# EDGAR Filing Document

**Accession Number:** 0001131013
**File Stem:** 0001145549-23-008737
**Filing Date:** 2023-2
**Character Count:** 712009
**Document Hash:** 5e909a3b06498fda7014ab873553729a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-008737.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001145549-23-008737

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230223

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GuideStone Funds
- **CENTRAL INDEX KEY:** 0001131013
- **IRS NUMBER:** 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:** 23659014

**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:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-30

**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:** $338330043.00

**Total Liabilities:** $51142986.88

**Net Assets:** $287187056.12

**Delayed Delivery Securities:** $13425762.92

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.000000000000 | **1-Year:** 27.622007525278 | **5-Year:** 41.956048571921 | **10-Year:** 315.034257810844 | **30-Year:** 5459.513747585231

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

- **3-Month:** 135.483685731212 | **1-Year:** 2274.543415945142 | **5-Year:** 3906.927707356119 | **10-Year:** 99.019294122136 | **30-Year:** 52.194616624932

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000183274 | 1.08%                | 0.29%                | -0.66%               |
| Class ID C000183275 | 0.99%                | 0.29%                | -0.62%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1442325.23             | $3261160.94                                |
| Month 2  | $187573.23               | $3542056.71                                |
| Month 3  | $271445.18               | $-2091063.62                               |

