# EDGAR Filing Document

**Accession Number:** 0001131013
**File Stem:** 0002066578-25-000513
**Filing Date:** 2025-8
**Character Count:** 780137
**Document Hash:** 3a444189091b18bd76ae1b32d00dc989
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002066578-25-000513.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0002066578-25-000513

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250826

**DATE AS OF CHANGE**: 20250826

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GuideStone Funds
- **CENTRAL INDEX KEY:** 0001131013

**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:** 811-10263
- **FILM NUMBER:** 251256382

**BUSINESS ADDRESS:**
- **STREET 1:** 5005 LYNDON B. JOHNSON FREEWAY
- **STREET 2:** SUITE 2200
- **CITY:** DALLAS
- **STATE:** TX
- **ZIP:** 75244-6152
- **BUSINESS PHONE:** 214-720-2148

**MAIL ADDRESS:**
- **STREET 1:** 5005 LYNDON B. JOHNSON FREEWAY
- **STREET 2:** SUITE 2200
- **CITY:** DALLAS
- **STATE:** TX
- **ZIP:** 75244-6152

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AB FUNDS TRUST/DE
- **DATE OF NAME CHANGE:** 20010405

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ANNUITY BOARD FUNDS TRUST
- **DATE OF NAME CHANGE:** 20010102

## Series and Classes Contracts Data

### Strategic Alternatives Fund (Series ID: S000057426)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000183274 | Institutional | GFSYX           |
| C000183275 | Investor      | GFSZX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** GuideStone Funds

- **b. Investment Company Act file number:** 811-10263

- **c. CIK number of Registrant:** 0001131013

- **d. LEI of Registrant:** 5493004CCGXMXJDWX424

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

  - **Street Address 1:** 5005 LBJ Freeway, Ste. 2200

  - **City:** Dallas

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 75244

  - **Telephone number:** 214-720-1170

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

- **a. Name of Series:** Strategic Alternatives Fund

- **b. EDGAR series identifier (if any):** S000057426

- **c. LEI of Series:** 549300KGNIYR8IRK7914

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

- **a. Date of fiscal year-end:** 2025-12-31

- **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:** $319559825.20

**Total Liabilities:** $33038583.85

**Net Assets:** $286521241.35

**Delayed Delivery Securities:** $3783671.89

**Cash Not Reported:** $20846145.82

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 6.720020546362 | **1-Year:** 124.977370609876 | **5-Year:** 2141.624785100627 | **10-Year:** 1756.914728564622 | **30-Year:** 9.381852434854

