# EDGAR Filing Document

**Accession Number:** 0001742912
**File Stem:** 0001145549-25-053456
**Filing Date:** 2025-8
**Character Count:** 299954
**Document Hash:** 1330424a6cf50e02bb2f9c94a1dc0cd1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-053456.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0001145549-25-053456

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250826

**DATE AS OF CHANGE**: 20250826

**PERIOD START**: 20250930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Tidal Trust I
- **CENTRAL INDEX KEY:** 0001742912

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23377
- **FILM NUMBER:** 251254396

**BUSINESS ADDRESS:**
- **STREET 1:** 234 WEST FLORIDA STREET, SUITE 203
- **CITY:** MILWAUKEE,
- **STATE:** WI
- **ZIP:** 53204
- **BUSINESS PHONE:** 844-986-7676

**MAIL ADDRESS:**
- **STREET 1:** 234 WEST FLORIDA STREET, SUITE 203
- **CITY:** MILWAUKEE,
- **STATE:** WI
- **ZIP:** 53204

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Tidal ETF Trust
- **DATE OF NAME CHANGE:** 20180606

## Series and Classes Contracts Data

### Gotham Short Strategies ETF (Series ID: S000082296)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000245586 | Gotham Short Strategies ETF | SHRT            |

## Nport-Ex

---

| | | |
|:---|:---|:---|
| **Gotham Short Strategies ETF** | **Gotham Short Strategies ETF** | **Gotham Short Strategies ETF** |
| **Schedule of Investments** | **Schedule of Investments** | **Schedule of Investments** |
| **June 30, 2025 (Unaudited)** | **June 30, 2025 (Unaudited)** | **June 30, 2025 (Unaudited)** |
| **COMMON STOCKS - 86.8%** | **Shares** | **Value**  |
| **Advertising - 0.5%** | **Advertising - 0.5%** | |
| Omnicom Group, Inc. | 412 | $29639 |
| Trade Desk, Inc. - Class A <sup>(a)</sup> | 333 | 23973 |
|  |  | 53612 |
| **Aerospace/Defense - 0.4%** | **Aerospace/Defense - 0.4%** |  |
| AeroVironment, Inc. <sup>(a)</sup> | 33 | 9403 |
| Leonardo DRS, Inc. | 697 | 32397 |
| Lockheed Martin Corp. | 2 | 926 |
|  |  | 42726 |
| **Agriculture - 0.5%** | **Agriculture - 0.5%** |  |
| Altria Group, Inc. | 1032 | 60506 |
| **Airlines - 1.5%** | **Airlines - 1.5%** |  |
| Southwest Airlines Co. | 5139 | 166709 |
| United Airlines Holdings, Inc. <sup>(a)</sup> | 95 | 7565 |
|  |  | 174274 |
| **Apparel - 1.8%** | **Apparel - 1.8%** |  |
| Crocs, Inc. <sup>(a)</sup> | 845 | 85581 |
| Deckers Outdoor Corp. <sup>(a)</sup> | 1110 | 114408 |
| Kontoor Brands, Inc. | 75 | 4948 |
|  |  | 204937 |
| **Auto Parts/Equipment - 1.6%** | **Auto Parts/Equipment - 1.6%** |  |
| Allison Transmission Holdings, Inc. | 477 | 45310 |
| BorgWarner, Inc. | 3058 | 102382 |
| Gentex Corp. | 1910 | 42001 |
|  |  | 189693 |
| **Beverages - 0.4%** | **Beverages - 0.4%** |  |
| Constellation Brands, Inc. - Class A | 103 | 16756 |
| Monster Beverage Corp. <sup>(a)</sup> | 442 | 27687 |
| National Beverage Corp. <sup>(a)</sup> | 16 | 692 |
|  |  | 45135 |
| **Biotechnology - 2.4%** | **Biotechnology - 2.4%** |  |
| BioMarin Pharmaceutical, Inc. <sup>(a)</sup> | 1563 | 85918 |
| Exelixis, Inc. <sup>(a)</sup> | 2422 | 106750 |
| Halozyme Therapeutics, Inc. <sup>(a)</sup> | 756 | 39327 |
| PTC Therapeutics, Inc. <sup>(a)</sup> | 3 | 146 |
| United Therapeutics Corp. <sup>(a)</sup> | 176 | 50574 |
|  |  | 282715 |
| **Building Materials - 1.8%** | **Building Materials - 1.8%** |  |
| Carrier Global Corp. | 2764 | 202297 |
| **Chemicals - 2.0%** | **Chemicals - 2.0%** |  |
| CF Industries Holdings, Inc. | 185 | 17020 |
| Element Solutions, Inc. | 6058 | 137213 |
| NewMarket Corp. | 37 | 25562 |
| Sherwin-Williams Co. | 152 | 52191 |
|  |  | 231986 |
| **Coal - 0.3%** | **Coal - 0.3%** |  |
| Teck Resources Ltd. - Class B | 965 | 38967 |
| **Commercial Services - 3.6%** | **Commercial Services - 3.6%** |  |
| Automatic Data Processing, Inc. | 402 | 123977 |
| Cintas Corp. | 183 | 40785 |
| Equifax, Inc. | 156 | 40462 |
| Graham Holdings Co. - Class B | 11 | 10408 |
| Paylocity Holding Corp. <sup>(a)</sup> | 77 | 13951 |
| RB Global, Inc. | 71 | 7539 |
| Robert Half, Inc. | 1634 | 67076 |
| Verisk Analytics, Inc. | 94 | 29281 |
| WillScot Holdings Corp. | 3045 | 83433 |
|  |  | 416912 |
| **Computers - 5.5%** | **Computers - 5.5%** |  |
| Accenture PLC - Class A | 62 | 18531 |
| Amdocs Ltd. | 291 | 26551 |
| CGI, Inc. - Class A | 23 | 2411 |
| D-Wave Quantum, Inc. <sup>(a)</sup> | 177 | 2591 |
| Gartner, Inc. <sup>(a)</sup> | 352 | 142286 |
| KBR, Inc. | 655 | 31401 |
| Kyndryl Holdings, Inc. <sup>(a)</sup> | 4053 | 170064 |
| Western Digital Corp. | 3869 | 247577 |
|  |  | 641412 |
| **Cosmetics/Personal Care - 0.8%** | **Cosmetics/Personal Care - 0.8%** |  |
| Coty, Inc. - Class A <sup>(a)</sup> | 116 | 539 |
| elf Beauty, Inc. <sup>(a)</sup> | 68 | 8462 |
| Interparfums, Inc. | 3 | 394 |
| Kenvue, Inc. | 3609 | 75536 |
| Prestige Consumer Healthcare, Inc. <sup>(a)</sup> | 28 | 2236 |
|  |  | 87167 |
| **Distribution/Wholesale - 0.2%** | **Distribution/Wholesale - 0.2%** |  |
| Rush Enterprises, Inc. - Class A | 307 | 15814 |
| W.W. Grainger, Inc. | 5 | 5201 |
|  |  | 21015 |
| **Electric - 0.7%** | **Electric - 0.7%** |  |
| Algonquin Power & Utilities Corp. | 13412 | 76851 |
| Vistra Corp. | 6 | 1163 |
|  |  | 78014 |
| **Electrical Components/Equipment - 0.6%** | **Electrical Components/Equipment - 0.6%** |  |
| Novanta, Inc. <sup>(a)</sup> | 512 | 66012 |
| **Electronics - 4.8%** | **Electronics - 4.8%** |  |
| Advanced Energy Industries, Inc. | 475 | 62938 |
| Allegion PLC | 530 | 76384 |
| Keysight Technologies, Inc. <sup>(a)</sup> | 698 | 114374 |
| NEXTracker, Inc. - Class A <sup>(a)</sup> | 1808 | 98301 |
| nVent Electric PLC | 1585 | 116101 |
| Sensata Technologies Holding PLC | 2956 | 89005 |
|  |  | 557103 |
| **Energy-Alternate Sources - 0.5%** | **Energy-Alternate Sources - 0.5%** |  |
| Enphase Energy, Inc. <sup>(a)</sup> | 1371 | 54360 |
| **Engineering/Construction - 0.1%** | **Engineering/Construction - 0.1%** |  |
| Exponent, Inc. | 192 | 14344 |
| **Entertainment - 0.6%** | **Entertainment - 0.6%** |  |
| Caesars Entertainment, Inc. <sup>(a)</sup> | 577 | 16381 |
| DraftKings, Inc. - Class A <sup>(a)</sup> | 1139 | 48852 |
|  |  | 65233 |
| **Environmental Control - 0.1%** | **Environmental Control - 0.1%** |  |
| GFL Environmental, Inc. | 55 | 2775 |
| Veralto Corp. | 42 | 4240 |
|  |  | 7015 |
| **Food - 2.9%** | **Food - 2.9%** |  |
| Cal-Maine Foods, Inc. | 622 | 61970 |
| Campbell's Co. | 1686 | 51676 |
| Conagra Brands, Inc. | 4461 | 91317 |
| Kraft Heinz Co. | 212 | 5474 |
| Lamb Weston Holdings, Inc. | 1440 | 74664 |
| Pilgrim's Pride Corp. | 281 | 12639 |
| Sprouts Farmers Market, Inc. <sup>(a)</sup> | 78 | 12842 |
| Tyson Foods, Inc. - Class A | 23 | 1286 |
| US Foods Holding Corp. <sup>(a)</sup> | 285 | 21948 |
|  |  | 333816 |
| **Gas - 0.4%** | **Gas - 0.4%** |  |
| Brookfield Infrastructure Corp. - Class A | 865 | 35984 |
| New Jersey Resources Corp. | 353 | 15822 |
|  |  | 51806 |
| **Hand/Machine Tools - 0.0%<sup>(b)</sup>** | **Hand/Machine Tools - 0.0%<sup>(b)</sup>** |  |
| Snap-on, Inc. | 11 | 3423 |
| **Healthcare-Products - 4.6%** | **Healthcare-Products - 4.6%** |  |
| Baxter International, Inc. | 5780 | 175018 |
| Edwards Lifesciences Corp. <sup>(a)</sup> | 870 | 68043 |
| Globus Medical, Inc. - Class A <sup>(a)</sup> | 2599 | 153393 |
| iRhythm Technologies, Inc. <sup>(a)</sup> | 79 | 12163 |
| Penumbra, Inc. <sup>(a)</sup> | 315 | 80838 |
| Repligen Corp. <sup>(a)</sup> | 135 | 16791 |
| STERIS PLC | 116 | 27866 |
|  |  | 534112 |
| **Healthcare-Services - 2.8%** | **Healthcare-Services - 2.8%** |  |
| Centene Corp. <sup>(a)</sup> | 451 | 24480 |
| Charles River Laboratories International, Inc. <sup>(a)</sup> | 1165 | 176765 |
| CorVel Corp. <sup>(a)</sup> | 175 | 17986 |
| DaVita, Inc. <sup>(a)</sup> | 226 | 32194 |
| Elevance Health, Inc. | 36 | 14003 |
| HealthEquity, Inc. <sup>(a)</sup> | 538 | 56361 |
| Humana, Inc. | 24 | 5868 |
|  |  | 327657 |
| **Home Builders - 0.4%** | **Home Builders - 0.4%** |  |
| Cavco Industries, Inc. <sup>(a)</sup> | 5 | 2172 |
| Champion Homes, Inc. <sup>(a)</sup> | 765 | 47897 |
|  |  | 50069 |
| **Home Furnishings - 0.3%** | **Home Furnishings - 0.3%** |  |
| Dolby Laboratories, Inc. - Class A | 473 | 35125 |
| **Household Products/Wares - 0.8%** | **Household Products/Wares - 0.8%** |  |
| Clorox Co. | 593 | 71202 |
| Kimberly-Clark Corp. | 146 | 18822 |
| Reynolds Consumer Products, Inc. | 16 | 343 |
|  |  | 90367 |
| **Internet - 2.8%** | **Internet - 2.8%** |  |
| eBay, Inc. | 265 | 19732 |
| Gen Digital, Inc. | 339 | 9966 |
| Lyft, Inc. - Class A <sup>(a)</sup> | 6060 | 95506 |
| Maplebear, Inc. <sup>(a)</sup> | 3217 | 145537 |
| Q2 Holdings, Inc. <sup>(a)</sup> | 597 | 55873 |
|  |  | 326614 |
| **Lodging - 0.6%** | **Lodging - 0.6%** |  |
| Wyndham Hotels & Resorts, Inc. | 782 | 63506 |
| **Machinery-Diversified - 0.5%** | **Machinery-Diversified - 0.5%** |  |
| Cognex Corp. | 412 | 13069 |
| Esab Corp. | 82 | 9885 |
| Graco, Inc. | 148 | 12723 |
| Middleby Corp. <sup>(a)</sup> | 43 | 6192 |
| Mueller Water Products, Inc. - Class A | 667 | 16035 |
| Watts Water Technologies, Inc. - Class A | 1 | 246 |
|  |  | 58150 |
| **Media - 3.4%** | **Media - 3.4%** |  |
| Charter Communications, Inc. - Class A <sup>(a)</sup> | 172 | 70315 |
| Fox Corp. - Class A | 2618 | 146713 |
| Nexstar Media Group, Inc. | 581 | 100484 |
| Warner Bros Discovery, Inc. <sup>(a)</sup> | 7010 | 80335 |
|  |  | 397847 |
| **Metal Fabricate/Hardware - 1.1%** | **Metal Fabricate/Hardware - 1.1%** |  |
| Valmont Industries, Inc. | 380 | 124097 |
| **Mining - 3.4%** | **Mining - 3.4%** |  |
| Agnico Eagle Mines Ltd. | 89 | 10585 |
| Barrick Mining Corp. | 1226 | 25525 |
| Kinross Gold Corp. | 9319 | 145656 |
| Newmont Corp. | 3 | 175 |
| Pan American Silver Corp. | 5783 | 164237 |
| Royal Gold, Inc. | 22 | 3913 |
| Southern Copper Corp. | 0<br> <sup>(c)</sup>  | 28 |
| Wheaton Precious Metals Corp. | 468 | 42026 |
|  |  | 392145 |
| **Miscellaneous Manufacturing - 1.6%** | **Miscellaneous Manufacturing - 1.6%** |  |
| 3M Co. | 812 | 123619 |
| A.O. Smith Corp. - Class A | 265 | 17376 |
| Axon Enterprise, Inc. <sup>(a)</sup> | 28 | 23182 |
| Illinois Tool Works, Inc. | 67 | 16566 |
|  |  | 180743 |
| **Oil/Gas - 2.4%** | **Oil/Gas - 2.4%** |  |
| Antero Resources Corp. <sup>(a)</sup> | 1869 | 75283 |
| APA Corp. | 430 | 7865 |
| California Resources Corp. | 278 | 12696 |
| Canadian Natural Resources Ltd. | 759 | 23833 |
| Cenovus Energy, Inc. | 5 | 68 |
| Permian Resources Corp. - Class A | 9199 | 125290 |
| Texas Pacific Land Corp. | 36 | 38030 |
|  |  | 283065 |
| **Oil/Gas Services - 0.5%** | **Oil/Gas Services - 0.5%** |  |
| ChampionX Corp. | 31 | 770 |
| NOV, Inc. | 4169 | 51821 |
| Schlumberger NV | 109 | 3684 |
| TechnipFMC PLC | 91 | 3134 |
|  |  | 59409 |
| **Packaging/Containers - 0.9%** | **Packaging/Containers - 0.9%** |  |
| Crown Holdings, Inc. | 764 | 78677 |
| Sealed Air Corp. | 875 | 27151 |
|  |  | 105828 |
| **Pharmaceuticals - 4.0%** | **Pharmaceuticals - 4.0%** |  |
| Alkermes PLC <sup>(a)</sup> | 4289 | 122708 |
| Jazz Pharmaceuticals PLC <sup>(a)</sup> | 1604 | 170216 |
| Johnson & Johnson | 22 | 3361 |
| Pfizer, Inc. | 3168 | 76792 |
| Zoetis, Inc. | 609 | 94974 |
|  |  | 468051 |
| **Pipelines - 1.0%** | **Pipelines - 1.0%** |  |
| TC Energy Corp. | 2353 | 114803 |
| **Retail - 3.0%** | **Retail - 3.0%** |  |
| CarMax, Inc. <sup>(a)</sup> | 1220 | 81996 |
| Casey's General Stores, Inc. | 10 | 5103 |
| Costco Wholesale Corp. | 17 | 16829 |
| Darden Restaurants, Inc. | 65 | 14168 |
| Domino's Pizza, Inc. | 120 | 54072 |
| Five Below, Inc. <sup>(a)</sup> | 988 | 129606 |
| Lithia Motors, Inc. | 7 | 2365 |
| McDonald's Corp. | 33 | 9641 |
| Ross Stores, Inc. | 210 | 26792 |
| TJX Cos., Inc. | 31 | 3828 |
|  |  | 344400 |
| **Semiconductors - 4.4%** | **Semiconductors - 4.4%** |  |
| GLOBALFOUNDRIES, Inc. <sup>(a)</sup> | 2770 | 105814 |
| Micron Technology, Inc. | 1626 | 200404 |
| Onto Innovation, Inc. <sup>(a)</sup> | 260 | 26242 |
| Qorvo, Inc. <sup>(a)</sup> | 1413 | 119978 |
| Silicon Laboratories, Inc. <sup>(a)</sup> | 364 | 53639 |
|  |  | 506077 |
| **Software - 10.1%** | **Software - 10.1%** |  |
| ACI Worldwide, Inc. <sup>(a)</sup> | 1846 | 84750 |
| Adobe, Inc. <sup>(a)</sup> | 279 | 107940 |
| AvePoint, Inc. <sup>(a)</sup> | 24 | 463 |
| C3.ai, Inc. - Class A <sup>(a)</sup> | 649 | 15946 |
| Clearwater Analytics Holdings, Inc. - Class A <sup>(a)</sup> | 3994 | 87588 |
| Commvault Systems, Inc. <sup>(a)</sup> | 30 | 5230 |
| Dayforce, Inc. <sup>(a)</sup> | 103 | 5705 |
| Dropbox, Inc. - Class A <sup>(a)</sup> | 373 | 10668 |
| Guidewire Software, Inc. <sup>(a)</sup> | 501 | 117960 |
| Intuit, Inc. | 157 | 123658 |
| MongoDB, Inc. <sup>(a)</sup> | 3 | 630 |
| Paychex, Inc. | 264 | 38401 |
| Paycom Software, Inc. | 409 | 94643 |
| Pegasystems, Inc. | 1911 | 103442 |
| PTC, Inc. <sup>(a)</sup> | 417 | 71866 |
| ROBLOX Corp. - Class A <sup>(a)</sup> | 893 | 93944 |
| SPS Commerce, Inc. <sup>(a)</sup> | 34 | 4627 |
| Waystar Holding Corp. <sup>(a)</sup> | 2141 | 87503 |
| Zoom Communications, Inc. - Class A <sup>(a)</sup> | 1393 | 108626 |
|  |  | 1163590 |
| **Telecommunications - 2.2%** | **Telecommunications - 2.2%** |  |
| BCE, Inc. | 836 | 18534 |
| Credo Technology Group Holding Ltd. <sup>(a)</sup> | 672 | 62221 |
| Juniper Networks, Inc. | 4123 | 164631 |
| Ubiquiti, Inc. | 28 | 11526 |
|  |  | 256912 |
| **Toys/Games/Hobbies - 0.9%** | **Toys/Games/Hobbies - 0.9%** |  |
| Hasbro, Inc. | 1066 | 78692 |
| Mattel, Inc. <sup>(a)</sup> | 1560 | 30763 |
|  |  | 109455 |
| **Transportation - 1.1%** | **Transportation - 1.1%** |  |
| C.H. Robinson Worldwide, Inc. | 725 | 69564 |
| Matson, Inc. | 553 | 61576 |
|  |  | 131140 |
| **TOTAL COMMON STOCKS** (Cost $9,812,430) | **TOTAL COMMON STOCKS** (Cost $9,812,430) | 10047642 |
| **SHORT-TERM INVESTMENTS - 2.5%** |  |  |
| **Money Market Funds - 2.5%** |  |  |
| First American Government Obligations Fund - Class X, 4.23%<sup>(d)</sup> | 284021 | 284021 |
| **TOTAL SHORT-TERM INVESTMENTS** (Cost $284,021) | **TOTAL SHORT-TERM INVESTMENTS** (Cost $284,021) | 284021 |
| **TOTAL INVESTMENTS - 89.3% (**Cost $10,096,451**)** | **TOTAL INVESTMENTS - 89.3% (**Cost $10,096,451**)** | 10331663 |
| Other Assets in Excess of Liabilities - 10.7% | Other Assets in Excess of Liabilities - 10.7% | 1236965 |
| **TOTAL NET ASSETS - 100.0%** |  | $11568628 |
| two | two | –% |
| Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. | –% |