**Designated Index Information**

- **Index Name:** BBG T-Bill 1-3 Month Index

- **Index Identifier:** LTBILL1-3M

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Cognex Corp                                     | Cognex Corp COM USD0.002                                                                                                                               | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |         944 | NS      | $44471.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc.                                       | eBay Inc. COM USD0.001                                                                                                                                 | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |        4358 | NS      | $180726.26    | 0.06%             |  |  |  | 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        |          39 | NS      | $9676.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hartford Financial Services Group, Inc.     | The Hartford Financial Services Group, Inc. COM USD0.01                                                                                                | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |        2040 | NS      | $154693.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corporation                      | Kimberly-Clark Corporation COM USD1.25                                                                                                                 | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |         715 | NS      | $97061.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kroger Co.                                  | The Kroger Co. COM USD1.00                                                                                                                             | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |       11127 | NS      | $496041.66    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana Pacific Corporation                   | Louisiana Pacific Corporation COM USD1.00                                                                                                              | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |        3060 | NS      | $181152.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowes Companies, Inc.                           | Lowes Companies, Inc. COM USD0.50                                                                                                                      | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |        2150 | NS      | $428366.00    | 0.15%             |  |  |  | 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        |        1142 | NS      | $188978.16    | 0.07%             |  |  |  | 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        |         851 | NS      | $125122.53    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| National Instruments Corp.                      | National Instruments Corp. COM USD0.01                                                                                                                 | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |         940 | NS      | $34686.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corporation                               | Nucor Corporation COM USD0.40                                                                                                                          | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |        2806 | NS      | $369858.86    | 0.13%             |  |  |  | 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        |        2972 | NS      | $186582.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corporation                    | Costco Wholesale Corporation COM USD0.01                                                                                                               | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |         384 | NS      | $175296.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| The Procter & Gamble Company                    | The Procter & Gamble Company COM NPV                                                                                                                   | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |        1391 | NS      | $210819.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co.                   | Reliance Steel & Aluminum Co. COM NPV                                                                                                                  | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |        2542 | NS      | $514602.48    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation, Inc.                                | AutoNation, Inc. COM USD0.01                                                                                                                           | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         188 | NS      | $20172.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc.                  | Selective Insurance Group Inc. COM USD2                                                                                                                | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |         988 | NS      | $87546.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corporation                               | Sysco Corporation COM USD1                                                                                                                             | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |         377 | NS      | $28821.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's, Inc.                                    | Macy's, Inc. COM USD0.01                                                                                                                               | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |       12605 | NS      | $260293.25    | 0.09%             |  |  |  | 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        |        1155 | NS      | $132744.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Mosaic Company                              | The Mosaic Company COM USD0.01                                                                                                                         | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |       10726 | NS      | $470549.62    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                                 | Ulta Beauty Inc COM STK USD0.01                                                                                                                        | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |         638 | NS      | $299266.66    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG TRIPADVIS                       | CFD_EQS GOLDUS33 B6ZC3N6                                                                                                                               | CUSIP: 896945201<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        4136 | NC      | $74365.28     | 0.03%             |  |  |  | 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        |       -1509 | NC      | $-97104.15    | -0.03%            |  |  |  | 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        |       -3001 | NC      | $-92190.72    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG POST HOLD                       | CFD_EQS GOLDUS33 B6T0518                                                                                                                               | CUSIP: 737446104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3183 | NC      | $-287297.58   | -0.10%            |  |  |  | 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        |         232 | NC      | $76035.68     | 0.03%             |  |  |  | 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        |      -13948 | NC      | $-223865.40   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MEDTRONIC                       | CFD_EQS GOLDUS33 BTN1Y11                                                                                                                               | CUSIP: G5960L103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1693 | NC      | $131579.96    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CVS HEALT                       | CFD_EQS GOLDUS33 2577609                                                                                                                               | CUSIP: 126650100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2657 | NC      | $247605.83    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Old Republic International Corporation          | Old Republic International Corporation COM USD1                                                                                                        | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |       12853 | NS      | $310399.95    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc.                            | Silgan Holdings Inc. COM USD0.01                                                                                                                       | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |         791 | NS      | $41005.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp                                        | RLI Corp COM USD1.00                                                                                                                                   | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |        3375 | NS      | $443036.25    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold, Inc.                                | Royal Gold, Inc. COM USD0.01                                                                                                                           | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |         788 | NS      | $88823.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG ALLISON T                       | CFD_EQS GOLDUS33 B4PZ892                                                                                                                               | CUSIP: 01973R101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        7683 | NC      | $319612.80    | 0.11%             |  |  |  | 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        |        1261 | NC      | $131244.88    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| The Sherwin-Williams Company                    | The Sherwin-Williams Company COM USD1                                                                                                                  | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |         425 | NS      | $100865.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics, Inc.                            | Steel Dynamics, Inc. COM STK USD0.01                                                                                                                   | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |        4937 | NS      | $482344.90    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG SENSATA T                       | CFD_EQS GOLDUS33 BFMBMT8                                                                                                                               | CUSIP: G8060N102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -7830 | NC      | $-316175.40   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Tractor Supply Co                               | Tractor Supply Co COM USD0.008                                                                                                                         | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |         431 | NS      | $96962.07     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                                     | Trimble Inc COM NPV                                                                                                                                    | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |        1796 | NS      | $90805.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corp                      | Sensient Technologies Corp COM USD0.10                                                                                                                 | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |        1265 | NS      | $92243.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology, Inc.                    | Vishay Intertechnology, Inc. COM USD0.10                                                                                                               | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |       20478 | NS      | $441710.46    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                     | Walmart Inc COM USD0.10                                                                                                                                | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |        2085 | NS      | $295632.15    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Incorporation                   | Williams-Sonoma Incorporation COM USD0.01                                                                                                              | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |        3939 | NS      | $452669.88    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd                             | TE Connectivity Ltd COM CHF0.57                                                                                                                        | CUSIP: H84989104<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | CH        |        1454 | NS      | $166919.