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

- **3-Month:** 203.433125134325 | **1-Year:** 2899.030962448708 | **5-Year:** 5757.538396749513 | **10-Year:** 112.743072573550 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000183274 | 0.21%                | 0.43%                | -0.53%               |
| Class ID C000183275 | 0.32%                | 0.32%                | -0.54%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $379639.94               | $82719.41                                  |
| Month 2  | $440546.49               | $669224.26                                 |
| Month 3  | $1090991.84              | $-10082.29                                 |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Mirum Pharmaceuticals Inc.                        | Mirum Pharmaceuticals Inc. COM USD0.0001                                                                                                      | CUSIP: 604749101<br>LEI: 254900YZKR40F7F27K81 | Short            | EC               | CORP              | US        |      -13188 | NS      | $-671137.32   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments Inc                               | Shift4 Payments Inc CL A                                                                                                                      | CUSIP: 82452J109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -5252 | NS      | $-520525.72   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Mara Holdings Inc                                 | Mara Holdings Inc COM                                                                                                                         | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Short            | EC               | CORP              | US        |      -12810 | NS      | $-200860.80   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Applied Optoelectronics Inc                       | Applied Optoelectronics Inc COM USD0.001                                                                                                      | CUSIP: 03823U102<br>LEI: 529900I8U6Q5SYDNLT48 | Short            | EC               | CORP              | US        |       -5137 | NS      | $-131969.53   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc                                         | Block Inc COM USD0.0000001 CL A                                                                                                               | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Short            | EC               | CORP              | US        |         -82 | NS      | $-5570.26     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corporation                       | Ares Management Corporation COM USD0.01 CLASS A                                                                                               | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Short            | EC               | CORP              | US        |       -3589 | NS      | $-621614.80   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Cloudflare Inc                                    | Cloudflare Inc COM USD0.001 CL A                                                                                                              | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Short            | EC               | CORP              | US        |         -61 | NS      | $-11945.63    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management Inc                      | Apollo Global Management Inc COM                                                                                                              | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Short            | EC               | CORP              | US        |       -4568 | NS      | $-648062.16   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corp.                            | Integer Holdings Corp. COM NPV                                                                                                                | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Short            | EC               | CORP              | US        |       -2141 | NS      | $-263278.77   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Spectrum Brands Holdings Inc                      | Spectrum Brands Holdings Inc COM USD0.01                                                                                                      | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Short            | EC               | CORP              | US        |       -1445 | NS      | $-76585.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| The Greenbrier Companies, Inc.                    | The Greenbrier Companies, Inc. COM USD0.001                                                                                                   | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Short            | EC               | CORP              | US        |       -6434 | NS      | $-296285.70   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree, Inc.                                  | WisdomTree, Inc. COM USD0.01                                                                                                                  | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Short            | EC               | CORP              | US        |      -46804 | NS      | $-538714.04   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Gamestop Corp                                     | Gamestop Corp COM USD0.001 CLASS A                                                                                                            | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Short            | EC               | CORP              | US        |       -8746 | NS      | $-213314.94   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| DexCom Inc                                        | DexCom Inc COM USD0.001                                                                                                                       | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Short            | EC               | CORP              | US        |        -542 | NS      | $-47311.18    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment, Inc.                   | Live Nation Entertainment, Inc. COM USD0.01                                                                                                   | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Short            | EC               | CORP              | US        |       -5348 | NS      | $-809045.44   | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Snap Inc                                          | Snap Inc COM USD0.00001 CL A                                                                                                                  | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Short            | EC               | CORP              | US        |      -14693 | NS      | $-127682.17   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Array Technologies Inc                            | Array Technologies Inc COM SHS                                                                                                                | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Short            | EC               | CORP              | US        |       -4000 | NS      | $-23600.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corporation                                | Enovis Corporation COM                                                                                                                        | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Short            | EC               | CORP              | US        |       -5693 | NS      | $-178532.48   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc                              | Chart Industries Inc COM USD0.01                                                                                                              | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Short            | EC               | CORP              | US        |       -3216 | NS      | $-529514.40   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                          | Jazz Pharmaceuticals PLC COM USD0.0001                                                                                                        | CUSIP: G50871105<br>LEI: 635400GAUMJCLEZRRV50 | Short            | EC               | CORP              | IE        |       -3217 | NS      | $-341388.04   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Five9 Inc.                                        | Five9 Inc. COM USD0.001                                                                                                                       | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Short            | EC               | CORP              | US        |       -2099 | NS      | $-55581.52    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Centrus Energy Corp.                              | Centrus Energy Corp. CL A                                                                                                                     | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Short            | EC               | CORP              | US        |       -3095 | NS      | $-566942.10   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Wayfair Inc                                       | Wayfair Inc COM USD0.001 A                                                                                                                    | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Short            | EC               | CORP              | US        |       -7763 | NS      | $-396999.82   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical Inc.                     | Collegium Pharmaceutical Inc. COM USD0.001                                                                                                    | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Short            | EC               | CORP              | US        |      -10232 | NS      | $-302560.24   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Qifu Technology Inc.                              | Qifu Technology Inc. SPON ADS EA REP 2 ORD SHS                                                                                                | CUSIP: 88557W101<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |       -1949 | NS      | $-84508.64    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Bridgebio Pharma Inc                              | Bridgebio Pharma Inc COM USD0.001                                                                                                             | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Short            | EC               | CORP              | US        |       -2949 | NS      | $-127337.82   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Sphere Entertainment Co.                          | Sphere Entertainment Co. CL A                                                                                                                 | CUSIP: 55826T102<br>LEI: 254900ZW4JWKYRZZ9A91 | Short            | EC               | CORP              | US        |      -13820 | NS      | $-577676.00   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Indie Semiconductor Inc.                          | Indie Semiconductor Inc. CLASS A COM                                                                                                          | CUSIP: 45569U101<br>LEI: 254900L1MFXFYGB1PV53 | Short            | EC               | CORP              | US        |      -16280 | NS      | $-57956.80    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Lemaitre Vascular Inc.                            | Lemaitre Vascular Inc. COM STK USD0.01                                                                                                        | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Short            | EC               | CORP              | US        |       -2802 | NS      | $-232706.10   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| PROS Holdings Inc.                                | PROS Holdings Inc. COM STK USD0.001                                                                                                           | CUSIP: 74346Y103<br>LEI: 549300LPE1KNL5RWKQ48 | Short            | EC               | CORP              | US        |        -942 | NS      | $-14751.72    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corp                 | Marriott Vacations Worldwide Corp COM USD0.01                                                                                                 | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Short            | EC               | CORP              | US        |        -248 | NS      | $-17932.88    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Cyberark Software Ltd.                            | Cyberark Software Ltd. COM ILS0.01                                                                                                            | CUSIP: M2682V108<br>LEI: 529900YEXNDM894PWS93 | Short            | EC               | CORP              | IL        |        -150 | NS      | $-61032.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Ascendis Pharma A/S                               | Ascendis Pharma A/S SPON ADR EACH REP 1 ORD SHS                                                                                               | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Short            | EC               | CORP              | DK        |       -1934 | NS      | $-333808.40   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd                | Norwegian Cruise Line Holdings Ltd COM USD0.001                                                                                               | CUSIP: G66721104<br>LEI: N/A                  | Short            | EC               | CORP              | BM        |       -3793 | NS      | $-76922.04    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Evolent Health, Inc.                              | Evolent Health, Inc. COM USD0.01 CLASS A                                                                                                      | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Short            | EC               | CORP              | US        |       -3760 | NS      | $-42337.60    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings Inc.                           | Alarm.com Holdings Inc. COM USD0.01                                                                                                           | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Short            | EC               | CORP              | US        |       -2648 | NS      | $-149797.36   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications, Inc.                      | Charter Communications, Inc. COM USD0.001 CLASS A                                                                                             | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Short            | EC               | CORP              | US        |        -253 | NS      | $-103428.93   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corporation                               | Parsons Corporation COM USD1.00                                                                                                               | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Short            | EC               | CORP              | US        |       -3118 | NS      | $-223778.86   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Bentley Systems Incorporated                      | Bentley Systems Incorporated COM CL B                                                                                                         | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Short            | EC               | CORP              | US        |       -1420 | NS      | $-76637.40    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Rivian Automotive Inc                             | Rivian Automotive Inc COM CL A                                                                                                                | CUSIP: 76954A103<br>LEI: 25490004LNKJ84MFYY24 | Short            | EC               | CORP              | US        |       -7725 | NS      | $-106141.50   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG LULULEMON                         | CFD_EQS GOLDUS33 B23FN39                                                                                                                      | CUSIP: 550021109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -77 | NC      | $-18293.66    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CLEAN HAR                         | CFD_EQS GOLDUS33 2202473                                                                                                                      | CUSIP: 184496107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -789 | NC      | $-182401.02   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG COCA-COLA                         | CFD_EQS GOLDUS33 2206657                                                                                                                      | CUSIP: 191216100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -7607 | NC      | $-538195.25   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LPL FINAN                         | CFD_EQS GOLDUS33 B75JX34                                                                                                                      | CUSIP: 50212V100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -812 | NC      | $-304475.64   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DTE ENERG                         | CFD_EQS GOLDUS33 2280220                                                                                                                      | CUSIP: 233331107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         722 | NC      | $95636.12     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MARKETAXE                         | CFD_EQS GOLDUS33 B03Q9D0                                                                                                                      | CUSIP: 57060D108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         229 | NC      | $51144.86     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PERKINELM                         | CFD_EQS GOLDUS33 2305844                                                                                                                      | CUSIP: 714046109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4611 | NC      | $-445975.92   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AXON ENTE                         | CFD_EQS GOLDUS33 BDT5S35                                                                                                                      | CUSIP: 05464C101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -165 | NC      | $-136610.10   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CARTER S                          | CFD_EQS GOLDUS33 2980939                                                                                                                      | CUSIP: 146229109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1654 | NC      | $-49835.02    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG INSULET C                         | CFD_EQS GOLDUS33 B1XGNW4                                                                                                                      | CUSIP: 45784P101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         274 | NC      | $86085.32     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG UNDER ARM                         | CFD_EQS GOLDUS33 B0PZN11                                                                                                                      | CUSIP: 904311107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -48434 | NC      | $-330804.22   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ZILLOW GR                         | CFD_EQS GOLDUS33 BYXJF62                                                                                                                      | CUSIP: 98954M200<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2921 | NC      | $-204616.05   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ASSURED G                         | CFD_EQS GOLDUS33 B00V7H8                                                                                                                      | CUSIP: G0585R106<br>LEI: N/A                  | N/A              | DE               | CORP              | BM        |       -1033 | NC      | $-89974.30    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ALPHABET                          | CFD_EQS GOLDUS33 BYVY8G0                                                                                                                      | CUSIP: 02079K305<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -7255 | NC      | $-1278548.65  | -0.45%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AMERICAN                          | CFD_EQS GOLDUS33 2026242                                                                                                                      | CUSIP: 025537101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2960 | NC      | $307129.60    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BECTON DI                         | CFD_EQS GOLDUS33 2087807                                                                                                                      | CUSIP: 075887109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         646 | NC      | $111273.50    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VERIZON C                         | CFD_EQS GOLDUS33 2090571                                                                                                                      | CUSIP: 92343V104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2368 | NC      | $-102463.36   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG REGIONS F                         | CFD_EQS GOLDUS33 B01R311                                                                                                                      | CUSIP: 7591EP100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3374 | NC      | $79356.48     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FIRSTCASH                         | CFD_EQS GOLDUS33 BMF5Q83                                                                                                                      | CUSIP: 33768G107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1390 | NC      | $187844.60    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FISERV IN                         | CFD_EQS GOLDUS33 2342034                                                                                                                      | CUSIP: 337738108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -505 | NC      | $-87067.05    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FORD MOTO                         | CFD_EQS GOLDUS33 2615468                                                                                                                      | CUSIP: 345370860<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -9454 | NC      | $-102575.90   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VISTEON C                         | CFD_EQS GOLDUS33 B4N0JJ6                                                                                                                      | CUSIP: 92839U206<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2819 | NC      | $263012.70    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FRANKLIN                          | CFD_EQS GOLDUS33 2350684                                                                                                                      | CUSIP: 354613101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1399 | NC      | $-33366.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ENTEGRIS                          | CFD_EQS GOLDUS33 2599700                                                                                                                      | CUSIP: 29362U104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3697 | NC      | $-298163.05   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CHIPOTLE                          | CFD_EQS GOLDUS33 B0X7DZ3                                                                                                                      | CUSIP: 169656105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1151 | NC      | $64628.65     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GENTEX CO                         | CFD_EQS GOLDUS33 2366799                                                                                                                      | CUSIP: 371901109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        7330 | NC      | $161186.70    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NATIONAL                          | CFD_EQS GOLDUS33 2211811                                                                                                                      | CUSIP: 637417106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       11190 | NC      | $483184.20    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GOODYEAR                          | CFD_EQS GOLDUS33 2378200                                                                                                                      | CUSIP: 382550101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -19271 | NC      | $-199840.27   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG L3HARRIS                          | CFD_EQS GOLDUS33 BK9DTN5                                                                                                                      | CUSIP: 502431109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         268 | NC      | $67225.12     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PENUMBRA                          | CFD_EQS GOLDUS33 BZ0V201                                                                                                                      | CUSIP: 70975L107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         489 | NC      | $125492.07    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CUBESMART                         | CFD_EQS GOLDUS33 B6SW913                                                                                                                      | CUSIP: 229663109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2899 | NC      | $123207.50    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WELLTOWER                         | CFD_EQS GOLDUS33 BYVYHH4                                                                                                                      | CUSIP: 95040Q104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         583 | NC      | $89624.59     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG IDACORP I                         | CFD_EQS GOLDUS33 2296937                                                                                                                      | CUSIP: 451107106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         358 | NC      | $41331.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG INTERPUBL                         | CFD_EQS GOLDUS33 2466321                                                                                                                      | CUSIP: 460690100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         476 | NC      | $11652.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG IONIS PHA                         | CFD_EQS GOLDUS33 BDJ0LS6                                                                                                                      | CUSIP: 462222100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -8435 | NC      | $-333266.85   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG KB HOME                           | CFD_EQS GOLDUS33 2485070                                                                                                                      | CUSIP: 48666K109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -403 | NC      | $-21346.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MORNINGST                         | CFD_EQS GOLDUS33 B081VR8                                                                                                                      | CUSIP: 617700109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1009 | NC      | $316755.37    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CAPRI HOL                         | CFD_EQS GOLDUS33 BJ1N1M9                                                                                                                      | CUSIP: G1890L107<br>LEI: N/A                  | N/A              | DE               | CORP              | VG        |        -841 | NC      | $-14885.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LANCASTER                         | CFD_EQS GOLDUS33 2503206                                                                                                                      | CUSIP: 513847103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         496 | NC      | $85693.92     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MDU RESOU                         | CFD_EQS GOLDUS33 2547323                                                                                                                      | CUSIP: 552690109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         559 | NC      | $9318.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MGIC INVE                         | CFD_EQS GOLDUS33 2548616                                                                                                                      | CUSIP: 552848103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       12265 | NC      | $341457.60    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MANPOWERG                         | CFD_EQS GOLDUS33 2562490                                                                                                                      | CUSIP: 56418H100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1359 | NC      | $54903.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ENPHASE E                         | CFD_EQS GOLDUS33 B65SQW4                                                                                                                      | CUSIP: 29355A107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         160 | NC      | $6344.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MICROSOFT                         | CFD_EQS GOLDUS33 2588173                                                                                                                      | CUSIP: 594918104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2710 | NC      | $-1347981.10  | -0.47%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MURPHY OI                         | CFD_EQS GOLDUS33 2611206                                                                                                                      | CUSIP: 626717102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        5052 | NC      | $113670.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VIATRIS I                         | CFD_EQS GOLDUS33 BMWS3X9                                                                                                                      | CUSIP: 92556V106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -9604 | NC      | $-85763.72    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TENET HEA                         | CFD_EQS GOLDUS33 B8DMK08                                                                                                                      | CUSIP: 88033G407<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         858 | NC      | $151008.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NEOGEN CO                         | CFD_EQS GOLDUS33 2630085                                                                                                                      | CUSIP: 640491106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -12250 | NC      | $-58555.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NIKE INC                          | CFD_EQS GOLDUS33 2640147                                                                                                                      | CUSIP: 654106103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2002 | NC      | $-142222.08   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NORDSON C                         | CFD_EQS GOLDUS33 2641838                                                                                                                      | CUSIP: 655663102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1171 | NC      | $-251027.27   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EVERSOURC                         | CFD_EQS GOLDUS33 BVVN4Q8                                                                                                                      | CUSIP: 30040W108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3903 | NC      | $-248308.86   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WELLS FAR                         | CFD_EQS GOLDUS33 2649100                                                                                                                      | CUSIP: 949746101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1865 | NC      | $149423.80    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FIVE BELO                         | CFD_EQS GOLDUS33 B85KFY9                                                                                                                      | CUSIP: 33829M101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2491 | NC      | $-326769.38   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG OGE ENERG                         | CFD_EQS GOLDUS33 2657802                                                                                                                      | CUSIP: 670837103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        8320 | NC      | $369241.60    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG OLD DOMIN                         | CFD_EQS GOLDUS33 2656423                                                                                                                      | CUSIP: 679580100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -113 | NC      | $-18339.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ONEOK INC                         | CFD_EQS GOLDUS33 2130109                                                                                                                      | CUSIP: 682680103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3571 | NC      | $-291500.73   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ORACLE CO                         | CFD_EQS GOLDUS33 2661568                                                                                                                      | CUSIP: 68389X105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3247 | NC      | $-709891.61   | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PULTEGROU                         | CFD_EQS GOLDUS33 2708841                                                                                                                      | CUSIP: 745867101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3432 | NC      | $-361938.72   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PNC FINAN                         | CFD_EQS GOLDUS33 2692665                                                                                                                      | CUSIP: 693475105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1673 | NC      | $311880.66    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PENTAIR P                         | CFD_EQS GOLDUS33 BLS09M3                                                                                                                      | CUSIP: G7S00T104<br>LEI: N/A                  | N/A              | DE               | CORP              | IE        |        -833 | NC      | $-85515.78    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG POTLATCHD                         | CFD_EQS GOLDUS33 B0XXJN1                                                                                                                      | CUSIP: 737630103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1427 | NC      | $-54753.99    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PUBLIC SE                         | CFD_EQS GOLDUS33 2707677                                                                                                                      | CUSIP: 744573106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         639 | NC      | $53791.02     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG RAYMOND J                         | CFD_EQS GOLDUS33 2718992                                                                                                                      | CUSIP: 754730109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1725 | NC      | $264563.25    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG REGENERON                         | CFD_EQS GOLDUS33 2730190                                                                                                                      | CUSIP: 75886F107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -108 | NC      | $-56700.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG KEYCORP                           | CFD_EQS GOLDUS33 2490911                                                                                                                      | CUSIP: 493267108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4050 | NC      | $-70551.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TORO CO                           | CFD_EQS GOLDUS33 2897040                                                                                                                      | CUSIP: 891092108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         987 | NC      | $69761.16     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TREX COMP                         | CFD_EQS GOLDUS33 2483074                                                                                                                      | CUSIP: 89531P105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -11794 | NC      | $-641357.72   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LENNOX IN                         | CFD_EQS GOLDUS33 2442053                                                                                                                      | CUSIP: 526107107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         376 | NC      | $215538.24    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DEVON ENE                         | CFD_EQS GOLDUS33 2480677                                                                                                                      | CUSIP: 25179M103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         283 | NC      | $9002.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AKAMAI TE                         | CFD_EQS GOLDUS33 2507457                                                                                                                      | CUSIP: 00971T101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2937 | NC      | $-234255.12   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG UNITED PA                         | CFD_EQS GOLDUS33 2517382                                                                                                                      | CUSIP: 911312106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         275 | NC      | $27758.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WESTERN A                         | CFD_EQS GOLDUS33 B0CCGJ4                                                                                                                      | CUSIP: 957638109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3671 | NC      | $-286264.58   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ALLY FINA                         | CFD_EQS GOLDUS33 B72XK05                                                                                                                      | CUSIP: 02005N100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4168 | NC      | $-162343.60   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GODADDY I                         | CFD_EQS GOLDUS33 BWFRFC6                                                                                                                      | CUSIP: 380237107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1766 | NC      | $317985.96    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HYATT HOT                         | CFD_EQS GOLDUS33 B5B82X4                                                                                                                      | CUSIP: 448579102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -639 | NC      | $-89236.35    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TRANSUNIO                         | CFD_EQS GOLDUS33 BYMWL86                                                                                                                      | CUSIP: 89400J107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1371 | NC      | $-120648.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ELANCO AN                         | CFD_EQS GOLDUS33 BF5L3T2                                                                                                                      | CUSIP: 28414H103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -7678 | NC      | $-109641.84   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MSCI INC                          | CFD_EQS GOLDUS33 B2972D2                                                                                                                      | CUSIP: 55354G100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         979 | NC      | $564628.46    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TEXAS INS                         | CFD_EQS GOLDUS33 2885409                                                                                                                      | CUSIP: 882508104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -884 | NC      | $-183536.08   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TIMKEN CO                         | CFD_EQS GOLDUS33 2892807                                                                                                                      | CUSIP: 887389104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         299 | NC      | $21692.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG UGI CORP                          | CFD_EQS GOLDUS33 2910118                                                                                                                      | CUSIP: 902681105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -6496 | NC      | $-236584.32   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WASTE MAN                         | CFD_EQS GOLDUS33 2937667                                                                                                                      | CUSIP: 94106L109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1053 | NC      | $-240947.46   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ALLIANT E                         | CFD_EQS GOLDUS33 2973821                                                                                                                      | CUSIP: 018802108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2151 | NC      | $130070.97    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WEBSTER F                         | CFD_EQS GOLDUS33 2945143                                                                                                                      | CUSIP: 947890109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2401 | NC      | $131094.60    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WESTERN D                         | CFD_EQS GOLDUS33 2954699                                                                                                                      | CUSIP: 958102105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -880 | NC      | $-56311.20    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MICROCHIP                         | CFD_EQS GOLDUS33 2592174                                                                                                                      | CUSIP: 595017104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -356 | NC      | $-25051.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG UNIVERSAL                         | CFD_EQS GOLDUS33 2277880                                                                                                                      | CUSIP: 91347P105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -630 | NC      | $-97309.80    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG KOHLS COR                         | CFD_EQS GOLDUS33 2496113                                                                                                                      | CUSIP: 500255104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -19237 | NC      | $-163129.76   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CREDIT AC                         | CFD_EQS GOLDUS33 2232050                                                                                                                      | CUSIP: 225310101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -401 | NC      | $-204281.43   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AVALONBAY                         | CFD_EQS GOLDUS33 2131179                                                                                                                      | CUSIP: 053484101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         830 | NC      | $168905.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ESSEX PRO                         | CFD_EQS GOLDUS33 2316619                                                                                                                      | CUSIP: 297178105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -588 | NC      | $-166639.20   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Monster Beverage Corp                             | Monster Beverage Corp COM USD0.005                                                                                                            | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |        4510 | NS      | $282506.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnera Corp.                                     | Magnera Corp. COM SHS                                                                                                                         | CUSIP: 55939A107<br>LEI: 549300LDQLQBT38QDY28 | Long             | EC               | CORP              | US        |           0 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                               | Arista Networks Inc COM SHS                                                                                                                   | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |        9746 | NS      | $997113.26    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co                            | Abercrombie & Fitch Co CL'A'COM USD0.01                                                                                                       | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |        1979 | NS      | $163960.15    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| The Allstate Corporation                          | The Allstate Corporation COM USD0.01                                                                                                          | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |        1659 | NS      | $333973.29    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Incorporated                   | Jones Lang LaSalle Incorporated COM USD0.01                                                                                                   | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |         877 | NS      | $224319.06    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptargroup Inc.                                   | Aptargroup Inc. COM USD0.01                                                                                                                   | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |        2176 | NS      | $340391.68    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc.                                        | Apple Inc. COM USD0.00001                                                                                                                     | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |         440 | NS      | $90274.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics, Inc.                           | Arrow Electronics, Inc. COM USD1                                                                                                              | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |        2295 | NS      | $292451.85    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corporation                        | Avery Dennison Corporation COM USD1                                                                                                           | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |        1186 | NS      | $208107.42    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif, Inc.                                       | Greif, Inc. CLASS'A'COM NPV                                                                                                                   | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |         179 | NS      | $11633.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group, Inc.                    | American Financial Group, Inc. COM NPV                                                                                                        | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |        1554 | NS      | $196130.34    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corporation                                 | FedEx Corporation COM USD0.10                                                                                                                 | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |         263 | NS      | $59782.53     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corporation                              | Amphenol Corporation CL'A'COM USD0.001                                                                                                        | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |        3906 | NS      | $385717.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corp                                       | Cognex Corp COM USD0.002                                                                                                                      | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |         310 | NS      | $9833.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group Ltd                                 | Everest Group Ltd COM USD0.01                                                                                                                 | CUSIP: G3223R108<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |         833 | NS      | $283095.05    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillards, Inc.                                    | Dillards, Inc. CLASS'A' COM USD0.01                                                                                                           | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |         332 | NS      | $138719.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc.                                         | eBay Inc. COM USD0.001                                                                                                                        | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |        3101 | NS      | $230900.46    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| The Estee Lauder Companies Inc.                   | The Estee Lauder Companies Inc. COM USD0.01 CLASS A                                                                                           | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |         931 | NS      | $75224.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                        | Hasbro Inc COM USD0.50                                                                                                                        | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |         123 | NS      | $9079.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software Inc.                | Take-Two Interactive Software Inc. COM USD0.01                                                                                                | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |         513 | NS      | $124582.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| J. B. Hunt Transport Services, Inc.               | J. B. Hunt Transport Services, Inc. COM USD0.01                                                                                               | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |        1195 | NS      | $171602.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                                         | Jabil Inc COM USD0.001                                                                                                                        | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |         387 | NS      | $84404.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hartford Insurance Group Inc.                 | The Hartford Insurance Group Inc. COM USD0.01                                                                                                 | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |        2404 | NS      | $304995.48    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corporation                        | Kimberly-Clark Corporation COM USD1.25                                                                                                        | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |        2286 | NS      | $294711.12    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kroger Co.                                    | The Kroger Co. COM USD1.00                                                                                                                    | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |        4562 | NS      | $327232.26    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp.                                      | Lennar Corp. COM USD0.10 CLASS A                                                                                                              | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |        1583 | NS      | $175095.63    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corporation                                 | Loews Corporation COM USD0.01                                                                                                                 | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |        1283 | NS      | $117599.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowes Companies, Inc.                             | Lowes Companies, Inc. COM USD0.50                                                                                                             | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |        1374 | NS      | $304849.38    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc.                    | Principal Financial Group Inc. COM USD0.01                                                                                                    | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |         184 | NS      | $14615.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Companies, Inc.                  | Marsh & McLennan Companies, Inc. COM USD1.00                                                                                                  | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |        1315 | NS      | $287511.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc                     | Martin Marietta Materials Inc COM USD0.01                                                                                                     | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |         252 | NS      | $138337.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc.                            | Micron Technology Inc. COM USD0.10                                                                                                            | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |         618 | NS      | $76168.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc.                           | Advance Auto Parts Inc. COM USD0.0001                                                                                                         | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |        3152 | NS      | $146536.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries, Inc.                           | Mohawk Industries, Inc. COM USD0.01                                                                                                           | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |        1896 | NS      | $198776.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| The New York Times Company                        | The New York Times Company CLASS'A'COM USD0.10                                                                                                | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |         242 | NS      | $13547.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corporation                                 | Nucor Corporation COM USD0.40                                                                                                                 | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |         134 | NS      | $17358.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd.                           | Arch Capital Group Ltd. COM USD0.01                                                                                                           | CUSIP: G0450A105<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |        1865 | NS      | $169808.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corporation            | Old Republic International Corporation COM USD1                                                                                               | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |        4686 | NS      | $180129.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pepsico Inc                                       | Pepsico Inc CAP USD0.016666                                                                                                                   | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |         373 | NS      | $49250.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc.                                      | Polaris Inc. COM USD0.01                                                                                                                      | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |         962 | NS      | $39105.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corporation                      | Costco Wholesale Corporation COM USD0.01                                                                                                      | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |         260 | NS      | $257384.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| The Procter & Gamble Co.                          | The Procter & Gamble Co. COM NPV                                                                                                              | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |         760 | NS      | $121083.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Progressive Corporation                       | The Progressive Corporation COM USD1.00                                                                                                       | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |         577 | NS      | $153978.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc.                                       | Rambus Inc. COM USD0.001                                                                                                                      | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |        1138 | NS      | $72854.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Renaissancere Holdings Ltd.                       | Renaissancere Holdings Ltd. COM USD1                                                                                                          | CUSIP: G7496G103<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |         305 | NS      | $74084.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold, Inc.                                  | Royal Gold, Inc. COM USD0.01                                                                                                                  | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |        3133 | NS      | $557172.72    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| The Sherwin-Williams Company                      | The Sherwin-Williams Company COM USD1                                                                                                         | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |        1214 | NS      | $416839.04    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                                 | Tractor Supply Co COM USD0.008                                                                                                                | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |        1516 | NS      | $79999.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                                       | Trimble Inc COM NPV                                                                                                                           | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |         353 | NS      | $26820.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Company                          | Vulcan Materials Company COM STK USD1                                                                                                         | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |         281 | NS      | $73290.42     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial, Inc.                 | Fidelity National Financial, Inc. FNF GROUP COM USD0.0001                                                                                     | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |        4158 | NS      | $233097.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Wayfair Inc                                       | Wayfair Inc COM USD0.001 A                                                                                                                    | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Long             | EC               | CORP              | US        |        7642 | NS      | $390811.88    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshpet Inc                                      | Freshpet Inc COM USD0.001                                                                                                                     | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |        1647 | NS      | $111930.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc                                          | Etsy Inc USD0.001                                                                                                                             | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |        3666 | NS      | $183886.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Global Ltd.                               | Liberty Global Ltd. COM CL A                                                                                                                  | CUSIP: G61188101<br>LEI: 213800HRMKKTYH7SKA24 | Long             | EC               | CORP              | BM        |        5996 | NS      | $60019.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG ILLINOIS                          | CFD_EQS GOLDUS33 2457552                                                                                                                      | CUSIP: 452308109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1081 | NC      | $267277.25    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG KLA CORP                          | CFD_EQS GOLDUS33 2480138                                                                                                                      | CUSIP: 482480100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         126 | NC      | $112863.24    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EVERGY IN                         | CFD_EQS GOLDUS33 BFMXGR0                                                                                                                      | CUSIP: 30034W106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1189 | NC      | $81957.77     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PARK HOTE                         | CFD_EQS GOLDUS33 BYVMVV0                                                                                                                      | CUSIP: 700517105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       13168 | NC      | $134708.64    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG INVITATIO                         | CFD_EQS GOLDUS33 BD81GW9                                                                                                                      | CUSIP: 46187W107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3168 | NC      | $103910.40    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG KIMCO REA                         | CFD_EQS GOLDUS33 2491594                                                                                                                      | CUSIP: 49446R109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2948 | NC      | $61966.96     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TRIPADVIS                         | CFD_EQS GOLDUS33 B6ZC3N6                                                                                                                      | CUSIP: 896945201<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         942 | NC      | $12293.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG KIRBY COR                         | CFD_EQS GOLDUS33 2493534                                                                                                                      | CUSIP: 497266106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         478 | NC      | $54209.98     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LINCOLN N                         | CFD_EQS GOLDUS33 2516378                                                                                                                      | CUSIP: 534187109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3532 | NC      | $-122207.20   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EPAM SYST                         | CFD_EQS GOLDUS33 B44Z3T8                                                                                                                      | CUSIP: 29414B104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -629 | NC      | $-111219.78   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SCHNEIDER                         | CFD_EQS GOLDUS33 BYVN953                                                                                                                      | CUSIP: 80689H102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -383 | NC      | $-9249.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HOST HOTE                         | CFD_EQS GOLDUS33 2567503                                                                                                                      | CUSIP: 44107P104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3964 | NC      | $60887.04     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MEDTRONIC                         | CFD_EQS GOLDUS33 BTN1Y11                                                                                                                      | CUSIP: G5960L103<br>LEI: N/A                  | N/A              | DE               | CORP              | IE        |        2685 | NC      | $234051.45    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ALLISON T                         | CFD_EQS GOLDUS33 B4PZ892                                                                                                                      | CUSIP: 01973R101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2751 | NC      | $261317.49    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PHILLIPS                          | CFD_EQS GOLDUS33 B78C4Y8                                                                                                                      | CUSIP: 718546104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -204 | NC      | $-24337.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NATIONAL                          | CFD_EQS GOLDUS33 2626103                                                                                                                      | CUSIP: 636180101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2546 | NC      | $215671.66    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SENSATA T                         | CFD_EQS GOLDUS33 BFMBMT8                                                                                                                      | CUSIP: G8060N102<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |       -8021 | NC      | $-241512.31   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NORFOLK S                         | CFD_EQS GOLDUS33 2641894                                                                                                                      | CUSIP: 655844108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1430 | NC      | $-366037.10   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HEALTHCAR                         | CFD_EQS GOLDUS33 BPQWHP8                                                                                                                      | CUSIP: 42226K105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -22580 | NC      | $-358118.80   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PALO ALTO                         | CFD_EQS GOLDUS33 B87ZMX0                                                                                                                      | CUSIP: 697435105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3761 | NC      | $769651.04    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG OCCIDENTA                         | CFD_EQS GOLDUS33 2655408                                                                                                                      | CUSIP: 674599105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        5371 | NC      | $225635.71    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG UDR INC                           | CFD_EQS GOLDUS33 2727910                                                                                                                      | CUSIP: 902653104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1593 | NC      | $65042.19     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PACCAR IN                         | CFD_EQS GOLDUS33 2665861                                                                                                                      | CUSIP: 693718108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2013 | NC      | $191355.78    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PTC INC                           | CFD_EQS GOLDUS33 B95N910                                                                                                                      | CUSIP: 69370C100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         350 | NC      | $60319.