 2,500,781.45 | 41,233 NS |
| SAN | Banco Santander SA | 0.357882% | 2,445,112.46 | 223,617 NS |
| TRV | Travelers Companies, Inc. | 0.350929% | 2,397,609.6 | 8,220 NS |
| CRH | CRH PLC | 0.349263% | 2,386,224 | 22,700 NS |
| 6098 | Recruit Holdings Co Ltd. | 0.348236% | 2,379,206.74 | 58,000 NS |
| SIE | Siemens AG | 0.345789% | 2,362,490.83 | 9,968 NS |
| CTVA | Corteva Inc | 0.341362% | 2,332,244.31 | 27,861 NS |
| TGT | Target Corp. | 0.33118% | 2,262,682.8 | 18,669 NS |
| CIEN | Ciena Corporation | 0.329919% | 2,254,063.38 | 5,806 NS |
| N/A | Bank of America, National Association | 0.329773% | 2,253,069.6 | 1 NC |
| INGA | ING Groep N.V. | 0.324592% | 2,217,669.63 | 87,072 NS |
| MNST | Monster Beverage Corp | 0.32043% | 2,189,233.98 | 30,213 NS |
| FTNT | Fortinet Inc | 0.311729% | 2,129,786.64 | 26,062 NS |
| VST | Vistra Corp | 0.307385% | 2,100,110.1 | 13,970 NS |
| 8002 | Marubeni Corp. | 0.300817% | 2,055,236.66 | 58,200 NS |
| ABNB | Airbnb Inc | 0.297763% | 2,034,370.8 | 16,110 NS |
| CTAS | CINTAS CORP | 0.296755% | 2,027,481.18 | 11,987 NS |
| ALL | The Allstate Corporation | 0.29601% | 2,022,394.36 | 9,754 NS |
| EA | Electronic Arts Inc. | 0.292339% | 1,997,314.39 | 9,797 NS |
| DUK | Duke Energy Corp | 0.28652% | 1,957,553 | 14,950 NS |
| DHL | DHL GROUP | 0.285736% | 1,952,200.41 | 37,862 NS |
| DBK | Deutsche Bank AG | 0.285666% | 1,951,718.55 | 67,446 NS |
| AFL | Aflac Incorporated | 0.27976% | 1,911,367.62 | 17,422 NS |
| ADSK | Autodesk Inc | 0.276676% | 1,890,302.4 | 7,896 NS |
| DTE | Deutsche Telekom AG | 0.274144% | 1,872,997.68 | 50,879 NS |
| F | Ford Motor Company | 0.272551% | 1,862,117.48 | 161,362 NS |
| JCI | Johnson Controls International PLC | 0.272167% | 1,859,490 | 14,200 NS |
| ABBV | AbbVie Inc. | 0.263388% | 1,799,512.26 | 8,274 NS |
| KR | The Kroger Co. | 0.262531% | 1,793,659.68 | 24,788 NS |
| AD | Koninklijke Ahold Delhaize NV | 0.2492% | 1,702,578.09 | 36,676 NS |
| CAH | Cardinal Health, Inc. | 0.247522% | 1,691,113.93 | 8,003 NS |
| EW | Edwards Lifesciences Corporation | 0.235956% | 1,612,090.48 | 20,131 NS |
| N/A | Bank of America, National Association | 0.221228% | 1,511,466.78 | 1 NC |
| MBG | Mercedes-Benz Group AG | 0.219811% | 1,501,789.72 | 24,879 NS |
| RWE | RWE AG | 0.212299% | 1,450,465.2 | 21,825 NS |
| HOLN | Holcim AG | 0.211256% | 1,443,339.93 | 17,865 NS |
| EBAY | eBay Inc. | 0.208706% | 1,425,919.32 | 15,666 NS |
| AIG | American International Group Inc. | 0.206635% | 1,411,765.25 | 18,761 NS |
| CBRE | CBRE Group Inc. | 0.203284% | 1,388,871.38 | 10,253 NS |
| LNG | Cheniere Energy Inc | 0.20293% | 1,386,451.36 | 4,886 NS |
| 8630 | Sompo Holdings Inc. | 0.202441% | 1,383,111.45 | 36,600 NS |