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AXIS Capital Holdings Limited                   | AXIS Capital Holdings Limited COM USD0.0125                                                                                                            | CUSIP: G0692U109<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |         636 | NS      | $34452.12     | 0.01%             |  |  |  | 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        |        2462 | NS      | $198461.82    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc.                                     | Belden Inc. COM USD0.01                                                                                                                                | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |        2077 | NS      | $149336.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmarket Corporation                           | Newmarket Corporation COM NPV                                                                                                                          | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |         367 | NS      | $114177.37    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corporation                            | Westlake Corporation COM USD0.01                                                                                                                       | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |        2313 | NS      | $237175.02    | 0.08%             |  |  |  | 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        |        3775 | NS      | $313438.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corporation                            | Celanese Corporation COM USD0.0001                                                                                                                     | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |          87 | NS      | $8894.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corporation                            | Huntsman Corporation COM USD0.01                                                                                                                       | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |       11946 | NS      | $328276.08    | 0.11%             |  |  |  | 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        |        5933 | NS      | $505491.60    | 0.18%             |  |  |  | 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        |         855 | NS      | $115536.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corporation                      | Dollar General Corporation COM USD0.875                                                                                                                | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |        1146 | NS      | $282202.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WestRock Company                                | WestRock Company COM USD0.01                                                                                                                           | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |        5626 | NS      | $197810.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Limited                                   | Chubb Limited ORD CHF24.15                                                                                                                             | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |         518 | NS      | $114270.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Victorias Secret and Co                         | Victorias Secret and Co COMMON STOCK                                                                                                                   | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |        2682 | NS      | $95961.96     | 0.03%             |  |  |  | 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        |         921 | NS      | $31332.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Leslie's Inc.                                   | Leslie's Inc. COM                                                                                                                                      | CUSIP: 527064109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5774 | NS      | $70500.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics, Inc.                         | Arrow Electronics, Inc. COM USD1                                                                                                                       | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |         766 | NS      | $80100.62     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Erie Indemnity Co                               | Erie Indemnity Co CLASS'A' COM STK NPV                                                                                                                 | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |        1185 | NS      | $294733.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                         | Aon PLC COM USD0.01 CL A                                                                                                                               | CUSIP: G0403H108<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |         195 | NS      | $58527.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                           | Bath & Body Works Inc COM                                                                                                                              | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |        1602 | NS      | $67508.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                     | Corteva Inc COM USD0.01                                                                                                                                | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |         940 | NS      | $55253.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chewy Inc                                       | Chewy Inc COM USD0.01 CL A                                                                                                                             | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |        2986 | NS      | $110720.88    | 0.04%             |  |  |  | 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        |        2929 | NS      | $110188.98    | 0.04%             |  |  |  | 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        |        4677 | NS      | $125156.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corporation                            | Ingevity Corporation COM USD0.01                                                                                                                       | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |         333 | NS      | $23456.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Floor And Decor Holding Incorporation           | Floor And Decor Holding Incorporation COM USD0.001 CL A                                                                                                | CUSIP: 339750101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         611 | NS      | $42543.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Chemours Company LLC                        | The Chemours Company LLC COM USD0.01 WI                                                                                                                | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |        2026 | NS      | $62036.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions Inc                           | Element Solutions Inc COM USD0.01                                                                                                                      | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |       13301 | NS      | $241945.19    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor PLC                                       | Amcor PLC COM USD0.01                                                                                                                                  | CUSIP: G0250X107<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |        5857 | NS      | $69756.87     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ubiquiti Inc                                    | Ubiquiti Inc COM USD0.001                                                                                                                              | CUSIP: 90353W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         296 | NS      | $80964.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies, Inc.                     | Keysight Technologies, Inc. COM USD0.01 WD                                                                                                             | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |        2029 | NS      | $347101.03    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc                                        | Etsy Inc USD0.001                                                                                                                                      | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |        2095 | NS      | $250939.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Olaplex Holdings Inc                            | Olaplex Holdings Inc COM                                                                                                                               | CUSIP: 679369108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8167 | NS      | $42550.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG WILEY (JO                       | CFD_EQS GOLDUS33 2965668                                                                                                                               | CUSIP: 968223206<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         606 | NC      | $24276.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ICU MEDIC                       | CFD_EQS GOLDUS33 2451918                                                                                                                               | CUSIP: 44930G107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1535 | NC      | $-241731.80   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MOHAWK IN                       | CFD_EQS GOLDUS33 2598699                                                                                                                               | CUSIP: 608190104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1568 | NC      | $-160280.96   | -0.06%            |  |  |  | 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        |         981 | NC      | $68915.25     | 0.02%             |  |  |  | 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        |        3816 | NC      | $412280.64    | 0.14%             |  |  |  | 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        |      -10680 | NC      | $-269670.00   | -0.09%            |  |  |  | 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        |         329 | NC      | $156077.60    | 0.05%             |  |  |  | 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        |        1086 | NC      | $175410.72    | 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        |         654 | NC      | $138595.68    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG INTEGRA L                       | CFD_EQS GOLDUS33 2248693                                                                                                                               | CUSIP: 457985208<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1009 | NC      | $56574.63     | 0.02%             |  |  |  | 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        |       -5034 | NC      | $-293079.48   | -0.10%            |  |  |  | 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        |       -1788 | NC      | $-133509.96   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MSC INDUS                       | CFD_EQS GOLDUS33 2567655                                                                                                                               | CUSIP: 553530106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1395 | NC      | $113971.50    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG STERICYCL                       | CFD_EQS GOLDUS33 2860826                                                                                                                               | CUSIP: 858912108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4124 | NC      | $-205746.36   | -0.07%            |  |  |  | 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        |      -13131 | NC      | $-274306.59   | -0.10%            |  |  |  | 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        |       10624 | NC      | $410830.08    | 0.14%             |  |  |  | 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        |        -368 | NC      | $-34731.84    | -0.01%            |  |  |  | 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        |        1221 | NC      | $82515.18     | 0.03%             |  |  |  | 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        |        -492 | NC      | $-45047.52    | -0.02%            |  |  |  | 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        |        -929 | NC      | $-35041.88    | -0.01%            |  |  |  | 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        |        1615 | NC      | $331785.60    | 0.12%             |  |  |  | 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        |        4001 | NC      | $145276.31    | 0.05%             |  |  |  | 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        |         544 | NC      | $60345.92     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CDW Corp                                        | CDW Corp COM USD0.01                                                                                                                                   | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |         898 | NS      | $160364.