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PPL CORP                          | CFD_EQS GOLDUS33 2680905                                                                                                                      | CUSIP: 69351T106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1992 | NC      | $67508.88     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PINNACLE                          | CFD_EQS GOLDUS33 2048804                                                                                                                      | CUSIP: 723484101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1923 | NC      | $-172050.81   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BRINK S C                         | CFD_EQS GOLDUS33 2691305                                                                                                                      | CUSIP: 109696104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -836 | NC      | $-74646.44    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG QUALCOMM                          | CFD_EQS GOLDUS33 2714923                                                                                                                      | CUSIP: 747525103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -839 | NC      | $-133619.14   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GRAPHIC P                         | CFD_EQS GOLDUS33 B2Q8249                                                                                                                      | CUSIP: 388689101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -535 | NC      | $-11272.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LIVANOVA                          | CFD_EQS GOLDUS33 BYMT0J1                                                                                                                      | CUSIP: G5509L101<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |        6515 | NC      | $293305.30    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ROYAL CAR                         | CFD_EQS GOLDUS33 2754907                                                                                                                      | CUSIP: V7780T103<br>LEI: N/A                  | N/A              | DE               | CORP              | LR        |       -1678 | NC      | $-525448.92   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DECKERS O                         | CFD_EQS GOLDUS33 2267278                                                                                                                      | CUSIP: 243537107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1096 | NC      | $112964.72    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NEW YORK                          | CFD_EQS GOLDUS33 BT6MM39                                                                                                                      | CUSIP: 649445400<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -34259 | NC      | $-363145.40   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SIMON PRO                         | CFD_EQS GOLDUS33 2812452                                                                                                                      | CUSIP: 828806109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -682 | NC      | $-109638.32   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LEAR CORP                         | CFD_EQS GOLDUS33 B570P91                                                                                                                      | CUSIP: 521865204<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -783 | NC      | $-74369.34    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DARDEN RE                         | CFD_EQS GOLDUS33 2289874                                                                                                                      | CUSIP: 237194105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         105 | NC      | $22886.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CAPITAL O                         | CFD_EQS GOLDUS33 2654461                                                                                                                      | CUSIP: 14040H105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1318 | NC      | $280417.68    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG RESMED IN                         | CFD_EQS GOLDUS33 2732903                                                                                                                      | CUSIP: 761152107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         398 | NC      | $102684.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SIMPSON M                         | CFD_EQS GOLDUS33 2809250                                                                                                                      | CUSIP: 829073105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1142 | NC      | $-177364.02   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HENRY SCH                         | CFD_EQS GOLDUS33 2416962                                                                                                                      | CUSIP: 806407102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3671 | NC      | $-268166.55   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FACTSET R                         | CFD_EQS GOLDUS33 2329770                                                                                                                      | CUSIP: 303075105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         336 | NC      | $150286.08    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PEGASYSTE                         | CFD_EQS GOLDUS33 2675860                                                                                                                      | CUSIP: 705573103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        7526 | NC      | $407382.38    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LAMAR ADV                         | CFD_EQS GOLDUS33 BSPHGN6                                                                                                                      | CUSIP: 512816109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1190 | NC      | $144418.40    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TAKE-TWO                          | CFD_EQS GOLDUS33 2122117                                                                                                                      | CUSIP: 874054109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         620 | NC      | $150567.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG RALPH LAU                         | CFD_EQS GOLDUS33 B4V9661                                                                                                                      | CUSIP: 751212101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         489 | NC      | $134122.92    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG IRON MOUN                         | CFD_EQS GOLDUS33 BVFTF03                                                                                                                      | CUSIP: 46284V101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2097 | NC      | $-215089.29   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FIRSTENER                         | CFD_EQS GOLDUS33 2100920                                                                                                                      | CUSIP: 337932107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2175 | NC      | $-87565.50    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG UNITED RE                         | CFD_EQS GOLDUS33 2134781                                                                                                                      | CUSIP: 911363109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -312 | NC      | $-235060.80   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WP CAREY                          | CFD_EQS GOLDUS33 B826YT8                                                                                                                      | CUSIP: 92936U109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -287 | NC      | $-17903.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MANHATTAN                         | CFD_EQS GOLDUS33 2239471                                                                                                                      | CUSIP: 562750109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        4177 | NC      | $824832.19    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SEMPRA EN                         | CFD_EQS GOLDUS33 2138158                                                                                                                      | CUSIP: 816851109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1454 | NC      | $110169.58    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GLOBUS ME                         | CFD_EQS GOLDUS33 B7D65M0                                                                                                                      | CUSIP: 379577208<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -811 | NC      | $-47865.22    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WORKDAY I                         | CFD_EQS GOLDUS33 B8K6ZD1                                                                                                                      | CUSIP: 98138H101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         876 | NC      | $210240.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG RH                                | CFD_EQS GOLDUS33 BYXR425                                                                                                                      | CUSIP: 74967X103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1800 | NC      | $-340218.00   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Chubb Ltd.                                        | Chubb Ltd. ORD CHF24.15                                                                                                                       | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |         978 | NS      | $283346.16    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Companies Inc.                         | Albertsons Companies Inc. COMMON STOCK                                                                                                        | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |        8061 | NS      | $173392.11    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp                             | US Foods Holding Corp COM USD0.01                                                                                                             | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |        2767 | NS      | $213086.67    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dupont De Nemours Inc                             | Dupont De Nemours Inc COM USD0.01                                                                                                             | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |         243 | NS      | $16667.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations Inc.                           | Power Integrations Inc. COM USD0.001                                                                                                          | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |        1269 | NS      | $70937.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corporation                                 | Sysco Corporation COM USD1                                                                                                                    | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |        2678 | NS      | $202831.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Inc.                                      | Ashland Inc. COM USD0.01                                                                                                                      | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |         189 | NS      | $9502.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings, Inc.                      | CF Industries Holdings, Inc. COM USD0.01                                                                                                      | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |        1614 | NS      | $148488.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group, Inc.                         | CNO Financial Group, Inc. COM USD0.01                                                                                                         | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |        1963 | NS      | $75732.54     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Holdings Inc.          | MACOM Technology Solutions Holdings Inc. COM USD0.001                                                                                         | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         490 | NS      | $70212.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson Public Limited Company       | Willis Towers Watson Public Limited Company COM USD0.000304635                                                                                | CUSIP: G96629103<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |         313 | NS      | $95934.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                       | Corteva Inc COM USD0.01                                                                                                                       | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |        2303 | NS      | $171642.59    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chewy Inc                                         | Chewy Inc COM USD0.01 CL A                                                                                                                    | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |        9549 | NS      | $406978.38    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage Inc                                  | Pure Storage Inc COM USD0.0001 CL A                                                                                                           | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |        9878 | NS      | $568775.24    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings Inc.         | Knight-Swift Transportation Holdings Inc. COM USD0.01 CLASS A                                                                                 | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1545 | NS      | $68335.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IAC Inc                                           | IAC Inc COM NEW                                                                                                                               | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |        8598 | NS      | $321049.32    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ Wholesale Club Holdings Inc                    | BJ Wholesale Club Holdings Inc COM USD0.01                                                                                                    | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |         721 | NS      | $77745.43     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions Inc                             | Element Solutions Inc COM USD0.01                                                                                                             | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |        3748 | NS      | $84892.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyft Inc                                          | Lyft Inc COM USD0.00001 CLASS A                                                                                                               | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |        7612 | NS      | $119965.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ubiquiti Inc                                      | Ubiquiti Inc COM USD0.001                                                                                                                     | CUSIP: 90353W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         420 | NS      | $172893.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Globalfoundries Inc                               | Globalfoundries Inc ORDINARY SHARES                                                                                                           | CUSIP: G39387108<br>LEI: 549300BA76VK784VMX48 | Long             | EC               | CORP              | KY        |        6681 | NS      | $255214.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Inc.                              | Onto Innovation Inc. COM                                                                                                                      | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |        1279 | NS      | $129089.47    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PLC                   | Seagate Technology Holdings PLC ORD SHS                                                                                                       | CUSIP: G7997R103<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |         850 | NS      | $122680.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rivian Automotive Inc                             | Rivian Automotive Inc COM CL A                                                                                                                | CUSIP: 76954A103<br>LEI: 25490004LNKJ84MFYY24 | Long             | EC               | CORP              | US        |       22104 | NS      | $303708.96    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                            | HP Inc COM USD0.01                                                                                                                            | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |        1591 | NS      | $38915.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Trade Desk Inc                                | The Trade Desk Inc COM USD0.000001 CL A                                                                                                       | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |         100 | NS      | $7199.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC                               | TE Connectivity PLC ORD SHS                                                                                                                   | CUSIP: G87052109<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |        2666 | NS      | $449674.22    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG UNIVERSAL                         | CFD_EQS GOLDUS33 2923785                                                                                                                      | CUSIP: 913903100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1017 | NC      | $184229.55    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VERTEX PH                         | CFD_EQS GOLDUS33 2931034                                                                                                                      | CUSIP: 92532F100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -150 | NC      | $-66780.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG OMEGA HEA                         | CFD_EQS GOLDUS33 2043274                                                                                                                      | CUSIP: 681936100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3289 | NC      | $120541.85    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LANDSTAR                          | CFD_EQS GOLDUS33 2503994                                                                                                                      | CUSIP: 515098101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2485 | NC      | $345464.70    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG REGENCY C                         | CFD_EQS GOLDUS33 2726177                                                                                                                      | CUSIP: 758849103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1591 | NC      | $113326.93    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FIRST FIN                         | CFD_EQS GOLDUS33 2266026                                                                                                                      | CUSIP: 32020R109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2464 | NC      | $88654.72     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EASTMAN C                         | CFD_EQS GOLDUS33 2298386                                                                                                                      | CUSIP: 277432100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2181 | NC      | $-162833.46   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BOSTON SC                         | CFD_EQS GOLDUS33 2113434                                                                                                                      | CUSIP: 101137107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1534 | NC      | $164766.94    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AGCO CORP                         | CFD_EQS GOLDUS33 2010278                                                                                                                      | CUSIP: 001084102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1356 | NC      | $-139884.96   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AMERCO                            | CFD_EQS GOLDUS33 2028174                                                                                                                      | CUSIP: 023586100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -18 | NC      | $-1090.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FIRST IND                         | CFD_EQS GOLDUS33 2360757                                                                                                                      | CUSIP: 32054K103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3181 | NC      | $153101.53    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DARLING I                         | CFD_EQS GOLDUS33 2250289                                                                                                                      | CUSIP: 237266101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -6484 | NC      | $-246002.96   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WABTEC CO                         | CFD_EQS GOLDUS33 2955733                                                                                                                      | CUSIP: 929740108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1288 | NC      | $269642.80    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG INVESCO L                         | CFD_EQS GOLDUS33 B28XP76                                                                                                                      | CUSIP: G491BT108<br>LEI: N/A                  | N/A              | DE               | CORP              | BM        |        8044 | NC      | $126853.88    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NEUROCRIN                         | CFD_EQS GOLDUS33 2623911                                                                                                                      | CUSIP: 64125C109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2734 | NC      | $343636.46    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MASIMO CO                         | CFD_EQS GOLDUS33 B1YWR63                                                                                                                      | CUSIP: 574795100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -167 | NC      | $-28092.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG QORVO INC                         | CFD_EQS GOLDUS33 BR9YYP4                                                                                                                      | CUSIP: 74736K101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -619 | NC      | $-52559.29    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG INGREDION                         | CFD_EQS GOLDUS33 B7K24P7                                                                                                                      | CUSIP: 457187102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1600 | NC      | $216992.00    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AMDOCS LT                         | CFD_EQS GOLDUS33 2256908                                                                                                                      | CUSIP: G02602103<br>LEI: N/A                  | N/A              | DE               | CORP              | GG        |        2934 | NC      | $267698.16    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG COSTAR GR                         | CFD_EQS GOLDUS33 2262864                                                                                                                      | CUSIP: 22160N109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1648 | NC      | $-132499.20   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VEEVA SYS                         | CFD_EQS GOLDUS33 BFH3N85                                                                                                                      | CUSIP: 922475108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3032 | NC      | $873155.36    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ONEMAIN H                         | CFD_EQS GOLDUS33 BYSZB89                                                                                                                      | CUSIP: 68268W103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1667 | NC      | $-95019.00    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MakeMyTrip Ltd.                                   | MakeMyTrip Ltd. USD0.0005                                                                                                                     | CUSIP: V5633W109<br>LEI: 529900DNT8HNJ7RYUO60 | Short            | EC               | CORP              | MU        |        -345 | NS      | $-33816.90    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Pacira Biosciences Inc                            | Pacira Biosciences Inc COM USD0.001                                                                                                           | CUSIP: 695127100<br>LEI: 549300P56LERYBDHCF69 | Short            | EC               | CORP              | US        |       -4528 | NS      | $-108219.20   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association          | GNR 2020-21 SA                                                                                                                                | CUSIP: 38382DJV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      252679 | PA      | $33860.88     | 0.01%             | 2050-02-20      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                   | LYV 3.125 01/15/29                                                                                                                            | CUSIP: 538034BA6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      733000 | PA      | $1127720.50   | 0.39%             | 2029-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Pagaya Technologies Ltd.                          | Pagaya Technologies Ltd. CL A NEW                                                                                                             | CUSIP: M7S64L123<br>LEI: N/A                  | Short            | EC               | CORP              | IL        |      -26457 | NS      | $-564063.24   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                                    | TTEK 2.25 08/15/28                                                                                                                            | CUSIP: 88162GAB9<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | DBT              | CORP              | US        |      645000 | PA      | $728043.75    | 0.25%             | 2028-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Pebblebrook Hotel Trust                           | Pebblebrook Hotel Trust COM USD0.01 SBI                                                                                                       | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Short            | EC               | CORP              | US        |       -1992 | NS      | $-19900.08    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association          | GNR 2020-146 IM                                                                                                                               | CUSIP: 38382KWP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      262277 | PA      | $38433.49     | 0.01%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Veradigm Inc                                      | MDRX 0.875 01/01/27                                                                                                                           | CUSIP: 01988PAF5<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | DBT              | CORP              | US        |      173000 | PA      | $188170.09    | 0.07%             | 2027-01-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Summit Hotel Properties, Inc.                     | INN 1.5 02/15/26                                                                                                                              | CUSIP: 866082AA8<br>LEI: 254900OBQWJK6X20LS71 | Long             | DBT              | CORP              | US        |      639000 | PA      | $619830.00    | 0.22%             | 2026-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | G2 785764                                                                                                                                     | CUSIP: 3622ABJH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      486840 | PA      | $411454.15    | 0.14%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | G2 785788                                                                                                                                     | CUSIP: 3622ABJ94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      282754 | PA      | $238969.35    | 0.08%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association             | FN CB7143                                                                                                                                     | CUSIP: 3140QS5D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1515275 | PA      | $1574018.44   | 0.55%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BrightSpring Health Services Inc.                 | BTSG 6.75 02/01/27                                                                                                                            | CUSIP: 10950A205<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10173 | PA      | $839781.15    | 0.29%             | 2027-02-01      | Fixed         | 6.75%                 | No            |                  1 | On Loan: No      |
| SiriusXM Holdings Inc                             | SiriusXM Holdings Inc COMMON STOCK                                                                                                            | CUSIP: 829933100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -11790 | NS      | $-270826.06   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc.                         | Super Micro Computer Inc. COM NEW                                                                                                             | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Short            | EC               | CORP              | US        |       -5195 | NS      | $-254606.95   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                                    | Albemarle Corp COM USD0.01                                                                                                                    | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Short            | EC               | CORP              | US        |       -7759 | NS      | $-486256.53   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| OSI System Inc.                                   | OSI System Inc. COM NPV                                                                                                                       | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Short            | EC               | CORP              | US        |       -1909 | NS      | $-429257.74   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group, Inc.                   | Affiliated Managers Group, Inc. COM USD0.01                                                                                                   | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Short            | EC               | CORP              | US        |       -2121 | NS      | $-417349.17   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Company                          | Century Aluminum Company COM USD0.01                                                                                                          | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Short            | EC               | CORP              | US        |      -11163 | NS      | $-201157.26   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association          | GNR 2019-110 SD                                                                                                                               | CUSIP: 38381YXM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      202812 | PA      | $25364.30     | 0.01%             | 2049-09-20      | Floating      | 1.66%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | GNR 2019-20 SF                                                                                                                                | CUSIP: 38381RAZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      293372 | PA      | $6950.27      | 0.00%             | 2049-02-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                  | FHR 4468 SY                                                                                                                                   | CUSIP: 3137BJMU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      181129 | PA      | $18205.46     | 0.01%             | 2045-05-15      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | GNR 2018-139 SQ                                                                                                                               | CUSIP: 38381AQC3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      113349 | PA      | $12712.30     | 0.00%             | 2048-10-20      | Floating      | 1.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | GNR 2019-6 SA                                                                                                                                 | CUSIP: 38381BG65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      110078 | PA      | $11994.67     | 0.00%             | 2049-01-20      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association             | FNS 405 S5                                                                                                                                    | CUSIP: 3136FGV87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      419362 | PA      | $29399.81     | 0.01%             | 2040-10-25      | Fixed         |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | GNR 2019-151 NI                                                                                                                               | CUSIP: 38382BDB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      544610 | PA      | $86377.11     | 0.03%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | GNR 2019-110 SE                                                                                                                               | CUSIP: 38381YXT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      273932 | PA      | $36243.90     | 0.01%             | 2049-09-20      | Floating      | 1.66%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                  | FHR 4248 S                                                                                                                                    | CUSIP: 3137B4VS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      168002 | PA      | $17803.13     | 0.01%             | 2043-09-15      | Floating      | 1.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association             | FNR 2018-8 SA                                                                                                                                 | CUSIP: 3136B0WA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      142161 | PA      | $17332.59     | 0.01%             | 2048-02-25      | Floating      | 1.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | GNR 2019-151 IA                                                                                                                               | CUSIP: 38382BBF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      310277 | PA      | $58228.13     | 0.02%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | G2 MA5192                                                                                                                                     | CUSIP: 36179TXV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      803910 | PA      | $760199.31    | 0.27%             | 2048-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | GNR 2015-110 SE                                                                                                                               | CUSIP: 38379MTL8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |       97190 | PA      | $10139.12     | 0.00%             | 2045-08-20      | Floating      | 1.26%                 | No            |                  2 | On Loan: No      |
| CSG Systems International Inc.                    | CSG Systems International Inc. COM USD0.01                                                                                                    | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Short            | EC               | CORP              | US        |       -5203 | NS      | $-339807.93   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Conmed Corporation                                | Conmed Corporation COM USD0.01                                                                                                                | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Short            | EC               | CORP              | US        |        -309 | NS      | $-16092.72    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp.                            | ON Semiconductor Corp. COM USD0.01                                                                                                            | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Short            | EC               | CORP              | US        |       -2534 | NS      | $-132806.94   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association          | GNR 2020-55 AS                                                                                                                                | CUSIP: 38382EML8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      411387 | PA      | $56008.52     | 0.02%             | 2050-04-20      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| Pebblebrook Hotel Trust                           | PEB 1.75 12/15/26                                                                                                                             | CUSIP: 70509VAA8<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | DBT              | CORP              | US        |      961000 | PA      | $910626.75    | 0.32%             | 2026-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Rubrik Inc.                                       | Rubrik Inc. CL A                                                                                                                              | CUSIP: 781154109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -152 | NS      | $-13617.68    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Sandisk Corporation                               | Sandisk Corporation COM                                                                                                                       | CUSIP: 80004C200<br>LEI: N/A                  | Short            | EC               | CORP              | US        |          -3 | NS      | $-119.61      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| XPLR Infrastructure LP                            | XIFR 0 11/15/25                                                                                                                               | CUSIP: 65341BAD8<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |      620000 | PA      | $605275.11    | 0.21%             | 2025-11-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Ligand Pharmaceuticals Incorporated               | Ligand Pharmaceuticals Incorporated SHS                                                                                                       | CUSIP: 532CNT011<br>LEI: 5493008K7TB0IKP37H79 | Short            | EC               | CORP              | US        |         -29 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                  | FR RA8423                                                                                                                                     | CUSIP: 3133KQLC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      775873 | PA      | $794295.86    | 0.28%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Redwood Trust Inc                                 | RWT 7.75 06/15/27                                                                                                                             | CUSIP: 758075AF2<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | DBT              | CORP              | US        |     1422000 | PA      | $1408472.34   | 0.49%             | 2027-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                              | CCL 5.75 12/01/27                                                                                                                             | CUSIP: 143658BV3<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      158000 | PA      | $347916.00    | 0.12%             | 2027-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BrightSpring Health Services Inc.                 | BrightSpring Health Services Inc. COM                                                                                                         | CUSIP: 10950A106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -31930 | NS      | $-753228.70   | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association          | GNR 2020-55 PI                                                                                                                                | CUSIP: 38382EPY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      232008 | PA      | $46021.49     | 0.02%             | 2050-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Two Harbors Investment Corp.                      | TWO 6.25 01/15/26                                                                                                                             | CUSIP: 90187BAB7<br>LEI: 549300ZUIBT6KH4HU823 | Long             | DBT              | CORP              | US        |     1113000 | PA      | $1094635.50   | 0.38%             | 2026-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Teladoc Health Inc                                | TDOC 1.25 06/01/27                                                                                                                            | CUSIP: 87918AAF2<br>LEI: 549300I2PVFBC9MFAC61 | Long             | DBT              | CORP              | US        |      338000 | PA      | $312583.54    | 0.11%             | 2027-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AST SpaceMobile Inc.                              | AST SpaceMobile Inc. COM CL A                                                                                                                 | CUSIP: 00217D100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -13125 | NS      | $-613331.25   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| LIGAND PHARM CVR $15.00                           | LIGAND PHARM CVR $15.00                                                                                                                       | CUSIP: 532CNT029<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -29 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Government National Mortgage Association          | GNR 2023-70 SE                                                                                                                                | CUSIP: 38384AEN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      523169 | PA      | $36042.39     | 0.01%             | 2053-05-20      | Floating      | 1.79%                 | No            |                  2 | On Loan: No      |
| BILL Holdings Inc                                 | BILL 0 04/01/30                                                                                                                               | CUSIP: 090043AE0<br>LEI: 549300IBF9VZZIGOZW63 | Long             | DBT              | CORP              | US        |      351000 | PA      | $297033.75    | 0.10%             | 2030-04-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Omnicell Inc                                      | OMCL 1 12/01/29                                                                                                                               | CUSIP: 68213NAE9<br>LEI: 5493008RH0GTKHHPZI77 | Long             | DBT              | CORP              | US        |      711000 | PA      | $640611.00    | 0.22%             | 2029-12-01      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| MKS Inc.                                          | MKSI 1.25 06/01/30                                                                                                                            | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |      545000 | PA      | $539822.50    | 0.19%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Oddity Tech Ltd.                                  | Oddity Tech Ltd. SHS CL A                                                                                                                     | CUSIP: M7518J104<br>LEI: N/A                  | Short            | EC               | CORP              | IL        |       -1666 | NS      | $-125733.02   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management Inc                      | Apollo Global Management Inc 6.75% SERIES A MANDATORY CONVERTIBLE PREFERRED STOCK                                                             | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |       10047 | PA      | $752017.95    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical Inc.                     | COLL 2.875 02/15/29                                                                                                                           | CUSIP: 19459JAC8<br>LEI: 54930049FXZMTLW8D496 | Long             | DBT              | CORP              | US        |      598000 | PA      | $643747.00    | 0.22%             | 2029-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp.                            | ON 0.5 03/01/29                                                                                                                               | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |      694000 | PA      | $643997.30    | 0.22%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | GNR 2023-133 HS                                                                                                                               | CUSIP: 38384EPT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      978987 | PA      | $76301.11     | 0.03%             | 2053-09-20      | Floating      | 2.17%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments Inc                               | Shift4 Payments Inc 6.00% SERIES A MANDATORY CONVERTIBLE PREFERRED STOCK                                                                      | CUSIP: 82452J307<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        6388 | PA      | $735897.60    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap Inc                                          | SNAP 0.5 05/01/30                                                                                                                             | CUSIP: 83304AAK2<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      741000 | PA      | $632073.00    | 0.22%             | 2030-05-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AMG Capital Tr Ii                                 | AMG Capital Tr Ii 5.15% CONV PRF 15/10/2037                                                                                                   | CUSIP: 00170F209<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       13578 | PA      | $742037.70    | 0.26%             |  |  |  | No            |                  3 | On Loan: No      |
| Government National Mortgage Association          | GNR 2019-111 AS                                                                                                                               | CUSIP: 38381YND2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      382075 | PA      | $48081.40     | 0.02%             | 2049-01-20      | Floating      | 1.71%                 | No            |                  2 | On Loan: No      |
| Lendingtree Inc                                   | TREE 0.5 07/15/25                                                                                                                             | CUSIP: 52603BAD9<br>LEI: 549300ISY5YHUJZTON08 | Long             | DBT              | CORP              | US        |     1054000 | PA      | $1047412.50   | 0.37%             | 2025-07-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Solaredge Technologies Inc                        | SEDG 0 09/15/25                                                                                                                               | CUSIP: 83417MAD6<br>LEI: 5493000K6Y58XXPDF853 | Long             | DBT              | CORP              | US        |      749000 | PA      | $730275.00    | 0.25%             | 2025-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IREN Ltd.                                         | IREN Ltd. ORDINARY SHARES                                                                                                                     | CUSIP: Q4982L109<br>LEI: 254900FZF02RB3NNGB71 | Short            | EC               | CORP              | AU        |       -3769 | NS      | $-54914.33    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Trust, Inc.                          | ABR 7.5 08/01/25                                                                                                                              | CUSIP: 038923BA5<br>LEI: 549300ASFUWYQO0RW077 | Long             | DBT              | CORP              | US        |      890000 | PA      | $885995.00    | 0.31%             | 2025-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MicroStrategy Incorporated                        | MSTR 0 12/01/29                                                                                                                               | CUSIP: 594972AR2<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |      568000 | PA      | $538748.00    | 0.19%             | 2029-12-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Spectrum Brands, Inc.                             | SPB 3.375 06/01/29                                                                                                                            | CUSIP: 84762LAZ8<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |      684000 | PA      | $623466.00    | 0.22%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Alarm.com Holdings Inc.                           | ALRM 2.25 06/01/29                                                                                                                            | CUSIP: 011642AD7<br>LEI: 549300HIH92U1EKIHZ32 | Long             | DBT              | CORP              | US        |      538000 | PA      | $523233.92    | 0.18%             | 2029-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Pacira Biosciences Inc                            | PCRX 2.125 05/15/29                                                                                                                           | CUSIP: 695127AJ9<br>LEI: 549300P56LERYBDHCF69 | Long             | DBT              | CORP              | US        |      319000 | PA      | $313005.29    | 0.11%             | 2029-05-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Cyberark Software Ltd.                            | CYBR 0 06/15/30                                                                                                                               | CUSIP: 23248VAC9<br>LEI: 529900YEXNDM894PWS93 | Long             | DBT              | CORP              | IL        |      135000 | PA      | $139050.00    | 0.05%             | 2030-06-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Equinox Gold Corp                                 | Equinox Gold Corp COM NPV(POST REV SPLIT)                                                                                                     | CUSIP: 29446Y502<br>LEI: 5493005IN4V1SNP9PN75 | Short            | EC               | CORP              | CA        |      -67032 | NS      | $-385434.00   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association          | GNR 2020-61 SW                                                                                                                                | CUSIP: 38382EW52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      539033 | PA      | $57475.02     | 0.02%             | 2049-08-20      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| American Airlines Group Inc                       | AAL 6.5 07/01/25                                                                                                                              | CUSIP: 02376RAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      147000 | PA      | $147128.54    | 0.05%             | 2025-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WisdomTree, Inc.                                  | WT 5.75 08/15/28                                                                                                                              | CUSIP: 97717PAF1<br>LEI: 549300WIU8IS7UFO7871 | Long             | DBT              | CORP              | US        |      648000 | PA      | $853740.00    | 0.30%             | 2028-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fortuna Mining Corp.                              | Fortuna Mining Corp. COM NEW                                                                                                                  | CUSIP: 349942102<br>LEI: 5493003Q88RVK7CW4735 | Short            | EC               | CORP              | CA        |      -44857 | NS      | $-293364.78   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Mara Holdings Inc                                 | MARA 0 03/01/30                                                                                                                               | CUSIP: 565788AE6<br>LEI: 549300M8ISKPTX2W7F94 | Long             | DBT              | CORP              | US        |      528000 | PA      | $475992.00    | 0.17%             | 2030-03-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DOLBY LAB                         | CFD_EQS GOLDUS33 B04NJM9                                                                                                                      | CUSIP: 25659T107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3416 | NC      | $253672.16    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DEXCOM IN                         | CFD_EQS GOLDUS33 B0796X4                                                                                                                      | CUSIP: 252131107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         326 | NC      | $28456.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FORTUNE B                         | CFD_EQS GOLDUS33 B3MC7D6                                                                                                                      | CUSIP: 34964C106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1161 | NC      | $-59768.28    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FEDEX COR                         | CFD_EQS GOLDUS33 2142784                                                                                                                      | CUSIP: 31428X106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         208 | NC      | $47280.48     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FEDERAL R                         | CFD_EQS GOLDUS33 BN7P9B2                                                                                                                      | CUSIP: 313745101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         975 | NC      | $92615.25     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ALASKA AI                         | CFD_EQS GOLDUS33 2012605                                                                                                                      | CUSIP: 011659109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1459 | NC      | $72191.32     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SUPER MIC                         | CFD_EQS GOLDUS33 BRC3N73                                                                                                                      | CUSIP: 86800U302<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4776 | NC      | $-234071.76   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GITLAB IN                         | CFD_EQS GOLDUS33 BMTVT22                                                                                                                      | CUSIP: 37637K108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1258 | NC      | $56748.38     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TPG INC                           | CFD_EQS GOLDUS33 BNKBB55                                                                                                                      | CUSIP: 872657101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1486 | NC      | $-77940.70    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CIVITAS R                         | CFD_EQS GOLDUS33 BMG9GG2                                                                                                                      | CUSIP: 17888H103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -7621 | NC      | $-209729.92   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FMC CORP                          | CFD_EQS GOLDUS33 2328603                                                                                                                      | CUSIP: 302491303<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -673 | NC      | $-28097.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BLACKSTON                         | CFD_EQS GOLDUS33 BKF2SL7                                                                                                                      | CUSIP: 09260D107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2322 | NC      | $-347324.76   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG RAMBUS IN                         | CFD_EQS GOLDUS33 2721967                                                                                                                      | CUSIP: 750917106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1097 | NC      | $70229.94     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG COMFORT S                         | CFD_EQS GOLDUS33 2036047                                                                                                                      | CUSIP: 199908104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         930 | NC      | $498675.30    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TEXAS PAC                         | CFD_EQS GOLDUS33 BM99VY2                                                                                                                      | CUSIP: 88262P102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          53 | NC      | $55988.67     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG APOLLO GL                         | CFD_EQS GOLDUS33 BN44JF6                                                                                                                      | CUSIP: 03769M106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1386 | NC      | $-196631.82   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GE VERNOV                         | CFD_EQS GOLDUS33 BP6H4Y1                                                                                                                      | CUSIP: 36828A101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         978 | NC      | $517508.70    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CNH INDUS                         | CFD_EQS GOLDUS33 BDX85Z1                                                                                                                      | CUSIP: N20944109<br>LEI: N/A                  | N/A              | DE               | CORP              | NL        |      -16197 | NC      | $-209913.12   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ONTO INNO                         | CFD_EQS GOLDUS33 BKZ7N95                                                                                                                      | CUSIP: 683344105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         188 | NC      | $18974.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GLOBALFOU                         | CFD_EQS GOLDUS33 BMW7F63                                                                                                                      | CUSIP: G39387108<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |         344 | NC      | $13140.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AMENTUM H                         | CFD_EQS GOLDUS33 BMZLFJ5                                                                                                                      | CUSIP: 023939101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -15439 | NC      | $-364514.79   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BLACKROCK                         | CFD_EQS GOLDUS33 BMZBBT7                                                                                                                      | CUSIP: 09290D101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         361 | NC      | $378779.25    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PARSONS C                         | CFD_EQS GOLDUS33 BJN4N02                                                                                                                      | CUSIP: 70202L102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -195 | NC      | $-13995.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SAREPTA T                         | CFD_EQS GOLDUS33 B8DPDT7                                                                                                                      | CUSIP: 803607100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -6327 | NC      | $-108191.70   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HALOZYME                          | CFD_EQS GOLDUS33 2975098                                                                                                                      | CUSIP: 40637H109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1984 | NC      | $-103207.68   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                      | NVIDIA Corp. COM USD0.001                                                                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |        1143 | NS      | $180582.57    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Autozone, Inc.                                    | Autozone, Inc. COM USD0.01                                                                                                                    | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |         108 | NS      | $400920.84    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet, Inc.                                       | Avnet, Inc. COM USD1.00                                                                                                                       | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |        4329 | NS      | $229783.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| W.R. Berkley Corporation                          | W.R. Berkley Corporation COM USD0.20                                                                                                          | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |        5542 | NS      | $407170.74    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc.                                  | Best Buy Co Inc. COM USD0.10                                                                                                                  | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |        6512 | NS      | $437150.56    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                        | Unum Group COM USD0.10                                                                                                                        | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |        1965 | NS      | $158693.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corporation                                 | Cabot Corporation COM USD1                                                                                                                    | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |        3823 | NS      | $286725.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corporation                  | Cincinnati Financial Corporation COM USD2.00                                                                                                  | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |        2748 | NS      | $409232.16    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| The Clorox Company                                | The Clorox Company COM USD1.00                                                                                                                | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |        1660 | NS      | $199316.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CNA Financial Corporation                         | CNA Financial Corporation COM USD2.50                                                                                                         | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               | CORP              | US        |        3876 | NS      | $180350.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co.                             | Colgate-Palmolive Co. COM USD1.00                                                                                                             | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |        6559 | NS      | $596213.10    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corporation of America                  | Packaging Corporation of America COM USD0.01                                                                                                  | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |         538 | NS      | $101386.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Company                         | Commercial Metals Company COM USD5                                                                                                            | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |        1619 | NS      | $79185.29     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co.                           | Columbia Sportswear Co. COM NPV                                                                                                               | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |         962 | NS      | $58758.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                            | F5 Inc COM STK NPV                                                                                                                            | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |        1085 | NS      | $319337.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology, Inc.                            | Amkor Technology, Inc. COM STK USD0.001                                                                                                       | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |        7068 | NS      | $148357.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories, Inc.                        | Silicon Laboratories, Inc. COM USD0.0001                                                                                                      | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |        3177 | NS      | $468162.72    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| D.R. Horton, Inc.                                 | D.R. Horton, Inc. COM USD0.01                                                                                                                 | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |         292 | NS      | $37644.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc.                                      | MetLife Inc. COM USD0.01                                                                                                                      | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |        3173 | NS      | $255172.66    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp.                                      | Target Corp. COM STK USD0.0833                                                                                                                | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |        1350 | NS      | $133177.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc.                                       | Ecolab Inc. COM USD1                                                                                                                          | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |         445 | NS      | $119900.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc.                             | Freeport-McMoRan Inc. COM USD0.10                                                                                                             | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |        6308 | NS      | $273451.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| The TJX Companies Inc.                            | The TJX Companies Inc. COM USD1                                                                                                               | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |        2550 | NS      | $314899.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG HARLEY-DA                         | CFD_EQS GOLDUS33 2411053                                                                                                                      | CUSIP: 412822108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3297 | NC      | $-77809.20    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HERSHEY C                         | CFD_EQS GOLDUS33 2422806                                                                                                                      | CUSIP: 427866108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2599 | NC      | $-431304.05   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HEXCEL CO                         | CFD_EQS GOLDUS33 2416779                                                                                                                      | CUSIP: 428291108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2107 | NC      | $119024.43    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AXALTA CO                         | CFD_EQS GOLDUS33 BSFWCF5                                                                                                                      | CUSIP: G0750C108<br>LEI: N/A                  | N/A              | DE               | CORP              | BM        |        -673 | NC      | $-19981.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TWILIO IN                         | CFD_EQS GOLDUS33 BD6P5Q0                                                                                                                      | CUSIP: 90138F102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1250 | NC      | $-155450.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BIOGEN IN                         | CFD_EQS GOLDUS33 2455965                                                                                                                      | CUSIP: 09062X103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -518 | NC      | $-65055.62    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BRIGHTHOU                         | CFD_EQS GOLDUS33 BF429K9                                                                                                                      | CUSIP: 10922N103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1439 | NC      | $-77375.03    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MONGODB I                         | CFD_EQS GOLDUS33 BF2FJ99                                                                                                                      | CUSIP: 60937P106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         332 | NC      | $69716.68     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ADT INC                           | CFD_EQS GOLDUS33 BFWCP81                                                                                                                      | CUSIP: 00090Q103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       11987 | NC      | $101529.89    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ZSCALER I                         | CFD_EQS GOLDUS33 BZ00V34                                                                                                                      | CUSIP: 98980G102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1980 | NC      | $621601.20    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ELASTIC N                         | CFD_EQS GOLDUS33 BFXCLC6                                                                                                                      | CUSIP: N14506104<br>LEI: N/A                  | N/A              | DE               | CORP              | NL        |        4304 | NC      | $362956.32    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ZOOM VIDE                         | CFD_EQS GOLDUS33 BGSP7M9                                                                                                                      | CUSIP: 98980L101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        6953 | NC      | $542194.94    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG UBER TECH                         | CFD_EQS GOLDUS33 BK6N347                                                                                                                      | CUSIP: 90353T100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         209 | NC      | $19499.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CROWDSTRI                         | CFD_EQS GOLDUS33 BJJP138                                                                                                                      | CUSIP: 22788C105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         940 | NC      | $478751.40    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PAYCHEX I                         | CFD_EQS GOLDUS33 2674458                                                                                                                      | CUSIP: 704326107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         882 | NC      | $128295.72    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG T ROWE PR                         | CFD_EQS GOLDUS33 2702337                                                                                                                      | CUSIP: 74144T108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1469 | NC      | $141758.50    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CITIGROUP                         | CFD_EQS GOLDUS33 2297907                                                                                                                      | CUSIP: 172967424<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2399 | NC      | $-204202.88   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DYNATRACE                         | CFD_EQS GOLDUS33 BJV2RD9                                                                                                                      | CUSIP: 268150109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1501 | NC      | $82870.21     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ROLLINS I                         | CFD_EQS GOLDUS33 2747305                                                                                                                      | CUSIP: 775711104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        4550 | NC      | $256711.00    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG RYDER SYS                         | CFD_EQS GOLDUS33 2760669                                                                                                                      | CUSIP: 783549108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         673 | NC      | $107007.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ROCKWELL                          | CFD_EQS GOLDUS33 2754060                                                                                                                      | CUSIP: 773903109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -551 | NC      | $-183025.67   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DATADOG I                         | CFD_EQS GOLDUS33 BKT9Y49                                                                                                                      | CUSIP: 23804L103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        6465 | NC      | $868443.45    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FACEBOOK                          | CFD_EQS GOLDUS33 B7TL820                                                                                                                      | CUSIP: 30303M102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -142 | NC      | $-104808.78   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | GNR 2018-7 DS                                                                                                                                 | CUSIP: 38380UM67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      699687 | PA      | $77167.27     | 0.03%             | 2048-01-20      | Floating      | 1.26%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SYNOVUS F                         | CFD_EQS GOLDUS33 BMH4NJ8                                                                                                                      | CUSIP: 87161C501<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1558 | NC      | $80626.50     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TEXTRON I                         | CFD_EQS GOLDUS33 2885937                                                                                                                      | CUSIP: 883203101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3923 | NC      | $-314977.67   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | GNR 2020-78 DI                                                                                                                                | CUSIP: 38382FV84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      432229 | PA      | $99808.89     | 0.03%             | 2050-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | GNR 2020-79 AI                                                                                                                                | CUSIP: 38382FYD0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      138946 | PA      | $29170.14     | 0.01%             | 2050-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG II-VI INC                         | CFD_EQS GOLDUS33 BNG8Z81                                                                                                                      | CUSIP: 19247G107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -5416 | NC      | $-483161.36   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VF CORP                           | CFD_EQS GOLDUS33 2928683                                                                                                                      | CUSIP: 918204108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -12461 | NC      | $-146416.75   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VALERO EN                         | CFD_EQS GOLDUS33 2041364                                                                                                                      | CUSIP: 91913Y100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2866 | NC      | $385247.72    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VORNADO R                         | CFD_EQS GOLDUS33 2933632                                                                                                                      | CUSIP: 929042109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4770 | NC      | $-182404.80   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GRAHAM HO                         | CFD_EQS GOLDUS33 BGM1B98                                                                                                                      | CUSIP: 384637104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          11 | NC      | $10407.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WATSCO IN                         | CFD_EQS GOLDUS33 2943039                                                                                                                      | CUSIP: 942622200<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         304 | NC      | $134252.48    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WILLIAMS                          | CFD_EQS GOLDUS33 2967181                                                                                                                      | CUSIP: 969457100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1775 | NC      | $111487.75    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WOODWARD                          | CFD_EQS GOLDUS33 2948089                                                                                                                      | CUSIP: 980745103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         708 | NC      | $173523.72    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG STARBUCKS                         | CFD_EQS GOLDUS33 2842255                                                                                                                      | CUSIP: 855244109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3074 | NC      | $-281670.62   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG INTUIT IN                         | CFD_EQS GOLDUS33 2459020                                                                                                                      | CUSIP: 461202103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -459 | NC      | $-361522.17   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SABRA HEA                         | CFD_EQS GOLDUS33 B5NLBP6                                                                                                                      | CUSIP: 78573L106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4852 | NC      | $-89470.88    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CAMDEN PR                         | CFD_EQS GOLDUS33 2166320                                                                                                                      | CUSIP: 133131102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1812 | NC      | $204194.28    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MCKESSON                          | CFD_EQS GOLDUS33 2378534                                                                                                                      | CUSIP: 58155Q103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1050 | NC      | $769419.00    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VAIL RESO                         | CFD_EQS GOLDUS33 2954194                                                                                                                      | CUSIP: 91879Q109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -538 | NC      | $-84535.94    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG METTLER-T                         | CFD_EQS GOLDUS33 2126249                                                                                                                      | CUSIP: 592688105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         236 | NC      | $277233.92    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AMERICAN                          | CFD_EQS GOLDUS33 B7FBFL2                                                                                                                      | CUSIP: 03027X100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1009 | NC      | $-223009.18   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MARRIOTT                          | CFD_EQS GOLDUS33 2210614                                                                                                                      | CUSIP: 571903202<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -412 | NC      | $-112562.52   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG QUANTA SE                         | CFD_EQS GOLDUS33 2150204                                                                                                                      | CUSIP: 74762E102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -422 | NC      | $-159549.76   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG REPUBLIC                          | CFD_EQS GOLDUS33 2262530                                                                                                                      | CUSIP: 760759100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         714 | NC      | $176079.54    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BRIGHT HO                         | CFD_EQS GOLDUS33 B7MJWP2                                                                                                                      | CUSIP: 109194100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -872 | NC      | $-107770.48   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VOYA FINA                         | CFD_EQS GOLDUS33 BKWQ2N2                                                                                                                      | CUSIP: 929089100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1992 | NC      | $141432.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG IQVIA HOL                         | CFD_EQS GOLDUS33 BDR73G1                                                                                                                      | CUSIP: 46266C105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2355 | NC      | $371124.45    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ZOETIS IN                         | CFD_EQS GOLDUS33 B95WG16                                                                                                                      | CUSIP: 98978V103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1010 | NC      | $157509.50    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AMERICAN                          | CFD_EQS GOLDUS33 BCF5RR9                                                                                                                      | CUSIP: 02665T306<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        5335 | NC      | $192433.45    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG RINGCENTR                         | CFD_EQS GOLDUS33 BDZCRX3                                                                                                                      | CUSIP: 76680R206<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -5114 | NC      | $-144981.90   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BURLINGTO                         | CFD_EQS GOLDUS33 BF311Y5                                                                                                                      | CUSIP: 122017106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -922 | NC      | $-214494.08   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ALLEGION                          | CFD_EQS GOLDUS33 BFRT3W7                                                                                                                      | CUSIP: G0176J109<br>LEI: N/A                  | N/A              | DE               | CORP              | IE        |         122 | NC      | $17582.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HILTON WO                         | CFD_EQS GOLDUS33 BYVMW06                                                                                                                      | CUSIP: 43300A203<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         497 | NC      | $132370.98    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LUMENTUM                          | CFD_EQS GOLDUS33 BYM9ZP2                                                                                                                      | CUSIP: 55024U109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -6289 | NC      | $-597832.34   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HEALTHEQU                         | CFD_EQS GOLDUS33 BP8XZL1                                                                                                                      | CUSIP: 42226A107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         446 | NC      | $46722.96     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BRISTOL-M                         | CFD_EQS GOLDUS33 2126335                                                                                                                      | CUSIP: 110122108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        4607 | NC      | $213258.03    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MADISON S                         | CFD_EQS GOLDUS33 BYQCZ35                                                                                                                      | CUSIP: 55825T103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         459 | NC      | $95908.05     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BRUNSWICK                         | CFD_EQS GOLDUS33 2149309                                                                                                                      | CUSIP: 117043109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1148 | NC      | $-63415.52    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VISA INC-                         | CFD_EQS GOLDUS33 B2PZN04                                                                                                                      | CUSIP: 92826C839<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1144 | NC      | $406177.20    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CADENCE D                         | CFD_EQS GOLDUS33 2302232                                                                                                                      | CUSIP: 127387108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1980 | NC      | $-610137.00   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CAMPBELL                          | CFD_EQS GOLDUS33 2162845                                                                                                                      | CUSIP: 134429109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4467 | NC      | $-136913.55   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CARDINAL                          | CFD_EQS GOLDUS33 2175672                                                                                                                      | CUSIP: 14149Y108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3858 | NC      | $648144.00    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CARNIVAL                          | CFD_EQS GOLDUS33 2523044                                                                                                                      | CUSIP: 143658300<br>LEI: N/A                  | N/A              | DE               | CORP              | PA        |       -2586 | NC      | $-72718.32    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CARLISLE                          | CFD_EQS GOLDUS33 2176318                                                                                                                      | CUSIP: 142339100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -25 | NC      | $-9335.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CATERPILL                         | CFD_EQS GOLDUS33 2180201                                                                                                                      | CUSIP: 149123101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -543 | NC      | $-210798.03   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG JPMORGAN                          | CFD_EQS GOLDUS33 2190385                                                                                                                      | CUSIP: 46625H100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2468 | NC      | $-715497.88   | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CHEVRON C                         | CFD_EQS GOLDUS33 2838555                                                                                                                      | CUSIP: 166764100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2094 | NC      | $299839.86    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CINTAS CO                         | CFD_EQS GOLDUS33 2197137                                                                                                                      | CUSIP: 172908105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2368 | NC      | $527756.16    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG COMMERCE                          | CFD_EQS GOLDUS33 2213204                                                                                                                      | CUSIP: 200525103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3671 | NC      | $228226.07    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DXC TECHN                         | CFD_EQS GOLDUS33 BYXD7B3                                                                                                                      | CUSIP: 23355L106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        8381 | NC      | $128145.49    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CONAGRA B                         | CFD_EQS GOLDUS33 2215460                                                                                                                      | CUSIP: 205887102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1309 | NC      | $26795.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CURTISS-W                         | CFD_EQS GOLDUS33 2241205                                                                                                                      | CUSIP: 231561101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         611 | NC      | $298504.05    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ELECTRONI                         | CFD_EQS GOLDUS33 2310194                                                                                                                      | CUSIP: 285512109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          70 | NC      | $11179.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EMERSON E                         | CFD_EQS GOLDUS33 2313405                                                                                                                      | CUSIP: 291011104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1691 | NC      | $-225461.03   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EQT CORP                          | CFD_EQS GOLDUS33 2319414                                                                                                                      | CUSIP: 26884L109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1345 | NC      | $-78440.40    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EXPEDITOR                         | CFD_EQS GOLDUS33 2325507                                                                                                                      | CUSIP: 302130109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2649 | NC      | $302648.25    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LIVE NATI                         | CFD_EQS GOLDUS33 B0T7YX2                                                                                                                      | CUSIP: 538034109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         967 | NC      | $146287.76    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ACCENTURE                         | CFD_EQS GOLDUS33 B4BNMY3                                                                                                                      | CUSIP: G1151C101<br>LEI: N/A                  | N/A              | DE               | CORP              | IE        |         165 | NC      | $49316.85     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ZIMMER BI                         | CFD_EQS GOLDUS33 2783815                                                                                                                      | CUSIP: 98956P102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1852 | NC      | $168920.92    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BUNGE LTD                         | CFD_EQS GOLDUS33 2788713                                                                                                                      | CUSIP: H11356104<br>LEI: N/A                  | N/A              | DE               | CORP              | CH        |        1459 | NC      | $117128.52    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PRUDENTIA                         | CFD_EQS GOLDUS33 2819118                                                                                                                      | CUSIP: 744320102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -386 | NC      | $-41471.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SYNAPTICS                         | CFD_EQS GOLDUS33 2839268                                                                                                                      | CUSIP: 87157D109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4383 | NC      | $-284106.06   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NETFLIX I                         | CFD_EQS GOLDUS33 2857817                                                                                                                      | CUSIP: 64110L106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -702 | NC      | $-940069.26   | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NASDAQ IN                         | CFD_EQS GOLDUS33 2965107                                                                                                                      | CUSIP: 631103108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2825 | NC      | $-252611.50   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG XPO LOGIS                         | CFD_EQS GOLDUS33 B6Z1355                                                                                                                      | CUSIP: 983793100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2836 | NC      | $-358158.44   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TEXAS CAP                         | CFD_EQS GOLDUS33 2977209                                                                                                                      | CUSIP: 88224Q107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1211 | NC      | $-96153.40    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CME GROUP                         | CFD_EQS GOLDUS33 2965839                                                                                                                      | CUSIP: 12572Q105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3459 | NC      | $953369.58    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SYNNEX CO                         | CFD_EQS GOLDUS33 2002554                                                                                                                      | CUSIP: 87162W100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -77 | NC      | $-10448.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TEMPUR SE                         | CFD_EQS GOLDUS33 2216991                                                                                                                      | CUSIP: 88023U101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3906 | NC      | $-265803.30   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG T-MOBILE                          | CFD_EQS GOLDUS33 B94Q9V0                                                                                                                      | CUSIP: 872590104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1345 | NC      | $320459.70    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TRAVEL +                          | CFD_EQS GOLDUS33 BMXYT16                                                                                                                      | CUSIP: 894164102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2544 | NC      | $131295.84    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG JAZZ PHAR                         | CFD_EQS GOLDUS33 B4Q5ZN4                                                                                                                      | CUSIP: G50871105<br>LEI: N/A                  | N/A              | DE               | CORP              | IE        |        1980 | NC      | $210117.60    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TERADATA                          | CFD_EQS GOLDUS33 B247H10                                                                                                                      | CUSIP: 88076W103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         422 | NC      | $9414.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AES CORP                          | CFD_EQS GOLDUS33 2002479                                                                                                                      | CUSIP: 00130H105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -7884 | NC      | $-82939.68    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ADOBE INC                         | CFD_EQS GOLDUS33 2008154                                                                                                                      | CUSIP: 00724F101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1332 | NC      | $515324.16    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ADVANCED                          | CFD_EQS GOLDUS33 2007849                                                                                                                      | CUSIP: 007903107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4647 | NC      | $-659409.30   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG JOHNSON C                         | CFD_EQS GOLDUS33 BY7QL61                                                                                                                      | CUSIP: G51502105<br>LEI: N/A                  | N/A              | DE               | CORP              | IE        |        2181 | NC      | $230357.22    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AMERICAN                          | CFD_EQS GOLDUS33 2026082                                                                                                                      | CUSIP: 025816109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1069 | NC      | $340989.62    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AMETEK IN                         | CFD_EQS GOLDUS33 2089212                                                                                                                      | CUSIP: 031100100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         837 | NC      | $151463.52    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ANALOG DE                         | CFD_EQS GOLDUS33 2032067                                                                                                                      | CUSIP: 032654105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -514 | NC      | $-122342.28   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG APA CORP                          | CFD_EQS GOLDUS33 BNNF1C1                                                                                                                      | CUSIP: 03743Q108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        6851 | NC      | $125304.79    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG APPLIED M                         | CFD_EQS GOLDUS33 2046552                                                                                                                      | CUSIP: 038222105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -64 | NC      | $-11716.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AUTOMATIC                         | CFD_EQS GOLDUS33 2065308                                                                                                                      | CUSIP: 053015103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         890 | NC      | $274476.00    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BOK FINAN                         | CFD_EQS GOLDUS33 2109091                                                                                                                      | CUSIP: 05561Q201<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1235 | NC      | $120573.05    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HUNTINGTO                         | CFD_EQS GOLDUS33 B40SSC9                                                                                                                      | CUSIP: 446413106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1422 | NC      | $-343356.12   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG US BANCOR                         | CFD_EQS GOLDUS33 2736035                                                                                                                      | CUSIP: 902973304<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3203 | NC      | $144935.75    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FLOWERS F                         | CFD_EQS GOLDUS33 2744243                                                                                                                      | CUSIP: 343498101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        9958 | NC      | $159128.84    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MARVELL T                         | CFD_EQS GOLDUS33 BNKJSM5                                                                                                                      | CUSIP: 573874104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1115 | NC      | $-86301.00    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ARTHUR J                          | CFD_EQS GOLDUS33 2359506                                                                                                                      | CUSIP: 363576109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1027 | NC      | $-328763.24   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DENTSPLY                          | CFD_EQS GOLDUS33 BYNPPC6                                                                                                                      | CUSIP: 24906P109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       19241 | NC      | $305547.08    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GENERAL D                         | CFD_EQS GOLDUS33 2365161                                                                                                                      | CUSIP: 369550108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1423 | NC      | $415032.18    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GENERAL E                         | CFD_EQS GOLDUS33 BL59CR9                                                                                                                      | CUSIP: 369604301<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2095 | NC      | $539232.05    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GRACO INC                         | CFD_EQS GOLDUS33 2380443                                                                                                                      | CUSIP: 384109104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        4474 | NC      | $384629.78    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BROADRIDG                         | CFD_EQS GOLDUS33 B1VP7R6                                                                                                                      | CUSIP: 11133T103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         125 | NC      | $30378.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WW GRAING                         | CFD_EQS GOLDUS33 2380863                                                                                                                      | CUSIP: 384802104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         370 | NC      | $384888.80    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HAEMONETI                         | CFD_EQS GOLDUS33 2401195                                                                                                                      | CUSIP: 405024100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1340 | NC      | $-99977.40    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HALLIBURT                         | CFD_EQS GOLDUS33 2405302                                                                                                                      | CUSIP: 406216101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -662 | NC      | $-13491.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AVIENT CO                         | CFD_EQS GOLDUS33 BMHWY55                                                                                                                      | CUSIP: 05368V106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1449 | NC      | $-46817.19    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HASBRO IN                         | CFD_EQS GOLDUS33 2414580                                                                                                                      | CUSIP: 418056107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         467 | NC      | $34473.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HEALTHPEA                         | CFD_EQS GOLDUS33 BJBLRK3                                                                                                                      | CUSIP: 42250P103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2588 | NC      | $-45315.88    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HUBBELL I                         | CFD_EQS GOLDUS33 BDFG6S3                                                                                                                      | CUSIP: 443510607<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -128 | NC      | $-52276.48    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HUNT (JB)                         | CFD_EQS GOLDUS33 2445416                                                                                                                      | CUSIP: 445658107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         805 | NC      | $115598.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HUNTINGTO                         | CFD_EQS GOLDUS33 2445966                                                                                                                      | CUSIP: 446150104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -10347 | NC      | $-173415.72   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TRANE TEC                         | CFD_EQS GOLDUS33 BK9ZQ96                                                                                                                      | CUSIP: G8994E103<br>LEI: N/A                  | N/A              | DE               | CORP              | IE        |        1050 | NC      | $459280.50    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG INTEL COR                         | CFD_EQS GOLDUS33 2463247                                                                                                                      | CUSIP: 458140100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2307 | NC      | $-51676.80    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG INTL FLAV                         | CFD_EQS GOLDUS33 2464165                                                                                                                      | CUSIP: 459506101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2438 | NC      | $-179314.90   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG INTERNATI                         | CFD_EQS GOLDUS33 2465254                                                                                                                      | CUSIP: 460146103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -7058 | NC      | $-330526.14   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LENNAR CO                         | CFD_EQS GOLDUS33 2511920                                                                                                                      | CUSIP: 526057104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1207 | NC      | $133506.27    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ELI LILLY                         | CFD_EQS GOLDUS33 2516152                                                                                                                      | CUSIP: 532457108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -218 | NC      | $-169937.54   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LINCOLN E                         | CFD_EQS GOLDUS33 2516851                                                                                                                      | CUSIP: 533900106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         964 | NC      | $199856.48    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MASCO COR                         | CFD_EQS GOLDUS33 2570200                                                                                                                      | CUSIP: 574599106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2249 | NC      | $144745.64    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG S&P GLOBA                         | CFD_EQS GOLDUS33 BYV2325                                                                                                                      | CUSIP: 78409V104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -545 | NC      | $-287373.05   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ECHOSTAR                          | CFD_EQS GOLDUS33 B2NC471                                                                                                                      | CUSIP: 278768106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -8182 | NC      | $-226641.40   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BOOKING H                         | CFD_EQS GOLDUS33 BDRXDB4                                                                                                                      | CUSIP: 09857L108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         233 | NC      | $1348892.92   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CNX RESOU                         | CFD_EQS GOLDUS33 BF3FTF4                                                                                                                      | CUSIP: 12653C108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         269 | NC      | $9059.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MASTERCAR                         | CFD_EQS GOLDUS33 B121557                                                                                                                      | CUSIP: 57636Q104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         581 | NC      | $326487.14    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG INTERCONT                         | CFD_EQS GOLDUS33 BFSSDS9                                                                                                                      | CUSIP: 45866F104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -51 | NC      | $-9356.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DOMINO S                          | CFD_EQS GOLDUS33 B01SD70                                                                                                                      | CUSIP: 25754A201<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -226 | NC      | $-101835.60   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EDWARDS L                         | CFD_EQS GOLDUS33 2567116                                                                                                                      | CUSIP: 28176E108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4798 | NC      | $-375251.58   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HEWLETT P                         | CFD_EQS GOLDUS33 BYVYWS0                                                                                                                      | CUSIP: 42824C109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -17362 | NC      | $-355052.90   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SQUARE IN                         | CFD_EQS GOLDUS33 BYNZGK1                                                                                                                      | CUSIP: 852234103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -7601 | NC      | $-516335.93   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NUTANIX I                         | CFD_EQS GOLDUS33 BYQBFT8                                                                                                                      | CUSIP: 67059N108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       11633 | NC      | $889226.52    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG JANUS HEN                         | CFD_EQS GOLDUS33 BYPZJQ6                                                                                                                      | CUSIP: G4474Y214<br>LEI: N/A                  | N/A              | DE               | CORP              | JE        |        4396 | NC      | $170740.64    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG INGERSOLL                         | CFD_EQS GOLDUS33 BL5GZ82                                                                                                                      | CUSIP: 45687V106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3698 | NC      | $-307599.64   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DROPBOX I                         | CFD_EQS GOLDUS33 BG0T321                                                                                                                      | CUSIP: 26210C104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4078 | NC      | $-116630.80   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CORPAY                            | CFD_EQS GOLDUS33 BMX5GK7                                                                                                                      | CUSIP: 219948106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         244 | NC      | $80964.08     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG OSHKOSH C                         | CFD_EQS GOLDUS33 2663520                                                                                                                      | CUSIP: 688239201<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -239 | NC      | $-27136.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EXELON CO                         | CFD_EQS GOLDUS33 2670519                                                                                                                      | CUSIP: 30161N101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1603 | NC      | $-69602.26    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MARATHON                          | CFD_EQS GOLDUS33 B3K3L40                                                                                                                      | CUSIP: 56585A102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         929 | NC      | $154316.19    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BROOKS AU                         | CFD_EQS GOLDUS33 2145460                                                                                                                      | CUSIP: 114340102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3742 | NC      | $-115178.76   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DAVITA IN                         | CFD_EQS GOLDUS33 2898087                                                                                                                      | CUSIP: 23918K108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -94 | NC      | $-13390.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NOV INC                           | CFD_EQS GOLDUS33 BN2RYW9                                                                                                                      | CUSIP: 62955J103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       11371 | NC      | $141341.53    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG KILROY RE                         | CFD_EQS GOLDUS33 2495529                                                                                                                      | CUSIP: 49427F108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4303 | NC      | $-147635.93   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EURONET W                         | CFD_EQS GOLDUS33 2320148                                                                                                                      | CUSIP: 298736109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         717 | NC      | $72689.46     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BOSTON PR                         | CFD_EQS GOLDUS33 2019479                                                                                                                      | CUSIP: 101121101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -5712 | NC      | $-385388.64   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG C.H. ROBI                         | CFD_EQS GOLDUS33 2116228                                                                                                                      | CUSIP: 12541W209<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         165 | NC      | $15831.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EPR PROPE                         | CFD_EQS GOLDUS33 B8XXZP1                                                                                                                      | CUSIP: 26884U109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3653 | NC      | $212823.78    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VERISIGN                          | CFD_EQS GOLDUS33 2142922                                                                                                                      | CUSIP: 92343E102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3916 | NC      | $1130940.80   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FEDERATED                         | CFD_EQS GOLDUS33 2246288                                                                                                                      | CUSIP: 314211103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        8713 | NC      | $386160.16    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SCIENCE A                         | CFD_EQS GOLDUS33 BDTZZG7                                                                                                                      | CUSIP: 808625107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          85 | NC      | $9571.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ARAMARK                           | CFD_EQS GOLDUS33 BH3XG17                                                                                                                      | CUSIP: 03852U106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        4256 | NC      | $178198.72    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ONE GAS I                         | CFD_EQS GOLDUS33 BJ0KXV4                                                                                                                      | CUSIP: 68235P108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1822 | NC      | $-130928.92   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TOPBUILD                          | CFD_EQS GOLDUS33 BZ0P3W2                                                                                                                      | CUSIP: 89055F103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -246 | NC      | $-79640.04    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CHEMOURS                          | CFD_EQS GOLDUS33 BZ0CTP8                                                                                                                      | CUSIP: 163851108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -41754 | NC      | $-478083.30   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PLANET FI                         | CFD_EQS GOLDUS33 BYSFJV8                                                                                                                      | CUSIP: 72703H101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2433 | NC      | $-265318.65   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CITIZENS                          | CFD_EQS GOLDUS33 BQRX1X3                                                                                                                      | CUSIP: 174610105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1196 | NC      | $53521.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills                      | B 0 07/03/25                                                                                                                                  | CUSIP: 912797NX1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    20000000 | PA      | $19995348.90  | 6.98%             | 2025-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                      | B 0 07/15/25                                                                                                                                  | CUSIP: 912797QA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10800000 | PA      | $10782580.52  | 3.76%             | 2025-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Guidestone Funds                                  | Guidestone Funds MONEY MKT INSTL                                                                                                              | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |     3245824 | NS      | $3245824.11   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidestone Funds                                  | Guidestone Funds MONEY MKT INSTL                                                                                                              | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |       33294 | NS      | $33293.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corporation                                  | Olin Corporation COM USD1                                                                                                                     | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |        6345 | NS      | $127471.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp                                          | RLI Corp COM USD1.00                                                                                                                          | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |        2638 | NS      | $190516.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System, Inc.                                | Ryder System, Inc. COM USD0.50                                                                                                                | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |         269 | NS      | $42771.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions, Inc.                          | Skyworks Solutions, Inc. COM USD0.25                                                                                                          | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |          50 | NS      | $3726.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Scotts Miracle-Gro Company                    | The Scotts Miracle-Gro Company CLASS'A'COM NPV                                                                                                | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |        2395 | NS      | $157974.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics, Inc.                              | Steel Dynamics, Inc. COM STK USD0.01                                                                                                          | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |         191 | NS      | $24449.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods, Inc.                                 | Tyson Foods, Inc. CLASS'A'COM USD0.10                                                                                                         | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |        2184 | NS      | $122172.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc                                | Crown Holdings Inc COM USD5                                                                                                                   | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |        3197 | NS      | $329227.06    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                       | Walmart Inc COM USD0.10                                                                                                                       | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |        4187 | NS      | $409404.86    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corporation                    | Zebra Technologies Corporation 'A'COM USD0.01                                                                                                 | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |         314 | NS      | $96825.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                         | Taylor Morrison Home Corp COM USD0.00001                                                                                                      | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |         433 | NS      | $26594.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty Inc.                                         | Coty Inc. COM USD0.01 CL 'A'                                                                                                                  | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |       28607 | NS      | $133022.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AXIS Capital Holdings Limited                     | AXIS Capital Holdings Limited COM USD0.0125                                                                                                   | CUSIP: G0692U109<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EC               | CORP              | BM        |        1575 | NS      | $163516.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc.                           | Church & Dwight Co Inc. COM USD1.00                                                                                                           | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |         888 | NS      | $85345.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc.                                     | Assurant Inc. COM USD0.01                                                                                                                     | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |         208 | NS      | $41077.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp.                             | Deckers Outdoor Corp. COM USD0.01                                                                                                             | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |        1328 | NS      | $136876.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmarket Corporation                             | Newmarket Corporation COM NPV                                                                                                                 | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |         310 | NS      | $214166.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc                        | Coca-Cola Consolidated Inc COM USD1                                                                                                           | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |        2059 | NS      | $229887.35    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corporation                              | Westlake Corporation COM USD0.01                                                                                                              | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |         457 | NS      | $34700.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                      | LyondellBasell Industries NV COM EUR0.04 CLASS 'A'                                                                                            | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |        2984 | NS      | $172654.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corporation                              | Huntsman Corporation COM USD0.01                                                                                                              | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |       32927 | NS      | $343099.34    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                          | AT&T Inc COM USD1                                                                                                                             | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |       10391 | NS      | $300715.54    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hanover Insurance Group, Inc.                 | The Hanover Insurance Group, Inc. COM USD0.01                                                                                                 | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |        1133 | NS      | $192462.71    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment, Inc.                   | Live Nation Entertainment, Inc. COM USD0.01                                                                                                   | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |        1011 | NS      | $152944.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc.                          | O'Reilly Automotive Inc. USD0.01                                                                                                              | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |        3527 | NS      | $317888.51    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc.                                   | Murphy USA Inc. COM USD0.01                                                                                                                   | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |         483 | NS      | $196484.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrims Pride Corporation                        | Pilgrims Pride Corporation COM USD0.01                                                                                                        | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |        4782 | NS      | $215094.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corp                                | IPG Photonics Corp COM USD0.0001                                                                                                              | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |        3331 | NS      | $228673.15    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Companies, Inc.                         | Travelers Companies, Inc. COM NPV                                                                                                             | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |        1787 | NS      | $478093.98    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group, Inc.                     | Penske Automotive Group, Inc. COM STK USD0.0001                                                                                               | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |         848 | NS      | $145694.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercadolibre Inc                                  | Mercadolibre Inc COM USD0.001                                                                                                                 | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |         166 | NS      | $433862.58    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corp.                                | Ralph Lauren Corp. COM USD0.01 CLASS 'A'                                                                                                      | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |         585 | NS      | $160453.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                                   | Ulta Beauty Inc COM STK USD0.01                                                                                                               | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |         305 | NS      | $142685.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc.                                       | NetApp Inc. COM USD0.001                                                                                                                      | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |        1066 | NS      | $113582.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc.                 | American International Group Inc. COM USD2.50                                                                                                 | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |         452 | NS      | $38686.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                        | Garmin Ltd COM CHF10.00                                                                                                                       | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |         868 | NS      | $181168.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Incorporated                            | Ingredion Incorporated COM USD0.01                                                                                                            | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |          73 | NS      | $9900.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                                | Enphase Energy Inc COM USD0.00001                                                                                                             | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |        1622 | NS      | $64312.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America, Incorporated        | Reinsurance Group of America, Incorporated COM USD0.01                                                                                        | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |         356 | NS      | $70616.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica, Inc.                                   | Primerica, Inc. COM USD0.01                                                                                                                   | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |        1409 | NS      | $385601.03    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc.                                   | CBRE Group Inc. COM USD0.01 CLASS A                                                                                                           | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |         378 | NS      | $52965.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corporation                                  | News Corporation COM USD0.01 CL'A'                                                                                                            | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |        2199 | NS      | $65354.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG TRADE DES                         | CFD_EQS GOLDUS33 BD8FDD1                                                                                                                      | CUSIP: 88339J105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1136 | NC      | $81780.64     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FIRST HAW                         | CFD_EQS GOLDUS33 BDC6HG1                                                                                                                      | CUSIP: 32051X108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2324 | NC      | $58007.04     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DELL TECH                         | CFD_EQS GOLDUS33 BHKD3S6                                                                                                                      | CUSIP: 24703L202<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2916 | NC      | $-357501.60   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VISTRA CO                         | CFD_EQS GOLDUS33 BZ8VJQ8                                                                                                                      | CUSIP: 92840M102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -908 | NC      | $-175979.48   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SNAP INC                          | CFD_EQS GOLDUS33 BD8DJ71                                                                                                                      | CUSIP: 83304A106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -10825 | NC      | $-94069.25    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FLOOR & D                         | CFD_EQS GOLDUS33 BYQHP96                                                                                                                      | CUSIP: 339750101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1398 | NC      | $-106192.08   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ROKU INC                          | CFD_EQS GOLDUS33 BZ1LFG7                                                                                                                      | CUSIP: 77543R102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1411 | NC      | $-124012.79   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AMERICOLD                         | CFD_EQS GOLDUS33 B3SKZK7                                                                                                                      | CUSIP: 03064D108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -8831 | NC      | $-146859.53   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MODERNA I                         | CFD_EQS GOLDUS33 BGSXTS3                                                                                                                      | CUSIP: 60770K107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -7756 | NC      | $-213988.04   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TRADEWEB                          | CFD_EQS GOLDUS33 BJXMVK2                                                                                                                      | CUSIP: 892672106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         408 | NC      | $59731.20     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FOX CORP                          | CFD_EQS GOLDUS33 BJJMGL2                                                                                                                      | CUSIP: 35137L105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2175 | NC      | $-121887.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PARKER HA                         | CFD_EQS GOLDUS33 2671501                                                                                                                      | CUSIP: 701094104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -137 | NC      | $-95690.39    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DOW INC                           | CFD_EQS GOLDUS33 BHXCF84                                                                                                                      | CUSIP: 260557103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3223 | NC      | $-85345.04    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LYFT INC-                         | CFD_EQS GOLDUS33 BJT1RW7                                                                                                                      | CUSIP: 55087P104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       28463 | NC      | $448576.88    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GROCERY O                         | CFD_EQS GOLDUS33 BK1KWF7                                                                                                                      | CUSIP: 39874R101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -31493 | NC      | $-391143.06   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SERVICE C                         | CFD_EQS GOLDUS33 2797560                                                                                                                      | CUSIP: 817565104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         373 | NC      | $30362.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SMITH (A.                         | CFD_EQS GOLDUS33 2816023                                                                                                                      | CUSIP: 831865209<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        5469 | NC      | $358602.33    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG JM SMUCKE                         | CFD_EQS GOLDUS33 2951452                                                                                                                      | CUSIP: 832696405<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -975 | NC      | $-95745.00    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VERTIV HO                         | CFD_EQS GOLDUS33 BL3LWS8                                                                                                                      | CUSIP: 92537N108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         881 | NC      | $113129.21    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CONCENTRI                         | CFD_EQS GOLDUS33 BNKVVY4                                                                                                                      | CUSIP: 20602D101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1121 | NC      | $-59250.46    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG STATE STR                         | CFD_EQS GOLDUS33 2842040                                                                                                                      | CUSIP: 857477103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1238 | NC      | $-131648.92   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG STIFEL FI                         | CFD_EQS GOLDUS33 2849234                                                                                                                      | CUSIP: 860630102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1520 | NC      | $157745.60    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PUBLIC ST                         | CFD_EQS GOLDUS33 2852533                                                                                                                      | CUSIP: 74460D109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         425 | NC      | $124703.50    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG JEFFERIES                         | CFD_EQS GOLDUS33 BG0Q4Z2                                                                                                                      | CUSIP: 47233W109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2963 | NC      | $-162046.47   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TOLL BROT                         | CFD_EQS GOLDUS33 2896092                                                                                                                      | CUSIP: 889478103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         486 | NC      | $55467.18     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TYLER TEC                         | CFD_EQS GOLDUS33 2909644                                                                                                                      | CUSIP: 902252105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -419 | NC      | $-248399.96   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VALLEY NA                         | CFD_EQS GOLDUS33 2935326                                                                                                                      | CUSIP: 919794107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -11717 | NC      | $-104632.81   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VALMONT I                         | CFD_EQS GOLDUS33 2926825                                                                                                                      | CUSIP: 920253101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         404 | NC      | $131934.28    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VENTAS IN                         | CFD_EQS GOLDUS33 2927925                                                                                                                      | CUSIP: 92276F100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3567 | NC      | $225256.05    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WEYERHAEU                         | CFD_EQS GOLDUS33 2958936                                                                                                                      | CUSIP: 962166104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1239 | NC      | $-31829.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WEC ENERG                         | CFD_EQS GOLDUS33 BYY8XK8                                                                                                                      | CUSIP: 92939U106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1620 | NC      | $168804.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ALBEMARLE                         | CFD_EQS GOLDUS33 2046853                                                                                                                      | CUSIP: 012653101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -926 | NC      | $-58032.42    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ITT INC                           | CFD_EQS GOLDUS33 BZBY209                                                                                                                      | CUSIP: 45073V108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -602 | NC      | $-94411.66    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG QUEST DIA                         | CFD_EQS GOLDUS33 2702791                                                                                                                      | CUSIP: 74834L100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1717 | NC      | $-308424.71   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG INSPERITY                         | CFD_EQS GOLDUS33 2007281                                                                                                                      | CUSIP: 45778Q107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2886 | NC      | $173506.32    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PROLOGIS                          | CFD_EQS GOLDUS33 B44WZD7                                                                                                                      | CUSIP: 74340W103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -726 | NC      | $-76317.12    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG QUALYS IN                         | CFD_EQS GOLDUS33 B7XJTN8                                                                                                                      | CUSIP: 74758T303<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3480 | NC      | $497187.60    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BRIXMOR P                         | CFD_EQS GOLDUS33 BFTDJL8                                                                                                                      | CUSIP: 11120U105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        5742 | NC      | $149521.68    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PAYLOCITY                         | CFD_EQS GOLDUS33 BKM4N88                                                                                                                      | CUSIP: 70438V106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -344 | NC      | $-62329.36    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WINGSTOP                          | CFD_EQS GOLDUS33 BYYXHN4                                                                                                                      | CUSIP: 974155103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -276 | NC      | $-92940.24    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PAYPAL HO                         | CFD_EQS GOLDUS33 BYW36M8                                                                                                                      | CUSIP: 70450Y103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2017 | NC      | $-149903.44   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HUBSPOT I                         | CFD_EQS GOLDUS33 BR4T3B3                                                                                                                      | CUSIP: 443573100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         850 | NC      | $473135.50    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SYNCHRONY                         | CFD_EQS GOLDUS33 BP96PS6                                                                                                                      | CUSIP: 87165B103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3011 | NC      | $200954.14    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DOCUSIGN                          | CFD_EQS GOLDUS33 BFYT7B7                                                                                                                      | CUSIP: 256163106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3132 | NC      | $-243951.48   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| NII Holdings Incorporated                         | NII Holdings Incorporated SHS ESCROW                                                                                                          | CUSIP: 629ESC013<br>LEI: 5493008M1YG2GODK3P05 | Long             | EC               | CORP              | US        |       76167 | NS      | $19803.42     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| CFD_EQS FIN LEG ALEXANDRI                         | CFD_EQS GOLDUS33 2009210                                                                                                                      | CUSIP: 015271109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         128 | NC      | $9296.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG COLUMBIA                          | CFD_EQS GOLDUS33 2229126                                                                                                                      | CUSIP: 198516106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1842 | NC      | $112509.36    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FIVE9 INC                         | CFD_EQS GOLDUS33 BKY7X18                                                                                                                      | CUSIP: 338307101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -23214 | NC      | $-614706.72   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VIRTU FIN                         | CFD_EQS GOLDUS33 BWTVWD4                                                                                                                      | CUSIP: 928254101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1068 | NC      | $-47835.72    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NATERA IN                         | CFD_EQS GOLDUS33 BYQRG48                                                                                                                      | CUSIP: 632307104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3727 | NC      | $629639.38    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ADVANCED                          | CFD_EQS GOLDUS33 BP7RS59                                                                                                                      | CUSIP: 00790R104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -199 | NC      | $-22857.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG UWM HOLDI                         | CFD_EQS GOLDUS33 BMDJ3B9                                                                                                                      | CUSIP: 91823B109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -21922 | NC      | $-90757.08    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AIR PRODU                         | CFD_EQS GOLDUS33 2011602                                                                                                                      | CUSIP: 009158106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1712 | NC      | $-482886.72   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | GNR 2019-1 SN                                                                                                                                 | CUSIP: 38381BZG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      129413 | PA      | $14462.21     | 0.01%             | 2049-01-20      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                      | T 3.875 06/30/30                                                                                                                              | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11370000 | PA      | $11413969.89  | 3.98%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                      | T 4 06/30/32                                                                                                                                  | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11410000 | PA      | $11419805.47  | 3.99%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association             | FNMA-30YR                                                                                                                                     | CUSIP: 01F050676<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1000000 | PA      | $980134.54    | 0.34%             | 2049-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association             | FNMA-30YR                                                                                                                                     | CUSIP: 01F052672<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1000000 | PA      | $999927.47    | 0.35%             | 2049-12-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | G2-30YR-Multi                                                                                                                                 | CUSIP: 21H060671<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1000000 | PA      | $1014919.77   | 0.35%             | 2049-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | GNR 2018-124 SN                                                                                                                               | CUSIP: 38380Y2Z7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      283120 | PA      | $36355.72     | 0.01%             | 2048-09-20      | Floating      | 1.76%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                      | TII 1.5 02/15/53                                                                                                                              | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2960000 | PA      | $2532514.22   | 0.88%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | G2 785622                                                                                                                                     | CUSIP: 3622ABD33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      130886 | PA      | $109639.54    | 0.04%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association             | FNMA-30YR                                                                                                                                     | CUSIP: 01F022675<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1000000 | PA      | $829283.13    | 0.29%             | 2049-12-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Guidestone Funds                                  | Guidestone Funds MONEY MKT INSTL                                                                                                              | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |    77737637 | NS      | $77737637.27  | 27.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association             | FNR 2017-31 SG                                                                                                                                | CUSIP: 3136AWKF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      251979 | PA      | $29974.43     | 0.01%             | 2047-05-25      | Floating      | 1.66%                 | No            |                  2 | On Loan: No      |
| Cloudflare Inc                                    | NET 0 06/15/30                                                                                                                                | CUSIP: 18915MAE7<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |       23000 | PA      | $24874.50     | 0.01%             | 2030-06-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Fortuna Mining Corp.                              | FVICN 3.75 06/30/29                                                                                                                           | CUSIP: 349915AE8<br>LEI: 5493003Q88RVK7CW4735 | Long             | DBT              | CORP              | CA        |      396000 | PA      | $501969.60    | 0.18%             | 2029-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ascendis Pharma A/S                               | ASND 2.25 04/01/28                                                                                                                            | CUSIP: 04351PAD3<br>LEI: 549300B66JN3W3J8GH73 | Long             | DBT              | CORP              | DK        |      509000 | PA      | $638273.75    | 0.22%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ziff Davis Inc                                    | ZD 1.75 11/01/26                                                                                                                              | CUSIP: 48123VAE2<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |      474000 | PA      | $452077.50    | 0.16%             | 2026-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PROS Holdings Inc.                                | PRO 2.25 09/15/27                                                                                                                             | CUSIP: 74346YAG8<br>LEI: 549300LPE1KNL5RWKQ48 | Long             | DBT              | CORP              | US        |      356000 | PA      | $337488.00    | 0.12%             | 2027-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Century Aluminum Company                          | CENX 2.75 05/01/28                                                                                                                            | CUSIP: 156431AQ1<br>LEI: 549300U5ODNGEYWKSW73 | Long             | DBT              | CORP              | US        |      363000 | PA      | $433565.71    | 0.15%             | 2028-05-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Mirum Pharmaceuticals Inc.                        | MIRM 4 05/01/29                                                                                                                               | CUSIP: 604749AB7<br>LEI: 254900YZKR40F7F27K81 | Long             | DBT              | CORP              | US        |      495000 | PA      | $878996.25    | 0.31%             | 2029-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hims & Hers Health Inc                            | HIMHER 0 05/15/30                                                                                                                             | CUSIP: 433000AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      245000 | PA      | $257495.00    | 0.09%             | 2030-05-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MakeMyTrip Ltd.                                   | MMYT 0 07/01/30                                                                                                                               | CUSIP: 56087FAC8<br>LEI: 529900DNT8HNJ7RYUO60 | Long             | DBT              | CORP              | MU        |       75000 | PA      | $80118.43     | 0.03%             | 2030-07-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Mesa Laboratories Inc.                            | MLAB 1.375 08/15/25                                                                                                                           | CUSIP: 59064RAA7<br>LEI: 549300ZCG738WLX8ZW79 | Long             | DBT              | CORP              | US        |      389000 | PA      | $386858.74    | 0.14%             | 2025-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Marriott Vacations Worldwide Corp                 | VAC 3.25 12/15/27                                                                                                                             | CUSIP: 57164YAF4<br>LEI: 549300WA6BT5H4F7IO94 | Long             | DBT              | CORP              | US        |      652000 | PA      | $608642.00    | 0.21%             | 2027-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| IREN Ltd.                                         | IREN 3.5 12/15/29 IREN                                                                                                                        | CUSIP: 46270CAC3<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |       98000 | PA      | $127204.00    | 0.04%             | 2029-12-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Indie Semiconductor Inc.                          | INDI 4.5 11/15/27                                                                                                                             | CUSIP: 45569UAA9<br>LEI: 254900L1MFXFYGB1PV53 | Long             | DBT              | CORP              | US        |      352000 | PA      | $314160.00    | 0.11%             | 2027-11-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Five9 Inc.                                        | FIVN 1 03/15/29                                                                                                                               | CUSIP: 338307AF8<br>LEI: 254900MXP6EWY0SFFR59 | Long             | DBT              | CORP              | US        |      577000 | PA      | $505740.50    | 0.18%             | 2029-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Qifu Technology Inc.                              | QIFTEC 0.5 04/01/30                                                                                                                           | CUSIP: 88557WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      201000 | PA      | $197683.50    | 0.07%             | 2030-04-01      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| OSI System Inc.                                   | OSIS 2.25 08/01/29                                                                                                                            | CUSIP: 671044AE5<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |      477000 | PA      | $648243.00    | 0.23%             | 2029-08-01      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Ziff Davis Inc                                    | ZD 3.625 03/01/28                                                                                                                             | CUSIP: 48123VAH5<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |      298000 | PA      | $279375.00    | 0.10%             | 2028-03-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Oddity Finance LLC                                | ODD 0 06/15/30                                                                                                                                | CUSIP: 67579RAA8<br>LEI: 254900FTSJH2TRDJ3905 | Long             | DBT              | CORP              | US        |      250000 | PA      | $271766.01    | 0.09%             | 2030-06-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Rubrik Inc.                                       | RBRK 0 06/15/30                                                                                                                               | CUSIP: 781154AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       38000 | PA      | $39876.25     | 0.01%             | 2030-06-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Exact Sciences Corporation                        | EXAS 0.375 03/15/27                                                                                                                           | CUSIP: 30063PAB1<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |      166000 | PA      | $158364.00    | 0.06%             | 2027-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Affirm Holdings Inc                               | AFRM 0 11/15/26                                                                                                                               | CUSIP: 00827BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      274000 | PA      | $257971.00    | 0.09%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Gamestop Corp                                     | GME 0 06/15/32                                                                                                                                | CUSIP: 36467WAF6<br>LEI: 549300505KLOET039L77 | Long             | DBT              | CORP              | US        |      377000 | PA      | $405652.00    | 0.14%             | 2032-06-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Array Technologies Inc                            | ARRY 2.875 07/01/31                                                                                                                           | CUSIP: 04271TAC4<br>LEI: 549300JM5FECYJQ85V37 | Long             | DBT              | CORP              | US        |       38000 | PA      | $37688.20     | 0.01%             | 2031-07-01      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Integer Holdings Corp.                            | ITGR 1.875 03/15/30                                                                                                                           | CUSIP: 45826HAC3<br>LEI: 549300SUD2ED5XG6X569 | Long             | DBT              | CORP              | US        |      543000 | PA      | $566892.00    | 0.20%             | 2030-03-15      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Haemonetics Corp                                  | HAE 2.5 06/01/29                                                                                                                              | CUSIP: 405024AD2<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | DBT              | CORP              | US        |      618000 | PA      | $616304.65    | 0.22%             | 2029-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EZCORP Inc.                                       | EZPW 3.75 12/15/29                                                                                                                            | CUSIP: 302301AG1<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |      229000 | PA      | $332908.75    | 0.12%             | 2029-12-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Chart Industries Inc                              | Chart Industries Inc DEPOSITARY SHARES EACH REPRESENTING A 1/20TH INTEREST IN A SHARE OF 6.75% SERIES B MANDATORY CONVERTIBLE PREFERRED STOCK | CUSIP: 16115Q407<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EP               | CORP              | US        |       10374 | PA      | $626589.60    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc.                         | SMCI 0 06/15/30                                                                                                                               | CUSIP: 86800UAE4<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |      451000 | PA      | $506924.00    | 0.18%             | 2030-06-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Pennymac Corporation                              | PMT 8.5 06/01/29                                                                                                                              | CUSIP: 70932AAH6<br>LEI: EWN0I878407TKQNXZ933 | Long             | DBT              | CORP              | US        |      177000 | PA      | $179655.00    | 0.06%             | 2029-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Wayfair Inc                                       | W 3.5 11/15/28                                                                                                                                | CUSIP: 94419LAR2<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |      523000 | PA      | $707816.35    | 0.25%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pagaya US Holding Co. LLC                         | PGY 6.125 10/01/29                                                                                                                            | CUSIP: 69549FAA7<br>LEI: 254900M9VGE3HM0OYH17 | Long             | DBT              | CORP              | US        |      453000 | PA      | $804301.50    | 0.28%             | 2029-10-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HEICO COR                         | CFD_EQS GOLDUS33 2419217                                                                                                                      | CUSIP: 422806109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -370 | NC      | $-121360.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG JACK HENR                         | CFD_EQS GOLDUS33 2469193                                                                                                                      | CUSIP: 426281101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -223 | NC      | $-40177.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TARGA RES                         | CFD_EQS GOLDUS33 B55PZY3                                                                                                                      | CUSIP: 87612G101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1210 | NC      | $210636.80    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CMS ENERG                         | CFD_EQS GOLDUS33 2219224                                                                                                                      | CUSIP: 125896100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        4738 | NC      | $328248.64    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CORNING I                         | CFD_EQS GOLDUS33 2224701                                                                                                                      | CUSIP: 219350105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3092 | NC      | $-162608.28   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DOVER COR                         | CFD_EQS GOLDUS33 2278407                                                                                                                      | CUSIP: 260003108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -205 | NC      | $-37562.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EQUIFAX I                         | CFD_EQS GOLDUS33 2319146                                                                                                                      | CUSIP: 294429105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -280 | NC      | $-72623.60    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ENERSYS                           | CFD_EQS GOLDUS33 B020GQ5                                                                                                                      | CUSIP: 29275Y102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1658 | NC      | $142206.66    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN CADENCE                               | CFD_ EQS GOLDUS3 CADENCE                                                                                                                      | CUSIP: 12740C103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        8787 | NC      | $281008.26    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS GOLDUS33 BP6JW21                          | CFD_EQS GOLDUS33 BP6JW21                                                                                                                      | CUSIP: 50155Q100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4776 | NC      | $-200400.96   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AVANTOR I                         | CFD_EQS GOLDUS33 BJLT387                                                                                                                      | CUSIP: 05352A100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -10331 | NC      | $-139055.26   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AON PLC-C                         | CFD_EQS GOLDUS33 BLP1HW5                                                                                                                      | CUSIP: G0403H108<br>LEI: N/A                  | N/A              | DE               | CORP              | IE        |        -884 | NC      | $-315375.84   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NCINO INC                         | CFD_EQS GOLDUS33 BMC8TD1                                                                                                                      | CUSIP: 63947X101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -16106 | NC      | $-450484.82   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HF SINCLA                         | CFD_EQS GOLDUS33 BMZQ9C1                                                                                                                      | CUSIP: 403949100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         222 | NC      | $9119.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG RANGE RES                         | CFD_EQS GOLDUS33 2523334                                                                                                                      | CUSIP: 75281A109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -5786 | NC      | $-235316.62   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WATTS WAT                         | CFD_EQS GOLDUS33 2943620                                                                                                                      | CUSIP: 942749102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1536 | NC      | $377687.04    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG KINSALE C                         | CFD_EQS GOLDUS33 BD1MGQ3                                                                                                                      | CUSIP: 49714P108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -96 | NC      | $-46454.40    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AFFIRM HO                         | CFD_EQS GOLDUS33 BMF9NM8                                                                                                                      | CUSIP: 00827B106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2297 | NC      | $-158814.58   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PLAYTIKA                          | CFD_EQS GOLDUS33 BNRQKQ7                                                                                                                      | CUSIP: 72815L107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4088 | NC      | $-19336.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HAYWARD H                         | CFD_EQS GOLDUS33 BMFQC33                                                                                                                      | CUSIP: 421298100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -5809 | NC      | $-80164.20    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ESAB CO                           | CFD_EQS GOLDUS33 BJLTMN5                                                                                                                      | CUSIP: 29605J106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         551 | NC      | $66423.05     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WARNER BR                         | CFD_EQS GOLDUS33 BM8JYX3                                                                                                                      | CUSIP: 934423104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -29066 | NC      | $-333096.36   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG OLLIE S B                         | CFD_EQS GOLDUS33 BZ22B38                                                                                                                      | CUSIP: 681116109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3401 | NC      | $-448183.78   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD EQS FIN LEG CRANE CO                          | CFD_EQS GOLDUS33 BQ7W2W6                                                                                                                      | CUSIP: 224441105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -6075 | NC      | $-327442.50   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SEALED AI                         | CFD_EQS GOLDUS33 2232793                                                                                                                      | CUSIP: 81211K100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4716 | NC      | $-146337.48   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AMAZON.CO                         | CFD_EQS GOLDUS33 2000019                                                                                                                      | CUSIP: 023135106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -647 | NC      | $-141945.33   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HOME DEPO                         | CFD_EQS GOLDUS33 2434209                                                                                                                      | CUSIP: 437076102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1197 | NC      | $-438868.08   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BROWN & B                         | CFD_EQS GOLDUS33 2692687                                                                                                                      | CUSIP: 115236101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1527 | NC      | $-169298.49   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GLOBE LIF                         | CFD_EQS GOLDUS33 BK6YKG1                                                                                                                      | CUSIP: 37959E102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -573 | NC      | $-71218.17    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG REYNOLDS                          | CFD_EQS GOLDUS33 BKV9674                                                                                                                      | CUSIP: 76171L106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2225 | NC      | $-47659.50    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WESCO INT                         | CFD_EQS GOLDUS33 2416973                                                                                                                      | CUSIP: 95082P105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -157 | NC      | $-29076.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG OVINTIV I                         | CFD_EQS GOLDUS33 BJ01KB6                                                                                                                      | CUSIP: 69047Q102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1514 | NC      | $-57607.70    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MATADOR R                         | CFD_EQS GOLDUS33 B7MSLL8                                                                                                                      | CUSIP: 576485205<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -890 | NC      | $-42470.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG INDEPENDE                         | CFD_EQS GOLDUS33 BCRYTK1                                                                                                                      | CUSIP: 45378A106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -15074 | NC      | $-266659.06   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ANTERO RE                         | CFD_EQS GOLDUS33 BFD2WR8                                                                                                                      | CUSIP: 03674X106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3438 | NC      | $-138482.64   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NOVANTA I                         | CFD_EQS GOLDUS33 BD8S5H8                                                                                                                      | CUSIP: 67000B104<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |        -397 | NC      | $-51185.21    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG COCA-COLA                         | CFD_EQS GOLDUS33 2206721                                                                                                                      | CUSIP: 191098102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         590 | NC      | $65873.50     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CELSIUS H                         | CFD_EQS GOLDUS33 B19HX21                                                                                                                      | CUSIP: 15118V207<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1719 | NC      | $-79744.41    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SENTINELO                         | CFD_EQS GOLDUS33 BP7L1B8                                                                                                                      | CUSIP: 81730H109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       17714 | NC      | $323811.92    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SOUTHSTAT                         | CFD_EQS GOLDUS33 BNFX071                                                                                                                      | CUSIP: 840441109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1032 | NC      | $94974.96     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SILGAN HO                         | CFD_EQS GOLDUS33 2809324                                                                                                                      | CUSIP: 827048109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -966 | NC      | $-52337.88    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LIBERTY M                         | CFD_EQS GOLDUS33 BPLYVR9                                                                                                                      | CUSIP: 531229722<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1710 | NC      | $-138783.60   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HOWARD HU                         | CFD_EQS GOLDUS33 BR1W702                                                                                                                      | CUSIP: 44267T102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1542 | NC      | $-104085.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG POOL CORP                         | CFD_EQS GOLDUS33 2781585                                                                                                                      | CUSIP: 73278L105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -105 | NC      | $-30605.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LOUISIANA                         | CFD_EQS GOLDUS33 2535243                                                                                                                      | CUSIP: 546347105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -131 | NC      | $-11264.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VESTIS CO                         | CFD_EQS GOLDUS33 BP5JNQ3                                                                                                                      | CUSIP: 29430C102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -14872 | NC      | $-85216.56    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VERALTO C                         | CFD_EQS GOLDUS33 BPGMZQ5                                                                                                                      | CUSIP: 92338C103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2199 | NC      | $221989.05    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG COREBRIDG                         | CFD_EQS GOLDUS33 BMTX0G9                                                                                                                      | CUSIP: 21871X109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         676 | NC      | $23998.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG APELLIS P                         | CFD_EQS GOLDUS33 BYTQ6X1                                                                                                                      | CUSIP: 03753U106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       19048 | NC      | $329720.88    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WEATHERFO                         | CFD_EQS GOLDUS33 BLNN369                                                                                                                      | CUSIP: G48833118<br>LEI: N/A                  | N/A              | DE               | CORP              | IE        |        -462 | NC      | $-23243.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HILTON GR                         | CFD_EQS GOLDUS33 BYSLHX4                                                                                                                      | CUSIP: 43283X105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -5640 | NC      | $-234229.20   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ROIVANT S                         | CFD_EQS GOLDUS33 BMW4NZ9                                                                                                                      | CUSIP: G76279101<br>LEI: N/A                  | N/A              | DE               | CORP              | BM        |      -25158 | NC      | $-283530.66   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG INSPIRE M                         | CFD_EQS GOLDUS33 BDT5KT5                                                                                                                      | CUSIP: 457730109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -183 | NC      | $-23747.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TECHNIPFM                         | CFD_EQS GOLDUS33 BDSFG98                                                                                                                      | CUSIP: G87110105<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |       21120 | NC      | $727372.80    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PERMIAN R                         | CFD_EQS GOLDUS33 BQPCHB2                                                                                                                      | CUSIP: 71424F105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -928 | NC      | $-12639.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG RBC BEARI                         | CFD_EQS GOLDUS33 B0GLYB5                                                                                                                      | CUSIP: 75524B104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -668 | NC      | $-257046.40   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Ares Management Corporation                       | Ares Management Corporation 6.75% SERIES B MANDATORY CONVERTIBLE PREFERRED STOCK                                                              | CUSIP: 03990B309<br>LEI: 529900JUV61FH7B8VW38 | Long             | EP               | CORP              | US        |       14463 | PA      | $766539.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| AST SpaceMobile Inc.                              | ASTS 4.25 03/01/32                                                                                                                            | CUSIP: 00217DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      418000 | PA      | $830082.61    | 0.29%             | 2032-03-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Progress Software Corp.                           | PRGS 3.5 03/01/30                                                                                                                             | CUSIP: 743312AD2<br>LEI: 549300R65B3JG6972S24 | Long             | DBT              | CORP              | US        |      651000 | PA      | $756136.50    | 0.26%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                              | NCLH 2.5 02/15/27                                                                                                                             | CUSIP: 62886HBK6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      539000 | PA      | $539539.00    | 0.19%             | 2027-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Exact Sciences Corporation                        | EXAS 2 03/01/30                                                                                                                               | CUSIP: 30063PAD7<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |      684000 | PA      | $694260.00    | 0.24%             | 2030-03-01      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                    | Hewlett Packard Enterprise Co. 7.625% SERIES C MANDATORY CONVERTIBLE PREFERRED STOCK                                                          | CUSIP: 42824C208<br>LEI: 549300BX44RGX6ANDV88 | Long             | EP               | CORP              | US        |       12011 | PA      | $707207.68    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG MOSAIC CO                         | CFD_EQS GOLDUS33 B3NPHP6                                                                                                                      | CUSIP: 61945C103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3629 | NC      | $-132385.92   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ACADIA HE                         | CFD_EQS GOLDUS33 B65VZ37                                                                                                                      | CUSIP: 00404A109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -17232 | NC      | $-390994.08   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MEDPACE H                         | CFD_EQS GOLDUS33 BDCBC61                                                                                                                      | CUSIP: 58506Q109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1718 | NC      | $539211.48    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LAMB WEST                         | CFD_EQS GOLDUS33 BDQZFJ3                                                                                                                      | CUSIP: 513272104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4295 | NC      | $-222695.75   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CARVANA C                         | CFD_EQS GOLDUS33 BYQHPG3                                                                                                                      | CUSIP: 146869102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -484 | NC      | $-163088.64   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SERVICENO                         | CFD_EQS GOLDUS33 B80NXX8                                                                                                                      | CUSIP: 81762P102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1068 | NC      | $1097989.44   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NXP SEMIC                         | CFD_EQS GOLDUS33 B505PN7                                                                                                                      | CUSIP: N6596X109<br>LEI: N/A                  | N/A              | DE               | CORP              | NL        |        -700 | NC      | $-152943.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG QUIDEL CO                         | CFD_EQS GOLDUS33 BM9VY27                                                                                                                      | CUSIP: 219798105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -6668 | NC      | $-192171.76   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SCHWAB (C                         | CFD_EQS GOLDUS33 2779397                                                                                                                      | CUSIP: 808513105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -288 | NC      | $-26277.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG STRYKER C                         | CFD_EQS GOLDUS33 2853688                                                                                                                      | CUSIP: 863667101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -415 | NC      | $-164186.45   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TERADYNE                          | CFD_EQS GOLDUS33 2884183                                                                                                                      | CUSIP: 880770102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -383 | NC      | $-34439.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG RAYTHEON                          | CFD_EQS GOLDUS33 BM5M5Y3                                                                                                                      | CUSIP: 75513E101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1047 | NC      | $-152882.94   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WEST PHAR                         | CFD_EQS GOLDUS33 2950482                                                                                                                      | CUSIP: 955306105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1029 | NC      | $-225145.20   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WHIRLPOOL                         | CFD_EQS GOLDUS33 2960384                                                                                                                      | CUSIP: 963320106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3620 | NC      | $-367140.40   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ZIONS BAN                         | CFD_EQS GOLDUS33 2989828                                                                                                                      | CUSIP: 989701107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1203 | NC      | $62483.82     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SYNOPSYS                          | CFD_EQS GOLDUS33 2867719                                                                                                                      | CUSIP: 871607107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1401 | NC      | $-718264.68   | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG UNITED BA                         | CFD_EQS GOLDUS33 2905794                                                                                                                      | CUSIP: 909907107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2269 | NC      | $82659.67     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HANCOCK W                         | CFD_EQS GOLDUS33 2415497                                                                                                                      | CUSIP: 410120109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        8241 | NC      | $473033.40    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG INCYTE CO                         | CFD_EQS GOLDUS33 2471950                                                                                                                      | CUSIP: 45337C102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        5875 | NC      | $400087.50    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG RAYONIER                          | CFD_EQS GOLDUS33 2473138                                                                                                                      | CUSIP: 754907103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        4457 | NC      | $98856.26     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GILEAD SC                         | CFD_EQS GOLDUS33 2369174                                                                                                                      | CUSIP: 375558103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         649 | NC      | $71954.63     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LOCKHEED                          | CFD_EQS GOLDUS33 2522096                                                                                                                      | CUSIP: 539830109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1044 | NC      | $483518.16    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EMCOR GRO                         | CFD_EQS GOLDUS33 2474164                                                                                                                      | CUSIP: 29084Q100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         737 | NC      | $394213.93    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WINTRUST                          | CFD_EQS GOLDUS33 2425258                                                                                                                      | CUSIP: 97650W108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         788 | NC      | $97696.24     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MAXIMUS I                         | CFD_EQS GOLDUS33 2018669                                                                                                                      | CUSIP: 577933104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1096 | NC      | $76939.20     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WASTE CON                         | CFD_EQS GOLDUS33 BYVG1F6                                                                                                                      | CUSIP: 94106B101<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |         978 | NC      | $182612.16    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG COGNIZANT                         | CFD_EQS GOLDUS33 2257019                                                                                                                      | CUSIP: 192446102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1389 | NC      | $-108383.67   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG KRAFT HEI                         | CFD_EQS GOLDUS33 BYRY499                                                                                                                      | CUSIP: 500754106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1582 | NC      | $40847.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG IRIDIUM C                         | CFD_EQS GOLDUS33 B2QH310                                                                                                                      | CUSIP: 46269C102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         362 | NC      | $10921.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CLEVELAND                         | CFD_EQS GOLDUS33 BYVZ186                                                                                                                      | CUSIP: 185899101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -13782 | NC      | $-104743.20   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CLARIVATE                         | CFD_EQS GOLDUS33 BJJN444                                                                                                                      | CUSIP: G21810109<br>LEI: N/A                  | N/A              | DE               | CORP              | JE        |      -58075 | NC      | $-249722.50   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LATTICE S                         | CFD_EQS GOLDUS33 2506658                                                                                                                      | CUSIP: 518415104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -9433 | NC      | $-462122.67   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ASGN INC                          | CFD_EQS GOLDUS33 BFY8W20                                                                                                                      | CUSIP: 00191U102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1200 | NC      | $-59916.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LITHIA MO                         | CFD_EQS GOLDUS33 2515030                                                                                                                      | CUSIP: 536797103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -904 | NC      | $-305389.28   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DT MIDSTR                         | CFD_EQS GOLDUS33 BN7L880                                                                                                                      | CUSIP: 23345M107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         603 | NC      | $66275.73     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EQUITY RE                         | CFD_EQS GOLDUS33 2319157                                                                                                                      | CUSIP: 29476L107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2789 | NC      | $188229.61    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG STERIS PL                         | CFD_EQS GOLDUS33 BFY8C75                                                                                                                      | CUSIP: G8473T100<br>LEI: N/A                  | N/A              | DE               | CORP              | IE        |         646 | NC      | $155182.12    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG INTERNATI                         | CFD_EQS GOLDUS33 2243911                                                                                                                      | CUSIP: 459044103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3658 | NC      | $243476.48    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ESSENT GR                         | CFD_EQS GOLDUS33 BFWGXR8                                                                                                                      | CUSIP: G3198U102<br>LEI: N/A                  | N/A              | DE               | CORP              | BM        |        5572 | NC      | $338387.56    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ULTRAGENY                         | CFD_EQS GOLDUS33 BJ62Z18                                                                                                                      | CUSIP: 90400D108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        4810 | NC      | $174891.60    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Western Digital Corp.                             | WDC 3 11/15/28                                                                                                                                | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |      688000 | PA      | $1236680.00   | 0.43%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Evolent Health, Inc.                              | EVH 3.5 12/01/29                                                                                                                              | CUSIP: 30050BAH4<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | DBT              | CORP              | US        |      681000 | PA      | $581337.99    | 0.20%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Array Technologies Inc                            | ARRY 1 12/01/28                                                                                                                               | CUSIP: 04271TAB6<br>LEI: 549300JM5FECYJQ85V37 | Long             | DBT              | CORP              | US        |      225000 | PA      | $179030.56    | 0.06%             | 2028-12-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Conmed Corporation                                | CNMD 2.25 06/15/27                                                                                                                            | CUSIP: 207410AH4<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | DBT              | CORP              | US        |      851000 | PA      | $808422.37    | 0.28%             | 2027-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Northern Institutional Funds                      | Northern Institutional Funds TREAS PRT PRMR                                                                                                   | CUSIP: 665279873<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |    26264300 | NS      | $26264299.96  | 9.