---

PLC - Public Limited Company<br>

(a) Non-income producing security.

(b) Represents less than 0.05% of net assets.

(c) Represents less than 0.5 shares.

(d) The rate shown represents the 7-day annualized effective yield as of June 30, 2025.

------

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Gotham Short Strategies ETF** | **Gotham Short Strategies ETF** | **Gotham Short Strategies ETF** | **Gotham Short Strategies ETF** | **Gotham Short Strategies ETF** | **Gotham Short Strategies ETF** | **Gotham Short Strategies ETF** | **Gotham Short Strategies ETF** | **Gotham Short Strategies ETF** | **Gotham Short Strategies ETF** |
| **Schedule of Total Return Swap Contracts** | **Schedule of Total Return Swap Contracts** | **Schedule of Total Return Swap Contracts** | **Schedule of Total Return Swap Contracts** | **Schedule of Total Return Swap Contracts** | **Schedule of Total Return Swap Contracts** | **Schedule of Total Return Swap Contracts** | **Schedule of Total Return Swap Contracts** | **Schedule of Total Return Swap Contracts** | **Schedule of Total Return Swap Contracts** |
| **June 30, 2025 (Unaudited)** | **June 30, 2025 (Unaudited)** | **June 30, 2025 (Unaudited)** | **June 30, 2025 (Unaudited)** | **June 30, 2025 (Unaudited)** | **June 30, 2025 (Unaudited)** | **June 30, 2025 (Unaudited)** | **June 30, 2025 (Unaudited)** | **June 30, 2025 (Unaudited)** | **June 30, 2025 (Unaudited)** |
| **Reference Entity** | **Counterparty** | **Pay/ Receive Reference Entity** | **Financing Rate** | **Payment Frequency** | **Maturity Date** | **Notional Amount** | **Notional Amount** | **Value/ Unrealized**<br> **Appreciation**<br> (Depreciation) | **Value/ Unrealized**<br> **Appreciation**<br> (Depreciation) |
| 3M Co. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 | $| 15528 | $| 740 |
| A.O. Smith Corp. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 1967 |  | 52 |
| Accenture PLC | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 1793 |  | 51 |
| ACI Worldwide, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 275 |  | 2 |
| Adobe, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 12380 |  | 171 |
| AeroVironment, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 855 |  | 8 |
| Agnico Eagle Mines Ltd. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/13/2030 |  | 951 |  | 6 |
| Algonquin Power & Utilities Corp. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 8480 |  | 76 |
| Alkermes PLC | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 9327 |  | (1437) |
| Alkermes PLC | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 1202 |  | (72) |
| Allison Transmission Holdings, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 5319 |  | 78 |
| Altria Group, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 6742 |  | 11 |
| Amdocs Ltd. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 2828 |  | 2 |
| APA Corp. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 878 |  | (12) |
| Automatic Data Processing, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 13261 |  | (5) |
| AvePoint, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 39 |  | (1) |
| Axon Enterprise, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 2484 |  | 124 |
| Barrick Mining Corp. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/13/2030 |  | 62 |  | (9) |
| Baxter International, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 3361 |  | (21) |
| Baxter International, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 1211 |  | (23) |
| BCE, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 355 |  | (4) |
| BCE, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/13/2030 |  | 1663 |  | 63 |
| BioMarin Pharmaceutical, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 7971 |  | (1608) |
| BioMarin Pharmaceutical, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 1044 |  | (51) |
| BorgWarner, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 2913 |  | 194 |
| BorgWarner, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/13/2030 |  | 8303 |  | 122 |
| Brookfield Infrastructure Corp. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 166 |  | 10 |
| Brookfield Infrastructure Corp. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/13/2030 |  | 4576 |  | 214 |
| C3.ai, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 1966 |  | (159) |
| California Resources Corp. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 1370 |  | (31) |
| Canadian Natural Resources Ltd. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 4019 |  | (28) |
| CarMax, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 9006 |  | (46) |
| Campbell's Co. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 123 |  | (20) |
| Campbell's Co. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 5548 |  | (463) |
| Carrier Global Corp. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 17126 |  | 515 |
| Carrier Global Corp. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/13/2030 |  | 5343 |  | 55 |
| Casey's General Stores, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 510 |  | (1) |
| Cenovus Energy, Inc. | Morgan Stanley | Receive | 0.00% | Termination | 05/15/2030 |  | 14 |  | 0 |
| Centene Corp. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 868 |  | (81) |
| Centene Corp. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 1900 |  | (55) |
| CF Industries Holdings, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 1840 |  | 13 |
| CGI, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 314 |  | 1 |
| CH Robinson Worldwide, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 6525 |  | 443 |
| CH Robinson Worldwide, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/13/2030 |  | 1055 |  | 13 |
| Champion Homes, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 4946 |  | (2965) |
| Champion Homes, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 188 |  | (68) |
| ChampionX Corp. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 1416 |  | 4 |
| Charter Communications, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 6950 |  | 334 |
| Cintas Corp. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 4903 |  | 45 |
| Clearwater Analytics Holdings, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 6798 |  | (320) |
| Clearwater Analytics Holdings, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 3728 |  | (121) |
| Clorox Co. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 600 |  | (81) |
| Clorox Co. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 8045 |  | (450) |
| Commvault Systems, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 697 |  | 3 |
| Conagra Brands, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 2293 |  | (327) |
| Conagra Brands, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/13/2030 |  | 8495 |  | (768) |
| Constellation Brands, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 1952 |  | 11 |
| CorVel Corp. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 1850 |  | (93) |
| Costco Wholesale Corp. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 1980 |  | 14 |
| Coty, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 47 |  | 0 |
| Credo Technology Group Holding Ltd. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 6852 |  | 254 |
| Crocs, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 9318 |  | 6 |
| Crown Holdings, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 4943 |  | 260 |
| Crown Holdings, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/13/2030 |  | 3707 |  | 145 |
| Darden Restaurants, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 1526 |  | (21) |
| DaVita, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 2991 |  | 72 |
| Dayforce, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 609 |  | (2) |
| Deckers Outdoor Corp. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 12265 |  | (54) |
| Dolby Laboratories, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 3787 |  | (213) |
| Dolby Laboratories, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 74 |  | 2 |
| Domino's Pizza, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 7210 |  | (104) |
| DraftKings, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 5533 |  | 134 |
| Dropbox, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 1516 |  | 17 |
| D-Wave Quantum, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 351 |  | (100) |
| eBay, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 2234 |  | 12 |
| Edwards Lifesciences Corp. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/13/2030 |  | 7977 |  | 332 |
| Element Solutions, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 3601 |  | 128 |
| Element Solutions, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 12525 |  | 398 |
| Elevance Health, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 1556 |  | 38 |
| Enphase Energy, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 1071 |  | (4) |
| Equifax, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 4150 |  | 61 |
| Esab Corp. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 1206 |  | 28 |
| Exelixis, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/13/2030 |  | 9344 |  | 325 |
| Exponent, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 822 |  | (37) |
| Exponent, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 672 |  | (23) |
| Five Below, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 14561 |  | 498 |
| Fox Corp. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 4763 |  | 508 |
| Fox Corp. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 13281 |  | 173 |
| Gartner, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 4446 |  | (247) |
| Gartner, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 14956 |  | (283) |
| Gen Digital, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 1176 |  | 2 |
| Gentex Corp. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 4068 |  | 16 |
| Gentex Corp. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 1187 |  | 22 |
| GLOBALFOUNDRIES, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 2941 |  | 68 |
| GLOBALFOUNDRIES, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 9130 |  | 810 |
| Globus Medical, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 590 |  | 0 |
| Globus Medical, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 16408 |  | (5473) |
| Graco, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 430 |  | 6 |
| Graphic Packaging Holding Co. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/10/2029 |  | 23978 |  | (6352) |
| Guidewire Software, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 12950 |  | (762) |
| Halozyme Therapeutics, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 4526 |  | (95) |
| Hasbro, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 6865 |  | 707 |
| HealthEquity, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 6076 |  | 134 |
| Humana, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 1956 |  | 131 |
| Illinois Tool Works, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 1484 |  | 21 |
| Interparfums, Inc. | Morgan Stanley | Receive | 0.00% | Termination | 05/15/2030 |  | 131 |  | 0 |
| Intuit, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 14177 |  | 820 |
| iRhythm Technologies, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 1232 |  | 135 |
| iRhythm Technologies, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 308 |  | 23 |
| Jazz Pharmaceuticals PLC | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 19420 |  | (4208) |
| Johnson & Johnson | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 458 |  | 5 |
| Juniper Networks, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 19566 |  | 1924 |
| KBR, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 3596 |  | (136) |
| Kenvue, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 3663 |  | (576) |
| Kenvue, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 4563 |  | (169) |
| Keysight Technologies, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 12617 |  | 165 |
| Kimberly-Clark Corp. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 1934 |  | (15) |
| Kinross Gold Corp. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 6690 |  | 295 |
| Kinross Gold Corp. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/13/2030 |  | 9566 |  | 923 |
| Kontoor Brands, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 528 |  | (39) |
| Kraft Heinz Co. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 646 |  | (4) |
| Kyndryl Holdings, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 15945 |  | 1576 |
| Kyndryl Holdings, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/13/2030 |  | 3231 |  | 136 |
| Lamb Weston Holdings, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 8555 |  | (101) |
| Leonardo DRS, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 790 |  | 83 |
| Leonardo DRS, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/13/2030 |  | 2649 |  | 271 |
| Lithia Motors, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 2027 |  | 238 |
| Lyft, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 9519 |  | 9 |
| Lyft, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 1072 |  | (41) |
| Maplebear, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 9862 |  | (91) |
| Maplebear, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/13/2030 |  | 6288 |  | 84 |
| Matson, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 7349 |  | (1702) |
| Mattel, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 5068 |  | 1119 |
| McDonald's Corp. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 1169 |  | 17 |
| Micron Technology, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 22308 |  | (375) |
| Middleby Corp. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 864 |  | 8 |
| MKS, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 397 |  | 74 |
| MongoDB, Inc. | Morgan Stanley | Receive | 0.00% | Termination | 05/15/2030 |  | 210 |  | 0 |
| Monster Beverage Corp. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 3007 |  | 24 |
| Mueller Water Products, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 962 |  | (32) |
| Mueller Water Products, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/13/2030 |  | 841 |  | (50) |
| National Beverage Corp. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 173 |  | (2) |
| New Jersey Resources Corp. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 2107 |  | (31) |
| NewMarket Corp. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 691 |  | 80 |
| Newmont Corp. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 1631 |  | 58 |
| Nexstar Media Group, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 11069 |  | 441 |
| Nexstar Media Group, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/13/2030 |  | 519 |  | 4 |
| NEXTracker, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 10874 |  | (661) |
| NOV, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 5308 |  | (1018) |
| NOV, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 1355 |  | (5) |
| Novanta, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 6962 |  | (283) |
| Novanta, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 1031 |  | 49 |
| nVent Electric PLC | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 7252 |  | 1157 |
| nVent Electric PLC | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/13/2030 |  | 5274 |  | 457 |
| Omnicom Group, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 3381 |  | 67 |
| Onto Innovation, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 3835 |  | 155 |
| Pan American Silver Corp. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 17892 |  | 2459 |
| Pan American Silver Corp. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/13/2030 |  | 1164 |  | 202 |
| Paychex, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 3782 |  | (158) |
| Paycom Software, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 11107 |  | (258) |
| Paylocity Holding Corp. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 181 |  | (13) |
| Paylocity Holding Corp. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 1087 |  | 11 |
| Pegasystems, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 10664 |  | 1510 |
| Pegasystems, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 1299 |  | 119 |
| Penumbra, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 8469 |  | (110) |
| Permian Resources Corp. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 817 |  | 42 |
| Permian Resources Corp. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/13/2030 |  | 13034 |  | 491 |
| Pfizer, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 21477 |  | 738 |
| Pilgrim's Pride Corp. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 1754 |  | (33) |