| LHX | L3 Harris Technologies Inc | 0.201821% | 1,378,874.25 | 3,995 NS |
| ROK | Rockwell Automation, Inc. | 0.20176% | 1,378,458.08 | 3,841 NS |
| KVUE | Kenvue Inc. | 0.199342% | 1,361,942.76 | 78,999 NS |
| 8725 | MS&AD Insurance Group Holdings Inc. | 0.196976% | 1,345,774.09 | 53,100 NS |
| A | Agilent Technologies Inc. | 0.194989% | 1,332,198.24 | 11,688 NS |
| 6702 | Fujitsu Ltd. | 0.192317% | 1,313,940.54 | 65,900 NS |
| APP | Applovin Corp. | 0.190956% | 1,304,644 | 3,278 NS |
| PYPL | Paypal Holdings Inc. | 0.189919% | 1,297,558.24 | 28,688 NS |
| PEG | Public Service Enterprise Group Incorporated | 0.186908% | 1,276,986.25 | 15,775 NS |
| MET | MetLife Inc. | 0.184942% | 1,263,554.24 | 17,867 NS |
| K | Kinross Gold Corp. | 0.184222% | 1,258,635.66 | 41,300 NS |
| 8053 | Sumitomo Corp. | 0.183462% | 1,253,441.45 | 34,500 NS |
| N/A | Bank of America, National Association | 0.181977% | 1,243,295.98 | 1 NC |
| DVN | Devon Energy Corporation | 0.180969% | 1,236,412.72 | 24,571 NS |
| PRU | Prudential PLC | 0.179251% | 1,224,674.18 | 89,470 NS |
| NRG | NRG Energy, Inc. | 0.177943% | 1,215,738.66 | 8,319 NS |
| VICI | Vici Properties Inc | 0.176212% | 1,203,910.44 | 44,067 NS |
| TPR | Tapestry Inc | 0.174276% | 1,190,686.18 | 8,438 NS |
| 4503 | Astellas Pharma Inc. | 0.172888% | 1,181,201.84 | 74,600 NS |
| IDXX | IDEXX Laboratories Inc. | 0.170652% | 1,165,921.75 | 2,075 NS |
| MMM | 3M Company | 0.166738% | 1,139,184.12 | 7,844 NS |
| YUM | Yum! Brands Inc. | 0.166445% | 1,137,180.72 | 7,314 NS |
| XYZ | Block Inc | 0.164663% | 1,125,004.92 | 18,694 NS |
| HIG | The Hartford Insurance Group Inc. | 0.162779% | 1,112,131.52 | 8,224 NS |
| BIIB | Biogen Inc | 0.162315% | 1,108,963.17 | 6,049 NS |
| BARC | Barclays PLC | 0.161444% | 1,103,014.47 | 214,775 NS |
| EUREX CLEARING AKTIENGESELLSCHAFT | EUREX CLEARING AKTIENGESELLSCHAFT | 0.160382% | 1,095,758.99 | -39 NC |
| CSX | CSX Corporation | 0.160188% | 1,094,434.05 | 26,661 NS |
| 8750 | Daiichi Life Group Inc. | 0.16002% | 1,093,283.05 | 122,400 NS |
| RXM6 | EUREX CLEARING AKTIENGESELLSCHAFT | 0.160011% | 1,093,224.86 | -1,094 NC |
| AEM | Agnico Eagle Mines Ltd | 0.159922% | 1,092,614.38 | 5,400 NS |
| WMB | Williams Companies Inc. (The) | 0.158158% | 1,080,564.66 | 14,847 NS |
| CMI | Cummins Inc. | 0.158047% | 1,079,806.14 | 2,007 NS |
| SYY | Sysco Corporation | 0.157899% | 1,078,794.92 | 15,124 NS |
| UCG | UniCredit S.p.A. | 0.157742% | 1,077,718.58 | 15,369 NS |
| DG | Dollar General Corporation | 0.157723% | 1,077,593.48 | 9,076 NS |
| MSI | Motorola Solutions Inc | 0.1567% | 1,070,603.99 | 2,467 NS |
| WEC | WEC Energy Group Inc. | 0.155757% | 1,064,157.84 | 9,192 NS |
| MTD | Mettler-Toledo International Inc | 0.155431% | 1,061,930.4 | 842 NS |