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG MASTEC IN                         | CFD_EQS GOLDUS33 2155306                                                                                                                      | CUSIP: 576323109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1362 | NC      | $232125.66    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CIGNA COR                         | CFD_EQS GOLDUS33 BHJ0775                                                                                                                      | CUSIP: 125523100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1294 | NC      | $427770.52    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CACI INTE                         | CFD_EQS GOLDUS33 2159267                                                                                                                      | CUSIP: 127190304<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         243 | NC      | $115838.10    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ENOVIS CO                         | CFD_EQS GOLDUS33 BJLTMX5                                                                                                                      | CUSIP: 194014502<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1860 | NC      | $-58329.60    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ON SEMICO                         | CFD_EQS GOLDUS33 2583576                                                                                                                      | CUSIP: 682189105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1846 | NC      | $-96748.86    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NRG ENERG                         | CFD_EQS GOLDUS33 2212922                                                                                                                      | CUSIP: 629377508<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1155 | NC      | $-185469.90   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG XYLEM INC                         | CFD_EQS GOLDUS33 B3P2CN8                                                                                                                      | CUSIP: 98419M100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -656 | NC      | $-84860.16    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FIRST HOR                         | CFD_EQS GOLDUS33 2341484                                                                                                                      | CUSIP: 320517105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4814 | NC      | $-102056.80   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EQUINIX I                         | CFD_EQS GOLDUS33 BVLZX12                                                                                                                      | CUSIP: 29444U700<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -54 | NC      | $-42955.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TAPESTRY                          | CFD_EQS GOLDUS33 BF09HX3                                                                                                                      | CUSIP: 876030107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1225 | NC      | $-107567.25   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GARMIN LT                         | CFD_EQS GOLDUS33 B3Z5T14                                                                                                                      | CUSIP: H2906T109<br>LEI: N/A                  | N/A              | DE               | CORP              | CH        |         488 | NC      | $101855.36    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HOME BANC                         | CFD_EQS GOLDUS33 B17MTL9                                                                                                                      | CUSIP: 436893200<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3430 | NC      | $97617.80     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AMERICAN                          | CFD_EQS GOLDUS33 B2R3PV1                                                                                                                      | CUSIP: 030420103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          65 | NC      | $9042.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EAST WEST                         | CFD_EQS GOLDUS33 2487407                                                                                                                      | CUSIP: 27579R104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2625 | NC      | $265072.50    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MKS INSTR                         | CFD_EQS GOLDUS33 2404871                                                                                                                      | CUSIP: 55306N104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1062 | NC      | $-105520.32   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SBA COMMU                         | CFD_EQS GOLDUS33 BZ6TS23                                                                                                                      | CUSIP: 78410G104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1076 | NC      | $252687.84    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SLM CORP                          | CFD_EQS GOLDUS33 2101967                                                                                                                      | CUSIP: 78442P106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2912 | NC      | $-95484.48    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GATES IND                         | CFD_EQS GOLDUS33 BD9G2S1                                                                                                                      | CUSIP: G39108108<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |         494 | NC      | $11376.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GXO LOGIS                         | CFD_EQS GOLDUS33 BNNTGF1                                                                                                                      | CUSIP: 36262G101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2780 | NC      | $-135386.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BATH & BO                         | CFD_EQS GOLDUS33 BNNTGJ5                                                                                                                      | CUSIP: 070830104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2259 | NC      | $-67679.64    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EAGLE MAT                         | CFD_EQS GOLDUS33 2191399                                                                                                                      | CUSIP: 26969P108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -768 | NC      | $-155220.48   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG OKTA INC                          | CFD_EQS GOLDUS33 BDFZSP1                                                                                                                      | CUSIP: 679295105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -844 | NC      | $-84374.68    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WESTERN U                         | CFD_EQS GOLDUS33 B1F76F9                                                                                                                      | CUSIP: 959802109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2211 | NC      | $-18616.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VERISK AN                         | CFD_EQS GOLDUS33 B4P9W92                                                                                                                      | CUSIP: 92345Y106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         290 | NC      | $90335.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SS&C TECH                         | CFD_EQS GOLDUS33 B58YSC6                                                                                                                      | CUSIP: 78467J100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2076 | NC      | $171892.80    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SONOCO PR                         | CFD_EQS GOLDUS33 2821395                                                                                                                      | CUSIP: 835495102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1862 | NC      | $-81108.72    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG H&R BLOCK                         | CFD_EQS GOLDUS33 2105505                                                                                                                      | CUSIP: 093671105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        4474 | NC      | $245577.86    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CUMMINS I                         | CFD_EQS GOLDUS33 2240202                                                                                                                      | CUSIP: 231021106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -555 | NC      | $-181762.50   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG KEMPER CO                         | CFD_EQS GOLDUS33 B52KRV2                                                                                                                      | CUSIP: 488401100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -630 | NC      | $-40660.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EQUITY LI                         | CFD_EQS GOLDUS33 2563125                                                                                                                      | CUSIP: 29472R108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        4219 | NC      | $260185.73    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AMERISOUR                         | CFD_EQS GOLDUS33 2795393                                                                                                                      | CUSIP: 03073E105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1689 | NC      | $506446.65    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SITEONE L                         | CFD_EQS GOLDUS33 BYQ7X81                                                                                                                      | CUSIP: 82982L103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1313 | NC      | $-158794.22   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ROYALTY P                         | CFD_EQS GOLDUS33 BMVP7Y0                                                                                                                      | CUSIP: G7709Q104<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |       -1739 | NC      | $-62656.17    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MSA SAFET                         | CFD_EQS GOLDUS33 BKM4S16                                                                                                                      | CUSIP: 553498106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         832 | NC      | $139384.96    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DEERE & C                         | CFD_EQS GOLDUS33 2261203                                                                                                                      | CUSIP: 244199105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -18 | NC      | $-9152.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DELTA AIR                         | CFD_EQS GOLDUS33 B1W9D46                                                                                                                      | CUSIP: 247361702<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1542 | NC      | $75835.56     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SAIA INC                          | CFD_EQS GOLDUS33 2982399                                                                                                                      | CUSIP: 78709Y105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1779 | NC      | $-487428.21   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MACY S IN                         | CFD_EQS GOLDUS33 2345022                                                                                                                      | CUSIP: 55616P104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -11035 | NC      | $-128668.10   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PILGRIM S                         | CFD_EQS GOLDUS33 B5L3PZ2                                                                                                                      | CUSIP: 72147K108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        4106 | NC      | $184687.88    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DOMINION                          | CFD_EQS GOLDUS33 2542049                                                                                                                      | CUSIP: 25746U109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4165 | NC      | $-235405.80   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ZOOMINFO                          | CFD_EQS GOLDUS33 BMWF095                                                                                                                      | CUSIP: 98980F104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -20705 | NC      | $-209534.60   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SNOWFLAKE                         | CFD_EQS GOLDUS33 BN134B7                                                                                                                      | CUSIP: 833445109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        4497 | NC      | $1006293.69   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DONALDSON                         | CFD_EQS GOLDUS33 2276467                                                                                                                      | CUSIP: 257651109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        4582 | NC      | $317761.70    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DUKE ENER                         | CFD_EQS GOLDUS33 B7VD3F2                                                                                                                      | CUSIP: 26441C204<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1471 | NC      | $173578.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BENTLEY S                         | CFD_EQS GOLDUS33 BMC1PR6                                                                                                                      | CUSIP: 08265T208<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1726 | NC      | $-93152.22    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ALLEGRO M                         | CFD_EQS GOLDUS33 BN4LSB6                                                                                                                      | CUSIP: 01749D105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -8172 | NC      | $-279400.68   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ATMOS ENE                         | CFD_EQS GOLDUS33 2315359                                                                                                                      | CUSIP: 049560105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1087 | NC      | $167517.57    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EXXON MOB                         | CFD_EQS GOLDUS33 2326618                                                                                                                      | CUSIP: 30231G102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -187 | NC      | $-20158.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CERTARA I                         | CFD_EQS GOLDUS33 BM9GT61                                                                                                                      | CUSIP: 15687V109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -16026 | NC      | $-187504.20   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG OPTION CA                         | CFD_EQS GOLDUS33 BKM5C62                                                                                                                      | CUSIP: 68404L201<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4012 | NC      | $-130309.76   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Equinox Gold Corp                                 | EQXCN 4.75 10/15/28                                                                                                                           | CUSIP: 29446YAC0<br>LEI: 5493005IN4V1SNP9PN75 | Long             | DBT              | CORP              | CA        |      591000 | PA      | $712155.00    | 0.25%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Rivian Automotive Inc                             | RIVN 3.625 10/15/30                                                                                                                           | CUSIP: 76954AAD5<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |      225000 | PA      | $202415.63    | 0.07%             | 2030-10-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG POWER INT                         | CFD_EQS GOLDUS33 2133045                                                                                                                      | CUSIP: 739276103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2578 | NC      | $144110.20    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG UNITY SOF                         | CFD_EQS GOLDUS33 BLFDXH8                                                                                                                      | CUSIP: 91332U101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -23782 | NC      | $-575524.40   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FNB CORP                          | CFD_EQS GOLDUS33 2041308                                                                                                                      | CUSIP: 302520101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4558 | NC      | $-66455.64    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FASTENAL                          | CFD_EQS GOLDUS33 2332262                                                                                                                      | CUSIP: 311900104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        5058 | NC      | $212436.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PALANTIR                          | CFD_EQS GOLDUS33 BN78DQ4                                                                                                                      | CUSIP: 69608A108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1669 | NC      | $-227518.08   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SOTERA HE                         | CFD_EQS GOLDUS33 BNKVRZ7                                                                                                                      | CUSIP: 83601L102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -14558 | NC      | $-161884.96   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SOFI TECH                         | CFD_EQS GOLDUS33 BM8J4C2                                                                                                                      | CUSIP: 83406F102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -15745 | NC      | $-286716.45   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LUCID GRO                         | CFD_EQS GOLDUS33 BP0TR77                                                                                                                      | CUSIP: 549498103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -19563 | NC      | $-41277.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AIRBNB IN                         | CFD_EQS GOLDUS33 BMGYYH4                                                                                                                      | CUSIP: 009066101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2924 | NC      | $386962.16    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GLOBANT S                         | CFD_EQS GOLDUS33 BP40HF4                                                                                                                      | CUSIP: L44385109<br>LEI: N/A                  | N/A              | DE               | CORP              | LU        |       -3536 | NC      | $-321210.24   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PAYCOM SO                         | CFD_EQS GOLDUS33 BL95MY0                                                                                                                      | CUSIP: 70432V102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1247 | NC      | $-288555.80   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG REXFORD I                         | CFD_EQS GOLDUS33 BC9ZHL9                                                                                                                      | CUSIP: 76169C100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -837 | NC      | $-29772.09    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NEXSTAR M                         | CFD_EQS GOLDUS33 2949758                                                                                                                      | CUSIP: 65336K103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1159 | NC      | $200449.05    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EXTRA SPA                         | CFD_EQS GOLDUS33 B02HWR9                                                                                                                      | CUSIP: 30225T102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1092 | NC      | $-161004.48   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NEWMONT C                         | CFD_EQS GOLDUS33 2636607                                                                                                                      | CUSIP: 651639106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -936 | NC      | $-54531.36    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG KEURIG DR                         | CFD_EQS GOLDUS33 BD3W133                                                                                                                      | CUSIP: 49271V100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2118 | NC      | $-70021.08    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG KBR INC                           | CFD_EQS GOLDUS33 B1HHB18                                                                                                                      | CUSIP: 48242W106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2179 | NC      | $104461.26    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AMERICAN                          | CFD_EQS GOLDUS33 BCV7KT2                                                                                                                      | CUSIP: 02376R102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -12547 | NC      | $-140777.34   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CONSTELLA                         | CFD_EQS GOLDUS33 BMH4FS1                                                                                                                      | CUSIP: 21037T109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1066 | NC      | $-344062.16   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG KITE REAL                         | CFD_EQS GOLDUS33 BPBSZJ1                                                                                                                      | CUSIP: 49803T300<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1213 | NC      | $-27474.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG KINDER MO                         | CFD_EQS GOLDUS33 B3NQ4P8                                                                                                                      | CUSIP: 49456B101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3483 | NC      | $-102400.20   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LEIDOS HO                         | CFD_EQS GOLDUS33 BDV82B8                                                                                                                      | CUSIP: 525327102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1149 | NC      | $181266.24    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CHARTER C                         | CFD_EQS GOLDUS33 BZ6VT82                                                                                                                      | CUSIP: 16119P108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -162 | NC      | $-66227.22    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ABBOTT LA                         | CFD_EQS GOLDUS33 2002305                                                                                                                      | CUSIP: 002824100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         929 | NC      | $126353.29    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CORE & MA                         | CFD_EQS GOLDUS33 BNXKS92                                                                                                                      | CUSIP: 21874C102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1441 | NC      | $-86964.35    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ROBINHOOD                         | CFD_EQS GOLDUS33 BP0TQN6                                                                                                                      | CUSIP: 770700102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -5941 | NC      | $-556255.83   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TESLA INC                         | CFD_EQS GOLDUS33 B616C79                                                                                                                      | CUSIP: 88160R101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -600 | NC      | $-190596.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GENERAC H                         | CFD_EQS GOLDUS33 B6197Q2                                                                                                                      | CUSIP: 368736104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         192 | NC      | $27496.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG RYAN SPEC                         | CFD_EQS GOLDUS33 BNXKSK3                                                                                                                      | CUSIP: 78351F107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4131 | NC      | $-280866.69   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VALVOLINE                         | CFD_EQS GOLDUS33 BDG22J3                                                                                                                      | CUSIP: 92047W101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -5253 | NC      | $-198931.11   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CHENIERE                          | CFD_EQS GOLDUS33 2654364                                                                                                                      | CUSIP: 16411R208<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         450 | NC      | $109584.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG UNITED AI                         | CFD_EQS GOLDUS33 B4QG225                                                                                                                      | CUSIP: 910047109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1047 | NC      | $-83372.61    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GE HEALTH                         | CFD_EQS BARCUS33 BL6JPG8                                                                                                                      | CUSIP: 36266G107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1327 | NC      | $-98290.89    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CELANESE                          | CFD_EQS GOLDUS33 B05MZT4                                                                                                                      | CUSIP: 150870103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -6844 | NC      | $-378678.52   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HONEYWELL                         | CFD_EQS GOLDUS33 2020459                                                                                                                      | CUSIP: 438516106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -688 | NC      | $-160221.44   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SKYWORKS                          | CFD_EQS GOLDUS33 2961053                                                                                                                      | CUSIP: 83088M102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         664 | NC      | $49481.28     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TOAST INC                         | CFD_EQS GOLDUS33 BP6D7B7                                                                                                                      | CUSIP: 888787108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3701 | NC      | $-163917.29   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PBF ENERG                         | CFD_EQS GOLDUS33 B7F4TJ7                                                                                                                      | CUSIP: 69318G106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2646 | NC      | $57338.82     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HOWMET AE                         | CFD_EQS GOLDUS33 BKLJ8V2                                                                                                                      | CUSIP: 443201108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         843 | NC      | $156907.59    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BROADCOM                          | CFD_EQS GOLDUS33 BDZ78H9                                                                                                                      | CUSIP: 11135F101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1285 | NC      | $-354210.25   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ATLASSIAN                         | CFD_EQS GOLDUS33 BQ1PC76                                                                                                                      | CUSIP: 049468101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2490 | NC      | $505694.10    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AUTONATIO                         | CFD_EQS GOLDUS33 2732635                                                                                                                      | CUSIP: 05329W102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1456 | NC      | $-289234.40   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AGREE REA                         | CFD_EQS GOLDUS33 2062161                                                                                                                      | CUSIP: 008492100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2355 | NC      | $172056.30    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CRANE CO-                         | CFD_EQS GOLDUS33 BNYD4F8                                                                                                                      | CUSIP: 224408104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -571 | NC      | $-108427.19   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MACOM TEC                         | CFD_EQS GOLDUS33 B5B15Y5                                                                                                                      | CUSIP: 55405Y100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         477 | NC      | $68349.33     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG UFP INDUS                         | CFD_EQS GOLDUS33 BMQ60Q1                                                                                                                      | CUSIP: 90278Q108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1711 | NC      | $170004.96    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AIR LEASE                         | CFD_EQS GOLDUS33 B3XS562                                                                                                                      | CUSIP: 00912X302<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -596 | NC      | $-34860.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AMGEN INC                         | CFD_EQS GOLDUS33 2023607                                                                                                                      | CUSIP: 031162100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -407 | NC      | $-113638.47   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CHORD ENE                         | CFD_EQS GOLDUS33 BLDDYB1                                                                                                                      | CUSIP: 674215207<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         518 | NC      | $50168.30     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VALARIS L                         | CFD_EQS GOLDUS33 BMY0YX0                                                                                                                      | CUSIP: G9460G101<br>LEI: N/A                  | N/A              | DE               | CORP              | BM        |      -10962 | NC      | $-461609.82   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ASSOCIATE                         | CFD_EQS GOLDUS33 2055718                                                                                                                      | CUSIP: 045487105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1184 | NC      | $-28877.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AUTODESK                          | CFD_EQS GOLDUS33 2065159                                                                                                                      | CUSIP: 052769106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         288 | NC      | $89156.16     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EXPONENT                          | CFD_EQS GOLDUS33 2330318                                                                                                                      | CUSIP: 30214U102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1860 | NC      | $138960.60    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG KNIFE RIV                         | CFD_EQS GOLDUS33 BPLL4V5                                                                                                                      | CUSIP: 498894104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1388 | NC      | $-113316.32   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BAKER HUG                         | CFD_EQS GOLDUS33 BDHLTQ5                                                                                                                      | CUSIP: 05722G100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2708 | NC      | $-103824.72   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SALESFORC                         | CFD_EQS GOLDUS33 2310525                                                                                                                      | CUSIP: 79466L302<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -526 | NC      | $-143434.94   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BALL CORP                         | CFD_EQS GOLDUS33 2073022                                                                                                                      | CUSIP: 058498106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3902 | NC      | $-218863.18   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BANK OF N                         | CFD_EQS GOLDUS33 B1Z77F6                                                                                                                      | CUSIP: 064058100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2512 | NC      | $228868.32    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BAXTER IN                         | CFD_EQS GOLDUS33 2085102                                                                                                                      | CUSIP: 071813109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -300 | NC      | $-9084.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BIO-RAD L                         | CFD_EQS GOLDUS33 2098508                                                                                                                      | CUSIP: 090572207<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         118 | NC      | $28475.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ARMSTRONG                         | CFD_EQS GOLDUS33 B1FT462                                                                                                                      | CUSIP: 04247X102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         176 | NC      | $28589.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EXELIXIS                          | CFD_EQS GOLDUS33 2576941                                                                                                                      | CUSIP: 30161Q104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       12791 | NC      | $563763.33    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SPECTRUM                          | CFD_EQS GOLDUS33 BDRYFB1                                                                                                                      | CUSIP: 84790A105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1264 | NC      | $-66992.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PORTLAND                          | CFD_EQS GOLDUS33 B125XQ6                                                                                                                      | CUSIP: 736508847<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1970 | NC      | $80041.10     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG INTUITIVE                         | CFD_EQS GOLDUS33 2871301                                                                                                                      | CUSIP: 46120E602<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -264 | NC      | $-143460.24   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FIFTH THI                         | CFD_EQS GOLDUS33 2336747                                                                                                                      | CUSIP: 316773100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -449 | NC      | $-18467.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FORTREA H                         | CFD_EQS GOLDUS33 BRXYZ57                                                                                                                      | CUSIP: 34965K107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       25505 | NC      | $125994.70    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG POPULAR I                         | CFD_EQS GOLDUS33 B86QM90                                                                                                                      | CUSIP: 733174700<br>LEI: N/A                  | N/A              | DE               | CORP              | PR        |        2199 | NC      | $242351.79    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FIRST CIT                         | CFD_EQS GOLDUS33 2355582                                                                                                                      | CUSIP: 31946M103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -138 | NC      | $-269992.86   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GLACIER B                         | CFD_EQS GOLDUS33 2370585                                                                                                                      | CUSIP: 37637Q105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3309 | NC      | $-142551.72   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MARRIOTT                          | CFD_EQS GOLDUS33 B45K9N8                                                                                                                      | CUSIP: 57164Y107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -5316 | NC      | $-384399.96   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TEXAS ROA                         | CFD_EQS GOLDUS33 B033TJ7                                                                                                                      | CUSIP: 882681109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2992 | NC      | $560730.72    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CHARLES R                         | CFD_EQS GOLDUS33 2604336                                                                                                                      | CUSIP: 159864107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -637 | NC      | $-96652.01    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ILLUMINA                          | CFD_EQS GOLDUS33 2613990                                                                                                                      | CUSIP: 452327109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3950 | NC      | $376869.50    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BRUKER CO                         | CFD_EQS GOLDUS33 2616137                                                                                                                      | CUSIP: 116794108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3414 | NC      | $-140656.80   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ENCOMPASS                         | CFD_EQS GOLDUS33 BYX2YJ7                                                                                                                      | CUSIP: 29261A100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1468 | NC      | $-180020.84   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HOLOGIC I                         | CFD_EQS GOLDUS33 2433530                                                                                                                      | CUSIP: 436440101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3020 | NC      | $196783.20    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HORMEL FO                         | CFD_EQS GOLDUS33 2437264                                                                                                                      | CUSIP: 440452100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3165 | NC      | $95741.25     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CENTERPOI                         | CFD_EQS GOLDUS33 2440637                                                                                                                      | CUSIP: 15189T107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2167 | NC      | $-79615.58    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HUMANA IN                         | CFD_EQS GOLDUS33 2445063                                                                                                                      | CUSIP: 444859102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1315 | NC      | $321491.20    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG INTL BUSI                         | CFD_EQS GOLDUS33 2005973                                                                                                                      | CUSIP: 459200101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         598 | NC      | $176278.44    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LAM RESEA                         | CFD_EQS GOLDUS33 BSML4N7                                                                                                                      | CUSIP: 512807306<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         214 | NC      | $20830.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LEGGETT &                         | CFD_EQS GOLDUS33 2510682                                                                                                                      | CUSIP: 524660107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1189 | NC      | $-10605.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GUIDEWIRE                         | CFD_EQS GOLDUS33 B7JYSG3                                                                                                                      | CUSIP: 40171V100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1086 | NC      | $255698.70    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MATTEL IN                         | CFD_EQS GOLDUS33 2572303                                                                                                                      | CUSIP: 577081102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        4807 | NC      | $94794.04     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MCCORMICK                         | CFD_EQS GOLDUS33 2550161                                                                                                                      | CUSIP: 579780206<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2076 | NC      | $-157402.32   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EVERCORE                          | CFD_EQS GOLDUS33 B1BHXZ2                                                                                                                      | CUSIP: 29977A105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         995 | NC      | $268669.90    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MIDDLEBY                          | CFD_EQS GOLDUS33 2590930                                                                                                                      | CUSIP: 596278101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -91 | NC      | $-13104.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG 3M CO                             | CFD_EQS GOLDUS33 2595708                                                                                                                      | CUSIP: 88579Y101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -581 | NC      | $-88451.44    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ALLETE IN                         | CFD_EQS GOLDUS33 B02R1L6                                                                                                                      | CUSIP: 018522300<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        4163 | NC      | $266723.41    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BANK OF A                         | CFD_EQS GOLDUS33 2295677                                                                                                                      | CUSIP: 060505104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3659 | NC      | $-173143.88   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NEW YORK                          | CFD_EQS GOLDUS33 2632003                                                                                                                      | CUSIP: 650111107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2435 | NC      | $136311.30    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NEWELL BR                         | CFD_EQS GOLDUS33 2635701                                                                                                                      | CUSIP: 651229106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -31754 | NC      | $-171471.60   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG XCEL ENER                         | CFD_EQS GOLDUS33 2614807                                                                                                                      | CUSIP: 98389B100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3608 | NC      | $245704.80    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NORTHERN                          | CFD_EQS GOLDUS33 2648668                                                                                                                      | CUSIP: 665859104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1023 | NC      | $-129706.17   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NORTHROP                          | CFD_EQS GOLDUS33 2648806                                                                                                                      | CUSIP: 666807102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         430 | NC      | $214991.40    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NORTHWEST                         | CFD_EQS GOLDUS33 B03PGL4                                                                                                                      | CUSIP: 668074305<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1928 | NC      | $98906.40     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG REPLIGEN                          | CFD_EQS GOLDUS33 2731654                                                                                                                      | CUSIP: 759916109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2343 | NC      | $-291422.34   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SEI INVES                         | CFD_EQS GOLDUS33 2793610                                                                                                                      | CUSIP: 784117103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1446 | NC      | $129937.56    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ROBERT HA                         | CFD_EQS GOLDUS33 2110703                                                                                                                      | CUSIP: 770323103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        7675 | NC      | $315058.75    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EDISON IN                         | CFD_EQS GOLDUS33 2829515                                                                                                                      | CUSIP: 281020107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        9380 | NC      | $484008.00    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SOUTHERN                          | CFD_EQS GOLDUS33 2829601                                                                                                                      | CUSIP: 842587107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1786 | NC      | $164008.38    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TRUIST FI                         | CFD_EQS GOLDUS33 BKP7287                                                                                                                      | CUSIP: 89832Q109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -5933 | NC      | $-255059.67   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TELEFLEX                          | CFD_EQS GOLDUS33 2881407                                                                                                                      | CUSIP: 879369106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         619 | NC      | $73264.84     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG UMB FINAN                         | CFD_EQS GOLDUS33 2918510                                                                                                                      | CUSIP: 902788108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -157 | NC      | $-16510.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG UNITED TH                         | CFD_EQS GOLDUS33 2430412                                                                                                                      | CUSIP: 91307C102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1019 | NC      | $292809.65    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BIOMARIN                          | CFD_EQS GOLDUS33 2437071                                                                                                                      | CUSIP: 09061G101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2515 | NC      | $138249.55    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EXPEDIA G                         | CFD_EQS GOLDUS33 B748CK2                                                                                                                      | CUSIP: 30212P303<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2688 | NC      | $453411.84    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FORTINET                          | CFD_EQS GOLDUS33 B5B2106                                                                                                                      | CUSIP: 34959E109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        7003 | NC      | $740357.16    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SILICON L                         | CFD_EQS GOLDUS33 2568131                                                                                                                      | CUSIP: 826919102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         286 | NC      | $42144.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Centrus Energy Corp.                              | LEU 2.25 11/01/30                                                                                                                             | CUSIP: 15643UAD6<br>LEI: 549300G6VDK9G8276661 | Long             | DBT              | CORP              | US        |      348000 | PA      | $722274.00    | 0.25%             | 2030-11-01      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Sphere Entertainment Co.                          | SPHR 3.5 12/01/28                                                                                                                             | CUSIP: 55826TAB8<br>LEI: 254900ZW4JWKYRZZ9A91 | Long             | DBT              | CORP              | US        |      666000 | PA      | $936729.00    | 0.33%             | 2028-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Guidestone Funds                                  | Guidestone Funds MONEY MKT INSTL                                                                                                              | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |     9750866 | NS      | $9750865.73   | 3.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Hims & Hers Health Inc                            | Hims & Hers Health Inc COM CL A                                                                                                               | CUSIP: 433000106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2542 | NS      | $-126718.70   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc                                         | XYZ 0.25 11/01/27                                                                                                                             | CUSIP: 852234AK9<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      465000 | PA      | $416756.25    | 0.15%             | 2027-11-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Cheesecake Factory Inc                            | CAKE 2 03/15/30                                                                                                                               | CUSIP: 163072AB7<br>LEI: 529900872XMLK10SY247 | Long             | DBT              | CORP              | US        |      829000 | PA      | $900501.25    | 0.31%             | 2030-03-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Liberty Media Corp Del                            | SIRI 3.75 03/15/28                                                                                                                            | CUSIP: 531229AP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      913000 | PA      | $950889.50    | 0.33%             | 2028-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Rapid7 Inc.                                       | RPD 1.25 03/15/29                                                                                                                             | CUSIP: 753422AH7<br>LEI: 549300GNVG5D60KEYN14 | Long             | DBT              | CORP              | US        |      553000 | PA      | $490787.50    | 0.17%             | 2029-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Enovis Corporation                                | ENOV 3.875 10/15/28                                                                                                                           | CUSIP: 194014AB2<br>LEI: 635400OP2DYYYMOIYL17 | Long             | DBT              | CORP              | US        |      987000 | PA      | $976636.50    | 0.34%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fubotv Inc.                                       | FUBO 3.25 02/15/26                                                                                                                            | CUSIP: 35953DAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      301000 | PA      | $294378.00    | 0.10%             | 2026-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Guidestone Funds                                  | Guidestone Funds MONEY MKT INSTL                                                                                                              | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |     2277981 | NS      | $2277980.93   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Jamf Holding Corp                                 | JAMF 0.125 09/01/26                                                                                                                           | CUSIP: 47074LAB1<br>LEI: 254900IHLXZU4Z5ANA12 | Long             | DBT              | CORP              | US        |      459000 | PA      | $433526.24    | 0.15%             | 2026-09-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Lumentum Holdings Inc.                            | LITE 0.5 06/15/28                                                                                                                             | CUSIP: 55024UAF6<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |      366000 | PA      | $379542.00    | 0.13%             | 2028-06-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Vishay Intertechnology, Inc.                      | VSH 2.25 09/15/30                                                                                                                             | CUSIP: 928298AR9<br>LEI: 5493009O8F3QQJTCQR75 | Long             | DBT              | CORP              | US        |      605000 | PA      | $544500.00    | 0.19%             | 2030-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Applied Optoelectronics Inc                       | AAOI 2.75 01/15/30                                                                                                                            | CUSIP: 03823UAE2<br>LEI: 529900I8U6Q5SYDNLT48 | Long             | DBT              | CORP              | US        |      337000 | PA      | $332744.45    | 0.12%             | 2030-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Parsons Corporation                               | PSN 2.625 03/01/29                                                                                                                            | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |      634000 | PA      | $677112.00    | 0.24%             | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Lyondellbasell Advanced Polymers Inc              | Lyondellbasell Advanced Polymers Inc CUM SPECIAL STK CONV 6%                                                                                  | CUSIP: 67054E202<br>LEI: 5493004OGK9A7CGV3B42 | Long             | EP               | CORP              | US        |          12 | PA      | $10464.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Broadband Corporation                     | LBRDA 3.125 03/31/53                                                                                                                          | CUSIP: 530307AE7<br>LEI: 549300MIX43II8JLN536 | Long             | DBT              | CORP              | US        |      715000 | PA      | $720073.38    | 0.25%             | 2053-03-31      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Albemarle Corp                                    | Albemarle Corp DEPOSITARY SHARES EACH REPRESENTING A 1/20TH INTEREST IN A SHARE OF 7.25% SERIES A MANDATORY CONVERTIBLE PREFERRED STOCK       | CUSIP: 012653200<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EP               | CORP              | US        |       20062 | PA      | $643990.20    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Ionis Pharmaceuticals, Inc.                       | IONS 1.75 06/15/28                                                                                                                            | CUSIP: 462222AF7<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |      324000 | PA      | $341212.50    | 0.12%             | 2028-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CSG Systems International Inc.                    | CSGS 3.875 09/15/28                                                                                                                           | CUSIP: 126349AH2<br>LEI: 549300D7FJZUOHHXUA81 | Long             | DBT              | CORP              | US        |      638000 | PA      | $721897.00    | 0.25%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Capital Southwest Corporation                     | CSWC 5.125 11/15/29                                                                                                                           | CUSIP: 140501AE7<br>LEI: 54930023YZ4YEJEDBO56 | Long             | DBT              | RF                | US        |      371000 | PA      | $366594.38    | 0.13%             | 2029-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PG&E Corporation                                  | PCG 4.25 12/01/27                                                                                                                             | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      897000 | PA      | $892335.60    | 0.31%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lemaitre Vascular Inc.                            | LMAT 2.5 02/01/30                                                                                                                             | CUSIP: 525558AA0<br>LEI: 549300FZUBUB7MHY8R17 | Long             | DBT              | CORP              | US        |      576000 | PA      | $575712.00    | 0.20%             | 2030-02-01      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BLACK HIL                         | CFD_EQS GOLDUS33 2101741                                                                                                                      | CUSIP: 092113109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1138 | NC      | $63841.80     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AVIS BUDG                         | CFD_EQS GOLDUS33 B1CL8J2                                                                                                                      | CUSIP: 053774105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2746 | NC      | $-464211.30   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DOLLAR GE                         | CFD_EQS GOLDUS33 B5B1S13                                                                                                                      | CUSIP: 256677105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2190 | NC      | $-250492.20   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CHEMED CO                         | CFD_EQS GOLDUS33 2190084                                                                                                                      | CUSIP: 16359R103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         759 | NC      | $369579.87    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CARMAX IN                         | CFD_EQS GOLDUS33 2983563                                                                                                                      | CUSIP: 143130102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -475 | NC      | $-31924.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG COMCAST C                         | CFD_EQS GOLDUS33 2044545                                                                                                                      | CUSIP: 20030N101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       13283 | NC      | $474070.27    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG COMERICA                          | CFD_EQS GOLDUS33 2212870                                                                                                                      | CUSIP: 200340107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3361 | NC      | $-200483.65   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BOOZ ALLE                         | CFD_EQS GOLDUS33 B5367T7                                                                                                                      | CUSIP: 099502106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1472 | NC      | $153279.36    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GRAND CAN                         | CFD_EQS GOLDUS33 B3F1XM1                                                                                                                      | CUSIP: 38526M106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2362 | NC      | $446418.00    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WALT DISN                         | CFD_EQS GOLDUS33 2270726                                                                                                                      | CUSIP: 254687106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1883 | NC      | $233510.83    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MONOLITHI                         | CFD_EQS GOLDUS33 B01Z7J1                                                                                                                      | CUSIP: 609839105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -215 | NC      | $-157246.70   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EATON COR                         | CFD_EQS GOLDUS33 B8KQN82                                                                                                                      | CUSIP: G29183103<br>LEI: N/A                  | N/A              | DE               | CORP              | IE        |         528 | NC      | $188490.72    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PROSPERIT                         | CFD_EQS GOLDUS33 2310257                                                                                                                      | CUSIP: 743606105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1743 | NC      | $122428.32    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ALIGN TEC                         | CFD_EQS GOLDUS33 2679204                                                                                                                      | CUSIP: 016255101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -578 | NC      | $-109432.74   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EXACT SCI                         | CFD_EQS GOLDUS33 2719951                                                                                                                      | CUSIP: 30063P105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1147 | NC      | $-60951.58    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ANTHEM IN                         | CFD_EQS GOLDUS33 BSPHGL4                                                                                                                      | CUSIP: 036752103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         663 | NC      | $257880.48    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ACUITY BR                         | CFD_EQS GOLDUS33 2818461                                                                                                                      | CUSIP: 00508Y102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         425 | NC      | $126794.50    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MOLINA HE                         | CFD_EQS GOLDUS33 2212706                                                                                                                      | CUSIP: 60855R100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         258 | NC      | $76858.20     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LKQ CORP                          | CFD_EQS GOLDUS33 2971029                                                                                                                      | CUSIP: 501889208<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -7452 | NC      | $-275798.52   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BWX TECHN                         | CFD_EQS GOLDUS33 BZ0W624                                                                                                                      | CUSIP: 05605H100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -563 | NC      | $-81105.78    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CBOE GLOB                         | CFD_EQS GOLDUS33 B5834C5                                                                                                                      | CUSIP: 12503M108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         804 | NC      | $187500.84    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TRANSDIGM                         | CFD_EQS GOLDUS33 B11FJK3                                                                                                                      | CUSIP: 893641100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          29 | NC      | $44098.56     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BUILDERS                          | CFD_EQS GOLDUS33 B0BV2M7                                                                                                                      | CUSIP: 12008R107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1371 | NC      | $-159981.99   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AMERIPRIS                         | CFD_EQS GOLDUS33 B0J7D57                                                                                                                      | CUSIP: 03076C106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1178 | NC      | $628733.94    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CERIDIAN                          | CFD_EQS GOLDUS33 BFX1V56                                                                                                                      | CUSIP: 15677J108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1425 | NC      | $-78930.75    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FORTIVE C                         | CFD_EQS GOLDUS33 BYT3MK1                                                                                                                      | CUSIP: 34959J108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1160 | NC      | $-60470.80    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG COMMVAULT                         | CFD_EQS GOLDUS33 B142B38                                                                                                                      | CUSIP: 204166102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1666 | NC      | $290433.78    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MEDICAL P                         | CFD_EQS GOLDUS33 B0JL5L9                                                                                                                      | CUSIP: 58463J304<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -15226 | NC      | $-65624.06    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WEX INC                           | CFD_EQS GOLDUS33 B8383P2                                                                                                                      | CUSIP: 96208T104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1436 | NC      | $-210934.04   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CONOCOPHI                         | CFD_EQS GOLDUS33 2685717                                                                                                                      | CUSIP: 20825C104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3301 | NC      | $296231.74    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PVH CORP                          | CFD_EQS GOLDUS33 B3V9F12                                                                                                                      | CUSIP: 693656100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3075 | NC      | $-210945.