| Prestige Consumer Healthcare, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 160 |  | (5) |
| PTC, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 6721 |  | 411 |
| PTC, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 862 |  | 26 |
| Q2 Holdings, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 749 |  | 27 |
| Q2 Holdings, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/13/2030 |  | 5990 |  | 247 |
| Qorvo, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 11718 |  | 1864 |
| Qorvo, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/13/2030 |  | 1443 |  | 140 |
| RB Global, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 850 |  | 10 |
| Repligen Corp. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 1866 |  | 71 |
| Revvity, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 0 |  | 0 |
| Reynolds Consumer Products, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 21 |  | 0 |
| Robert Half, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 4926 |  | (988) |
| Robert Half, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 3941 |  | (133) |
| ROBLOX Corp. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 3472 |  | 1051 |
| ROBLOX Corp. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 6943 |  | 1268 |
| Ross Stores, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 3190 |  | (23) |
| Royal Gold, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 356 |  | 3 |
| Rush Enterprises, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 824 |  | 7 |
| Rush Enterprises, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 1030 |  | 49 |
| Schlumberger NV | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 406 |  | 2 |
| Sealed Air Corp. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 2917 |  | (8) |
| Sensata Technologies Holding PLC | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 9605 |  | 479 |
| Sensata Technologies Holding PLC | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/13/2030 |  | 1144 |  | 88 |
| Sherwin-Williams Co. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 5837 |  | 146 |
| Silicon Laboratories, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 6042 |  | 782 |
| Snap-on, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 622 |  | 3 |
| Southwest Airlines Co. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 2822 |  | 48 |
| Southwest Airlines Co. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 16544 |  | 2228 |
| Sprouts Farmers Market, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/13/2030 |  | 1482 |  | 24 |
| SPS Commerce, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 408 |  | 0 |
| STERIS PLC | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 3123 |  | 22 |
| TC Energy Corp. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 12246 |  | 974 |
| TC Energy Corp. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 1122 |  | 38 |
| TechnipFMC PLC | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 1033 |  | 168 |
| TechnipFMC PLC | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 138 |  | 19 |
| Teck Resources Ltd. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 9732 |  | 1683 |
| Teck Resources Ltd. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 40 |  | 4 |
| Texas Pacific Land Corp. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 3169 |  | (31) |
| TJX Cos., Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 494 |  | 5 |
| Trade Desk, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 2808 |  | 158 |
| Tyson Foods, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 168 |  | 2 |
| Ubiquiti, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 1235 |  | 87 |
| United Airlines Holdings, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 1672 |  | 184 |
| United Airlines Holdings, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 717 |  | 44 |
| United Therapeutics Corp. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 10057 |  | (1907) |
| Us Federal Funds Effective Rate (Continuous Series) | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 5623 |  | (273) |
| US Foods Holding Corp. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 1617 |  | 3 |
| US Foods Holding Corp. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 924 |  | 56 |
| Valmont Industries, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 16002 |  | 125 |
| Veralto Corp. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 2120 |  | 72 |
| Verisk Analytics, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 2492 |  | 24 |
| Vistra Corp. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 15311 |  | 3125 |
| Warner Bros Discovery, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/13/2030 |  | 20880 |  | 3821 |
| Watts Water Technologies, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 1229 |  | 250 |
| Waystar Holding Corp. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 3760 |  | 37 |
| Waystar Holding Corp. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 6131 |  | 289 |
| WESTERN DIGITAL | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 32571 |  | 10109 |
| Wheaton Precious Metals Corp. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/13/2030 |  | 5388 |  | 374 |
| WillScot Holdings Corp. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2029 |  | 2987 |  | 25 |
| WillScot Holdings Corp. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/13/2030 |  | 6357 |  | 65 |
| W.W. Grainger, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 1040 |  | 23 |
| Wyndham Hotels & Resorts, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 6984 |  | (3) |
| Zoetis, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 10605 |  | (65) |
| Zoom Communications, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 05/15/2030 |  | 12321 |  | (113) |
|  |  |  |  |  |  |  |  | $| 18662 |
|  |  |  |  |  |  |  |  | $| 0 |
| **Reference Entity** | **Counterparty** | **Pay/ Receive Reference Entity** | **Financing Rate** | **Payment Frequency** | **Maturity Date** | **Notional Amount** | **Notional Amount** | **Value/ Unrealized**<br> **Appreciation**<br> (Depreciation) | **Value/ Unrealized**<br> **Appreciation**<br> (Depreciation) |
| AAON, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (72054) |  | 6441 |
| AAON, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (811) |  | 302 |
| Acadia Healthcare Co., Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (18606) |  | 19126 |
| Acuity, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (6862) |  | (1246) |
| Advanced Micro Devices, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (85140) |  | (7753) |
| Agilent Technologies, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (354) |  | 8 |
| Akamai Technologies, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (239) |  | 5 |
| Akamai Technologies, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (245023) |  | (6244) |
| Alamos Gold, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (345) |  | 8 |
| Alaska Air Group, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (171151) |  | (11347) |
| Alaska Air Group, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (30974) |  | 1045 |
| Amazon.com, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (254931) |  | (33788) |
| Ameren Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (54935) |  | 1719 |
| Ameren Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (73663) |  | (86) |
| Amkor Technology, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (441) |  | (12) |
| Amphenol Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (16590) |  | (3871) |
| Appfolio, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (2303) |  | (14) |
| Applied Materials, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (249524) |  | (13862) |
| Archer-Daniels-Midland Co. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (168738) |  | (13275) |
| Archer-Daniels-Midland Co. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (37474) |  | (2739) |
| Archrock, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (56513) |  | (4362) |
| Archrock, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (23886) |  | 199 |
| Arcosa, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (91826) |  | (8173) |
| Asbury Automotive Group, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (7872) |  | (503) |
| Asbury Automotive Group, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (16936) |  | (455) |
| Atlassian Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (18481) |  | 415 |
| Atmos Energy Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (12329) |  | (37) |
| Ball Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (12564) |  | (962) |
| Ball Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (57661) |  | (3049) |
| Bausch + Lomb Corp. | Morgan Stanley | Pay | EFFR + (2.68)% | Termination | 11/14/2029 |  | (6960) |  | (850) |
| Bausch + Lomb Corp. | Morgan Stanley | Pay | EFFR + (2.88)% | Termination | 05/13/2030 |  | (19879) |  | (1852) |
| BILL Holdings, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (38396) |  | (4542) |
| Broadcom, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (81592) |  | (6922) |
| Brookfield Renewable Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (17046) |  | (2671) |
| Brookfield Renewable Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (93652) |  | (7898) |
| Builders FirstSource, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (103971) |  | (4772) |
| Builders FirstSource, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (82383) |  | 203 |
| Bunge Global SA | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (69683) |  | (2019) |
| Bunge Global SA | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (102518) |  | 828 |
| Burlington Stores, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (57462) |  | (1161) |
| BWX Technologies, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (141467) |  | (11778) |
| Cabot Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (26025) |  | 78 |
| Cameco Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (520) |  | (104) |
| Casella Waste Systems, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (35999) |  | (291) |
| Casella Waste Systems, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (10500) |  | (58) |
| Caterpillar, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (168095) |  | (28236) |
| Celestica, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (23104) |  | (3283) |
| Celsius Holdings, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (6355) |  | (181) |
| CenterPoint Energy, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (21493) |  | 1304 |
| CenterPoint Energy, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (8340) |  | 64 |
| Chemed Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (9739) |  | 1823 |
| Chemed Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (9252) |  | 1672 |
| Cheniere Energy, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (4627) |  | 18 |
| Cleveland-Cliffs, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (16986) |  | 9569 |
| CMS Energy Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (21338) |  | 1197 |
| CMS Energy Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (29513) |  | 332 |
| CNX Resources Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (13270) |  | (1675) |
| Coeur Mining, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (12590) |  | (2718) |
| Coeur Mining, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (51353) |  | (6874) |
| Comfort Systems USA, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (7507) |  | (547) |
| Commercial Metals Co. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (5429) |  | 53 |
| Confluent, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (33830) |  | (6432) |
| Confluent, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (50059) |  | (5217) |
| Corcept Therapeutics, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (113183) |  | 180 |
| Corcept Therapeutics, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (46022) |  | 591 |
| Coterra Energy, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (53298) |  | (5160) |
| Coterra Energy, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (105632) |  | (3834) |
| CSX Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (54427) |  | (8280) |
| Curtiss-Wright Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (2931) |  | (753) |
| Cytokinetics, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (30033) |  | 136 |
| Cytokinetics, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (50849) |  | (323) |
| Dell Technologies, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (104823) |  | (8829) |
| Dick's Sporting Goods, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (128972) |  | (9220) |
| Dominion Energy, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (103884) |  | (3418) |
| Dominion Energy, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (71498) |  | (2356) |
| Donaldson Co., Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (9848) |  | 35 |
| Dow, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/10/2029 |  | (64373) |  | 52426 |
| Dow, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (220287) |  | 87397 |
| Doximity, Inc. | Morgan Stanley | Pay | 0.00% | Termination | 05/13/2030 |  | (1409) |  | 0 |
| DT Midstream, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (188825) |  | (28827) |
| Duke Energy Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (286268) |  | (6686) |
| Duke Energy Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (23954) |  | (320) |
| Dycom Industries, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (3421) |  | (834) |
| Dycom Industries, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (70384) |  | (4030) |
| Eagle Materials, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (202) |  | 13 |
| Eaton Corp. PLC | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (9282) |  | (1403) |
| Eaton Corp. PLC | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (87820) |  | (7573) |
| Eli Lilly & Co. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (252568) |  | 3606 |
| Enbridge, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (8928) |  | (215) |
| EnerSys | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (1544) |  | 206 |
| EnerSys | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (1372) |  | 226 |
| Ensign Group, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (98572) |  | (14315) |
| Ensign Group, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (43347) |  | (2564) |
| Entegris, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (12178) |  | (859) |
| Entegris, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (21937) |  | (1218) |
| Estee Lauder Cos., Inc. | Morgan Stanley | Pay | 0.00% | Termination | 05/13/2030 |  | (1446) |  | 0 |
| Fabrinet | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (24458) |  | (7238) |
| Fabrinet | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (199793) |  | (40160) |
| FedEx Corp. | Morgan Stanley | Pay | 0.00% | Termination | 05/13/2030 |  | (11842) |  | 0 |
| First Majestic Silver Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (87273) |  | 426 |
| First Solar, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (19368) |  | (3981) |
| FirstEnergy Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (150411) |  | (3992) |
| Floor & Decor Holdings, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (46336) |  | (659) |
| Flowserve Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (1518) |  | 15 |
| Fluor Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (11177) |  | (431) |
| Flutter Entertainment PLC | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (2858) |  | (132) |
| FMC Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (63752) |  | (8167) |
| FMC Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (86256) |  | (5856) |
| Franco-Nevada Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (10655) |  | (1163) |
| Franco-Nevada Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (71797) |  | 1001 |
| Franklin Electric Co., Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (4397) |  | (121) |
| Franklin Electric Co., Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (9423) |  | (56) |
| Freeport-McMoRan, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (279131) |  | (39084) |
| Frontier Communications Parent, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (42843) |  | 257 |
| Frontier Communications Parent, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (59223) |  | 214 |
| GATX Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (3225) |  | (162) |
| GATX Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (21191) |  | (348) |