| FE | FirstEnergy Corp. | 0.154697% | 1,056,919.58 | 20,863 NS |
| JFFCE 2604H000000F | EURONEXT PARIS SA | 0.153406% | 1,048,100.15 | -650 NC |
| STT | State Street Corp. | 0.152935% | 1,044,879.36 | 8,256 NS |
| SE | SEA LTD | 0.152719% | 1,043,406 | 12,600 NS |
| CTSH | Cognizant Technology Solutions Corp. | 0.150605% | 1,028,962.2 | 16,772 NS |
| GEHC | GE Healthcare Technologies Inc. | 0.150347% | 1,027,198.58 | 14,431 NS |
| 8591 | ORIX Corp. | 0.150044% | 1,025,129.17 | 35,400 NS |
| AZO | Autozone, Inc. | 0.149801% | 1,023,467.34 | 303 NS |
| VOD | Vodafone Group PLC | 0.146586% | 1,001,499.49 | 670,309 NS |
| 5020 | Eneos Holdings Inc | 0.144693% | 988,564.65 | 111,500 NS |
| 7751 | Canon Inc. | 0.143506% | 980,455.09 | 35,800 NS |
| ULTA | Ulta Beauty Inc | 0.139932% | 956,036.59 | 1,829 NS |
| SPG | Simon Property Group Inc | 0.138502% | 946,266.69 | 5,073 NS |
| 8604 | Nomura Holdings Inc. | 0.137245% | 937,680.56 | 123,900 NS |
| BNP | BNP Paribas SA | 0.137076% | 936,526.05 | 10,036 NS |
| NI | NiSource Inc. | 0.134369% | 918,035.5 | 19,675 NS |
| 8015 | Toyota Tsusho Corp. | 0.131927% | 901,345.15 | 24,100 NS |
| WSM | Williams-Sonoma Inc. | 0.131353% | 897,428.26 | 4,922 NS |
| EIX | Edison International | 0.12939% | 884,014.4 | 12,080 NS |
| DTE | DTE Energy Co. | 0.12856% | 878,343.54 | 6,007 NS |
| UTHR | United Therapeutics Corporation | 0.128019% | 874,645.5 | 1,475 NS |
| ETR | Entergy Corporation | 0.127388% | 870,340.56 | 7,746 NS |
| VEEV | Veeva Systems Inc | 0.126574% | 864,774.18 | 4,923 NS |
| EXPE | Expedia Group Inc | 0.12629% | 862,835.93 | 3,737 NS |
| OATM6 | EUREX CLEARING AKTIENGESELLSCHAFT | 0.125604% | 858,147.3 | -561 NC |
| CL | Colgate-Palmolive Co. | 0.125559% | 857,839.95 | 10,065 NS |
| VRSN | Verisign, Inc. | 0.125013% | 854,110.04 | 3,439 NS |
| PH | Parker-Hannifin Corp. | 0.124874% | 853,163.72 | 953 NS |
| DLTR | Dollar Tree Inc | 0.124847% | 852,973.39 | 7,789 NS |
| 6178 | Japan Post Holdings Co Ltd. | 0.120975% | 826,522.72 | 73,500 NS |
| JBL | Jabil Inc | 0.120798% | 825,312.41 | 3,107 NS |
| 16 | Sun Hung Kai Properties Ltd. | 0.1206% | 823,958.57 | 50,000 NS |
| PFG | Principal Financial Group Inc. | 0.11948% | 816,306.49 | 9,059 NS |
| SYF | Synchrony Financial | 0.119062% | 813,451.18 | 11,959 NS |
| 669 | Techtronic Industries Co. Ltd. | 0.115317% | 787,868.93 | 60,500 NS |
| TWLO | Twilio Inc | 0.115117% | 786,500.82 | 6,251 NS |
| AER | AERCAP HOLDINGS NV | 0.114066% | 779,319.58 | 5,681 NS |
| FTV | Fortive Corporation | 0.112871% | 771,156 | 13,950 NS |
| KEY | KeyCorp | 0.111684% | 763,042.85 | 38,057 NS |
| VLTO | Veralto Corp. | 0.111053% | 758,732.02 | 8,581 NS |