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG REGAL BEL                         | CFD_EQS GOLDUS33 2730082                                                                                                                      | CUSIP: 758750103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2069 | NC      | $-299922.24   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SNAP-ON I                         | CFD_EQS GOLDUS33 2818740                                                                                                                      | CUSIP: 833034101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         971 | NC      | $302155.78    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SOUTHWEST                         | CFD_EQS GOLDUS33 2831543                                                                                                                      | CUSIP: 844741108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -7755 | NC      | $-251572.20   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TETRA TEC                         | CFD_EQS GOLDUS33 2883890                                                                                                                      | CUSIP: 88162G103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -505 | NC      | $-18159.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SAMSARA I                         | CFD_EQS GOLDUS33 BPK3058                                                                                                                      | CUSIP: 79589L106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3284 | NC      | $130637.52    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG APPFOLIO                          | CFD_EQS GOLDUS33 BYN7H48                                                                                                                      | CUSIP: 03783C100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1161 | NC      | $-267355.08   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AAON INC                          | CFD_EQS GOLDUS33 2268130                                                                                                                      | CUSIP: 000360206<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4329 | NC      | $-319263.75   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DUOLINGO                          | CFD_EQS GOLDUS33 BMCM6P4                                                                                                                      | CUSIP: 26603R106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         648 | NC      | $265692.96    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CASEY S G                         | CFD_EQS GOLDUS33 2179414                                                                                                                      | CUSIP: 147528103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -631 | NC      | $-321980.37   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MICROSTRA                         | CFD_EQS GOLDUS33 2974329                                                                                                                      | CUSIP: 594972408<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1169 | NC      | $-472544.87   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DUTCH BRO                         | CFD_EQS GOLDUS33 BMWP7H2                                                                                                                      | CUSIP: 26701L100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3728 | NC      | $-254883.36   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG API GROUP                         | CFD_EQS GOLDUS33 BMBPH06                                                                                                                      | CUSIP: 00187Y100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3895 | NC      | $-198839.75   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CAVA GROU                         | CFD_EQS GOLDUS33 BRBD9F4                                                                                                                      | CUSIP: 148929102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3296 | NC      | $-277622.08   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NEXTRACKE                         | CFD_EQS GOLDUS33 BR1GTS6                                                                                                                      | CUSIP: 65290E101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2103 | NC      | $-114340.11   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VIKING TH                         | CFD_EQS GOLDUS33 BQQG1V1                                                                                                                      | CUSIP: 92686J106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -10076 | NC      | $-267014.00   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ATI INC                           | CFD_EQS GOLDUS33 2526117                                                                                                                      | CUSIP: 01741R102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3229 | NC      | $-278791.86   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LIBERTY S                         | CFD_EQS GOLDUS33 BQWS627                                                                                                                      | CUSIP: 829933100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -14908 | NC      | $-342436.76   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FERGUSON                          | CFD_EQS GOLDUS33 BS6VHW3                                                                                                                      | CUSIP: 31488V107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         563 | NC      | $122593.25    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CLEARWAY                          | CFD_EQS GOLDUS33 BGJRH57                                                                                                                      | CUSIP: 18539C204<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -320 | NC      | $-10240.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SHARKNINJ                         | CFD_EQS GOLDUS33 BRS7681                                                                                                                      | CUSIP: G8068L108<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |       -2712 | NC      | $-268460.88   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EVERUS CO                         | CFD_EQS GOLDUS33 BSVLTM2                                                                                                                      | CUSIP: 300426103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -636 | NC      | $-40405.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HAMILTON                          | CFD_EQS GOLDUS33 BF0SR29                                                                                                                      | CUSIP: 407497106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1543 | NC      | $-219291.16   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG APTIV HOL                         | CFD_EQS GOLDUS33 BTDN8H1                                                                                                                      | CUSIP: G3265R107<br>LEI: N/A                  | N/A              | DE               | CORP              | JE        |       -1502 | NC      | $-102466.44   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WARNER MU                         | CFD_EQS GOLDUS33 BLGJ610                                                                                                                      | CUSIP: 934550203<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1403 | NC      | $38217.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG STAG INDU                         | CFD_EQS GOLDUS33 B64BRQ5                                                                                                                      | CUSIP: 85254J102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         666 | NC      | $24162.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AFLAC INC                         | CFD_EQS GOLDUS33 2026361                                                                                                                      | CUSIP: 001055102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1433 | NC      | $-151124.18   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ENSIGN GR                         | CFD_EQS GOLDUS33 B1YWPP8                                                                                                                      | CUSIP: 29358P101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -555 | NC      | $-85614.30    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG KEYSIGHT                          | CFD_EQS GOLDUS33 BQZJ0Q9                                                                                                                      | CUSIP: 49338L103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -316 | NC      | $-51779.76    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CISCO SYS                         | CFD_EQS GOLDUS33 2198163                                                                                                                      | CUSIP: 17275R102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -9250 | NC      | $-641765.00   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DICK S SP                         | CFD_EQS GOLDUS33 2969637                                                                                                                      | CUSIP: 253393102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1668 | NC      | $-329947.08   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ANGI INC                          | CFD_EQS GOLDUS33 BT9P0M0                                                                                                                      | CUSIP: 00183L201<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2804 | NC      | $-42789.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ERIE INDE                         | CFD_EQS GOLDUS33 2311711                                                                                                                      | CUSIP: 29530P102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -541 | NC      | $-187613.39   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MAPLEBEAR                         | CFD_EQS GOLDUS33 BN4L6W3                                                                                                                      | CUSIP: 565394103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -962 | NC      | $-43520.88    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FLEX LTD                          | CFD_EQS GOLDUS33 2353058                                                                                                                      | CUSIP: Y2573F102<br>LEI: N/A                  | N/A              | DE               | CORP              | SG        |       -7939 | NC      | $-396314.88   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FABRINET                          | CFD_EQS GOLDUS33 B4JSZL8                                                                                                                      | CUSIP: G3323L100<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |        -281 | NC      | $-82805.08    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CARPENTER                         | CFD_EQS GOLDUS33 2177504                                                                                                                      | CUSIP: 144285103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -330 | NC      | $-91205.40    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HOULIHAN                          | CFD_EQS GOLDUS33 BYQ3PM7                                                                                                                      | CUSIP: 441593100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         808 | NC      | $145399.60    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WILLIAMS-                         | CFD_EQS GOLDUS33 2967589                                                                                                                      | CUSIP: 969904101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -959 | NC      | $-156671.83   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CDW CORP/                         | CFD_EQS GOLDUS33 BBM5MD6                                                                                                                      | CUSIP: 12514G108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -107 | NC      | $-19109.13    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DIAMONDBA                         | CFD_EQS GOLDUS33 B7Y8YR3                                                                                                                      | CUSIP: 25278X109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1570 | NC      | $-215718.00   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HIMS & HE                         | CFD_EQS GOLDUS33 BN46048                                                                                                                      | CUSIP: 433000106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2402 | NC      | $119739.70    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CYTOKINET                         | CFD_EQS GOLDUS33 BBBSBJ5                                                                                                                      | CUSIP: 23282W605<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        4202 | NC      | $138834.08    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CROCS INC                         | CFD_EQS GOLDUS33 B0T7Z62                                                                                                                      | CUSIP: 227046109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3568 | NC      | $-361367.04   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PLUG POWE                         | CFD_EQS GOLDUS33 2508386                                                                                                                      | CUSIP: 72919P202<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -61694 | NC      | $-91924.06    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG P G & E C                         | CFD_EQS GOLDUS33 2689560                                                                                                                      | CUSIP: 69331C108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       64864 | NC      | $904204.16    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AMKOR TEC                         | CFD_EQS GOLDUS33 2242929                                                                                                                      | CUSIP: 031652100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1928 | NC      | $40468.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sprouts Farmers Markets Inc                       | Sprouts Farmers Markets Inc COM USD0.001                                                                                                      | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |         947 | NS      | $155914.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory Inc                            | Cheesecake Factory Inc COM USD0.01                                                                                                            | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Short            | EC               | CORP              | US        |       -6702 | NS      | $-419947.32   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| MKS Inc.                                          | MKS Inc. COM NPV                                                                                                                              | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Short            | EC               | CORP              | US        |       -1934 | NS      | $-192162.24   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp                                  | Haemonetics Corp COM USD0.01                                                                                                                  | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Short            | EC               | CORP              | US        |       -2396 | NS      | $-178765.56   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corporation                        | Exact Sciences Corporation COM USD0.01                                                                                                        | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Short            | EC               | CORP              | US        |       -5386 | NS      | $-286212.04   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc                                      | Omnicell Inc COM USD0.001                                                                                                                     | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Short            | EC               | CORP              | US        |       -5884 | NS      | $-172989.60   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| NCR Voyix Corporation                             | NCR Voyix Corporation COM STK USD0.01                                                                                                         | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Short            | EC               | CORP              | US        |       -7571 | NS      | $-88807.83    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corporation                                  | PG&E Corporation COM NPV                                                                                                                      | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Short            | EC               | CORP              | US        |       -9944 | NS      | $-138619.36   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp.                           | Progress Software Corp. COM USD0.01                                                                                                           | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Short            | EC               | CORP              | US        |       -6090 | NS      | $-388785.60   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Inc                                      | Reliance Inc COM NPV                                                                                                                          | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |         370 | NS      | $116143.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                                   | Ross Stores Inc COM USD0.01                                                                                                                   | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |        1893 | NS      | $241508.94    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc.                    | Selective Insurance Group Inc. COM USD2                                                                                                       | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |        2817 | NS      | $244093.05    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MicroStrategy Incorporated                        | MicroStrategy Incorporated COM USD0.001 CLASS A                                                                                               | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Short            | EC               | CORP              | US        |        -528 | NS      | $-213433.44   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Centerpoint Energy Inc                            | Centerpoint Energy Inc COM STK USD0.01                                                                                                        | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Short            | EC               | CORP              | US        |       -8290 | NS      | $-304574.60   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                                    | Tetra Tech Inc COM USD0.01                                                                                                                    | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Short            | EC               | CORP              | US        |       -9078 | NS      | $-326444.88   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology, Inc.                      | Vishay Intertechnology, Inc. COM USD0.10                                                                                                      | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Short            | EC               | CORP              | US        |       -7891 | NS      | $-125309.08   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp.                             | Western Digital Corp. COM USD0.01                                                                                                             | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Short            | EC               | CORP              | US        |      -15076 | NS      | $-964713.24   | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corporation                              | Carnival Corporation UNITS (COMPR 1 COM & 1 TR                                                                                                | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Short            | EC               | CORP              | PA        |      -10367 | NS      | $-291520.04   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                  | Duke Energy Corp COM USD0.001                                                                                                                 | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Short            | EC               | CORP              | US        |       -2409 | NS      | $-284262.00   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP Inc.                                       | EZCORP Inc. CL'A'COM NON VTG USD0.01                                                                                                          | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |       11886 | NS      | $164977.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP Inc.                                       | EZCORP Inc. CL'A'COM NON VTG USD0.01                                                                                                          | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Short            | EC               | CORP              | US        |      -27910 | NS      | $-387390.80   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| NCR Voyix Corporation                             | NCR Voyix Corporation 5.5% PFD CONV SER A                                                                                                     | CUSIP: 62886E207<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EP               | CORP              | US        |         250 | PA      | $260450.00    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BILL Holdings Inc                                 | BILL Holdings Inc COM                                                                                                                         | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Short            | EC               | CORP              | US        |       -1186 | NS      | $-54864.36    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG CULLEN/FR                         | CFD_EQS GOLDUS33 2239556                                                                                                                      | CUSIP: 229899109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -439 | NC      | $-56429.06    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WENDY S C                         | CFD_EQS GOLDUS33 B3NXMJ9                                                                                                                      | CUSIP: 95058W100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4845 | NC      | $-55329.90    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EOG RESOU                         | CFD_EQS GOLDUS33 2318024                                                                                                                      | CUSIP: 26875P101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2554 | NC      | $305483.94    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ENTERGY C                         | CFD_EQS GOLDUS33 2317087                                                                                                                      | CUSIP: 29364G103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1262 | NC      | $-104897.44   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NEXTERA E                         | CFD_EQS GOLDUS33 2328915                                                                                                                      | CUSIP: 65339F101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2464 | NC      | $-171050.88   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FAIR ISAA                         | CFD_EQS GOLDUS33 2330299                                                                                                                      | CUSIP: 303250104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          23 | NC      | $42043.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG M & T BAN                         | CFD_EQS GOLDUS33 2340168                                                                                                                      | CUSIP: 55261F104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -677 | NC      | $-131331.23   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FLUOR COR                         | CFD_EQS GOLDUS33 2696838                                                                                                                      | CUSIP: 343412102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4613 | NC      | $-236508.51   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GENERAL M                         | CFD_EQS GOLDUS33 B665KZ5                                                                                                                      | CUSIP: 37045V100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3614 | NC      | $177844.94    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GATX CORP                         | CFD_EQS GOLDUS33 2362128                                                                                                                      | CUSIP: 361448103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1365 | NC      | $-209609.40   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HCA HEALT                         | CFD_EQS GOLDUS33 B4MGBG6                                                                                                                      | CUSIP: 40412C101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -121 | NC      | $-46355.10    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GENERAL M                         | CFD_EQS GOLDUS33 2367026                                                                                                                      | CUSIP: 370334104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        8789 | NC      | $455358.09    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CARRIER G                         | CFD_EQS GOLDUS33 BK4N0D7                                                                                                                      | CUSIP: 14448C104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -5504 | NC      | $-402837.76   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG OTIS WORL                         | CFD_EQS GOLDUS33 BK531S8                                                                                                                      | CUSIP: 68902V107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2667 | NC      | $264086.34    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG YETI HOLD                         | CFD_EQS GOLDUS33 BGR7KH2                                                                                                                      | CUSIP: 98585X104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -605 | NC      | $-19069.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PINTEREST                         | CFD_EQS GOLDUS33 BJ2Z0H2                                                                                                                      | CUSIP: 72352L106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2964 | NC      | $-106289.04   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NVENT ELE                         | CFD_EQS GOLDUS33 BDVJJQ5                                                                                                                      | CUSIP: G6700G107<br>LEI: N/A                  | N/A              | DE               | CORP              | IE        |       -2028 | NC      | $-148551.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG 10X GENOM                         | CFD_EQS GOLDUS33 BKS3RS7                                                                                                                      | CUSIP: 88025U109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        6478 | NC      | $75015.24     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CLOUDFLAR                         | CFD_EQS GOLDUS33 BJXC5M2                                                                                                                      | CUSIP: 18915M107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1236 | NC      | $242045.88    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ENVISTA H                         | CFD_EQS GOLDUS33 BK63SF3                                                                                                                      | CUSIP: 29415F104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1084 | NC      | $-21181.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BILL.COM                          | CFD_EQS GOLDUS33 BKDS4H5                                                                                                                      | CUSIP: 090043100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -10486 | NC      | $-485082.36   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SOUTHWEST                         | CFD_EQS GOLDUS33 2831888                                                                                                                      | CUSIP: 844895102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3594 | NC      | $267357.66    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NORTONLIF                         | CFD_EQS GOLDUS33 BJN4XN5                                                                                                                      | CUSIP: 668771108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4214 | NC      | $-123891.60   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CORPORATE                         | CFD_EQS GOLDUS33 2756152                                                                                                                      | CUSIP: 22002T108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3583 | NC      | $98819.14     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MORGAN ST                         | CFD_EQS GOLDUS33 2262314                                                                                                                      | CUSIP: 617446448<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3334 | NC      | $-469627.24   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BORGWARNE                         | CFD_EQS GOLDUS33 2111955                                                                                                                      | CUSIP: 099724106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -487 | NC      | $-16304.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BELDEN IN                         | CFD_EQS GOLDUS33 B01WL78                                                                                                                      | CUSIP: 077454106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -930 | NC      | $-107694.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GARTNER I                         | CFD_EQS GOLDUS33 2372763                                                                                                                      | CUSIP: 366651107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1803 | NC      | $728808.66    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MID-AMERI                         | CFD_EQS GOLDUS33 2589132                                                                                                                      | CUSIP: 59522J103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1867 | NC      | $276334.67    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG COPART IN                         | CFD_EQS GOLDUS33 2208073                                                                                                                      | CUSIP: 217204106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        4082 | NC      | $200303.74    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AUTOLIV I                         | CFD_EQS GOLDUS33 2064253                                                                                                                      | CUSIP: 052800109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1610 | NC      | $180159.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG YUM BRAN                          | CFD_EQS GOLDUS33 2098876                                                                                                                      | CUSIP: 988498101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         422 | NC      | $62531.96     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CHOICE HO                         | CFD_EQS GOLDUS33 2106780                                                                                                                      | CUSIP: 169905106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3497 | NC      | $-443699.36   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AECOM                             | CFD_EQS GOLDUS33 B1VZ431                                                                                                                      | CUSIP: 00766T100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1973 | NC      | $222672.78    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AGILENT T                         | CFD_EQS GOLDUS33 2520153                                                                                                                      | CUSIP: 00846U101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1507 | NC      | $177841.07    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AMEREN CO                         | CFD_EQS GOLDUS33 2050832                                                                                                                      | CUSIP: 023608102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2042 | NC      | $-196113.68   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MOODY S C                         | CFD_EQS GOLDUS33 2252058                                                                                                                      | CUSIP: 615369105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -122 | NC      | $-61193.98    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NORWEGIAN                         | CFD_EQS GOLDUS33 B9CGTC3                                                                                                                      | CUSIP: G66721104<br>LEI: N/A                  | N/A              | DE               | CORP              | BM        |       -9475 | NC      | $-192153.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PREMIER I                         | CFD_EQS GOLDUS33 BDZDRC5                                                                                                                      | CUSIP: 74051N102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -6334 | NC      | $-138904.62   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FIRST SOL                         | CFD_EQS GOLDUS33 B1HMF22                                                                                                                      | CUSIP: 336433107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2150 | NC      | $-355911.00   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CONFLUENT                         | CFD_EQS GOLDUS33 BNXH3Z4                                                                                                                      | CUSIP: 20717M103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -12574 | NC      | $-313469.82   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MP MATERI                         | CFD_EQS GOLDUS33 BN15Y35                                                                                                                      | CUSIP: 553368101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4179 | NC      | $-139035.33   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ROBLOX CO                         | CFD_EQS GOLDUS33 BMWBC20                                                                                                                      | CUSIP: 771049103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       10377 | NC      | $1091660.40   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG COINBASE                          | CFD_EQS GOLDUS33 BMC9P69                                                                                                                      | CUSIP: 19260Q107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1297 | NC      | $-454585.53   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG APPLOVIN                          | CFD_EQS GOLDUS33 BMV3LG4                                                                                                                      | CUSIP: 03831W108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1477 | NC      | $-517068.16   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BLUE OWL                          | CFD_EQS GOLDUS33 BN7CQS9                                                                                                                      | CUSIP: 09581B103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        4001 | NC      | $76859.21     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PROCORE T                         | CFD_EQS GOLDUS33 BLH11J8                                                                                                                      | CUSIP: 74275K108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1685 | NC      | $115287.70    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DOXIMITY                          | CFD_EQS GOLDUS33 BMD22Y4                                                                                                                      | CUSIP: 26622P107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2394 | NC      | $-146847.96   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CCC INTEL                         | CFD_EQS GOLDUS33 BP4CXL8                                                                                                                      | CUSIP: 12510Q100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -11030 | NC      | $-103792.30   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CHESAPEAK                         | CFD_EQS GOLDUS33 BMZ5LZ5                                                                                                                      | CUSIP: 165167735<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1635 | NC      | $-191196.90   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DOORDASH                          | CFD_EQS GOLDUS33 BN13P03                                                                                                                      | CUSIP: 25809K105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3813 | NC      | $939942.63    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG UIPATH IN                         | CFD_EQS GOLDUS33 BMD02L5                                                                                                                      | CUSIP: 90364P105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       33164 | NC      | $424499.20    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG JACOBS IN                         | CFD_EQS GOLDUS33 BNGC0D3                                                                                                                      | CUSIP: 46982L108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1310 | NC      | $172199.50    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CIENA COR                         | CFD_EQS GOLDUS33 B1FLZ21                                                                                                                      | CUSIP: 171779309<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -818 | NC      | $-66527.94    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WILLSCOT                          | CFD_EQS GOLDUS33 BMHL0Z4                                                                                                                      | CUSIP: 971378104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -13025 | NC      | $-356885.00   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ORMAT TEC                         | CFD_EQS GOLDUS33 B03L311                                                                                                                      | CUSIP: 686688102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2054 | NC      | $-172043.04   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EXLSERVIC                         | CFD_EQS GOLDUS33 B07LST0                                                                                                                      | CUSIP: 302081104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3279 | NC      | $143587.41    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FIRST AME                         | CFD_EQS GOLDUS33 B4NFPK4                                                                                                                      | CUSIP: 31847R102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2148 | NC      | $-131865.72   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LANTHEUS                          | CFD_EQS GOLDUS33 BP8S8J5                                                                                                                      | CUSIP: 516544103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -898 | NC      | $-73510.28    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DIGITAL R                         | CFD_EQS GOLDUS33 B03GQS4                                                                                                                      | CUSIP: 253868103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2370 | NC      | $-413162.10   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CENTENE C                         | CFD_EQS GOLDUS33 2807061                                                                                                                      | CUSIP: 15135B101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        5268 | NC      | $285947.04    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG THOR INDU                         | CFD_EQS GOLDUS33 2889876                                                                                                                      | CUSIP: 885160101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1046 | NC      | $92895.26     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ALCOA COR                         | CFD_EQS GOLDUS33 BYNF418                                                                                                                      | CUSIP: 013872106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3905 | NC      | $-115236.55   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SHIFT4 PA                         | CFD_EQS GOLDUS33 BLF0L75                                                                                                                      | CUSIP: 82452J109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -6264 | NC      | $-620825.04   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NEW FORTR                         | CFD_EQS GOLDUS33 BH3Z4P3                                                                                                                      | CUSIP: 644393100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -56718 | NC      | $-188303.76   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ORGANON &                         | CFD_EQS GOLDUS33 BLDC8J4                                                                                                                      | CUSIP: 68622V106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -15864 | NC      | $-153563.52   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG IDEX CORP                         | CFD_EQS GOLDUS33 2456612                                                                                                                      | CUSIP: 45167R104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1039 | NC      | $-182417.23   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG STANLEY B                         | CFD_EQS GOLDUS33 B3Q2FJ4                                                                                                                      | CUSIP: 854502101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         138 | NC      | $9349.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TEREX COR                         | CFD_EQS GOLDUS33 2884224                                                                                                                      | CUSIP: 880779103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -6621 | NC      | $-309134.49   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SUN COMMU                         | CFD_EQS GOLDUS33 2860257                                                                                                                      | CUSIP: 866674104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1347 | NC      | $-170382.03   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG QUANTUMSC                         | CFD_EQS GOLDUS33 BMC73Z8                                                                                                                      | CUSIP: 74767V109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -37704 | NC      | $-253370.88   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ELF BEAUT                         | CFD_EQS GOLDUS33 BDDQ975                                                                                                                      | CUSIP: 26856L103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1568 | NC      | $-195121.92   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LABCORP H                         | CFD_EQS GOLDUS33 BSBK800                                                                                                                      | CUSIP: 504922105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -513 | NC      | $-134667.63   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG APPLIED I                         | CFD_EQS GOLDUS33 2086309                                                                                                                      | CUSIP: 03820C105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         820 | NC      | $190609.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG KENVUE IN                         | CFD_EQS GOLDUS33 BQ84ZQ6                                                                                                                      | CUSIP: 49177J102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4156 | NC      | $-86985.08    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Holdings Inc                              | UPST 0.25 08/15/26                                                                                                                            | CUSIP: 91680MAB3<br>LEI: 549300WNB47JRNENIC75 | Long             | DBT              | CORP              | US        |      327000 | PA      | $310650.00    | 0.11%             | 2026-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| DexCom Inc                                        | DXCM 0.375 05/15/28                                                                                                                           | CUSIP: 252131AM9<br>LEI: 549300YSK3QDSFR5EU59 | Long             | DBT              | CORP              | US        |      312000 | PA      | $294216.00    | 0.10%             | 2028-05-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Rapid7 Inc.                                       | Rapid7 Inc. COM USD0.01                                                                                                                       | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Short            | EC               | CORP              | US        |       -2331 | NS      | $-53916.03    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Investments I LTD                            | JAZZ 3.125 09/15/30                                                                                                                           | CUSIP: 472145AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      835000 | PA      | $889275.00    | 0.31%             | 2030-09-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Ziff Davis Inc                                    | Ziff Davis Inc COM USD0.001                                                                                                                   | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Short            | EC               | CORP              | US        |        -155 | NS      | $-4691.85     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc.                            | Lumentum Holdings Inc. COM USD0.001                                                                                                           | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Short            | EC               | CORP              | US        |       -1316 | NS      | $-125098.96   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Ionis Pharmaceuticals, Inc.                       | Ionis Pharmaceuticals, Inc. COM USD0.001                                                                                                      | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Short            | EC               | CORP              | US        |       -2914 | NS      | $-115132.14   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Bridgebio Pharma Inc                              | BBIO 2.25 02/01/29                                                                                                                            | CUSIP: 10806XAD4<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |      823000 | PA      | $770328.00    | 0.27%             | 2029-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Peloton Interactive Inc                           | PTON 0 02/15/26                                                                                                                               | CUSIP: 70614WAB6<br>LEI: 5493002YS021166W0339 | Long             | DBT              | CORP              | US        |      135000 | PA      | $130612.50    | 0.05%             | 2026-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Greenbrier Companies, Inc.                    | GBX 2.875 04/15/28                                                                                                                            | CUSIP: 393657AM3<br>LEI: 5493001GAGGFR30BP390 | Long             | DBT              | CORP              | US        |      692000 | PA      | $737014.60    | 0.26%             | 2028-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                  | DUK 4.125 04/15/26                                                                                                                            | CUSIP: 26441CBY0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      599000 | PA      | $634490.75    | 0.22%             | 2026-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Airbnb Inc                                        | ABNB 0 03/15/26                                                                                                                               | CUSIP: 009066AB7<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |      209000 | PA      | $201997.79    | 0.07%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                    | Hewlett Packard Enterprise Co. COM USD0.01                                                                                                    | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Short            | EC               | CORP              | US        |      -27258 | NS      | $-557426.10   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Dayforce Inc                                      | DAY 0.25 03/15/26                                                                                                                             | CUSIP: 15677JAD0<br>LEI: 549300T64GVCHFJ8L449 | Long             | DBT              | CORP              | US        |      619000 | PA      | $598573.00    | 0.21%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Pennymac Corporation                              | PMT 5.5 03/15/26                                                                                                                              | CUSIP: 70932AAF0<br>LEI: EWN0I878407TKQNXZ933 | Long             | DBT              | CORP              | US        |      868000 | PA      | $862358.00    | 0.30%             | 2026-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bentley Systems Incorporated                      | BSY 0.375 07/01/27                                                                                                                            | CUSIP: 08265TAD1<br>LEI: 549300WVEHPGE0Z56F71 | Long             | DBT              | CORP              | US        |      605000 | PA      | $572027.50    | 0.20%             | 2027-07-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Verint Systems Inc                                | VRNT 0.25 04/15/26                                                                                                                            | CUSIP: 92343XAC4<br>LEI: 549300KEQJS5FRVUCO94 | Long             | DBT              | CORP              | US        |      410000 | PA      | $394215.00    | 0.14%             | 2026-04-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Centerpoint Energy Inc                            | CNP 4.25 08/15/26                                                                                                                             | CUSIP: 15189TBD8<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |      572000 | PA      | $620334.00    | 0.22%             | 2026-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Enphase Energy Inc                                | ENPH 0 03/01/26                                                                                                                               | CUSIP: 29355AAH0<br>LEI: 5493008U7KIGMI59Z314 | Long             | DBT              | CORP              | US        |      411000 | PA      | $394043.27    | 0.14%             | 2026-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Haemonetics Corp                                  | HAE 0 03/01/26                                                                                                                                | CUSIP: 405024AB6<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | DBT              | CORP              | US        |      356000 | PA      | $344828.28    | 0.12%             | 2026-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Mortgage Trust, Inc                    | BXMT 5.5 03/15/27                                                                                                                             | CUSIP: 09257WAE0<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |      751000 | PA      | $732976.00    | 0.26%             | 2027-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upwork Inc                                        | UPWK 0.25 08/15/26                                                                                                                            | CUSIP: 91688FAB0<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | DBT              | CORP              | US        |      174000 | PA      | $164599.92    | 0.06%             | 2026-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                           | CURRENCY CONTRACT - AUD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -230118 | NC      | $8303.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                           | CURRENCY CONTRACT - AUD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -118834 | NC      | $7015.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                           | CURRENCY CONTRACT - AUD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1834126 | NC      | $20006.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                           | CURRENCY CONTRACT - AUD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -137035 | NC      | $1265.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                           | CURRENCY CONTRACT - AUD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -342589 | NC      | $3163.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                           | CURRENCY CONTRACT - AUD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -346174 | NC      | $3281.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                           | CURRENCY CONTRACT - AUD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -285607 | NC      | $3619.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                           | CURRENCY CONTRACT - AUD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -567973 | NC      | $7034.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                           | CURRENCY CONTRACT - AUD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -141827 | NC      | $2514.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                           | CURRENCY CONTRACT - AUD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -245566 | NC      | $5764.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                           | CURRENCY CONTRACT - AUD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -36963 | NC      | $446.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                           | CURRENCY CONTRACT - BRL                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -54818 | NC      | $2003.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                           | CURRENCY CONTRACT - BRL                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -56385 | NC      | $975.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                           | CURRENCY CONTRACT - CAD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1287361 | NC      | $4283.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                           | CURRENCY CONTRACT - CAD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -484354 | NC      | $1599.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                           | CURRENCY CONTRACT - CAD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -330216 | NC      | $1303.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                           | CURRENCY CONTRACT - CAD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -139000 | NC      | $-299.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                           | CURRENCY CONTRACT - CAD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -166814 | NC      | $-368.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                           | CURRENCY CONTRACT - CAD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -267111 | NC      | $-1638.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                           | CURRENCY CONTRACT - CAD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -137879 | NC      | $1106.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                           | CURRENCY CONTRACT - CAD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -341000 | NC      | $2340.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                           | CURRENCY CONTRACT - CHF                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -80078 | NC      | $2349.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                           | CURRENCY CONTRACT - CHF                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -287975 | NC      | $11219.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                           | CURRENCY CONTRACT - CHF                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -298006 | NC      | $16392.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                           | CURRENCY CONTRACT - CHF                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -446616 | NC      | $14872.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                           | CURRENCY CONTRACT - CHF                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -339400 | NC      | $11260.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                           | CURRENCY CONTRACT - CHF                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -243739 | NC      | $8036.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                           | CURRENCY CONTRACT - CHF                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -341000 | NC      | $7731.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                           | CURRENCY CONTRACT - CHF                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -150768 | NC      | $4128.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                           | CURRENCY CONTRACT - CHF                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -204000 | NC      | $6198.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                           | CURRENCY CONTRACT - CHF                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -172068 | NC      | $4333.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CLP                           | CURRENCY CONTRACT - CLP                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -132515 | NC      | $2540.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CLP                           | CURRENCY CONTRACT - CLP                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -123000 | NC      | $500.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                           | CURRENCY CONTRACT - CNH                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -116168 | NC      | $482.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                           | CURRENCY CONTRACT - CNH                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -278184 | NC      | $1121.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                           | CURRENCY CONTRACT - CNH                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -126276 | NC      | $1187.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                           | CURRENCY CONTRACT - CNH                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -275014 | NC      | $4936.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                           | CURRENCY CONTRACT - CNH                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -69893 | NC      | $1140.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                           | CURRENCY CONTRACT - CNH                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -70727 | NC      | $341.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                           | CURRENCY CONTRACT - CNH                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -171028 | NC      | $939.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                           | CURRENCY CONTRACT - CNH                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1102430 | NC      | $1662.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                           | CURRENCY CONTRACT - CNH                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -341000 | NC      | $611.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                           | CURRENCY CONTRACT - CNH                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -319713 | NC      | $485.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                           | CURRENCY CONTRACT - CNH                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -477180 | NC      | $1453.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                           | CURRENCY CONTRACT - CNH                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -474872 | NC      | $989.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                           | CURRENCY CONTRACT - CNH                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -373148 | NC      | $1526.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                           | CURRENCY CONTRACT - CNH                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -259025 | NC      | $1194.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                           | CURRENCY CONTRACT - CNH                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -476039 | NC      | $1347.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                           | CURRENCY CONTRACT - CNH                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -337717 | NC      | $564.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                           | CURRENCY CONTRACT - CNH                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -130999 | NC      | $388.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - COP                           | CURRENCY CONTRACT - COP                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -42274 | NC      | $474.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CZK                           | CURRENCY CONTRACT - CZK                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -341168 | NC      | $11565.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CZK                           | CURRENCY CONTRACT - CZK                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1907277 | NC      | $67680.34     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CZK                           | CURRENCY CONTRACT - CZK                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -135718 | NC      | $4636.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CZK                           | CURRENCY CONTRACT - CZK                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -488585 | NC      | $16057.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CZK                           | CURRENCY CONTRACT - CZK                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -135729 | NC      | $4949.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CZK                           | CURRENCY CONTRACT - CZK                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -348606 | NC      | $3840.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                           | CURRENCY CONTRACT - EUR                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -279423 | NC      | $23502.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                           | CURRENCY CONTRACT - EUR                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -278645 | NC      | $21997.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                           | CURRENCY CONTRACT - EUR                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -274288 | NC      | $8955.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                           | CURRENCY CONTRACT - EUR                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -78896 | NC      | $3104.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                           | CURRENCY CONTRACT - EUR                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -127365 | NC      | $2869.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                           | CURRENCY CONTRACT - EUR                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -206355 | NC      | $10369.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                           | CURRENCY CONTRACT - EUR                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -256000 | NC      | $8585.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                           | CURRENCY CONTRACT - EUR                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -197353 | NC      | $6497.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                           | CURRENCY CONTRACT - EUR                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1355711 | NC      | $41332.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                           | CURRENCY CONTRACT - EUR                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -52393 | NC      | $1570.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                           | CURRENCY CONTRACT - EUR                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -735012 | NC      | $21872.