| Genuine Parts Co. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/10/2029 |  | (33724) |  | (550) |
| Genuine Parts Co. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (318924) |  | 74 |
| Gitlab, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (46373) |  | (3189) |
| Glaukos Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (204514) |  | (9618) |
| Graphic Packaging Holding Co. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (35082) |  | 9010 |
| Graphic Packaging Holding Co. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (632) |  | 14 |
| GXO Logistics, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (1120) |  | (195) |
| GXO Logistics, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (2581) |  | (10) |
| Hershey Co. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | 0 |  | 0 |
| Hess Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (120807) |  | (7141) |
| Hess Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (55693) |  | (2234) |
| Hewlett Packard Enterprise Co. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (8794) |  | (1150) |
| Hexcel Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (20506) |  | (2300) |
| Hexcel Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (14179) |  | 87 |
| Hologic, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (175280) |  | (4841) |
| Hormel Foods Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (31369) |  | 759 |
| Hubbell, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (23688) |  | (3281) |
| Hubbell, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (128649) |  | (5713) |
| Huntington Ingalls Industries, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (353739) |  | (56449) |
| Huntington Ingalls Industries, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (9175) |  | (714) |
| IDACORP, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (4387) |  | (28) |
| IES Holdings, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (4443) |  | (830) |
| IES Holdings, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (7998) |  | (693) |
| Insmed, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (142104) |  | (46307) |
| Inspire Medical Systems, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (5580) |  | 1144 |
| Inspire Medical Systems, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (389) |  | 52 |
| International Business Machines Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (131767) |  | (3376) |
| International Paper Co. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (204553) |  | (9820) |
| International Paper Co. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (110612) |  | 2518 |
| Itron, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (33961) |  | (1504) |
| JBT Marel Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (115450) |  | (1648) |
| KLA Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (161233) |  | (5656) |
| Knife River Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (18940) |  | 4491 |
| Kratos Defense & Security Solutions, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (15654) |  | (4154) |
| Las Vegas Sands Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (57825) |  | (5746) |
| Las Vegas Sands Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (13097) |  | (951) |
| Levi Strauss & Co. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (388) |  | (4) |
| Light & Wonder, Inc. | Morgan Stanley | Pay | 0.00% | Termination | 05/13/2030 |  | (3075) |  | 0 |
| Live Nation Entertainment, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (64294) |  | (6408) |
| Live Nation Entertainment, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (79119) |  | (3237) |
| LKQ Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (89860) |  | 3493 |
| LKQ Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (52221) |  | 6398 |
| Lumen Technologies, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (184788) |  | 9245 |
| Madison Square Garden Sports Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (24029) |  | (1562) |
| Madison Square Garden Sports Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (16507) |  | (1055) |
| Magna International, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (13398) |  | (758) |
| Marathon Petroleum Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (18604) |  | (579) |
| Martin Marietta Materials, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/10/2029 |  | (126810) |  | (879) |
| Martin Marietta Materials, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (23056) |  | (992) |
| Marzetti Co. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (20041) |  | (1254) |
| Marzetti Co. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (77055) |  | (2300) |
| McCormick & Co., Inc./MD | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (42383) |  | 346 |
| Medtronic PLC | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (135724) |  | 49 |
| Meta Platforms, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (267927) |  | (27299) |
| Microchip Technology, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (2463) |  | (837) |
| Microchip Technology, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (27796) |  | (4963) |
| Microsoft Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (6466) |  | (799) |
| Microsoft Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (134301) |  | (10301) |
| Neurocrine Biosciences, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (57189) |  | (2186) |
| Neurocrine Biosciences, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (33434) |  | (1658) |
| NextEra Energy, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (20757) |  | (747) |
| Nordson Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (24438) |  | 103 |
| Northrop Grumman Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (71497) |  | 307 |
| Norwegian Cruise Line Holdings Ltd. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (97101) |  | (16370) |
| Norwegian Cruise Line Holdings Ltd. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (59339) |  | (8189) |
| Nucor Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (183040) |  | (14858) |
| Nucor Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (38473) |  | (4057) |
| Nutrien Ltd. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (38555) |  | 671 |
| NVIDIA Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (65566) |  | (982) |
| NXP Semiconductors NV | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (95699) |  | (15638) |
| NXP Semiconductors NV | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (137430) |  | (7140) |
| Ollie's Bargain Outlet Holdings, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (11465) |  | (58) |
| ON Semiconductor Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (68919) |  | (1708) |
| ONEOK, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (222605) |  | 35706 |
| Oracle Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (208573) |  | (72602) |
| Oracle Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (191301) |  | (48115) |
| Oshkosh Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (20778) |  | (4420) |
| Oshkosh Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (70849) |  | (6578) |
| Palo Alto Networks, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (163098) |  | (5094) |
| Parsons Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (1794) |  | (4) |
| Pembina Pipeline Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (5777) |  | (34) |
| Penske Automotive Group, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (1374) |  | 27 |
| Performance Food Group Co. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (17494) |  | (696) |
| Performance Food Group Co. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (9184) |  | (118) |
| Pinnacle West Capital Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (58871) |  | 3156 |
| Pinnacle West Capital Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (92691) |  | 1445 |
| Pinterest, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (932) |  | (32) |
| Portland General Electric Co. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (7679) |  | 265 |
| Portland General Electric Co. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (79594) |  | 1042 |
| Post Holdings, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (7632) |  | 76 |
| Primo Brands Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (29353) |  | 279 |
| Pure Storage, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (366727) |  | (72025) |
| QUALCOMM, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (95715) |  | (469) |
| RadNet, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (25382) |  | (3001) |
| RadNet, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (29593) |  | 760 |
| Range Resources Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (3254) |  | (269) |
| Range Resources Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (10859) |  | (436) |
| RTX Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (13434) |  | 3 |
| RXO, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/10/2029 |  | (1195) |  | 1096 |
| RXO, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (6744) |  | 5378 |
| Saia, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (15891) |  | 10732 |
| Saia, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (42742) |  | (1144) |
| Sanmina Corp. | Morgan Stanley | Pay | 0.00% | Termination | 05/13/2030 |  | (391) |  | 0 |
| Sarepta Therapeutics, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/10/2029 |  | (15236) |  | 97138 |
| Sarepta Therapeutics, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (33123) |  | 105113 |
| Sarepta Therapeutics, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (10157) |  | 13935 |
| Sempra | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (12426) |  | (877) |
| Sempra | Morgan Stanley | Pay | 0.00% | Termination | 05/13/2030 |  | (1741) |  | 0 |
| SentinelOne, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (15081) |  | (535) |
| Shopify, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (180407) |  | (10168) |
| Silgan Holdings, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (26331) |  | (150) |
| Silgan Holdings, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (25519) |  | 289 |
| Simpson Manufacturing Co., Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (14910) |  | 536 |
| SiteOne Landscape Supply, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (51037) |  | (687) |
| SiteOne Landscape Supply, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (57205) |  | 841 |
| Skechers USA, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (89854) |  | (18088) |
| Skechers USA, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (147654) |  | (1271) |
| Snap, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (25714) |  | (1600) |
| Snap, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (96946) |  | (4297) |
| Sonoco Products Co. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (131856) |  | 7494 |
| Southwest Gas Holdings, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (82945) |  | (3245) |
| Spire, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (23284) |  | 770 |
| Spire, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (25401) |  | (53) |
| Spirit AeroSystems Holdings, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (11216) |  | (578) |
| Spirit AeroSystems Holdings, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (55813) |  | (760) |
| Starbucks Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (145967) |  | 2025 |
| Steel Dynamics, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (390174) |  | (3332) |
| Synopsys, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (275309) |  | (30214) |
| Synopsys, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (36913) |  | (1810) |
| Talen Energy Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (126485) |  | (7521) |
| Targa Resources Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (3656) |  | 11 |
| Teledyne Technologies, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (34325) |  | (2194) |
| Teledyne Technologies, Inc. | Morgan Stanley | Pay | EFFR + (0.58)% | Termination | 11/14/2029 |  | (4098) |  | (196) |
| Tetra Tech, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (32148) |  | (509) |
| TG Therapeutics, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (1116) |  | (30) |
| TG Therapeutics, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (11157) |  | (297) |
| TKO Group Holdings, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (23108) |  | (2113) |
| Tractor Supply Co. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (14353) |  | 101 |
| TransDigm Group, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (39537) |  | (5745) |
| TransDigm Group, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (13686) |  | (507) |
| Trex Co., Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (19849) |  | 1427 |
| Trex Co., Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (10332) |  | (75) |
| TTM Technologies, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (408) |  | 1 |
| TXNM Energy, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (108641) |  | (354) |
| UFP Industries, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (34677) |  | 143 |
| UFP Industries, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (40042) |  | 345 |
| Vail Resorts, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (6914) |  | (185) |
| Valvoline, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (80057) |  | (5222) |
| Vaxcyte, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (65865) |  | 37127 |
| Vaxcyte, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (52211) |  | 194 |
| Vertex, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (103850) |  | (2651) |
| Vertex, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (5088) |  | 339 |
| Watsco, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (117913) |  | 6560 |
| Watsco, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (53878) |  | 5064 |
| WESCO International, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (43152) |  | (5762) |
| WESCO International, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (5556) |  | (438) |
| Westlake Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (33030) |  | 1642 |
| Westlake Corp. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (106682) |  | 2268 |
| Woodward, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (42646) |  | (2775) |
| Workiva, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (8830) |  | (17) |
| Workiva, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (2122) |  | 36 |
| Xcel Energy, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 11/14/2029 |  | (170999) |  | 4519 |
| Xcel Energy, Inc. | Morgan Stanley | Pay | EFFR + (0.25)% | Termination | 05/13/2030 |  | (54684) |  | 438 |
|  |  |  |  |  |  |  |  | $| (498415) |
| **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | $ | (479753) |
| There are no upfront payments or receipts associated with total return swaps in the Fund as of June 30, 2025. | There are no upfront payments or receipts associated with total return swaps in the Fund as of June 30, 2025. | There are no upfront payments or receipts associated with total return swaps in the Fund as of June 30, 2025. | There are no upfront payments or receipts associated with total return swaps in the Fund as of June 30, 2025. | There are no upfront payments or receipts associated with total return swaps in the Fund as of June 30, 2025. | There are no upfront payments or receipts associated with total return swaps in the Fund as of June 30, 2025. | There are no upfront payments or receipts associated with total return swaps in the Fund as of June 30, 2025. | There are no upfront payments or receipts associated with total return swaps in the Fund as of June 30, 2025. | There are no upfront payments or receipts associated with total return swaps in the Fund as of June 30, 2025. | There are no upfront payments or receipts associated with total return swaps in the Fund as of June 30, 2025. |
| EFFR - Effective Federal Funds Rate was 4.33% as of June 30, 2025. | EFFR - Effective Federal Funds Rate was 4.33% as of June 30, 2025. | EFFR - Effective Federal Funds Rate was 4.33% as of June 30, 2025. | EFFR - Effective Federal Funds Rate was 4.33% as of June 30, 2025. | EFFR - Effective Federal Funds Rate was 4.33% as of June 30, 2025. | EFFR - Effective Federal Funds Rate was 4.33% as of June 30, 2025. | EFFR - Effective Federal Funds Rate was 4.33% as of June 30, 2025. | EFFR - Effective Federal Funds Rate was 4.33% as of June 30, 2025. | EFFR - Effective Federal Funds Rate was 4.33% as of June 30, 2025. | EFFR - Effective Federal Funds Rate was 4.33% as of June 30, 2025. |