| NTRS | Northern Trust Corporation | 0.110354% | 753,957.14 | 5,402 NS |
| 1605 | Inpex Corp. | 0.110179% | 752,761.33 | 25,600 NS |
| 4578 | OTSUKA HOLDINGS COMPANY LTD | 0.109398% | 747,425.99 | 10,800 NS |
| ILMN | Illumina Inc | 0.106587% | 728,220.08 | 5,908 NS |
| EL | The Estee Lauder Companies Inc. | 0.106486% | 727,532.49 | 10,137 NS |
| IMO | Imperial Oil Ltd. | 0.105107% | 718,107.56 | 5,500 NS |
| 1 | CK HUTCHISON HOLDINGS LTD | 0.104033% | 710,772.68 | 93,500 NS |
| PTC | PTC Inc | 0.102256% | 698,628.47 | 4,903 NS |
| N/A | Bank of America, National Association | 0.102116% | 697,671.42 | 1 NC |
| FFIV | F5 Inc | 0.101381% | 692,656.02 | 2,394 NS |
| 6920 | LASERTEC CORP | 0.101253% | 691,778.24 | 3,300 NS |
| ZM | Zoom Communications Inc. | 0.100732% | 688,218.79 | 8,561 NS |
| TROW | Price T Rowe Group Inc. | 0.100626% | 687,497.78 | 7,627 NS |
| LVS | Las Vegas Sands Corp | 0.098933% | 675,924.6 | 12,545 NS |
| EXPD | Expeditors International Of Washington Inc. | 0.098824% | 675,186.22 | 4,714 NS |
| HD | Home Depot Inc. | 0.098443% | 672,580.05 | 2,045 NS |
| ADM | Archer-Daniels-Midland Co. | 0.098382% | 672,164.43 | 9,247 NS |
| NXT | Next PLC | 0.098004% | 669,583.41 | 4,006 NS |
| L | Loews Corporation | 0.09641% | 658,692.54 | 6,171 NS |
| EVRG | Evergy Inc | 0.095527% | 652,656.64 | 7,967 NS |
| MS | Morgan Stanley | 0.095459% | 652,190.91 | 3,963 NS |
| SAMPO | Sampo PLC | 0.095071% | 649,543.59 | 61,263 NS |
| INCY | Incyte Corporation. | 0.094779% | 647,545.6 | 6,880 NS |
| 7269 | Suzuki Motor Corp. | 0.094385% | 644,854.17 | 54,700 NS |
| TRMB | Trimble Inc | 0.093661% | 639,906.3 | 9,810 NS |
| 7936 | Asics Corp | 0.092914% | 634,802.94 | 24,300 NS |
| 4452 | Kao Corp. | 0.092079% | 629,100.51 | 16,200 NS |
| AIBG | AIB Group PLC | 0.091677% | 626,351.41 | 60,301 NS |
| CF | CF Industries Holdings, Inc. | 0.08913% | 608,949.6 | 4,690 NS |
| 9531 | Tokyo Gas Co Ltd | 0.088709% | 606,078.32 | 13,000 NS |
| GGG | Graco Inc | 0.084697% | 578,667.4 | 6,836 NS |
| AENA | Aena SME S.A. | 0.083338% | 569,381.76 | 19,364 NS |
| LULU | LULULEMON ATHLETICA INC | 0.08215% | 561,264.6 | 3,666 NS |
| IQV | IQVIA Holdings Inc. | 0.081174% | 554,596.08 | 3,252 NS |
| GMAB | Genmab As | 0.081031% | 553,620.13 | 2,096 NS |
| NTAP | NetApp Inc. | 0.080792% | 551,984.49 | 5,391 NS |
| HPQ | HP Inc | 0.080527% | 550,174.4 | 28,640 NS |
| MA | MasterCard Incorporated | 0.080374% | 549,126.34 | 1,099 NS |
| 9101 | Nippon Yusen Kabushiki Kaisha | 0.080131% | 547,468.73 | 15,100 NS |
| TXT | Textron Inc. | 0.080112% | 547,337.56 | 6,251 NS |
| NBIX | Neurocrine Biosciences Inc | 0.079269% | 541,583.14 | 4,111 NS |
| RO | Roche Holding AG | 0.078552% | 536,680.48 | 1,318 NS |