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                           | CURRENCY CONTRACT - EUR                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -338000 | NC      | $10052.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                           | CURRENCY CONTRACT - EUR                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -136000 | NC      | $2133.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                           | CURRENCY CONTRACT - EUR                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -329074 | NC      | $5235.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                           | CURRENCY CONTRACT - EUR                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -149180 | NC      | $2921.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                           | CURRENCY CONTRACT - EUR                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -62004 | NC      | $955.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                           | CURRENCY CONTRACT - EUR                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -56106 | NC      | $1180.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                           | CURRENCY CONTRACT - EUR                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -105649 | NC      | $2789.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                           | CURRENCY CONTRACT - EUR                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -341000 | NC      | $5116.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                           | CURRENCY CONTRACT - EUR                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -187204 | NC      | $2582.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                           | CURRENCY CONTRACT - EUR                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -187204 | NC      | $2375.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                           | CURRENCY CONTRACT - EUR                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -342212 | NC      | $2117.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                           | CURRENCY CONTRACT - EUR                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -700825 | NC      | $4235.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                           | CURRENCY CONTRACT - EUR                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -256649 | NC      | $1468.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                           | CURRENCY CONTRACT - EUR                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -240145 | NC      | $1360.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                           | CURRENCY CONTRACT - GBP                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -199997 | NC      | $5320.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                           | CURRENCY CONTRACT - GBP                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -87096 | NC      | $1881.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                           | CURRENCY CONTRACT - GBP                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -148154 | NC      | $2232.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                           | CURRENCY CONTRACT - GBP                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1155355 | NC      | $16784.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                           | CURRENCY CONTRACT - GBP                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -927072 | NC      | $12617.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                           | CURRENCY CONTRACT - GBP                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -121606 | NC      | $1618.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                           | CURRENCY CONTRACT - GBP                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -69520 | NC      | $1217.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                           | CURRENCY CONTRACT - GBP                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -582487 | NC      | $8401.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                           | CURRENCY CONTRACT - GBP                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -166187 | NC      | $2580.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                           | CURRENCY CONTRACT - GBP                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -49877 | NC      | $1096.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                           | CURRENCY CONTRACT - GBP                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -33109 | NC      | $251.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                           | CURRENCY CONTRACT - GBP                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -33109 | NC      | $257.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                           | CURRENCY CONTRACT - GBP                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -48725 | NC      | $-90.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                           | CURRENCY CONTRACT - HUF                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -369695 | NC      | $15335.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                           | CURRENCY CONTRACT - HUF                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -132306 | NC      | $5072.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ILS                           | CURRENCY CONTRACT - ILS                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -155185 | NC      | $14013.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ILS                           | CURRENCY CONTRACT - ILS                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -209477 | NC      | $11617.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ILS                           | CURRENCY CONTRACT - ILS                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -162101 | NC      | $7050.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ILS                           | CURRENCY CONTRACT - ILS                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -180331 | NC      | $6302.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ILS                           | CURRENCY CONTRACT - ILS                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -132986 | NC      | $8585.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ILS                           | CURRENCY CONTRACT - ILS                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -290742 | NC      | $19706.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ILS                           | CURRENCY CONTRACT - ILS                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -136000 | NC      | $4010.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ILS                           | CURRENCY CONTRACT - ILS                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -127508 | NC      | $3763.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                           | CURRENCY CONTRACT - INR                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -297996 | NC      | $-2020.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                           | CURRENCY CONTRACT - INR                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -298055 | NC      | $745.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                           | CURRENCY CONTRACT - INR                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -297905 | NC      | $827.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                           | CURRENCY CONTRACT - INR                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -396650 | NC      | $-15.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                           | CURRENCY CONTRACT - INR                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -339000 | NC      | $-227.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                           | CURRENCY CONTRACT - INR                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -339000 | NC      | $-272.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                           | CURRENCY CONTRACT - INR                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -274100 | NC      | $-312.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                           | CURRENCY CONTRACT - INR                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -666146 | NC      | $6461.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                           | CURRENCY CONTRACT - INR                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -336292 | NC      | $606.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                           | CURRENCY CONTRACT - INR                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -739851 | NC      | $3512.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                           | CURRENCY CONTRACT - INR                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -200655 | NC      | $-135.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                           | CURRENCY CONTRACT - INR                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -239377 | NC      | $-584.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                           | CURRENCY CONTRACT - INR                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -239377 | NC      | $-627.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                           | CURRENCY CONTRACT - INR                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -332138 | NC      | $-921.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                           | CURRENCY CONTRACT - JPY                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -78467 | NC      | $2156.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                           | CURRENCY CONTRACT - JPY                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -104416 | NC      | $-1348.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                           | CURRENCY CONTRACT - JPY                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -48623 | NC      | $210.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                           | CURRENCY CONTRACT - JPY                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -70844 | NC      | $400.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                           | CURRENCY CONTRACT - JPY                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -179287 | NC      | $310.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                           | CURRENCY CONTRACT - JPY                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -522213 | NC      | $-1810.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                           | CURRENCY CONTRACT - JPY                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -168164 | NC      | $-582.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                           | CURRENCY CONTRACT - JPY                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -341000 | NC      | $-1137.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                           | CURRENCY CONTRACT - JPY                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -223500 | NC      | $-577.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                           | CURRENCY CONTRACT - JPY                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -851476 | NC      | $-2046.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                           | CURRENCY CONTRACT - JPY                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -64771 | NC      | $1.16         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                           | CURRENCY CONTRACT - JPY                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -175876 | NC      | $-65.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                           | CURRENCY CONTRACT - JPY                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -701741 | NC      | $3251.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                           | CURRENCY CONTRACT - JPY                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -45297 | NC      | $514.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                           | CURRENCY CONTRACT - JPY                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -676224 | NC      | $7065.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                           | CURRENCY CONTRACT - JPY                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -296928 | NC      | $1530.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                           | CURRENCY CONTRACT - JPY                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -40204 | NC      | $190.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                           | CURRENCY CONTRACT - JPY                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -40204 | NC      | $190.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                           | CURRENCY CONTRACT - JPY                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -56545 | NC      | $571.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                           | CURRENCY CONTRACT - JPY                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -59166 | NC      | $98.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                           | CURRENCY CONTRACT - KRW                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -81766 | NC      | $2122.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                           | CURRENCY CONTRACT - KRW                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -183602 | NC      | $1818.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                           | CURRENCY CONTRACT - KRW                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -177177 | NC      | $1445.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                           | CURRENCY CONTRACT - KRW                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -135000 | NC      | $2158.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                           | CURRENCY CONTRACT - KRW                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -75123 | NC      | $744.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                           | CURRENCY CONTRACT - KRW                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -126617 | NC      | $5.13         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                           | CURRENCY CONTRACT - KRW                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -966688 | NC      | $879.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                           | CURRENCY CONTRACT - KRW                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -133836 | NC      | $315.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                           | CURRENCY CONTRACT - KRW                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -254287 | NC      | $-119.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                           | CURRENCY CONTRACT - KRW                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -101106 | NC      | $890.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                           | CURRENCY CONTRACT - KRW                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -101106 | NC      | $876.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                           | CURRENCY CONTRACT - KRW                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -68000 | NC      | $-82.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                           | CURRENCY CONTRACT - KRW                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -128839 | NC      | $117.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                           | CURRENCY CONTRACT - KRW                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -133216 | NC      | $1804.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                           | CURRENCY CONTRACT - KRW                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -121932 | NC      | $776.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                           | CURRENCY CONTRACT - KRW                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -229138 | NC      | $902.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                           | CURRENCY CONTRACT - KRW                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -75583 | NC      | $414.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                           | CURRENCY CONTRACT - KRW                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -133683 | NC      | $779.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                           | CURRENCY CONTRACT - MXN                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -172685 | NC      | $4441.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                           | CURRENCY CONTRACT - MXN                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -64650 | NC      | $1238.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                           | CURRENCY CONTRACT - MXN                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -64650 | NC      | $1238.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                           | CURRENCY CONTRACT - MXN                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -203000 | NC      | $3511.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                           | CURRENCY CONTRACT - MXN                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -271414 | NC      | $2677.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                           | CURRENCY CONTRACT - MXN                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -136000 | NC      | $1377.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                           | CURRENCY CONTRACT - MXN                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -180418 | NC      | $2074.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                           | CURRENCY CONTRACT - NOK                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -99575 | NC      | $-112.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                           | CURRENCY CONTRACT - NOK                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -271000 | NC      | $-27.07       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                           | CURRENCY CONTRACT - NOK                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -389566 | NC      | $1259.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                           | CURRENCY CONTRACT - NOK                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -209898 | NC      | $-2653.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                           | CURRENCY CONTRACT - NOK                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -228948 | NC      | $-4369.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                           | CURRENCY CONTRACT - NOK                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -137027 | NC      | $-215.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                           | CURRENCY CONTRACT - NOK                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -210959 | NC      | $453.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                           | CURRENCY CONTRACT - NZD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -164323 | NC      | $3284.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                           | CURRENCY CONTRACT - NZD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -914787 | NC      | $8965.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                           | CURRENCY CONTRACT - NZD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -233832 | NC      | $1800.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                           | CURRENCY CONTRACT - NZD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -174851 | NC      | $1331.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                           | CURRENCY CONTRACT - NZD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -341000 | NC      | $2200.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                           | CURRENCY CONTRACT - NZD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -161044 | NC      | $785.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                           | CURRENCY CONTRACT - NZD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -155951 | NC      | $3400.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                           | CURRENCY CONTRACT - NZD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1046000 | NC      | $1137.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                           | CURRENCY CONTRACT - PLN                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -279956 | NC      | $21450.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                           | CURRENCY CONTRACT - PLN                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -276343 | NC      | $12122.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                           | CURRENCY CONTRACT - PLN                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -220887 | NC      | $8478.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                           | CURRENCY CONTRACT - PLN                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -687560 | NC      | $10559.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                           | CURRENCY CONTRACT - SEK                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -71007 | NC      | $3861.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                           | CURRENCY CONTRACT - SEK                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -128532 | NC      | $4523.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                           | CURRENCY CONTRACT - SEK                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -333927 | NC      | $2195.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SGD                           | CURRENCY CONTRACT - SGD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -244292 | NC      | $2586.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SGD                           | CURRENCY CONTRACT - SGD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -906931 | NC      | $8730.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SGD                           | CURRENCY CONTRACT - SGD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -921107 | NC      | $7628.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TRY                           | CURRENCY CONTRACT - TRY                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -61960 | NC      | $888.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TRY                           | CURRENCY CONTRACT - TRY                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -68709 | NC      | $992.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TRY                           | CURRENCY CONTRACT - TRY                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -66796 | NC      | $793.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                           | CURRENCY CONTRACT - TWD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -297996 | NC      | $7054.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                           | CURRENCY CONTRACT - TWD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -60396 | NC      | $1575.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                           | CURRENCY CONTRACT - TWD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -78757 | NC      | $2175.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                           | CURRENCY CONTRACT - TWD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -245000 | NC      | $4333.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                           | CURRENCY CONTRACT - TWD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -100189 | NC      | $-1099.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                           | CURRENCY CONTRACT - TWD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -133382 | NC      | $-1047.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                           | CURRENCY CONTRACT - TWD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -108472 | NC      | $-1031.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -122058 | NC      | $-11662.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -216967 | NC      | $-18551.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -162240 | NC      | $-4830.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1228286 | NC      | $-8160.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1089986 | NC      | $-1073.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -71976 | NC      | $-5885.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -199654 | NC      | $-8042.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -24481068 | NC      | $-6219.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -83512 | NC      | $-6777.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -247908665 | NC      | $-11669.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -14163108 | NC      | $-2276.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -14691826 | NC      | $-2468.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -213263 | NC      | $-24790.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -12315537 | NC      | $-1384.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -252110 | NC      | $-20995.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -15422950 | NC      | $-2534.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -19442443 | NC      | $-2719.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -212118 | NC      | $-16301.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -220991 | NC      | $-12190.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -171370687 | NC      | $-5583.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -311468921 | NC      | $-11092.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1540845 | NC      | $-3607.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -168273633 | NC      | $-6586.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -78987 | NC      | $-3003.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -560028 | NC      | $-4376.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -12605678 | NC      | $918.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1008780 | NC      | $-531.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -195070 | NC      | $-9198.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2134887 | NC      | $-2122.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -205920689 | NC      | $-4535.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -223760 | NC      | $-9398.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -262214 | NC      | $-12621.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -212381 | NC      | $-12520.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -30657965 | NC      | $-1742.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -25740549 | NC      | $-309.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -159588 | NC      | $-6601.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2286531 | NC      | $-1865.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -311641 | NC      | $-2637.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -236792 | NC      | $-1461.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2117127 | NC      | $173.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1729877 | NC      | $-523.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -565395 | NC      | $-6772.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -8350015 | NC      | $84.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -183814500 | NC      | $-2199.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -127647 | NC      | $-5247.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -417788 | NC      | $-3565.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -569248 | NC      | $-7081.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -505416 | NC      | $-343.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -510787 | NC      | $-9759.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -635238 | NC      | $-24280.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -109452 | NC      | $-2316.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -109354 | NC      | $-2182.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -3855550 | NC      | $-2845.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -25181489 | NC      | $-2888.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1825517 | NC      | $-14538.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -11811739 | NC      | $-18252.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -239297 | NC      | $-1965.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1532319 | NC      | $-589.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -154976 | NC      | $-5255.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -63642015 | NC      | $-1456.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -29124168 | NC      | $-517.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -6341498 | NC      | $-5809.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1256759 | NC      | $-11.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -8751670 | NC      | $-8080.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -3503822 | NC      | $-1258.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -3741081 | NC      | $-1282.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -48924706 | NC      | $-6067.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -45815 | NC      | $-5.68        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -28189420 | NC      | $-110.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1409598 | NC      | $-59040.23    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -14473721 | NC      | $-16009.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -184121 | NC      | $-7662.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -3861977 | NC      | $-6181.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -4508032 | NC      | $-21761.39    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -335197 | NC      | $-3236.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -4988386 | NC      | $-5020.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -236286 | NC      | $-8821.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -94654512 | NC      | $-202.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -7498820 | NC      | $-614.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2442525 | NC      | $-23876.77    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2447656 | NC      | $-865.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -6217046 | NC      | $6.14         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1079639 | NC      | $-10929.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1098869 | NC      | $-359.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -886934 | NC      | $-4132.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1652930 | NC      | $-2460.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1242156 | NC      | $-104.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -89728 | NC      | $-1622.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -745293 | NC      | $-62.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -628224 | NC      | $-6375.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -98184 | NC      | $-3527.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -288274 | NC      | $-1341.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -362540 | NC      | $-14934.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -209803 | NC      | $-1277.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -164774 | NC      | $-6787.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -99746 | NC      | $-1986.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2308116 | NC      | $-2074.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1247114 | NC      | $-1245.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2660519 | NC      | $-2658.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -10540357 | NC      | $-16271.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -249159 | NC      | $-4185.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -340176516 | NC      | $250.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -207035 | NC      | $-4646.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -351764941 | NC      | $-2371.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -51705214 | NC      | $-244.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -48562955 | NC      | $-898.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -461112 | NC      | $-206.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2944731 | NC      | $-4909.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -197766 | NC      | $-8155.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -5869047 | NC      | $-9301.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -89921480 | NC      | $-1256.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -23659216 | NC      | $433.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -136500885 | NC      | $-829.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -122923 | NC      | $-2631.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -122965 | NC      | $-2588.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -509503 | NC      | $-3720.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -4126690 | NC      | $-36444.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -250669 | NC      | $-3259.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2386578 | NC      | $58.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2366486 | NC      | $-396.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2943720 | NC      | $-841.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -293311 | NC      | $-6353.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -173679353 | NC      | $-164.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -282360 | NC      | $-5310.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -264040 | NC      | $-773.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -31508805 | NC      | $503.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2262065 | NC      | $-442.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -102834 | NC      | $-1953.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2246116 | NC      | $623.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -4137392 | NC      | $-1756.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -494004 | NC      | $-9446.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2936747 | NC      | $-155.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -4066746 | NC      | $-29274.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -128470 | NC      | $-2960.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -187320 | NC      | $292.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -9241131 | NC      | $14.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -253223 | NC      | $-5774.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -208908 | NC      | $-1710.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -438777 | NC      | $-3656.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1042787 | NC      | $-19740.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -68783449 | NC      | $-383.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -131444 | NC      | $-2106.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -20401884 | NC      | $-1458.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -293350 | NC      | $-6400.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -354168 | NC      | $-1920.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -107051 | NC      | $-2737.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -169502 | NC      | $-4184.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -116071295 | NC      | $-3748.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -117406 | NC      | $-3038.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -185030 | NC      | $-426.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -319668 | NC      | $-8423.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -264365 | NC      | $-667.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -175982188 | NC      | $-1812.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -48088 | NC      | $-1167.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -300454 | NC      | $-4012.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -186458 | NC      | $-5765.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -169884042 | NC      | $-2557.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -37127 | NC      | $-1111.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -6536659 | NC      | $-507.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -91592 | NC      | $-2818.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -3700142 | NC      | $-40.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -7773818 | NC      | $-3814.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -182171985 | NC      | $-1748.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -218964 | NC      | $-2525.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -139608 | NC      | $-3661.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -187693 | NC      | $-1104.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -19869640 | NC      | $-3234.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -311641 | NC      | $-882.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -41386 | NC      | $-1072.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -441464 | NC      | $-3934.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -137069 | NC      | $-4429.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2129132 | NC      | $-459.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -381221 | NC      | $-5753.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -148143 | NC      | $-2300.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2429554 | NC      | $-610.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -465871 | NC      | $-2497.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1945393 | NC      | $-534.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -931537 | NC      | $-4843.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -29335328 | NC      | $-1563.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -307998134 | NC      | $-868.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2390086 | NC      | $-558.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -42574730 | NC      | $-1409.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -5710207 | NC      | $-208.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -159175 | NC      | $-2377.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -24284 | NC      | $-254.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -7586250 | NC      | $-3333.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -6535757 | NC      | $-5350.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -63984172 | NC      | $-3899.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2767554 | NC      | $-1711.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -565009 | NC      | $-4333.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -377907 | NC      | $-2753.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -340522 | NC      | $-2480.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -197800 | NC      | $-1407.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -679600 | NC      | $-1724.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -8379029 | NC      | $-134.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -202792 | NC      | $-1385.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -35402 | NC      | $87.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -102753066 | NC      | $-540.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -181774716 | NC      | $-977.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -3855550 | NC      | $850.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -45036 | NC      | $-288.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -67928491 | NC      | $-612.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                           | CURRENCY CONTRACT - USD                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -28411611 | NC      | $926.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                           | CURRENCY CONTRACT - ZAR                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -85457 | NC      | $483.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                           | CURRENCY CONTRACT - ZAR                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -92062 | NC      | $228.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                           | CURRENCY CONTRACT - ZAR                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -41789 | NC      | $58.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                           | CURRENCY CONTRACT - ZAR                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -136000 | NC      | $257.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD RALLIANT                                      | CFD RALLIANT CORP                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -386 | NC      | $-18717.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| International Monetary Market                     | FUT. C$ CCY. CME SEP25                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |          -1 | NC      | $-73680.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| International Monetary Market                     | FUT. EURO FX CU CME SEP25                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |        -158 | NC      | $-23376100.00 | -8.16%            |  |  |  | No            |                  1 | On Loan: No      |
| International Monetary Market                     | FUT. JPN YEN CU CME SEP25                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |         -48 | NC      | $-4196700.00  | -1.46%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION  | FUT. ICE SONIA SO3 DEC25                                                                                                                      | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |         154 | NC      | $50936607.19  | 17.78%            |  |  |  | No            |                  1 | On Loan: No      |
| International Monetary Market                     | FUT. AST DOLLAR SEP25                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | AU        |        -106 | NC      | $-6984870.00  | -2.44%            |  |  |  | No            |                  1 | On Loan: No      |
| International Monetary Market                     | FUT. BRITISH POUND SEP25                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | GB        |          -8 | NC      | $-686250.00   | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| International Monetary Market                     | FUT. IMM BRL AUG25                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | BR        |           2 | NC      | $36570.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| International Monetary Market                     | FUT. SWISS FRANC SEP25                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CH        |           2 | NC      | $318162.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| International Monetary Market                     | FUT. SA RAND SEP25                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | ZA        |          -1 | NC      | $-28100.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| International Monetary Market                     | FUT. IMM MEX PESO SEP25                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | MX        |          -5 | NC      | $-132250.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| International Monetary Market                     | FUT. IMM NZD SEP25                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | NZ        |          -9 | NC      | $-549945.00   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL        | SEP 25 ME 10Y CDN SEP 25                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |           3 | NC      | $268771.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures US futures                            | FUT. ICEUS SM US/NK SEP25                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | NO        |           1 | NC      | $99961.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures US futures                            | FUT. ICEUS SM US/SK SEP25                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | SE        |          -2 | NC      | $-199195.64   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | FUT. YR T-NOTES SEP25                                                                                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -22 | NC      | $-2466750.00  | -0.86%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | FUT. YR T-NOTES SEP25                                                                                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -48 | NC      | $-5382000.00  | -1.88%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | FUT. U.S. T-BONDS SEP25                                                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          21 | NC      | $2424843.75   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | FUT. CBT ULT TNOTE SEP25                                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -21 | NC      | $-2399578.13  | -0.84%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | FUT. CBT UL T-BONDS SEP25                                                                                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -12 | NC      | $-1429500.00  | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | SEP 25 5 YR T NOTESEP 25                                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         877 | NC      | $95593000.00  | 33.36%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION  | FUT SEP 25 LIF LONG GILT                                                                                                                      | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |          -1 | NC      | $-127697.63   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | SEP 25 US 2YR SEP 25                                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -294 | NC      | $-61158890.60 | -21.35%           |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                 | FUT. EURO-BUND EUX SEP25                                                                                                                      | CUSIP: 000000000<br>LEI: 529900UT4DG0LG5R9O07 | N/A              | DIR              | CORP              | DE        |           4 | NC      | $613240.82    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                 | FUT. EUX EURO-BTP SEP25                                                                                                                       | CUSIP: 000000000<br>LEI: 529900UT4DG0LG5R9O07 | N/A              | DIR              | CORP              | DE        |          -1 | NC      | $-142531.96   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                 | FUT. EUR FOAT SEP25                                                                                                                           | CUSIP: 000000000<br>LEI: 529900UT4DG0LG5R9O07 | N/A              | DIR              | CORP              | DE        |          -2 | NC      | $-291754.68   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| SWO EUR RCV 1.95 PAY EURI                         | SWO EUR RCV 1.95 PAY EURI                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     4470000 | NC      | $21165.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OPT. SUPER M C 49 19/9/25                         | OPT. SUPER M C 49 19/9/25                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -16 | NC      | $-11600.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO EUR RCV 2 PAY EURIB 6                         | SWO EUR RCV 2 PAY EURIB 6                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     4520000 | NC      | $32499.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO EUR RCV 2.05 PAY EURI                         | SWO EUR RCV 2.05 PAY EURI                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     4520000 | NC      | $27680.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO EUR RCV 2.25 PAY EURI                         | SWO EUR RCV 2.25 PAY EURI                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    11070000 | NC      | $82366.58     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO EUR RCV 2.45 PAY EURI                         | SWO EUR RCV 2.45 PAY EURI                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     2280000 | NC      | $30161.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO EUR RCV EURIB 6M PAY                          | SWO EUR RCV EURIB 6M PAY                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    -1330000 | NC      | $-17701.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO EUR RCV EURIB 6M PAY                          | SWO EUR RCV EURIB 6M PAY                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    -1320000 | NC      | $-9185.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO EUR RCV EURIB 6M PAY                          | SWO EUR RCV EURIB 6M PAY                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    -1330000 | NC      | $-10341.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO EUR RCV EURIB 6M PAY                          | SWO EUR RCV EURIB 6M PAY                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    -1030000 | NC      | $-44661.64    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO EUR RCV EURIB 6M PAY                          | SWO EUR RCV EURIB 6M PAY                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     -960000 | NC      | $-28627.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.62% 30-NOV-2029      | OIS_CCP USD RCV SOFR1D PAY 3.62% 30-NOV-2029                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    43210000 | OU      | $-439838.48   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP CAD RCV CORRA1D PAY 3.336725% 03-JUN-2055 | OIS_CCP CAD RCV CORRA1D PAY 3.336725% 03-JUN-2055                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |     4550000 | OU      | $17098.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP CAD RCV 3.394481% PAY CORRA1D 03-JUN-2035 | OIS_CCP CAD RCV 3.394481% PAY CORRA1D 03-JUN-2035                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |    16460000 | OU      | $15701.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP EUR RCV 1.8917% PAY ESTR1D 17-SEP-2025    | OIS_CCP EUR RCV 1.8917% PAY ESTR1D 17-SEP-2025                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |   344330000 | OU      | $-6526.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP AUD RCV 3.5% PAY BBSW3M 17-SEP-2027       | IRS_CCP AUD RCV 3.5% PAY BBSW3M 17-SEP-2027                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |     7310000 | OU      | $36186.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP JPY RCV 1.75% PAY TONAR1D 17-SEP-2055     | OIS_CCP JPY RCV 1.75% PAY TONAR1D 17-SEP-2055                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | JP        |   815000000 | OU      | $-599779.50   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP CAD RCV 2.75% PAY CORRA1D 17-SEP-2027     | OIS_CCP CAD RCV 2.75% PAY CORRA1D 17-SEP-2027                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |    52140000 | OU      | $220436.86    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP PLN RCV WIBOR6M PAY 4.25% 17-SEP-2027     | IRS_CCP PLN RCV WIBOR6M PAY 4.25% 17-SEP-2027                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | PL        |    39790000 | OU      | $-16557.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP NZD RCV 3.75% PAY BBR3M 17-SEP-2030       | IRS_CCP NZD RCV 3.75% PAY BBR3M 17-SEP-2030                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | NZ        |    16710000 | OU      | $66335.53     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP AUD RCV BBSW6M PAY 4.5% 17-SEP-2035       | IRS_CCP AUD RCV BBSW6M PAY 4.5% 17-SEP-2035                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |      230000 | OU      | $-5064.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP NZD RCV 4.25% PAY BBR3M 17-SEP-2035       | IRS_CCP NZD RCV 4.25% PAY BBR3M 17-SEP-2035                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | NZ        |     9220000 | OU      | $64363.02     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP JPY RCV TONAR1D PAY 1.25% 17-SEP-2035     | OIS_CCP JPY RCV TONAR1D PAY 1.25% 17-SEP-2035                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | JP        |  2655000000 | OU      | $-27078.03    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP JPY RCV TONAR1D PAY 1% 17-SEP-2030        | OIS_CCP JPY RCV TONAR1D PAY 1% 17-SEP-2030                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | JP        | 10519070000 | OU      | $-269972.06   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP AUD RCV BBSW3M PAY 3.75% 17-SEP-2027      | IRS_CCP AUD RCV BBSW3M PAY 3.75% 17-SEP-2027                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |   101000000 | OU      | $-818922.00   | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV 3.367623% PAY SOFR1D 23-JUN-2028  | OIS_CCP USD RCV 3.367623% PAY SOFR1D 23-JUN-2028                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    50360000 | OU      | $68559.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.599954% 23-JUN-2030  | OIS_CCP USD RCV SOFR1D PAY 3.599954% 23-JUN-2030                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    53070000 | OU      | $-129134.70   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV 4.098119% PAY SOFR1D 24-JUN-2035  | OIS_CCP USD RCV 4.098119% PAY SOFR1D 24-JUN-2035                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    12930000 | OU      | $46534.94     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP THB RCV THBRO1D PAY 2% 17-SEP-2030        | OIS_CCP THB RCV THBRO1D PAY 2% 17-SEP-2030                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |   208550000 | OU      | $-226113.78   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP GBP RCV 0.308% PAY SONIA1D 17-JUN-2030    | OIS_CCP GBP RCV 0.308% PAY SONIA1D 17-JUN-2030                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |       10000 | OU      | $-2074.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP GBP RCV 0.4% PAY SONIA1D 17-JUN-2040      | OIS_CCP GBP RCV 0.4% PAY SONIA1D 17-JUN-2040                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |       10000 | OU      | $-5897.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV EURIB6M PAY 2% 17-MAY-2053        | IRS_CCP EUR RCV EURIB6M PAY 2% 17-MAY-2053                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     3625548 | OU      | $305929.17    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV EURIB6M PAY 2.5% 10-NOV-2053      | IRS_CCP EUR RCV EURIB6M PAY 2.5% 10-NOV-2053                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     2841140 | OU      | $88621.14     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV 2.5% PAY EURIB6M 14-MAY-2028      | IRS_CCP EUR RCV 2.5% PAY EURIB6M 14-MAY-2028                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    10120178 | OU      | $87631.63     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP JPY RCV 2.16% PAY TONAR1D 02-AUG-2044     | OIS_CCP JPY RCV 2.16% PAY TONAR1D 02-AUG-2044                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | JP        |  1825140000 | OU      | $-410875.33   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP JPY RCV TONAR1D PAY 1.295% 02-AUG-2034    | OIS_CCP JPY RCV TONAR1D PAY 1.295% 02-AUG-2034                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | JP        |  1621248612 | OU      | $46441.42     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP ZAR RCV 10.5% PAY JIBAR3M 18-DEC-2034     | IRS_CCP ZAR RCV 10.5% PAY JIBAR3M 18-DEC-2034                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | ZA        |   129130000 | OU      | $169864.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV EURIB6M PAY 2.18% 20-NOV-2027     | IRS_CCP EUR RCV EURIB6M PAY 2.18% 20-NOV-2027                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |   165240000 | OU      | $-123285.87   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV 2.143% PAY EURIB3M 20-NOV-2027    | IRS_CCP EUR RCV 2.143% PAY EURIB3M 20-NOV-2027                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |   165240000 | OU      | $211031.60    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP THB RCV 1.75% PAY THBRO1D 17-SEP-2027     | OIS_CCP THB RCV 1.75% PAY THBRO1D 17-SEP-2027                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    43410000 | OU      | $15200.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP COP RCV 8.75% PAY COOVI1D 17-SEP-2030     | OIS_CCP COP RCV 8.75% PAY COOVI1D 17-SEP-2030                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        | 10224120000 | OU      | $3683.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP INR RCV 6% PAY MIBOR1D 17-SEP-2027        | OIS_CCP INR RCV 6% PAY MIBOR1D 17-SEP-2027                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |  1200690000 | OU      | $121048.90    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP COP RCV COOVI1D PAY 8.25% 17-SEP-2027     | OIS_CCP COP RCV COOVI1D PAY 8.25% 17-SEP-2027                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        | 22898410000 | OU      | $6466.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP CNY RCV 1.5% PAY CNRR07D 17-SEP-2027      | IRS_CCP CNY RCV 1.5% PAY CNRR07D 17-SEP-2027                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |   209000000 | OU      | $24853.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP CZK RCV 3.5% PAY PRBOR6M 17-SEP-2027      | IRS_CCP CZK RCV 3.5% PAY PRBOR6M 17-SEP-2027                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CZ        |    45350000 | OU      | $-938.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP MXN RCV 8.75% PAY MXIBTIEF1D 05-SEP-2035  | OIS_CCP MXN RCV 8.75% PAY MXIBTIEF1D 05-SEP-2035                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | MX        |    37390000 | OU      | $84942.40     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP HUF RCV 6.75% PAY BUBOR6M 17-SEP-2035     | IRS_CCP HUF RCV 6.75% PAY BUBOR6M 17-SEP-2035                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | HU        |   184070000 | OU      | $7650.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP MXN RCV 8.25% PAY MXIBTIEF1D 15-SEP-2027  | OIS_CCP MXN RCV 8.25% PAY MXIBTIEF1D 15-SEP-2027                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | MX        |    52500000 | OU      | $41142.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP ZAR RCV JIBAR3M PAY 7.5% 17-SEP-2027      | IRS_CCP ZAR RCV JIBAR3M PAY 7.5% 17-SEP-2027                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | ZA        |    72440000 | OU      | $-42781.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP COP RCV 9.25% PAY COOVI1D 17-SEP-2035     | OIS_CCP COP RCV 9.25% PAY COOVI1D 17-SEP-2035                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |  3397910000 | OU      | $-2441.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP CLP RCV 5.75% PAY CAMAR1D 17-SEP-2035     | OIS_CCP CLP RCV 5.75% PAY CAMAR1D 17-SEP-2035                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |  2084110000 | OU      | $111018.59    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP CNY RCV CNRR07D PAY 1.5% 17-SEP-2030      | IRS_CCP CNY RCV CNRR07D PAY 1.5% 17-SEP-2030                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    70390000 | OU      | $-11761.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP ZAR RCV 9.25% PAY JIBAR3M 17-SEP-2035     | IRS_CCP ZAR RCV 9.25% PAY JIBAR3M 17-SEP-2035                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | ZA        |    34530000 | OU      | $105242.68    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP KRW RCV 2.5% PAY KWCDC3M 17-SEP-2027      | IRS_CCP KRW RCV 2.5% PAY KWCDC3M 17-SEP-2027                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |  1667040000 | OU      | $3045.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP PLN RCV 4.75% PAY WIBOR6M 17-SEP-2027     | IRS_CCP PLN RCV 4.75% PAY WIBOR6M 17-SEP-2027                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | PL        |    16950000 | OU      | $50628.69     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP CLP RCV 5.5% PAY CAMAR1D 17-SEP-2027      | OIS_CCP CLP RCV 5.5% PAY CAMAR1D 17-SEP-2027                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |   934020000 | OU      | $21880.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.6% 30-NOV-2029       | OIS_CCP USD RCV SOFR1D PAY 3.6% 30-NOV-2029                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    53900000 | OU      | $-506438.47   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP HUF RCV 6.25% PAY BUBOR6M 17-SEP-2027     | IRS_CCP HUF RCV 6.25% PAY BUBOR6M 17-SEP-2027                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | HU        |  2383950000 | OU      | $36027.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP EUR RCV 2.53% PAY ESTR1D 19-MAR-2056      | OIS_CCP EUR RCV 2.53% PAY ESTR1D 19-MAR-2056                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     3220000 | OU      | $-119870.49   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV EURIB6M PAY 2.61% 19-MAR-2056     | IRS_CCP EUR RCV EURIB6M PAY 2.61% 19-MAR-2056                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     3220000 | OU      | $133885.25    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP MXN RCV 8.5% PAY MXIBTIEF1D 11-SEP-2030   | OIS_CCP MXN RCV 8.5% PAY MXIBTIEF1D 11-SEP-2030                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | MX        |    76030000 | OU      | $129982.11    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP ZAR RCV 8% PAY JIBAR3M 17-SEP-2030        | IRS_CCP ZAR RCV 8% PAY JIBAR3M 17-SEP-2030                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | ZA        |    71530000 | OU      | $105986.58    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP NOK RCV NIBOR6M PAY 4.25% 17-SEP-2035     | IRS_CCP NOK RCV NIBOR6M PAY 4.25% 17-SEP-2035                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | NO        |    57310000 | OU      | $-228866.95   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP GBP RCV 3.5% PAY SONIA1D 17-SEP-2027      | OIS_CCP GBP RCV 3.5% PAY SONIA1D 17-SEP-2027                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |     1510000 | OU      | $-1537.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.5% 17-SEP-2027       | OIS_CCP USD RCV SOFR1D PAY 3.5% 17-SEP-2027                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |      120000 | OU      | $-329.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP CZK RCV PRBOR6M PAY 3.75% 19-MAR-2035     | IRS_CCP CZK RCV PRBOR6M PAY 3.75% 19-MAR-2035                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CZ        |    33150000 | OU      | $13474.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP BRL RCV BZDIO1D PAY 13.75% 04-JAN-2027    | OIS_CCP BRL RCV BZDIO1D PAY 13.75% 04-JAN-2027                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    17106279 | OU      | $14524.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV 2.325% PAY EURIB6M 25-FEB-2029    | IRS_CCP EUR RCV 2.325% PAY EURIB6M 25-FEB-2029                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     9423961 | OU      | $4501.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV 3.845191% PAY SOFR1D 21-MAY-2032  | OIS_CCP USD RCV 3.845191% PAY SOFR1D 21-MAY-2032                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     8410000 | OU      | $113500.44    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 4.21304% 21-MAY-2055   | OIS_CCP USD RCV SOFR1D PAY 4.21304% 21-MAY-2055                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     4850000 | OU      | $-44569.51    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP BRL RCV 13.25% PAY BZDIO1D 02-JAN-2029    | OIS_CCP BRL RCV 13.25% PAY BZDIO1D 02-JAN-2029                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    25786323 | OU      | $30619.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV 3.62% PAY SOFR1D 30-JUN-2027      | OIS_CCP USD RCV 3.62% PAY SOFR1D 30-JUN-2027                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    56550000 | OU      | $218666.97    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV 1.5% PAY EURIB6M 17-SEP-2027      | IRS_CCP EUR RCV 1.5% PAY EURIB6M 17-SEP-2027                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     4660000 | OU      | $-53707.83    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP CHF RCV 0.5% PAY SARON1D 17-SEP-2035      | OIS_CCP CHF RCV 0.5% PAY SARON1D 17-SEP-2035                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CH        |      380000 | OU      | $-2428.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP CAD RCV 2.5% PAY CORRA1D 17-SEP-2027      | OIS_CCP CAD RCV 2.5% PAY CORRA1D 17-SEP-2027                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |     1370000 | OU      | $939.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV EURIB6M PAY 2.5% 17-SEP-2075      | IRS_CCP EUR RCV EURIB6M PAY 2.5% 17-SEP-2075                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     1150000 | OU      | $66921.23     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP CAD RCV 3% PAY CORRA1D 17-SEP-2035        | OIS_CCP CAD RCV 3% PAY CORRA1D 17-SEP-2035                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |     2460000 | OU      | $2228.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP NOK RCV 4.25% PAY NIBOR6M 17-SEP-2027     | IRS_CCP NOK RCV 4.25% PAY NIBOR6M 17-SEP-2027                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | NO        |   334150000 | OU      | $308891.33    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV 2% PAY EURIB6M 17-SEP-2045        | IRS_CCP EUR RCV 2% PAY EURIB6M 17-SEP-2045                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     2260000 | OU      | $-338416.81   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV 2% PAY EURIB6M 17-SEP-2035        | IRS_CCP EUR RCV 2% PAY EURIB6M 17-SEP-2035                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     2900000 | OU      | $-188756.49   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.75% 17-SEP-2035      | OIS_CCP USD RCV SOFR1D PAY 3.75% 17-SEP-2035                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     2290000 | OU      | $-12715.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP CAD RCV 2.75% PAY CORRA1D 17-SEP-2030     | OIS_CCP CAD RCV 2.75% PAY CORRA1D 17-SEP-2030                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |     7500000 | OU      | $31261.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.75% 17-SEP-2027      | OIS_CCP USD RCV SOFR1D PAY 3.75% 17-SEP-2027                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    56940000 | OU      | $-427698.55   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP EUR RCV 2% PAY ESTR1D 17-SEP-2027         | OIS_CCP EUR RCV 2% PAY ESTR1D 17-SEP-2027                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     4050000 | OU      | $20886.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP GBP RCV 3.75% PAY SONIA1D 17-SEP-2030     | OIS_CCP GBP RCV 3.75% PAY SONIA1D 17-SEP-2030                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |     9850000 | OU      | $62849.03     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV EURIB6M PAY 1.75% 17-SEP-2055     | IRS_CCP EUR RCV EURIB6M PAY 1.75% 17-SEP-2055                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     2890000 | OU      | $706700.03    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP GBP RCV 3.75% PAY SONIA1D 17-SEP-2027     | OIS_CCP GBP RCV 3.75% PAY SONIA1D 17-SEP-2027                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |    38470000 | OU      | $209142.32    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP GBP RCV 3.75% PAY SONIA1D 17-SEP-2035     | OIS_CCP GBP RCV 3.75% PAY SONIA1D 17-SEP-2035                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |     1700000 | OU      | $-47710.12    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV 2% PAY EURIB6M 17-SEP-2030        | IRS_CCP EUR RCV 2% PAY EURIB6M 17-SEP-2030                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    10880000 | OU      | $-176009.74   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP SEK RCV 2.25% PAY STBOR3M 17-SEP-2027     | IRS_CCP SEK RCV 2.25% PAY STBOR3M 17-SEP-2027                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | SE        |   345660000 | OU      | $279299.95    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP SEK RCV 2.75% PAY STBOR3M 17-SEP-2035     | IRS_CCP SEK RCV 2.75% PAY STBOR3M 17-SEP-2035                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | SE        |    27340000 | OU      | $51157.03     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP JPY RCV TONAR1D PAY 0.75% 17-SEP-2027     | OIS_CCP JPY RCV TONAR1D PAY 0.75% 17-SEP-2027                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | JP        |  3239000000 | OU      | $9556.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-30

**Name of Applicant:** GuideStone Funds

**Signature:** Patrick Pattison

**Name of Signer:** Patrick Pattison

**Title:** Vice President & Treasurer