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**Summary of Fair Value Disclosure as of June 30, 2025 (Unaudited)** 

Gotham Short Strategies ETF (the "Fund") has adopted fair value accounting standards which establish a definition of fair value and set out a hierarchy for measuring fair value. These standards require additional disclosures about the various inputs and valuation techniques used to develop the measurements of fair value, a discussion of changes in valuation techniques and related inputs during the period, and expanded disclosure of valuation levels for major security types. These inputs are summarized in the three broad levels listed below. The inputs or valuation methodology used for valuing securities are not an indication of the risk associated with investing in those securities.

Level 1 - Unadjusted quoted prices in active markets for identical assets or liabilities that the Fund has the ability to access.

Level 2 - Observable inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves, default rates and similar data.

Level 3 - Unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available, representing the Fund's own assumptions about the assumptions a market participant would use in valuing the asset or liability, and based on the best information available.

The following is a summary of the fair valuation hierarchy of the Fund's securities as of June 30, 2025:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **<u>Level 1</u>** | **<u>Level 2</u>** | **<u>Level 3</u>** | **<u>Total</u>** |
| **Assets:** | | | | |
| <u>Investments:</u> |  |  |  |  |
|  &nbsp;&nbsp;&nbsp;&nbsp;Common Stocks | $10047642 | $– | $– | $10047642 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Money Market Funds | 284021 | – | – | 284021 |
| Total Investments | $10331663 | $– | $– | $10331663 |
| <u>Other Financial Instruments:</u> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Total Return Swaps\* | $– | $635632 | $– | $635632 |
| Total Other Financial Instruments | $– | $635632 | $– | $635632 |
| **Liabilities:** |  |  |  |  |
| <u>Other Financial Instruments:</u> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Total Return Swaps\* | $– | $(1115385) | $– | $(1115385) |
| Total Other Financial Instruments | $– | $(1115385) | $– | $(1115385) |
| \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of June 30, 2025. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of June 30, 2025. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of June 30, 2025. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of June 30, 2025. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of June 30, 2025. |
| Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Tidal Trust I

- **b. Investment Company Act file number:** 811-23377

- **c. CIK number of Registrant:** 0001742912

- **d. LEI of Registrant:** 549300VTYHP8U2332C46

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

  - **Street Address 1:** 234 West Florida Street

  - **City:** Milwaukee

  - **State:** WI

  - **Foreign country:** US

  - **Zip / Postal Code:** 53204

  - **Telephone number:** 844-986-7700

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

- **a. Name of Series:** Gotham Short Strategies ETF

- **b. EDGAR series identifier (if any):** S000082296

- **c. LEI of Series:** 529900HUNJGO4K1VVZ54

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

- **a. Date of fiscal year-end:** 2025-09-30

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $12755613.46

**Total Liabilities:** $1187499.19

**Net Assets:** $11568114.27

**Cash Not Reported:** $1756215.83

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000245586 | -1.44%               | 1.40%                | -1.07%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-605288.97              | $194085.01                                 |
| Month 2  | $164709.67               | $618541.22                                 |
| Month 3  | $289148.08               | $277021.02                                 |