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Inds Inc                                | PATK 1 02/01/23                                                                                                                                        | CUSIP: 703343AB9<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |      244000 | PA      | $244146.40    | 0.09%             | 2023-02-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Herbalife Nutrition Ltd                         | Herbalife Nutrition Ltd 2.625% SNR CONV PIDI NTS 15/03/2024 USD (144A)                                                                                 | CUSIP: 42703MAC7<br>LEI: 549300BA7TYPBSZZIA41 | Long             | DBT              | CORP              | KY        |      472000 | PA      | $436364.00    | 0.15%             | 2024-03-15      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| KKR Real Estate Finance Trust Inc.              | KREF 6.125 05/15/23                                                                                                                                    | CUSIP: 48251KAB6<br>LEI: 549300K23AYZDZ2REL62 | Long             | DBT              | CORP              | US        |      525000 | PA      | $517870.40    | 0.18%             | 2023-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Company               | PXD 0.25 05/15/25                                                                                                                                      | CUSIP: 723787AP2<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |      110000 | PA      | $257070.00    | 0.09%             | 2025-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| DigitalBridge Group Inc                         | DBRG 5 04/15/23                                                                                                                                        | CUSIP: 19624RAA4<br>LEI: 549300XG87L902AGBO89 | Long             | DBT              | CORP              | US        |      399000 | PA      | $395010.00    | 0.14%             | 2023-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Exact Sciences Corporation                      | EXAS 0.375 03/15/27                                                                                                                                    | CUSIP: 30063PAB1<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |      760000 | PA      | $630800.00    | 0.22%             | 2027-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Ligand Pharmaceuticals Incorporated             | LGND 0.75 05/15/23                                                                                                                                     | CUSIP: 53220KAF5<br>LEI: 5493008K7TB0IKP37H79 | Long             | DBT              | CORP              | US        |      394000 | PA      | $385381.25    | 0.13%             | 2023-05-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Cheesecake Factory Inc                          | CAKE 0.375 06/15/26                                                                                                                                    | CUSIP: 163072AA9<br>LEI: 529900872XMLK10SY247 | Long             | DBT              | CORP              | US        |      404000 | PA      | $333047.50    | 0.12%             | 2026-06-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Splunk Inc                                      | SPLK 1.125 06/15/27                                                                                                                                    | CUSIP: 848637AF1<br>LEI: 549300XGDSGBP6UEI867 | Long             | DBT              | CORP              | US        |      355000 | PA      | $301324.00    | 0.10%             | 2027-06-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                    | B 0 01/12/23                                                                                                                                           | CUSIP: 912796XR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4300000 | PA      | $4296272.42   | 1.50%             | 2023-01-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FMC Corporation                                 | FMC Corporation COM USD0.10                                                                                                                            | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |         270 | NS      | $33696.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises Inc.                        | Nu Skin Enterprises Inc. CLASS'A'COM USD0.001                                                                                                          | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |        6777 | NS      | $285718.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills                    | B 0 01/05/23                                                                                                                                           | CUSIP: 912796X95<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4300000 | PA      | $4299132.84   | 1.50%             | 2023-01-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Murphy USA Inc.                                 | Murphy USA Inc. COM USD0.01                                                                                                                            | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |         660 | NS      | $184496.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate Finance, Inc.     | ARI 5.375 10/15/23                                                                                                                                     | CUSIP: 03762UAC9<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              | CORP              | US        |     1096000 | PA      | $1076820.00   | 0.37%             | 2023-10-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| I3 Verticals LLC                                | IIIV 1 02/15/25                                                                                                                                        | CUSIP: 44933TAB2<br>LEI: 549300VET627YPCK1T69 | Long             | DBT              | CORP              | US        |      436000 | PA      | $395670.00    | 0.14%             | 2025-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Arista Networks Inc                             | Arista Networks Inc COM USD0.0001                                                                                                                      | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |        2257 | NS      | $273886.95    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| New Relic Inc                                   | NEWR 0.5 05/01/23                                                                                                                                      | CUSIP: 64829BAB6<br>LEI: 549300AB8FY2HQILL804 | Long             | DBT              | CORP              | US        |      336000 | PA      | $329448.00    | 0.11%             | 2023-05-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                    | B 0 01/26/23                                                                                                                                           | CUSIP: 912796S34<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4300000 | PA      | $4289353.14   | 1.49%             | 2023-01-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                    | B 0 02/23/23                                                                                                                                           | CUSIP: 912796T33<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4300000 | PA      | $4274152.29   | 1.49%             | 2023-02-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                    | B 0 02/16/23                                                                                                                                           | CUSIP: 912796YA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5300000 | PA      | $5273675.93   | 1.84%             | 2023-02-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sunnova Energy International Incorporation      | NOVA 2.625 02/15/28                                                                                                                                    | CUSIP: 86745KAG9<br>LEI: 549300JK1Y1VVC3JU540 | Long             | DBT              | CORP              | US        |      199000 | PA      | $161687.50    | 0.06%             | 2028-02-15      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Guidestone Fds                                  | Guidestone Fds MONEY MKT INSTL                                                                                                                         | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |     3141944 | NS      | $3141944.08   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SFL Corporation Ltd                             | SFL 4.875 05/01/23                                                                                                                                     | CUSIP: 824689AG8<br>LEI: 549300RLYYPSB0C7RH77 | Long             | DBT              | CORP              | BM        |      227000 | PA      | $223765.25    | 0.08%             | 2023-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Lendingtree Inc                                 | TREE 0.5 07/15/25                                                                                                                                      | CUSIP: 52603BAD9<br>LEI: 549300ISY5YHUJZTON08 | Long             | DBT              | CORP              | US        |      892000 | PA      | $653479.20    | 0.23%             | 2025-07-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                    | B 0 01/19/23                                                                                                                                           | CUSIP: 912796XS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4800000 | PA      | $4792288.01   | 1.67%             | 2023-01-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GDS Holdings Ltd.                               | GDSHDG 2 06/01/25                                                                                                                                      | CUSIP: 36165LAB4<br>LEI: 391200MGV8DDCHTN2R77 | Long             | DBT              | CORP              | KY        |      237000 | PA      | $227668.13    | 0.08%             | 2025-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Rwt Holdings Inc                                | RWT 5.75 10/01/25                                                                                                                                      | CUSIP: 749772AD1<br>LEI: Z31FN4C0IQMCYFAEUP31 | Long             | DBT              | CORP              | US        |      390000 | PA      | $331012.50    | 0.12%             | 2025-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WisdomTree, Inc.                                | WT 4.25 06/15/23                                                                                                                                       | CUSIP: 97717PAB0<br>LEI: 549300WIU8IS7UFO7871 | Long             | DBT              | CORP              | US        |      200000 | PA      | $206000.00    | 0.07%             | 2023-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                    | B 0 02/02/23                                                                                                                                           | CUSIP: 912796XT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4300000 | PA      | $4286374.98   | 1.49%             | 2023-02-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Upwork Inc                                      | UPWK 0.25 08/15/26                                                                                                                                     | CUSIP: 91688FAB0<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | DBT              | CORP              | US        |      622000 | PA      | $468744.98    | 0.16%             | 2026-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                    | B 0 03/02/23                                                                                                                                           | CUSIP: 912796YB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4500000 | PA      | $4469304.40   | 1.56%             | 2023-03-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                    | B 0 03/09/23                                                                                                                                           | CUSIP: 912796YK9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4300000 | PA      | $4267094.70   | 1.49%             | 2023-03-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ESSENTIAL                       | CFD_EQS GOLDUS33 BLCF3J9                                                                                                                               | CUSIP: 29670G102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3077 | NC      | $-146865.21   | -0.05%            |  |  |  | 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        |        4745 | NC      | $552270.55    | 0.19%             |  |  |  | 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        |         185 | NC      | $31322.35     | 0.01%             |  |  |  | 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        |        9745 | NC      | $568133.50    | 