| J | Jacobs Solutions Inc. | 0.077368% | 528,593.84 | 4,153 NS |
| ROL | Rollins Inc | 0.077236% | 527,690.8 | 9,880 NS |
| 6326 | Kubota Corporation | 0.077083% | 526,643.41 | 34,100 NS |
| AMP | Ameriprise Financial, Inc. | 0.076428% | 522,170 | 1,175 NS |
| SSNC | SS&C Technologies Holdings Inc. | 0.076014% | 519,343.02 | 7,686 NS |
| LDOS | Leidos Holdings Inc | 0.075618% | 516,637.44 | 3,322 NS |
| 2503 | Kirin Holdings Co Ltd | 0.07457% | 509,475.77 | 32,100 NS |
| ZNM6 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | 0.074137% | 506,519.51 | -626 NC |
| SUI | Sun Communities, Inc. | 0.072916% | 498,171.8 | 3,955 NS |
| PKG | Packaging Corporation of America | 0.072902% | 498,080.34 | 2,347 NS |
| CCL | CARNIVAL CORP | 0.071998% | 491,901.16 | 19,007 NS |
| ZS | Zscaler Inc | 0.07195% | 491,576.16 | 3,504 NS |
| SGO | Compagnie de Saint-Gobain SA | 0.071682% | 489,747.17 | 6,067 NS |
| NDSN | Nordson Corp | 0.070252% | 479,972.24 | 1,804 NS |
| 9503 | Kansai Electric Power Co Inc | 0.070145% | 479,242.88 | 29,500 NS |
| 6988 | Nitto Denko Corp. | 0.069346% | 473,784.65 | 24,600 NS |
| SOON | Sonova Holding AG | 0.068144% | 465,571.53 | 2,090 NS |
| EG | Everest Group Ltd | 0.067119% | 458,570.55 | 1,403 NS |
| MONTREAL EXCHANGE INC. | MONTREAL EXCHANGE INC. | 0.066352% | 453,325.11 | 205 NC |
| BT/A | BT Group PLC | 0.065531% | 447,718.78 | 161,290 NS |
| AVY | Avery Dennison Corporation | 0.062302% | 425,656.2 | 2,465 NS |
| 8795 | T&D Holdings Inc. | 0.061873% | 422,729.27 | 17,000 NS |
| 7832 | Bandai Namco Holdings Inc. | 0.061193% | 418,080.33 | 17,200 NS |
| BALL | Ball Corporation | 0.060155% | 410,991.83 | 6,953 NS |
| INVH | INVITATION HOMES INC | 0.059919% | 409,378.9 | 16,474 NS |
| GCM6 | COMMODITIES EXCHANGE CENTER | 0.059191% | 404,405.54 | 18 NC |
| EDV | Endeavour Mining PLC | 0.057194% | 390,760.14 | 6,644 NS |
| FOXA | Fox Corporation | 0.056723% | 387,542.4 | 6,636 NS |
| ELE | Endesa SA - Empresa Nacional Electricidad | 0.056691% | 387,320.46 | 9,317 NS |
| CPRT | Copart Inc | 0.056058% | 382,995.2 | 11,536 NS |
| 288 | WH GROUP LTD | 0.055355% | 378,196.98 | 289,000 NS |
| CHRW | C.H. Robinson Worldwide Inc | 0.055007% | 375,816.41 | 2,263 NS |
| PINS | Pinterest Inc | 0.054769% | 374,191.02 | 20,403 NS |
| BBY | Best Buy Co Inc. | 0.054614% | 373,130.4 | 5,812 NS |
| 8601 | Daiwa Securities Group Inc. | 0.053058% | 362,499.21 | 39,500 NS |
| UHS | Universal Health Services, Inc. | 0.051866% | 354,360.6 | 1,980 NS |
| GFL | GFL Environmental Inc. | 0.051124% | 349,290.24 | 8,400 NS |
| HKL | HONGKONG LAND HOLDINGS LTD | 0.050495% | 344,988 | 44,400 NS |
| DD | Dupont De Nemours Inc | 0.050451% | 344,690.8 | 7,526 NS |