**Designated Index Information**

- **Index Name:** S&P 500 Total Return Index

- **Index Identifier:** SPTR

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                            | BWX TECHNOLOGIES INC                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-11775.30    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BURLINGTON STOR                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-1142.19     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | C3.AI INC-A                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-158.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | C H ROBINSON WORLDWIDE INC COM NEW           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $12.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | C H ROBINSON WW                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $443.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CMS ENERGY CORP                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $342.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CMS ENERGY CORP                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $1197.47      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CNX RESOURCES CORP                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-1674.58     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CABOT CORP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $77.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CALIFORNIA RESOURCES CORP                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-31.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CAMECO CORP                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-104.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CANADIAN NATURAL RESOURCES LIMITED           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-27.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CARMAX GROUP                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-46.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CARRIER GLOBAL CORPORATION COM               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $55.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CARRIER GLOBAL CORP                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $515.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CASELLA WASTE                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-58.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CASELLA WASTE                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-290.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CASEYS GENERAL                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-0.55        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CATERPILLAR INC                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-28235.65    | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CELESTICA INC                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-3282.75     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CELSIUS HOLDINGS INC                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-196.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CENTENE CORP                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-55.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CENTENE CORP                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-81.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CENTERPOINT ENERGY                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $64.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CENTERPOINT ENERGY                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $1304.48      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CLOROX CO                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-81.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | COEUR MINING INC                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-6874.29     | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | COEUR MINING INC                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-2718.12     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | COMFORT SYSTEMS USA INC                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-547.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | COMMERCIAL METAL                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $34.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | COMMVAULT SYSTEMS INC                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $2.57         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CONAGRA BRANDS INC COM                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-768.38      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CONAGRA BRANDS INC                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-327.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CONFLUENT INC-CLASS A                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-5216.96     | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CONFLUENT INC-CLASS A                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-6818.48     | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CONSTELLATION BRANDS INC.                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $8.74         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CORCEPT THERA                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $590.94       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CORCEPT THERA                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $180.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CORVEL CORP                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-93.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | JBT MAREL CORP                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-1658.13     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | JOHNSON&JOHNSON                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $5.40         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NEW JERSEY RES                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-30.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NEWMARKET CORP                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $80.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NEWMONT CORP                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $107.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | JAZZ PHARMACEUTICALS PLC                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-4207.91     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BUNGE GLOBAL SA                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-2018.77     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BCE INC COM NEW                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $63.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BCE INC                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-3.51        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BAXTER INTL INC COM                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-21.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BILL HOLDINGS INC                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-6271.71     | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BIOMARIN PHARM                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-51.07       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BIOMARIN PHARM                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-1608.16     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BORGWARNER INC COM                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $122.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BORG WARNER                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $193.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BROADCOM INC                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-6921.49     | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy Inc                 | NRG Energy Inc                               | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |        36 | NS      | $5780.88      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc                        | NOV Inc                                      | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |      3986 | NS      | $49545.98     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | BROOKFIELD INFRASTRUCTURE CORP COM SUB VTG A | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $214.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BROOKFIELD INFRASTRUCTURE-A                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $9.95         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Jersey Resources Corp      | New Jersey Resources Corp                    | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |       353 | NS      | $15821.46     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corp                 | NewMarket Corp                               | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |        39 | NS      | $26943.54     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CSX CORP                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-8280.06     | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Coty Inc                       | Coty Inc                                     | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |       116 | NS      | $539.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                   | Newmont Corp                                 | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |         3 | NS      | $174.78       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTracker Inc                 | NEXTracker Inc                               | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1741 | NS      | $94658.17     | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc                      | Crocs Inc                                    | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |       845 | NS      | $85581.60     | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CROCS INC                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $1.62         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexstar Media Group Inc        | Nexstar Media Group Inc                      | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |       581 | NS      | $100483.95    | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta Inc                    | Novanta Inc                                  | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       540 | NS      | $69622.20     | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc             | Crown Holdings Inc                           | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |       764 | NS      | $78676.72     | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CROWN HLDGS INC COM                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $144.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Omnicom Group Inc              | Omnicom Group Inc                            | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |       412 | NS      | $29639.28     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Inc            | Onto Innovation Inc                          | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |       275 | NS      | $27755.75     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CROWN HOLDINGS                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $259.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CURTISS-WRIGHT                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-752.57      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PTC Therapeutics Inc           | PTC Therapeutics Inc                         | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |         3 | NS      | $146.52       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc                        | PTC Inc                                      | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |       417 | NS      | $71865.78     | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LKQ CORP                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $3486.85      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | LUMEN TECHNOLOGIES INC                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $9245.45      | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Pan American Silver Corp       | Pan American Silver Corp                     | CUSIP: 697900108<br>LEI: 549300MKTF5851TYIB83 | Long             | EC               | CORP              | CA        |      5782 | NS      | $164208.80    | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                    | Paychex Inc                                  | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |       269 | NS      | $39128.74     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc            | Paycom Software Inc                          | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |       385 | NS      | $89089.00     | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corp         | Paylocity Holding Corp                       | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |        77 | NS      | $13951.63     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LYFT INC CL A COM                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $9.19         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | REVVITY INC                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $36.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pegasystems Inc                | Pegasystems Inc                              | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |      2105 | NS      | $113943.65    | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra Inc                   | Penumbra Inc                                 | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |       309 | NS      | $79298.67     | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | RB GLOBAL INC                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $9.55         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | REPLIGEN CORP                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $70.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Permian Resources Corp         | Permian Resources Corp                       | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |      8916 | NS      | $121435.92    | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                     | Pfizer Inc                                   | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      3168 | NS      | $76792.32     | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Credo Technology Group Holding | Credo Technology Group Holding Ltd           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       546 | NS      | $50554.14     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp           | Pilgrim's Pride Corp                         | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |       281 | NS      | $12639.38     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare I | Prestige Consumer Healthcare Inc             | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        28 | NS      | $2235.80      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc                      | Qorvo Inc                                    | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |      1413 | NS      | $119977.83    | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings Inc                | Q2 Holdings Inc                              | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |       594 | NS      | $55592.46     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| RB Global Inc                  | RB Global Inc                                | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | US        |        71 | NS      | $7539.49      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corp                  | Repligen Corp                                | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |       135 | NS      | $16791.30     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Reynolds Consumer Products Inc | Reynolds Consumer Products Inc               | CUSIP: 76171L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        16 | NS      | $342.72       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half Inc                | Robert Half Inc                              | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |      1600 | NS      | $65680.00     | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX Corp                    | ROBLOX Corp                                  | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       891 | NS      | $93733.20     | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                | Ross Stores Inc                              | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |       186 | NS      | $23729.88     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold Inc                 | Royal Gold Inc                               | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |        14 | NS      | $2489.76      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc           | Rush Enterprises Inc                         | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |       307 | NS      | $15813.57     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger NV                | Schlumberger NV                              | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |       109 | NS      | $3684.20      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp                | Sealed Air Corp                              | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |       845 | NS      | $26220.35     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The        | Sherwin-Williams Co/The                      | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |       152 | NS      | $52190.72     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories Inc       | Silicon Laboratories Inc                     | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |       364 | NS      | $53639.04     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SILICON LABORATORIES INC COM                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $781.89       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SIMPSON MANUF                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $535.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SITEONE LANDSCAPE SUPPLY INC                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $840.66       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TD SYNNEX CORP                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TALEN ENERGY CORP                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-7520.49     | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TARGA RESOURCES CORP                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $10.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TECK RESOURCES LTD CLS-B                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $4.42         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TECK RESOURCES LTD CLS-B                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $1939.87      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TELEDYNE TECHNOLOGIES                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-196.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TELEDYNE TECHNOLOGIES                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-2194.41     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TETRA TECH                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-530.92      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | TEXAS PACIFIC LAND CORP                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-31.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| nVent Electric PLC             | nVent Electric PLC                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      1638 | NS      | $119983.50    | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies Holding P | Sensata Technologies Holding PLC             | CUSIP: N/A<br>LEI: 529900MS7KFYCY9MS037       | Long             | EC               | CORP              | US        |      2956 | NS      | $89005.16     | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | TECHNIPFMC PLC                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $18.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TECHNIPFMC PLC                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $167.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AAON INC                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $301.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AAON INC                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $6441.45      | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ACADIA HEALTHCRE                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $19126.28     | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ACI WORLDWIDE INC                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $1.82         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ACUITY INC                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-9804.99     | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ADOBE INC                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $170.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ADVANCED MICRO DEVICES                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-7753.37     | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AEROVIRONMENT INC                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $8.26         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AGILENT TECHNOLOGIES INC                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $7.65         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ALASKA AIR GROUP                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $1053.95      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ALASKA AIR GROUP                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-11347.42    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ALGONQUIN POWER & UTILITIES                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $75.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ALLISON TRANSMISSION HOLDING                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $77.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ALTRIA GROUP INC COM                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $10.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AMAZON.COM INC                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-33788.16    | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AMEREN CORPORATION                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-63.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AMEREN CORPORATION                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $1718.78      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AMKOR TECH INC                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-12.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Elevance Health Inc            | Elevance Health Inc                          | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |        36 | NS      | $14002.56     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | BROOKFIELD RENEWABLE COR                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-7898.34     | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BROOKFIELD RENEWABLE COR                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-2671.25     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| elf Beauty Inc                 | elf Beauty Inc                               | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |       191 | NS      | $23768.04     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                       | eBay Inc                                     | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |       105 | NS      | $7818.30      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp      | Edwards Lifesciences Corp                    | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      1015 | NS      | $79383.15     | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions Inc          | Element Solutions Inc                        | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |      6058 | NS      | $137213.70    | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc             | Enphase Energy Inc                           | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |      1141 | NS      | $45240.65     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc                    | Equifax Inc                                  | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |       145 | NS      | $37608.65     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| iRhythm Technologies Inc       | iRhythm Technologies Inc                     | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |        79 | NS      | $12162.84     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc        | Illinois Tool Works Inc                      | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |        67 | NS      | $16565.75     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                     | Intuit Inc                                   | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       157 | NS      | $123657.91    | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Inc                        | MKS Inc                                      | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |        38 | NS      | $3775.68      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel Inc                     | Mattel Inc                                   | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |      1661 | NS      | $32754.92     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                | McDonald's Corp                              | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |        33 | NS      | $9641.61      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc          | Micron Technology Inc                        | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      1597 | NS      | $196830.25    | 1.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp/The              | Middleby Corp/The                            | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |        43 | NS      | $6192.00      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp          | Monster Beverage Corp                        | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |       287 | NS      | $17977.68     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Water Products Inc     | Mueller Water Products Inc                   | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |       667 | NS      | $16034.68     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | A O SMITH                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $51.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | 3M CO                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $815.20       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ALKERMES PLC                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-71.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ALKERMES PLC                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-1437.20     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AMDOCS LTD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $2.30         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ACCENTURE PLC                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $51.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jazz Pharmaceuticals PLC       | Jazz Pharmaceuticals PLC                     | CUSIP: N/A<br>LEI: 635400GAUMJCLEZRRV50       | Long             | EC               | CORP              | IE        |      1604 | NS      | $170216.48    | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | AKAMAI TECH                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-6244.17     | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AKAMAI TECH                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $4.87         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ALAMOS GOLD INC - CLASS A                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $7.63         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Esab Corp                      | Esab Corp                                    | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |        71 | NS      | $8559.05      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc                   | Exelixis Inc                                 | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |      2422 | NS      | $106749.65    | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent Inc                   | Exponent Inc                                 | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |       192 | NS      | $14344.32     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| The Campbell's Company         | The Campbell's Company                       | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |      1686 | NS      | $51675.90     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Government Obli | First American Government Obligations Fund   | CUSIP: 31846V336<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        |    257988 | NS      | $257988.29    | 2.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc                 | Five Below Inc                               | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |       931 | NS      | $122128.58    | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                | WW Grainger Inc                              | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |         4 | NS      | $4160.96      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | RXO INC                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $1096.39      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fox Corp                       | Fox Corp                                     | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      2618 | NS      | $146712.72    | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL Environmental Inc          | GFL Environmental Inc                        | CUSIP: 36168Q104<br>LEI: 549300FYK4MBXWIVZU26 | Long             | EC               | CORP              | CA        |        55 | NS      | $2775.30      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | RXO INC                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $5378.00      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SAIA INC                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-1176.43     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Gartner Inc                    | Gartner Inc                                  | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |       345 | NS      | $139455.90    | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                    | Gentex Corp                                  | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |      1910 | NS      | $42000.90     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SAIA INC                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $10731.84     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Snap-on Inc                    | Snap-on Inc                                  | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |        11 | NS      | $3422.98      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical Inc             | Globus Medical Inc                           | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |      2599 | NS      | $153392.98    | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc                      | Graco Inc                                    | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |       148 | NS      | $12723.56     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Copper Corp           | Southern Copper Corp                         | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |         0 | NS      | $28.03        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co          | Southwest Airlines Co                        | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |      5139 | NS      | $166709.16    | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co             | Graham Holdings Co                           | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |        11 | NS      | $10407.87     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software Inc         | Guidewire Software Inc                       | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |       481 | NS      | $113251.45    | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | TD SYNNEX CORP                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-2856.68     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                | TJX Cos Inc/The                              | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |        31 | NS      | $3828.19      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc      | Halozyme Therapeutics Inc                    | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |       756 | NS      | $39327.12     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                     | Hasbro Inc                                   | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |      1066 | NS      | $78692.12     | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                | T-Mobile US Inc                              | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |        12 | NS      | $2859.12      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | TC ENERGY CORP                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $37.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HealthEquity Inc               | HealthEquity Inc                             | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |       522 | NS      | $54684.72     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                     | Humana Inc                                   | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |        96 | NS      | $23470.08     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | TC ENERGY CORP                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $973.87       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Texas Pacific Land Corp        | Texas Pacific Land Corp                      | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        36 | NS      | $38030.04     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                | Gen Digital Inc                              | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |       200 | NS      | $5880.00      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBALFOUNDRIES Inc            | GLOBALFOUNDRIES Inc                          | CUSIP: N/A<br>LEI: 549300BA76VK784VMX48       | Long             | EC               | CORP              | US        |      2770 | NS      | $105814.00    | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Trade Desk Inc/The             | Trade Desk Inc/The                           | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |       333 | NS      | $23972.67     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods Inc                | Tyson Foods Inc                              | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |        23 | NS      | $1286.62      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ubiquiti Inc                   | Ubiquiti Inc                                 | CUSIP: 90353W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        29 | NS      | $11937.85     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc   | United Airlines Holdings Inc                 | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |        95 | NS      | $7564.85      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp          | US Foods Holding Corp                        | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |       285 | NS      | $21947.85     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp       | United Therapeutics Corp                     | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |       176 | NS      | $50573.60     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries Inc         | Valmont Industries Inc                       | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |       405 | NS      | $132260.85    | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp                   | Veralto Corp                                 | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |        85 | NS      | $8580.75      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics Inc           | Verisk Analytics Inc                         | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |        94 | NS      | $29281.00     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                    | Vistra Corp                                  | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |         6 | NS      | $1162.86      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc      | Warner Bros Discovery Inc                    | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |      7109 | NS      | $81469.14     | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc   | Watts Water Technologies Inc                 | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |         1 | NS      | $245.89       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Waystar Holding Corp           | Waystar Holding Corp                         | CUSIP: 946784105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2141 | NS      | $87502.67     | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp           | Western Digital Corp                         | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      3869 | NS      | $247577.31    | 2.