0.20%             |  |  |  | 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        |        7706 | NC      | $568933.98    | 0.20%             |  |  |  | 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        |        1131 | NC      | $71954.22     | 0.03%             |  |  |  | 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        |        2203 | NC      | $157316.23    | 0.05%             |  |  |  | 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        |        1826 | NC      | $78572.78     | 0.03%             |  |  |  | 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        |         931 | NC      | $232405.53    | 0.08%             |  |  |  | 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        |        6309 | NC      | $401315.49    | 0.14%             |  |  |  | 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        |       -2114 | NC      | $-456983.38   | -0.16%            |  |  |  | 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        |       -1036 | NC      | $-121761.08   | -0.04%            |  |  |  | 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        |       -2950 | NC      | $-413649.00   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SEAGEN IN                       | CFD_EQS GOLDUS33 BLPK4D2                                                                                                                               | CUSIP: 81181C104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         547 | NC      | $70294.97     | 0.02%             |  |  |  | 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        |         896 | NC      | $148673.28    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PRINCIPAL                       | CFD_EQS GOLDUS33 2803014                                                                                                                               | CUSIP: 74251V102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -104 | NC      | $-8727.68     | -0.00%            |  |  |  | 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        |         426 | NC      | $218525.22    | 0.08%             |  |  |  | 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        |         619 | NC      | $35951.52     | 0.01%             |  |  |  | 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        |        -752 | NC      | $-94353.44    | -0.03%            |  |  |  | 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        |         -85 | NC      | $-53520.25    | -0.02%            |  |  |  | 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        |        4345 | NC      | $44145.20     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG COPA HOLD                       | CFD_EQS GOLDUS33 B0TNJH9                                                                                                                               | CUSIP: P31076105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         996 | NC      | $82837.32     | 0.03%             |  |  |  | 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        |       -3256 | NC      | $-104875.76   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HUDSON PA                       | CFD_EQS GOLDUS33 B64B9P8                                                                                                                               | CUSIP: 444097109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       17316 | NC      | $168484.68    | 0.06%             |  |  |  | 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        |       -4360 | NC      | $-53279.20    | -0.02%            |  |  |  | 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        |        4292 | NC      | $407525.40    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ARCHER-DA                       | CFD_EQS GOLDUS33 2047317                                                                                                                               | CUSIP: 039483102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2822 | NC      | $262022.70    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG COUPA SOF                       | CFD_EQS GOLDUS33 BD87XR1                                                                                                                               | CUSIP: 22266L106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -5516 | NC      | $-436701.72   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ADIENT PL                       | CFD_EQS GOLDUS33 BD845X2                                                                                                                               | CUSIP: G0084W101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2544 | NC      | $88251.36     | 0.03%             |  |  |  | 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        |         449 | NC      | $208861.33    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NAVIENT C                       | CFD_EQS GOLDUS33 BLP5GX1                                                                                                                               | CUSIP: 63938C108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4810 | NC      | $-79124.50    | -0.03%            |  |  |  | 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        |       -1185 | NC      | $-301345.50   | -0.10%            |  |  |  | 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        |       -2789 | NC      | $-109886.60   | -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        |       -2591 | NC      | $-55861.96    | -0.02%            |  |  |  | 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        |        -611 | NC      | $-40075.49    | -0.01%            |  |  |  | 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        |         630 | NC      | $104088.60    | 0.04%             |  |  |  | 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        |        -800 | NC      | $-56536.00    | -0.02%            |  |  |  | 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        |       -4694 | NC      | $-174006.58   | -0.06%            |  |  |  | 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        |       -1008 | NC      | $-158135.04   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DANA INC                        | CFD_EQS GOLDUS33 B2PFJR3                                                                                                                               | CUSIP: 235825205<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -7758 | NC      | $-117378.54   | -0.04%            |  |  |  | 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        |         246 | NC      | $53281.14     | 0.02%             |  |  |  | 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        |        2542 | NC      | $212307.84    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MARATHON                        | CFD_EQS GOLDUS33 2910970                                                                                                                               | CUSIP: 565849106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3426 | NC      | $92741.82     | 0.03%             |  |  |  | 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        |        5250 | NC      | $289852.50    | 0.10%             |  |  |  | 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        |      -11713 | NC      | $-554493.42   | -0.19%            |  |  |  | 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        |       -2690 | NC      | $-84869.50    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Tripadvisor Inc                                 | Tripadvisor Inc COM USD0.001                                                                                                                           | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Short            | EC               | CORP              | US        |       -2040 | NS      | $-36679.20    | -0.01%            |  |  |  | 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        |        -352 | NS      | $-55767.36    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp                    | Topgolf Callaway Brands Corp COM USD0.01                                                                                                               | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Short            | EC               | CORP              | US        |      -12314 | NS      | $-243201.50   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory Inc                          | Cheesecake Factory Inc COM USD0.01                                                                                                                     | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Short            | EC               | CORP              | US        |       -1818 | NS      | $-57648.78    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Conmed Corporation                              | Conmed Corporation COM USD0.01                                                                                                                         | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Short            | EC               | CORP              | US        |       -1077 | NS      | $-95465.28    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corporation                               | Fluor Corporation COM USD0.01                                                                                                                          | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Short            | EC               | CORP              | US        |       -9145 | NS      | $-316965.70   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp                                | Haemonetics Corp COM USD0.01                                                                                                                           | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Short            | EC               | CORP              | US        |        -990 | NS      | $-77863.50    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corporation                      | Exact Sciences Corporation COM USD0.01                                                                                                                 | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Short            | EC               | CORP              | US        |       -2566 | NS      | $-127042.66   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Kaman Corporation                               | Kaman Corporation COM USD1.00                                                                                                                          | CUSIP: 483548103<br>LEI: 5493003YK076OLTEQF95 | Short            | EC               | CORP              | US        |        -281 | NS      | $-6266.30     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8X8 Inc New                                     | 8X8 Inc New COM USD0.001                                                                                                                               | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Short            | EC               | CORP              | US        |       -2129 | NS      | $-9197.28     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NCR Corporation                                 | NCR Corporation COM STK USD0.01                                                                                                                        | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Short            | EC               | CORP              | US        |       -4169 | NS      | $-97596.29    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Company               | Pioneer Natural Resources Company COM USD0.01                                                                                                          | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Short            | EC               | CORP              | US        |       -1014 | NS      | $-231587.46   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp.                         | Progress Software Corp. COM USD0.01                                                                                                                    | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Short            | EC               | CORP              | US        |       -4404 | NS      | $-222181.80   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corporation                     | JetBlue Airways Corporation COM USD0.01                                                                                                                | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Short            | EC               | CORP              | US        |       -3570 | NS      | $-23133.60    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Group                           | Royal Caribbean Group COM USD0.01                                                                                                                      | CUSIP: V7780T103<br>LEI: K2NEH8QNVW44JIWK7Z55 | Short            | EC               | CORP              | LR        |       -2261 | NS      | $-111761.23   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corporation                             | Semtech Corporation COM STK USD0.01                                                                                                                    | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Short            | EC               | CORP              | US        |       -4145 | NS      | $-118920.05   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Inds Inc                                | Patrick Inds Inc COM NPV                                                                                                                               | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Short            | EC               | CORP              | US        |       -1958 | NS      | $-118654.80   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Mesa Laboratories Inc.                          | Mesa Laboratories Inc. COM NPV                                                                                                                         | CUSIP: 59064R109<br>LEI: 549300ZCG738WLX8ZW79 | Short            | EC               | CORP              | US        |        -312 | NS      | $-51857.52    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc.                       | Winnebago Industries Inc. COM USD0.50                                                                                                                  | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Short            | EC               | CORP              | US        |       -2132 | NS      | $-112356.40   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corporation                            | Carnival Corporation UNITS (COMPR 1 COM & 1 TR                                                                                                         | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Short            | EC               | CORP              | PA        |       -6899 | NS      | $-55605.94    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Splunk Inc                                      | Splunk Inc COM USD0.001                                                                                                                                | CUSIP: 848637104<br>LEI: 549300XGDSGBP6UEI867 | Short            | EC               | CORP              | US        |        -440 | NS      | $-37879.60    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate Inc.                       | Anywhere Real Estate Inc. COM USD0.01                                                                                                                  | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Short            | EC               | CORP              | US        |      -11619 | NS      | $-74245.41    | -0.03%            |  |  |  | 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        |       -3978 | NS      | $-32420.70    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG KNIGHT-SW                       | CFD_EQS GOLDUS33 BF0LKD0                                                                                                                               | CUSIP: 499049104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3979 | NC      | $208539.39    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DISH NETW                       | CFD_EQS GOLDUS33 2303581                                                                                                                               | CUSIP: 25470M109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -14256 | NC      | $-200154.24   | -0.07%            |  |  |  | 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        |        5768 | NC      | $460690.16    | 0.16%             |  |  |  | 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        |        -729 | NC      | $-68817.60    | -0.02%            |  |  |  | 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        |       -1943 | NC      | $-202324.59   | -0.07%            |  |  |  | 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        |        3248 | NC      | $136221.12    | 0.05%             |  |  |  | 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        |        5190 | NC      | $772739.10    | 0.27%             |  |  |  | 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        |       -2228 | NC      | $-317490.00   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG APTIV PLC                       | CFD_EQS GOLDUS33 B783TY6                                                                                                                               | CUSIP: G6095L109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3525 | NC      | $-328283.25   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CROWN CAS                       | CFD_EQS GOLDUS33 BTGQCX1                                                                                                                               | CUSIP: 22822V101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         489 | NC      | $66327.96     | 0.02%             |  |  |  | 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        |        3013 | NC      | $185269.37    | 0.06%             |  |  |  | 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        |        2114 | NC      | $74835.60     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TANDEM DI                       | CFD_EQS GOLDUS33 BF3W461                                                                                                                               | CUSIP: 875372203<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1680 | NC      | $-75516.00    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ALLEGION                        | CFD_EQS GOLDUS33 BFRT3W7                                                                                                                               | CUSIP: G0176J109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1843 | NC      | $-193994.18   | -0.07%            |  |  |  | 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        |         216 | NC      | $41960.16     | 0.01%             |  |  |  | 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        |        2367 | NC      | $153570.96    | 0.05%             |  |  |  | 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        |        -983 | NC      | $-80094.84    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CSX CORP                        | CFD_EQS GOLDUS33 2160753                                                                                                                               | CUSIP: 126408103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -846 | NC      | $-26209.08    | -0.01%            |  |  |  | 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        |       -1104 | NC      | $-226032.96   | -0.08%            |  |  |  | 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        |       -1592 | NC      | $-87973.92    | -0.03%            |  |  |  | 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        |       -1613 | NC      | $-264419.09   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LUMEN TEC                       | CFD_EQS GOLDUS33 BMDH249                                                                                                                               | CUSIP: 550241103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        8823 | NC      | $46056.06     | 0.02%             |  |  |  | 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        |        1022 | NC      | $521659.46    | 0.18%             |  |  |  | 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        |       -2650 | NC      | $-161358.50   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CALLAWAY                        | CFD_EQS GOLDUS33 2173933                                                                                                                               | CUSIP: 131193104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -11871 | NC      | $-234452.25   | -0.08%            |  |  |  | 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        |        -637 | NC      | $-37583.00    | -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        |        5150 | NC      | $180095.50    | 0.06%             |  |  |  | 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        |       -4781 | NC      | $-319609.85   | -0.11%            |  |  |  | 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              | US        |        -925 | NC      | $-170838.25   | -0.06%            |  |  |  | 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        |        4600 | NC      | $210496.00    | 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        |         659 | NC      | $68878.68     | 0.02%             |  |  |  | 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        |        3474 | NC      | $367062.84    | 0.13%             |  |  |  | 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        |       -2182 | NC      | $-189572.16   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EASTGROUP                       | CFD_EQS GOLDUS33 2455761                                                                                                                               | CUSIP: 277276101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1565 | NC      | $231713.90    | 0.08%             |  |  |  | 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              | US        |        -585 | NC      | $-91815.75    | -0.03%            |  |  |  | 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        |        4454 | NC      | $323716.72    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GLOBAL PA                       | CFD_EQS GOLDUS33 2712013                                                                                                                               | CUSIP: 37940X102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4184 | NC      | $-415554.88   | -0.14%            |  |  |  | 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        |         -65 | NC      | $-13708.50    | -0.00%            |  |  |  | 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        |       -1949 | NC      | $-96494.99    | -0.03%            |  |  |  | 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        |        1000 | NC      | $165610.00    | 0.06%             |  |  |  | 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        |         617 | NC      | $203745.74    | 0.07%             |  |  |  | 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        |       -1065 | NC      | $-56881.65    | -0.02%            |  |  |  | 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        |        3566 | NC      | $624156.98    | 0.22%             |  |  |  | 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        |       -1140 | NC      | $-60192.00    | -0.02%            |  |  |  | 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        |        -794 | NC      | $-10099.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG OWENS COR                       | CFD_EQS GOLDUS33 B1FW7Q2                                                                                                                               | CUSIP: 690742101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2696 | NC      | $229968.80    | 0.08%             |  |  |  | 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        |       -3275 | NC      | $-149176.25   | -0.05%            |  |  |  | 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        |        1299 | NC      | $38957.01     | 0.01%             |  |  |  | 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        |         315 | NC      | $161339.85    | 0.06%             |  |  |  | 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        |         121 | NC      | $17047.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG KENNAMETA                       | CFD_EQS GOLDUS33 2488121                                                                                                                               | CUSIP: 489170100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2685 | NC      | $64601.10     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LAM RESEA                       | CFD_EQS GOLDUS33 2502247                                                                                                                               | CUSIP: 512807108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         363 | NC      | $152568.90    | 0.05%             |  |  |  | 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        |       -1239 | NC      | $-39932.97    | -0.01%            |  |  |  | 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        |       -1657 | NC      | $-103661.92   | -0.04%            |  |  |  | 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        |        5965 | NC      | $106415.60    | 0.04%             |  |  |  | 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        |       -2202 | NC      | $-182523.78   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MCDONALD'                       | CFD_EQS GOLDUS33 2550707                                                                                                                               | CUSIP: 580135101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         442 | NC      | $116480.26    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MICRON TE                       | CFD_EQS GOLDUS33 2588184                                                                                                                               | CUSIP: 595112103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -5577 | NC      | $-278738.46   | -0.10%            |  |  |  | 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        |        -953 | NC      | $-127606.70   | -0.04%            |  |  |  | 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        |       -6088 | NC      | $-201634.56   | -0.07%            |  |  |  | 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        |       16638 | NC      | $540069.48    | 0.19%             |  |  |  | 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        |      -24667 | NC      | $-322644.36   | -0.11%            |  |  |  | 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        |        2458 | NC      | $172330.38    | 0.06%             |  |  |  | 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        |        1905 | NC      | $168573.45    | 0.06%             |  |  |  | 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        |         -91 | NC      | $-49650.51    | -0.02%            |  |  |  | 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        |        2419 | NC      | $143543.46    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FLEETCOR                        | CFD_EQS GOLDUS33 B4R28B3                                                                                                                               | CUSIP: 339041105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -105 | NC      | $-19286.40    | -0.01%            |  |  |  | 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        |       -5238 | NC      | $-461939.22   | -0.16%            |  |  |  | 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        |       -4574 | NC      | $-197734.02   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Ziff Davis Inc                                  | ZD 1.75 11/01/26                                                                                                                                       | CUSIP: 48123VAD4<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |      338000 | PA      | $338676.00    | 0.12%             | 2026-11-01      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Five9 Inc.                                      | FIVN 0.5 06/01/25                                                                                                                                      | CUSIP: 338307AD3<br>LEI: 254900MXP6EWY0SFFR59 | Long             | DBT              | CORP              | US        |      163000 | PA      | $149715.50    | 0.05%             | 2025-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                | NRG 2.75 06/01/48                                                                                                                                      | CUSIP: 629377CG5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      373000 | PA      | $370575.50    | 0.13%             | 2048-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MFA Financial Inc.                              | MFA 6.25 06/15/24                                                                                                                                      | CUSIP: 55272XAA0<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | DBT              | CORP              | US        |      956000 | PA      | $865180.00    | 0.30%             | 2024-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Semtech Corporation                             | SMTC 1.625 11/01/27                                                                                                                                    | CUSIP: 816850AE1<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |      258000 | PA      | $265095.00    | 0.09%             | 2027-11-01      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Innoviva Inc                                    | INVA 2.125 01/15/23                                                                                                                                    | CUSIP: 88338TAB0<br>LEI: 549300ACOX4QTBES6535 | Long             | DBT              | CORP              | US        |      211000 | PA      | $211538.05    | 0.07%             | 2023-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Mesa Laboratories Inc.                          | MLAB 1.375 08/15/25                                                                                                                                    | CUSIP: 59064RAA7<br>LEI: 549300ZCG738WLX8ZW79 | Long             | DBT              | CORP              | US        |      234000 | PA      | $211302.00    | 0.07%             | 2025-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Pennymac Corporation                            | PMT 5.5 03/15/26                                                                                                                                       | CUSIP: 70932AAF0<br>LEI: EWN0I878407TKQNXZ933 | Long             | DBT              | CORP              | US        |      250000 | PA      | $204843.75    | 0.07%             | 2026-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp.                           | WDC 1.5 02/01/24                                                                                                                                       | CUSIP: 958102AP0<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |      286000 | PA      | $273845.00    | 0.10%             | 2024-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG OPENDOOR                        | CFD_EQS GOLDUS33 BL96T19                                                                                                                               | CUSIP: 683712103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     -132579 | NC      | $-153791.64   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WOLFSPEED                       | CFD_EQS GOLDUS33 BMBVND9                                                                                                                               | CUSIP: 977852102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2549 | NC      | $-175982.96   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SKECHERS                        | CFD_EQS GOLDUS33 2428042                                                                                                                               | CUSIP: 830566105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         687 | NC      | $28819.65     | 0.01%             |  |  |  | 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        |      -20178 | NC      | $-277851.06   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AVNET INC                       | CFD_EQS GOLDUS33 2066505                                                                                                                               | CUSIP: 053807103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3251 | NC      | $-135176.58   | -0.05%            |  |  |  | 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        |         555 | NC      | $97913.10     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CLOROX CO                       | CFD_EQS GOLDUS33 2204026                                                                                                                               | CUSIP: 189054109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1054 | NC      | $-147907.82   | -0.05%            |  |  |  | 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        |       -2357 | NC      | $-122705.42   | -0.04%            |  |  |  | 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        |       -3819 | NC      | $-231851.49   | -0.08%            |  |  |  | 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        |       -6465 | NC      | $-318078.00   | -0.11%            |  |  |  | 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        |        1187 | NC      | $76680.20     | 0.03%             |  |  |  | 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        |         889 | NC      | $147316.19    | 0.05%             |  |  |  | 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        |         902 | NC      | $105822.64    | 0.04%             |  |  |  | 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              | US        |       -3127 | NC      | $-123579.04   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN CADENCE                             | CFD_ EQS GOLDUS3 CADENCE                                                                                                                               | CUSIP: 12740C103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -5806 | NC      | $-143175.96   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS GOLDUS33 BP6JW21                        | CFD_EQS GOLDUS33 BP6JW21                                                                                                                               | CUSIP: 50155Q100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2256 | NC      | $-25086.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NATIONAL                        | CFD_EQS GOLDUS33 BWWCK85                                                                                                                               | CUSIP: 637870106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1731 | NC      | $62523.72     | 0.02%             |  |  |  | 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        |       -2405 | NC      | $-50721.45    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ASHLAND G                       | CFD_EQS GOLDUS33 BYND5N1                                                                                                                               | CUSIP: 044186104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1346 | NC      | $-144735.38   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AVERY DEN                       | CFD_EQS GOLDUS33 2066408                                                                                                                               | CUSIP: 053611109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -709 | NC      | $-128329.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WHITE MOU                       | CFD_EQS GOLDUS33 2339252                                                                                                                               | CUSIP: G9618E107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -214 | NC      | $-302666.62   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SCOTTS MI                       | CFD_EQS GOLDUS33 2781518                                                                                                                               | CUSIP: 810186106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -5432 | NC      | $-263940.88   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG RENAISSAN                       | CFD_EQS GOLDUS33 2728429                                                                                                                               | CUSIP: G7496G103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -507 | NC      | $-93404.61    | -0.03%            |  |  |  | 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              | US        |       -6416 | NC      | $-163415.52   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG JBG SMITH                       | CFD_EQS GOLDUS33 BD3BX01                                                                                                                               | CUSIP: 46590V100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        6562 | NC      | $124546.76    | 0.04%             |  |  |  | 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        |        -667 | NC      | $-34197.09    | -0.01%            |  |  |  | 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        |        -408 | NC      | $-109013.52   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NEWS CORP                       | CFD_EQS GOLDUS33 BBGVT40                                                                                                                               | CUSIP: 65249B109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -19664 | NC      | $-357884.80   | -0.12%            |  |  |  | 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        |        2899 | NC      | $424848.45    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TAYLOR MO                       | CFD_EQS GOLDUS33 B832462                                                                                                                               | CUSIP: 87724P106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1217 | NC      | $-36935.95    | -0.01%            |  |  |  | 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        |        4149 | NC      | $125050.86    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG UNIVAR SO                       | CFD_EQS GOLDUS33 BZ07PN3                                                                                                                               | CUSIP: 91336L107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        4218 | NC      | $134132.40    | 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        |       -5180 | NC      | $-270240.60   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SUNRUN IN                       | CFD_EQS GOLDUS33 BYXB1Y8                                                                                                                               | CUSIP: 86771W105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -16849 | NC      | $-404712.98   | -0.14%            |  |  |  | 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        |        6885 | NC      | $251371.35    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CIRRUS LO                       | CFD_EQS GOLDUS33 2197308                                                                                                                               | CUSIP: 172755100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2021 | NC      | $150524.08    | 0.05%             |  |  |  | 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        |        4817 | NC      | $114307.41    | 0.04%             |  |  |  | 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        |       -1813 | NC      | $-186720.87   | -0.07%            |  |  |  | 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        |        1484 | NC      | $524757.24    | 0.18%             |  |  |  | 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        |        3406 | NC      | $375681.80    | 0.13%             |  |  |  | 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        |        3460 | NC      | $45153.