| WST | West Pharmaceutical Services Incorporated | 0.050332% | 343,878.08 | 1,372 NS |
| ARX | ARC Resources Ltd. | 0.050099% | 342,284.4 | 16,500 NS |
| HOLX | Hologic Inc | 0.049831% | 340,457.36 | 4,504 NS |
| 3407 | Asahi Kasei Corp. | 0.049424% | 337,673.02 | 35,600 NS |
| BR | Broadridge Financial Solutions Inc. | 0.048419% | 330,809.28 | 2,036 NS |
| COO | The Cooper Companies, Inc. | 0.046989% | 321,035 | 4,490 NS |
| HSIJ6 | HONG KONG FUTURES EXCHANGE LTD. | 0.046947% | 320,753.34 | -104 NC |
| 6383 | Daifuku Co Ltd. | 0.046891% | 320,364.57 | 9,400 NS |
| MAS | Masco Corporation | 0.046831% | 319,961 | 5,300 NS |
| ALLE | Allegion PLC | 0.046784% | 319,638 | 2,200 NS |
| GLPI | Gaming and Leisure Properties Inc | 0.046642% | 318,665.34 | 7,182 NS |
| HEI | Heidelberg Materials AG | 0.04641% | 317,078.54 | 1,543 NS |
| 1113 | CK ASSET HOLDINGS LTD | 0.046066% | 314,727.94 | 55,500 NS |
| 7202 | Isuzu Motors Ltd. | 0.045158% | 308,530.39 | 22,100 NS |
| CAP | Capgemini SE | 0.04488% | 306,628.03 | 2,648 NS |
| LYV | Live Nation Entertainment, Inc. | 0.044667% | 305,172.51 | 2,001 NS |
| RBK6 | NEW YORK MERCANTILE EXCHANGE, INC. | 0.044662% | 305,139.49 | 42 NC |
| DPZ | Dominos Pizza Inc. | 0.044375% | 303,177.55 | 845 NS |
| CCH | Coca-Cola HBC AG | 0.043017% | 293,901.86 | 5,249 NS |
| G1A | GEA Group AG | 0.042884% | 292,988.29 | 4,155 NS |
| CNA | Centrica PLC | 0.042542% | 290,656.33 | 103,723 NS |
| GEN | Gen Digital Inc | 0.042063% | 287,383.46 | 15,262 NS |
| BRN FMM0026! | ICE FUTURES EUROPE | 0.041937% | 286,522.15 | 45 NC |
| HEI/A | Heico Corp | 0.041618% | 284,338.23 | 1,347 NS |
| SGE | The Sage Group PLC | 0.041175% | 281,316.81 | 25,463 NS |
| 27 | Galaxy Entertainment Group Ltd. | 0.041164% | 281,242.83 | 63,000 NS |
| CGBM26 | MONTREAL EXCHANGE INC. | 0.040953% | 279,797.97 | 1,157 NC |
| AGN | AEGON LTD | 0.040657% | 277,779.11 | 38,710 NS |
| WN | George Weston Limited | 0.0402% | 274,653 | 3,900 NS |
| ZLK6 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | 0.040092% | 273,916.08 | 41 NC |
| STAN | Standard Chartered PLC | 0.039984% | 273,177.92 | 13,322 NS |
| CC FMK0026! | ICE FUTURES U.S., INC. | 0.039662% | 270,978.37 | -59 NC |
| GDDY | Godaddy Inc | 0.039325% | 268,677.5 | 3,250 NS |
| PLN6 | NEW YORK MERCANTILE EXCHANGE, INC. | 0.038752% | 264,759.51 | 67 NC |
| 7270 | Subaru Corp. | 0.038614% | 263,820.16 | 16,900 NS |
| NN | NN Group N.V. | 0.038022% | 259,770.04 | 3,362 NS |
| RS | Reliance Inc | 0.037322% | 254,988.88 | 839 NS |
| AGS | Ageas SA/NV | 0.037226% | 254,334.35 | 3,501 NS |
| SNA | Snap-On Incorporated | 0.036789% | 251,348.24 | 692 NS |
| LEM6 | CHICAGO MERCANTILE EXCHANGE INC. | 0.028895% | 197,416.44 | 52 NC |
| N/A | Bank of America, National Association | 0.022391% | 152,979.68 | 1 NC |