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Wheaton Precious Metals Corp   | Wheaton Precious Metals Corp                 | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |       431 | NS      | $38703.80     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| WillScot Holdings Corp         | WillScot Holdings Corp                       | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |      3045 | NS      | $83433.00     | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts Inc   | Wyndham Hotels & Resorts Inc                 | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |       753 | NS      | $61151.13     | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                     | Zoetis Inc                                   | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       580 | NS      | $90451.00     | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NRG ENERGY INC                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $208.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NOVANTA INC                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-341.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NUCOR CORP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-4068.69     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NUCOR CORP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-14858.07    | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NVIDIA CORP                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-982.05      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NUTRIEN LTD                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $592.81       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | OLLIES BARGAIN                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $20.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | OMNICOM GROUP INC                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $66.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ON SEMICONDUCTOR CORP                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-1707.99     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ONEOK INC                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $35706.45     | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ONTO INNOVATION INC COM                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $159.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ORACLE CORP                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-48115.09    | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ORACLE CORP                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-72602.47    | -0.63%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | OSHKOSH CORP                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-6579.66     | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | OSHKOSH CORP                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-4420.06     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | PALO ALTO NETWORK INC                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-5093.86     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | PAN AMERN SILVER CORP COM                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $201.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | PAN AMERICAN SILVER CORP                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $2459.05      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | PAYCHEX INC                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-167.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SAREPTA THERAPEUTICS INC                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $97138.32     | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SAREPTA THERAPEUTICS INC                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $13934.98     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SAREPTA THERAPEUTICS INC                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $105113.49    | 0.91%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SCHLUMBERGER LTD                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $2.28         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SEALED AIR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-7.54        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SEMPRA                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-876.81      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SENTINELONE INC -CLASS A                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-534.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SHOPIFY INC - CLASS A                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-10167.89    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SILGAN HOLDINGS INC                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $289.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SILGAN HOLDINGS INC                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-150.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NVENT ELECTRIC PLC SHS                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $456.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NVENT ELECTRIC PLC                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $1231.98      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SENSATA TECHNOLOGIES HLDG PLC SHS            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $87.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SENSATA TECHNOLOGIES HOLDING                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $479.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NXP SEMICONDUCTORS NV                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-7140.07     | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NXP SEMICONDUCTORS NV                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-15637.53    | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TXNM ENERGY INC                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-353.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | QORVO INC COM                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $139.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | QORVO INC                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $1864.26      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | Q2 HOLDINGS INC                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $26.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | QUALCOMM INC                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-468.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | RADNET INC                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $759.65       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TTM TECHS                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-0.91        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TRANSDIGM GROUP INC                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-507.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TRANSDIGM GROUP INC                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-5745.30     | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TREX COMPANY                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-75.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TREX COMPANY                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $1427.42      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TYSON FOODS INC A                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $1.58         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | UFP INDUSTRIES INC                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $339.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | UFP INDUSTRIES INC                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $142.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | UBIQUITI INC                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $86.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | UNITED AIRLINES HOLDINGS INC                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $44.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | UNITED AIRLINES HOLDINGS INC                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $184.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | US FOODS HLDG CORP COM                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $3.14         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | US FOODS HLDNG                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $55.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | UTD THERAPEUT                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-1907.21     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NOV INC                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-1017.81     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NOVANTA INC                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $48.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | PAYCOM SOFTWARE                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-261.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | PAYLOCITY HOLDING CORP                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $11.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | PAYLOCITY HOLDING CORP                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-12.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SYNOPSYS INC                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-30214.11    | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ATLASSIAN CORP                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $414.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ATMOS ENERGY                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-26.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AUTOMATIC DATA                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-4.80        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AvePoint Inc                   | AvePoint Inc                                 | CUSIP: 053604104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        24 | NS      | $463.44       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | AVEPOINT INC                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-0.81        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc            | Axon Enterprise Inc                          | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |        28 | NS      | $23182.32     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | AXON ENTERPRISE INC. COMMON STOCK            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $124.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BCE Inc                        | BCE Inc                                      | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Long             | EC               | CORP              | CA        |       836 | NS      | $18534.12     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | BALL CORP                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-3049.42     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BALL CORP                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-961.88      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barrick Mining Corp            | Barrick Mining Corp                          | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |      1181 | NS      | $24588.42     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc       | Baxter International Inc                     | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |      5780 | NS      | $175018.40    | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories Inc       | Bio-Rad Laboratories Inc                     | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |        11 | NS      | $2654.52      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical Inc    | BioMarin Pharmaceutical Inc                  | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |      1563 | NS      | $85918.11     | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                 | BorgWarner Inc                               | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |      3058 | NS      | $102381.84    | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Infrastructure Corp | Brookfield Infrastructure Corp               | CUSIP: 11276H106<br>LEI: 254900YTMKBFJAKUBO55 | Long             | EC               | CORP              | US        |       862 | NS      | $35859.20     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| C3.ai Inc                      | C3.ai Inc                                    | CUSIP: 12468P104<br>LEI: 549300YDLK0YQO5B1V80 | Long             | EC               | CORP              | US        |       649 | NS      | $15945.93     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment Inc      | Caesars Entertainment Inc                    | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |       577 | NS      | $16381.03     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc            | Cal-Maine Foods Inc                          | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |       656 | NS      | $65357.28     | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corp      | California Resources Corp                    | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |       278 | NS      | $12696.26     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Natural Resources Ltd | Canadian Natural Resources Ltd               | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |       705 | NS      | $22137.00     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Inc                     | CarMax Inc                                   | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1135 | NS      | $76283.35     | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp            | Carrier Global Corp                          | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |      2764 | NS      | $202297.16    | 1.75%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc              | ACI Worldwide Inc                            | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |      1846 | NS      | $84749.86     | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                      | Adobe Inc                                    | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       266 | NS      | $102910.08    | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries Inc | Advanced Energy Industries Inc               | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |       482 | NS      | $63865.00     | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment Inc              | AeroVironment Inc                            | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |        16 | NS      | $4559.20      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Algonquin Power & Utilities Co | Algonquin Power & Utilities Corp             | CUSIP: 015857105<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EC               | CORP              | CA        |     13246 | NS      | $75899.58     | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings  | Allison Transmission Holdings Inc            | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |       447 | NS      | $42460.53     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc               | Altria Group Inc                             | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      1032 | NS      | $60506.16     | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp          | Antero Resources Corp                        | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |      1869 | NS      | $75283.32     | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp                       | APA Corp                                     | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |       430 | NS      | $7864.70      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc  | Automatic Data Processing Inc                | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       402 | NS      | $123976.80    | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| A O Smith Corp                 | A O Smith Corp                               | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |       265 | NS      | $17376.05     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                          | 3M Co                                        | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       971 | NS      | $147825.04    | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                   | Alkermes PLC                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      4289 | NS      | $122708.29    | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                   | Allegion plc                                 | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | IE        |       530 | NS      | $76383.60     | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Ltd                     | Amdocs Ltd                                   | CUSIP: N/A<br>LEI: 549300HQV672RJ7RQV66       | Long             | EC               | CORP              | US        |       260 | NS      | $23722.40     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                  | Accenture PLC                                | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |        62 | NS      | $18531.18     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | THE CAMPBELL'S COMPANY                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-462.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | THE CAMPBELL'S COMPANY                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-20.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | THE ENSIGN GROUP INC                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-2563.69     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | THE ENSIGN GROUP INC                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-14314.95    | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | THE HERSHEY COMPANY                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $537.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | LKQ CORP                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $6398.43      | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BUILDERS FIRSTSOURCE INC                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $202.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BUILDERS FIRSTSOURCE INC                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-4771.83     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | LAS VEGAS SANDS                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-5746.22     | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | LEONARDO DRS INC COM                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $271.29       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CF INDUSTRIES HOLDINGS                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $10.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CGI GROUP                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $1.15         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | LEONARDO DRS INC                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $82.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | LEVI STRAUSS & CO- CLASS A                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-4.45        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | LITHIA MOTORS                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $238.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | LITTELFUSE                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $22.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | LITTELFUSE                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $330.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | LIVE NATION ENTMT INC                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-3236.62     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | COTERRA ENERGY INC                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-3834.45     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | COTERRA ENERGY INC                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-5160.24     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | LIVE NATION ENTMT INC                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-6408.39     | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | LYFT INC-A                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-41.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CHAMPIONX CORP                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $3.84         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CHARTER COMMUNICATIONS INC                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $334.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CHEMED CORP                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $1671.77      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CHEMED CORP                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $6333.97      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MADISON SQUARE GARDEN SPORTS C               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-1055.25     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MADISON SQUARE GARDEN SPORTS C               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-1562.02     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CHENIERE ENERGY                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $18.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CINTAS CORP                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $45.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MADRIGAL PHARMACEUTICALS INC                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-146.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | M MARIETTA                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-879.22      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CLEARWATER ANALYTICS HLDGS INC CL A          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-120.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CLEARWATER ANALYTICS HDS-A                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-320.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | M MARIETTA                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-992.00      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | THE MIDDLEBY                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $8.08         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CLEVELAND-CLIFFS INC                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $9568.52      | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CLOROX CO                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-450.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | COSTCO WHOLESALE                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $13.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | META PLATFORMS INC                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-27298.62    | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | PEMBINA PIPELINE CORP. ORDINARY SHARES (     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-32.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | PENSKE AUTO GRP                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $27.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GXO LOGISTICS INC                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-5.55        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GXO LOGISTICS INC                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-195.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | PENUMBRA INC                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-110.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | RADNET INC                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-3001.20     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | RANGE RESOURCES                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-435.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | RANGE RESOURCES                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-305.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | THE SHERWIN-WILLIAMS COMPANY                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $146.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TJX CO INC                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $5.42         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GRACO INC                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $5.54         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GRAPHIC PACKA                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-6352.34     | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TKO GROUP HOLDINGS INC                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-2207.89     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | T-MOBILE US INC                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $16.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GRAPHIC PACKA                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $14.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GRAPHIC PACKA                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $9010.47      | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TG THERAPEUTICS INC                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-296.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TG THERAPEUTICS INC                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-30.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GUIDEWIRE SOFTWARE INC                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-763.76      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | HALOZYME THERAPEUTICS INC COM                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-95.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TRADE DESK INC/THE -CLASS A                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $158.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TRACTOR SUPPLY                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $97.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | HASBRO INC COM                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $706.88       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | HEALTHEQUITY INC                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $135.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | HESS CORPORATION                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-2234.41     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | HESS CORPORATION                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-7141.35     | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | HWLT PCKRD ENTRP                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-1149.80     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | HEXCEL CORP                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $86.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | HEXCEL CORP                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-2300.16     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | HOLOGIC INC                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-4840.86     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | HORMEL FOODS CORP                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $766.48       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | HUBBELL B                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-5713.09     | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | HUBBELL B                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-3280.71     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | HUMANA INC.                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $131.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | HUMANA INC.                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-345.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | HUNTINGTON INGALLS INDUSTRIES                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-714.25      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | HUNTINGTON INGALLS INDUSTRIES                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-56449.36    | -0.49%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | IES HOLDINGS INC                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-692.54      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | IES HOLDINGS INC                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-830.41      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | IRHYTHM TECHNOLOGIES INC                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $22.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | IRHYTHM TECHNOLOGIES INC                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $134.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | IDACORP                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-14.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ILLINOIS TOOL WORKS INC.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $20.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | INSMED INC                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-46306.57    | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | INSPIRE MEDICAL SYSTEMS INC                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $51.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | INSPIRE MEDICAL SYSTEMS INC                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $1143.78      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | INTL BUSINESS MACHINES CORP                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-3370.07     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | INTERNATIONAL PAPER                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $2518.61      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | INTERNATIONAL PAPER                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-9820.08     | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | INTUIT INC                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $819.59       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ITRON INC                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-1510.24     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | JUNIPER NETWORKS                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $2103.70      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | KBR INC                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-135.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | KENVUE INC ORD                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-169.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | KENVUE INC ORD                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-575.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | KEYSIGHT TECHN                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $164.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kraft Heinz Co/The             | Kraft Heinz Co/The                           | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |       212 | NS      | $5473.84      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings Inc           | Kyndryl Holdings Inc                         | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |      4053 | NS      | $170063.88    | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc       | Lamb Weston Holdings Inc                     | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |      1440 | NS      | $74664.00     | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Leonardo DRS Inc               | Leonardo DRS Inc                             | CUSIP: 52661A108<br>LEI: 549300HMMEWVG3PPQU18 | Long             | EC               | CORP              | US        |       697 | NS      | $32396.56     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Inc              | Lithia Motors Inc                            | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |         7 | NS      | $2364.74      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc                 | Littelfuse Inc                               | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |        16 | NS      | $3627.68      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | MKS INSTRS INC COM                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $560.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MAPLEBEAR INC COM                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $83.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MARATHON PETROLEUM CORP                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-579.03      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MATSON INC                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-1702.14     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MATTEL INC                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $1175.13      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MCCORMICK & CO                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $382.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MCDONALDS CORP                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $16.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MICROSOFT CORPORATION                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-10300.81    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MICROSOFT CORPORATION                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-798.61      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MICROCHIP TECHNOLOGY                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-4962.69     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MICROCHIP TECHNOLOGY                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-836.98      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MICRON TECHNOLOGY INC                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-374.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MONSTER BEVERAGE CORP                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $21.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MUELLER WTR PRODS INC COM SER A              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-50.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MUELLER WATER PRODUCTS INC A                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-31.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NOV INC                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-2.39        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NATL BEVERAGE                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-1.54        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NEUROCRINE BIOS                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-1657.85     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NEUROCRINE BIOS                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-2185.66     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NEXTRACKER INC-CL A                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-659.20      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NEXSTAR MEDIA GROUP INC COMMON STOCK         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $4.30         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NEXSTAR MEDIA GROUP INC                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $440.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NEXTERA ENERGY INC                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-747.21      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NORDSON CP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $102.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NORTHROP GRUMMAN CORP                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $306.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | PEGASYSTEMS INC COM                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $118.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | PEGASYSTEMS INC                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $1691.75      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | RTX CORP                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $3.02         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | REYNOLDS CONSUMER PRODUCTS I                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $0.04         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ROBERT HALF INC                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-132.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ROBERT HALF INC                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-988.30      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ROBLOX CORP -CLASS A                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $1266.58      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ROBLOX CORP -CLASS A                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $1051.45      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ROSS STORES                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-24.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ROYAL GOLD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $3.17         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | RUSH ENTERPRISES INC CL A                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $6.63         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | RUSH ENTRP CL A                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $49.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CHAMPION HOMES INC                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-68.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CHAMPION HOMES INC                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-2964.92     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MEDTRONIC INC                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $49.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NORWEGIAN CRUISE LINE HOLDIN                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-8188.63     | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NORWEGIAN CRUISE LINE HOLDIN                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-16426.65    | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BUNGE GLOBAL SA                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $828.25       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AMPHENOL CORPORATION                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-3871.00     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | APA CORPORATION COM                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-12.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | APPFOLIO                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-14.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | APPLIED MATERIALS                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-13861.62    | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ARCHER-DANIELS                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-2738.77     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ARCHER-DANIELS                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-13274.67    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ARCHROCK INC                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $198.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ARCHROCK INC                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-4361.76     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ARCOSA INC                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-8173.32     | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ASBURY AUTO GP                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-454.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ASBURY AUTO GP                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-503.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| D-Wave Quantum Inc             | D-Wave Quantum Inc                           | CUSIP: 26740W109<br>LEI: 5493001U37G4PRD4GW95 | Long             | EC               | CORP              | CA        |       177 | NS      | $2591.28      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | FIRST MAJESTIC SILVER CORP.                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $425.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FIRST SOLAR INC                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-3981.28     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | POST HOLDINGS                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $48.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | PRESTIGE CONSUMER HEALTHCARE I               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-4.64        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | PRIMO BRANDS CORP-A                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $302.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | VISTRA CORP COM                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $3125.36      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FABRINET                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-7237.54     | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FMC CORP                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-5856.15     | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FMC CORP                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-8166.65     | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FIRSTENERGY CORP                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-3992.37     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FIVE BELOW                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $497.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FLOOR & DECOR HOLDINGS INC                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-658.94      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FLUOR CORP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-431.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FOX CORP CL A COM                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $173.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FOX CORP - CLASS A                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $507.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FRANCO NEV CORP COMMON (CANADA)              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $1001.38      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FRANCO NEV CORP COMMON (CANADA)              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-2686.27     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FRANKLIN ELEC                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-55.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FRANKLIN ELEC                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-121.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | VAIL RESORTS                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-184.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | VALMONT INDS                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-32.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | VALMONT INDS                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $99.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | VALVOLINE INC                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-5223.16     | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | VAXCYTE INC                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $165.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | VAXCYTE INC                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $37126.93     | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | VERALTO CORP                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $79.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | VERISK ANALYTICS INC-CL A                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $24.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | VERTEX INC - CLASS A                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $338.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | VERTEX INC - CLASS A                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-2650.53     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | WILLSCOT HOLDINGS CORP                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $24.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | WOODWARD INC                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-2775.48     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | WORKIVA INC                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $36.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FLUTTER ENTERTAINMENT PLC                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-131.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SPS Commerce Inc               | SPS Commerce Inc                             | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |        26 | NS      | $3538.34      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market Inc     | Sprouts Farmers Market Inc                   | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |        78 | NS      | $12841.92     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TC Energy Corp                 | TC Energy Corp                               | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |      2353 | NS      | $114802.87    | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Teck Resources Ltd             | Teck Resources Ltd                           | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |      1696 | NS      | $68484.48     | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoom Communications Inc        | Zoom Communications Inc                      | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |      1356 | NS      | $105740.88    | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                     | STERIS PLC                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       101 | NS      | $24262.22     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC PLC                 | TechnipFMC PLC                               | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |        91 | NS      | $3134.04      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | DAYFORCE INC                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-2.33        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CYTOKINETICS                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-323.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CYTOKINETICS                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $135.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | DARDEN REST                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-21.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | DAVITA INC COM                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $71.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | DECKERS OUTDOOR                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-54.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | DELL TECHNOLOGIES -C                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-8829.08     | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | DICKS SPORTING GOODS                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-9251.88     | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | PTC INC                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $25.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | PTC INC                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $410.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | PERFORMANCE FOOD GROUP CO                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-117.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | PERFORMANCE FOOD GROUP CO                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-695.63      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | PERMIAN RESOURCES CORP CLASS A COM           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $494.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | PERMIAN RESOURCES CORP                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $41.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | PFIZER INC                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $738.12       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | PILGRIMS PRIDE CORP                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-33.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | PINNACL WEST CAP                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $1455.87      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | PINNACL WEST CAP                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $3155.63      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | PINTEREST INC- CLASS A                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-31.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | PORTLAND GENERAL                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $1054.91      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | PORTLAND GENERAL                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $264.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | PURE STORAGE-A                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-73148.31    | -0.63%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | Q2 HLDGS INC COM                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $247.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BAUSCH LOMB CORP                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-1857.16     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BAUSCH LOMB CORP                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-850.20      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BAXTER INTERNATIONAL INC.                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-23.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CF Industries Holdings Inc     | CF Industries Holdings Inc                   | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |        84 | NS      | $7728.00      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CGI Inc                        | CGI Inc                                      | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |        16 | NS      | $1677.28      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc      | CH Robinson Worldwide Inc                    | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |       725 | NS      | $69563.75     | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores Inc     | Casey's General Stores Inc                   | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |        10 | NS      | $5102.70      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries Inc           | Cavco Industries Inc                         | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         9 | NS      | $3909.87      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                   | Centene Corp                                 | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |       451 | NS      | $24480.28     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Dayforce Inc                   | Dayforce Inc                                 | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |        59 | NS      | $3268.01      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corp                 | ChampionX Corp                               | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |        31 | NS      | $770.04       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories Int | Charles River Laboratories International Inc | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |      1165 | NS      | $176765.45    | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc     | Charter Communications Inc                   | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |       172 | NS      | $70315.32     | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                    | Cintas Corp                                  | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       166 | NS      | $36996.42     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Analytics Holdings  | Clearwater Analytics Holdings Inc            | CUSIP: 185123106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3963 | NS      | $86908.59     | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Clorox Co/The                  | Clorox Co/The                                | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |       593 | NS      | $71201.51     | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corp                    | Cognex Corp                                  | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |       531 | NS      | $16843.32     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Commvault Systems Inc          | Commvault Systems Inc                        | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |        23 | NS      | $4009.59      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc             | Conagra Brands Inc                           | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |      4461 | NS      | $91316.67     | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc       | Constellation Brands Inc                     | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |        63 | NS      | $10248.84     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corp                    | CorVel Corp                                  | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       172 | NS      | $17678.16     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp          | Costco Wholesale Corp                        | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |        17 | NS      | $16828.98     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | DT MIDSTREAM INC                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-29365.65    | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc         | Darden Restaurants Inc                       | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |        58 | NS      | $12642.26     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita Inc                     | DaVita Inc                                   | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |       226 | NS      | $32193.70     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp           | Deckers Outdoor Corp                         | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      1087 | NS      | $112037.09    | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories Inc         | Dolby Laboratories Inc                       | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |       473 | NS      | $35124.98     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | DOLBY LABORATORIES                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $1.56         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | DOLBY LABORATORIES                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-213.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | DOMINION ENERGY INC                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-2356.13     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | DOMINION ENERGY INC                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-3417.58     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Domino's Pizza Inc             | Domino's Pizza Inc                           | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |       120 | NS      | $54072.00     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | DOMINOS PIZZA INC                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-103.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | DONALDSON CO INC                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $34.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | DOW INC                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $52425.68     | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | DOW INC                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $87397.27     | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| DraftKings Inc                 | DraftKings Inc                               | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Long             | EC               | CORP              | US        |      1014 | NS      | $43490.46     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | DRAFTKINGS INC                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $133.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dropbox Inc                    | Dropbox Inc                                  | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |       373 | NS      | $10667.80     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | DROPBOX INC-CLASS A                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $16.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | DUKE ENERGY CORP                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-319.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | DUKE ENERGY CORP                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-6686.00     | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | D-WAVE QUANTUM INC                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-100.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | DYCOM INDS INC                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-4029.50     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | DYCOM INDS INC                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-833.94      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EBAY INC. COM                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $8.84         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | KLA CORP                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-5655.97     | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | KINROSS GOLD CORP COM                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $915.68       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | KINROSS GOLD                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $294.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | KNIFE RIVER CORP                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $4491.40      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | KONTOOR BRANDS INC                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-39.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | KRAFT HEINZ CO/THE                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-3.65        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | KRATOS DEFENSE & SECURITY SOLTNS INC         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-4154.34     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | KYNDRYL HLDGS INC COMMON STOCK               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $136.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | KYNDRYL HOLDINGS INC                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $1576.09      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | LAMB WESTON HOLDING INC                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-100.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | LANCASTER CLNY                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-2295.16     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | LANCASTER CLNY                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-1254.29     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | LAS VEGAS SANDS                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-950.85      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Champion Homes Inc             | Champion Homes Inc                           | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       765 | NS      | $47896.65     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EATON CORP PLC                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-7572.82     | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EATON CORP PLC                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-1402.86     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ELEVANCE HEALTH INC                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $38.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | COTY INC                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-0.12        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EDWARDS LIFESCIENCES CORP COM                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $347.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ELEMENT SOLUTIONS INC COM                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $128.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ELEMENT SOLUTIONS INC                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $397.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ENBRIDGE INC                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-215.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ENERSYS INC                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $226.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ENERSYS INC                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $205.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ENTEGRIS INC                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-1217.81     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ENTEGRIS INC                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-858.97      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EQUIFAX INC                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $59.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ESAB CORP                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $27.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EXELIXIS INC COM                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $325.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EXPONENT INC                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-22.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EXPONENT INC                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-36.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FREEPORT-MCMORAN INC                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-39084.33    | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FRONTIER COMMUNICATIONS PARE                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $217.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FRONTIER COMMUNICATIONS PARE                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $256.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GATX CORP                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-348.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GATX CORP                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-162.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GARTNER INC                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-282.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GARTNER INC                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-246.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GENTEX CORP                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $21.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GENTEX CORP                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $15.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GENUINE PARTS CO                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-549.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GENUINE PARTS CO                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $74.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GITLAB INC-CL A                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-3189.46     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GLAUKOS CORPRTN                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-9617.56     | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GLOBUS MED INC CL A                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-0.08        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GLOBUS MEDICAL                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-5473.47     | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | W W GRAINGER INC                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $22.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson              | Johnson & Johnson                            | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |        22 | NS      | $3360.50      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks Inc           | Juniper Networks Inc                         | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |      4879 | NS      | $194818.47    | 1.68%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR Inc                        | KBR Inc                                      | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |       595 | NS      | $28524.30     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenvue Inc                     | Kenvue Inc                                   | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |      3609 | NS      | $75536.37     | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc      | Keysight Technologies Inc                    | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |       698 | NS      | $114374.28    | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp            | Kimberly-Clark Corp                          | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       146 | NS      | $18822.32     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | KIMBERLY-CLARK                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-14.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kinross Gold Corp              | Kinross Gold Corp                            | CUSIP: 496902404<br>LEI: 549300UEBMAQDN0K0R06 | Long             | EC               | CORP              | CA        |      9008 | NS      | $140795.04    | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc             | Kontoor Brands Inc                           | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |        75 | NS      | $4947.75      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | ELI LILLY & CO                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $3605.94      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp           | Lockheed Martin Corp                         | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |         2 | NS      | $926.28       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyft Inc                       | Lyft Inc                                     | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |      6060 | NS      | $95505.60     | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | MAGNA INTERNATIONAL                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-757.97      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Maplebear Inc                  | Maplebear Inc                                | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3217 | NS      | $145537.08    | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | MAPLEBEAR INC                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-91.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Matson Inc                     | Matson Inc                                   | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |       553 | NS      | $61576.55     | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| National Beverage Corp         | National Beverage Corp                       | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |        16 | NS      | $691.84       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | GEN DIGITAL INC                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $2.02         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SPS COMMERCE INC                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-0.38        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SITEONE LANDSCAPE SUPPLY INC                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-686.52      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SKECHERS USA                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-1273.03     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SKECHERS USA                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-18088.45    | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SNAP-ON INC                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $2.67         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SNAP INC - A                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-4296.64     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SNAP INC - A                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-1600.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SONOCO PRODUCTS CO                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $7494.51      | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SOUTHWEST AIRLS CO COM                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $48.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SOUTHWEST AIRLINES                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $2227.83      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SOUTHWEST GAS HOLDINGS INC                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-3238.29     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SPIRIT AEROSYSTEMS HOLDINGS INC              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-759.91      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SPIRIT AEROSYSTEMS HOLDINGS INC              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-578.44      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SPIRE INC                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-53.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SPIRE INC                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $769.74       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SPROUTS FMRS MKT INC COM                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $23.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | STARBUCKS CORP                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $2025.38      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | STEEL DYNAMICS                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-3332.31     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SYNOPSYS INC                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-1809.89     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | WARNER BROS DISCOVERY INC COM SER A          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $3827.71      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | WATSCO INC                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $5063.57      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | WATSCO INC                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $6560.30      | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | WATTS INDS                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $252.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | WAYSTAR HLDG CORP COM                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $288.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | WAYSTAR HOLDING CORP                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $36.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | WESCO INTL                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-437.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | WESCO INTL                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-5762.24     | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | WESTERN DIGITAL                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $10109.40     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | WESTLAKE CORP                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $2270.71      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | WESTLAKE CORP                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $1642.21      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | WHEATON PRECIOUS METALS CORP COM             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $371.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | WILLSCOT HLDGS CORP COM CL A                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $64.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | WORKIVA INC                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-16.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | WYNDHAM HOTELS & RESORTS INC                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-2.87        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | XCEL ENERGY INC                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $441.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | XCEL ENERGY INC                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $4518.97      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ZOETIS INC                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-65.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ZOOM COMMUNICATIONS INC                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-106.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CREDO TECHNOLOGY GROUP HOLDI                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $256.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FABRINET                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-40160.14    | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GLOBALFOUNDRIES INC ORDINARY SHARES          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $68.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GLOBALFOUNDRIES INC                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $810.13       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | STERIS LTD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $20.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-25

**Name of Applicant:** Tidal Trust I

**Signature:** /s/ Aaron Perkovich

**Name of Signer:** Aaron Perkovich

**Title:** Treasurer/Principal Financial Officer