| NGK26 | NEW YORK MERCANTILE EXCHANGE, INC. | 0.015261% | 104,266.36 | -46 NC |
| APM6 | ASX CLEARING CORPORATION LIMITED | 0.013501% | 92,241.46 | -48 NC |
| Z FMM0026! | ICE FUTURES EUROPE | 0.012424% | 84,881.72 | -35 NC |
| N/A | Bank of America, National Association | 0.011183% | 76,401.78 | 1 NC |
| IKM6 | EUREX CLEARING AKTIENGESELLSCHAFT | 0.006846% | 46,775.53 | -21 NC |
| FIBXJ6 | MEFF SOCIEDAD RECTORA DEL MERCADO DE PRODUCTOS DERIVADOS, S.A.U. | 0.002019% | 13,791.33 | -17 NC |
| KC FMK0026! | ICE FUTURES U.S., INC. | 0.00069% | 4,715.45 | -33 NC |
| HEM6 | CHICAGO MERCANTILE EXCHANGE INC. | 0.000061% | 417.27 | 21 NC |
| 2299955D | Constellation Software Inc. | 0% | 0 | 100 NS |
| IFFIB 2606J000000F | BORSA ITALIANA S.P.A. | -0.000526% | -3,594.53 | 23 NC |
| N/A | Bank of America, National Association | -0.004616% | -31,533.99 | 1 NC |
| HOK6 | NEW YORK MERCANTILE EXCHANGE, INC. | -0.004873% | -33,295.39 | -8 NC |
| SIK6 | COMMODITIES EXCHANGE CENTER | -0.013558% | -92,631.98 | 17 NC |
| ZMK6 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | -0.014215% | -97,120 | -220 NC |
| ALSIFUT180626001092458 | SOUTH AFRICAN FUTURES EXCHANGE | -0.015603% | -106,600.08 | 252 NC |
| N/A | Bank of America, National Association | -0.017336% | -118,444.51 | 1 NC |
| HGK6 | COMMODITIES EXCHANGE CENTER | -0.018789% | -128,369.01 | 33 NC |
| ZCK6 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | -0.018889% | -129,051 | -117 NC |
| G FMK0026! | ICE FUTURES EUROPE | -0.020821% | -142,250.95 | -15 NC |
| OMXS306D | NASDAQ OMX NORDIC | -0.024027% | -164,153.7 | 198 NC |
| N/A | Bank of America, National Association | -0.026992% | -184,416.76 | 1 NC |
| N/A | Bank of America, National Association | -0.032201% | -220,001.43 | 1 NC |
| FUT_JBL_260615 | OSAKA EXCHANGE,INC | -0.044929% | -306,960.21 | 35 NC |
| EUREX CLEARING AKTIENGESELLSCHAFT | EUREX CLEARING AKTIENGESELLSCHAFT | -0.048121% | -328,771.04 | 154 NC |
| CLK6 | NEW YORK MERCANTILE EXCHANGE, INC. | -0.058498% | -399,667.99 | -54 NC |
| N/A | Bank of America, National Association | -0.07287% | -497,858.9 | 1 NC |
| ZWK6 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | -0.086606% | -591,709.76 | -159 NC |
| ESM6 | CHICAGO MERCANTILE EXCHANGE INC. | -0.122896% | -839,645.17 | 91 NC |
| N/A | Bank of America, National Association | -0.143138% | -977,940.92 | 1 NC |
| N/A | Bank of America, National Association | -0.150077% | -1,025,349.77 | 1 NC |
| SB FMK0026! | ICE FUTURES U.S., INC. | -0.219092% | -1,496,875.18 | -684 NC |
| CT FMK0026! | ICE FUTURES U.S., INC. | -0.237231% | -1,620,805.35 | -555 NC |
| R FMM0026! | ICE FUTURES EUROPE | -0.487553% | -3,331,050.19 | 939 NC |