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MERCADOLI                       | CFD_EQS GOLDUS33 B23X1H3                                                                                                                               | CUSIP: 58733R102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -80 | NC      | $-67699.20    | -0.02%            |  |  |  | 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        |       -1151 | NC      | $-127266.07   | -0.04%            |  |  |  | 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        |       -4654 | NC      | $-230000.68   | -0.08%            |  |  |  | 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        |        -821 | NC      | $-110498.39   | -0.04%            |  |  |  | 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        |       15362 | NC      | $441503.88    | 0.15%             |  |  |  | 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        |        -424 | NC      | $-277732.72   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PINNACLE                        | CFD_EQS GOLDUS33 2675097                                                                                                                               | CUSIP: 72346Q104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        6526 | NC      | $479008.40    | 0.17%             |  |  |  | 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        |        7265 | NC      | $276651.20    | 0.10%             |  |  |  | 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              | US        |        2226 | NC      | $205437.54    | 0.07%             |  |  |  | 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        |        -946 | NC      | $-178358.84   | -0.06%            |  |  |  | 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        |       -5472 | NC      | $-124706.88   | -0.04%            |  |  |  | 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        |        -498 | NC      | $-75905.16    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SIGNATURE                       | CFD_EQS GOLDUS33 B00JQL9                                                                                                                               | CUSIP: 82669G104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2624 | NC      | $-302337.28   | -0.11%            |  |  |  | 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        |        6184 | NC      | $407525.60    | 0.14%             |  |  |  | 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        |       -8755 | NC      | $-741811.15   | -0.26%            |  |  |  | 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        |        -810 | NC      | $-227051.10   | -0.08%            |  |  |  | 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        |         177 | NC      | $49221.93     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BLACKBAUD                       | CFD_EQS GOLDUS33 2458878                                                                                                                               | CUSIP: 09227Q100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -897 | NC      | $-52797.42    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG JUNIPER N                       | CFD_EQS GOLDUS33 2431846                                                                                                                               | CUSIP: 48203R104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1091 | NC      | $-34868.36    | -0.01%            |  |  |  | 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        |        -739 | NC      | $-76479.11    | -0.03%            |  |  |  | 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        |        -145 | NC      | $-40399.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NORWEGIAN                       | CFD_EQS GOLDUS33 B9CGTC3                                                                                                                               | CUSIP: G66721104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -20674 | NC      | $-253049.76   | -0.09%            |  |  |  | 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        |        -964 | NC      | $-33720.72    | -0.01%            |  |  |  | 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        |       -1179 | NC      | $-28826.55    | -0.01%            |  |  |  | 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        |        2927 | NC      | $218998.14    | 0.08%             |  |  |  | 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        |        4583 | NC      | $224062.87    | 0.08%             |  |  |  | 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        |        -406 | NC      | $-55082.02    | -0.02%            |  |  |  | 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        |       -9924 | NC      | $-220709.76   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | G2-30YR-Multi                                                                                                                                          | CUSIP: 21H040616<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2000000 | PA      | $1895236.62   | 0.66%             | 2052-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation          | FHR 5020 IH                                                                                                                                            | CUSIP: 3137FWXZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      318024 | PA      | $49363.42     | 0.02%             | 2050-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                    | T 4.25 05/15/39                                                                                                                                        | CUSIP: 912810QB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    14300000 | PA      | $14829267.60  | 5.16%             | 2039-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                    | T 4.375 05/15/41                                                                                                                                       | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6710000 | PA      | $7000941.41   | 2.44%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FNMA-30YR                                                                                                                                              | CUSIP: 01F060618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2000000 | PA      | $2031250.00   | 0.71%             | 2052-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FNMA-30YR                                                                                                                                              | CUSIP: 01F052615<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2000000 | PA      | $2007018.76   | 0.70%             | 2052-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | G2-30YR-Multi                                                                                                                                          | CUSIP: 21H060614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1000000 | PA      | $1016757.81   | 0.35%             | 2052-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | G2-30YR-Multi                                                                                                                                          | CUSIP: 21H042612<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1000000 | PA      | $971250.00    | 0.34%             | 2052-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GNR 2020-78 DI                                                                                                                                         | CUSIP: 38382FV84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      566752 | PA      | $101637.59    | 0.04%             | 2050-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FNMA-30YR                                                                                                                                              | CUSIP: 01F050619<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1000000 | PA      | $986406.25    | 0.34%             | 2052-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FNMA-30YR                                                                                                                                              | CUSIP: 01F062614<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2000000 | PA      | $2049687.50   | 0.71%             | 2052-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FNMA-30YR                                                                                                                                              | CUSIP: 01F040610<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1000000 | PA      | $939180.81    | 0.33%             | 2052-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FNS 405 S5                                                                                                                                             | CUSIP: 3136FGV87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      566566 | PA      | $35971.98     | 0.01%             | 2040-10-01      | Fixed         |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FNR 2020-62 GI                                                                                                                                         | CUSIP: 3136BBWT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      528230 | PA      | $93702.57     | 0.03%             | 2048-06-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Northern Inst Fds                               | Northern Inst Fds GOVT PTFL                                                                                                                            | CUSIP: 665278404<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |    70396342 | NS      | $70396342.21  | 24.51%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                    | WIT 3.625 12/31/29                                                                                                                                     | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7400000 | PA      | $7380921.88   | 2.57%             | 2029-12-31      | Fixed         | 3.88%                 | 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        |         794 | NC      | $316933.04    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NEW YORK                        | CFD_EQS GOLDUS33 2711656                                                                                                                               | CUSIP: 649445103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -23638 | NC      | $-203286.80   | -0.07%            |  |  |  | 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        |          79 | NC      | $9280.92      | 0.00%             |  |  |  | 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        |       -1326 | NC      | $-164450.52   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG APARTMENT                       | CFD_EQS GOLDUS33 BN6QGL5                                                                                                                               | CUSIP: 03750L109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -675 | NC      | $-23159.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HIGHWOODS                       | CFD_EQS GOLDUS33 2420640                                                                                                                               | CUSIP: 431284108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       17710 | NC      | $495525.80    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ACI WORLD                       | CFD_EQS GOLDUS33 2889155                                                                                                                               | CUSIP: 004498101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        7282 | NC      | $167486.00    | 0.06%             |  |  |  | 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      | $14524.65     | 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        |       -4482 | NC      | $-416646.72   | -0.15%            |  |  |  | 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        |         762 | NC      | $158595.06    | 0.06%             |  |  |  | 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        |         659 | NC      | $58426.94     | 0.02%             |  |  |  | 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        |         210 | NC      | $84254.10     | 0.03%             |  |  |  | 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        |        1279 | NC      | $43792.96     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NCR CORPO                       | CFD_EQS GOLDUS33 2632650                                                                                                                               | CUSIP: 62886E108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -10479 | NC      | $-245313.39   | -0.09%            |  |  |  | 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        |        2238 | NC      | $236489.46    | 0.08%             |  |  |  | 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        |       -1109 | NC      | $-55283.65    | -0.02%            |  |  |  | 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        |         -83 | NC      | $-29499.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Loews Corporation                               | Loews Corporation COM USD0.01                                                                                                                          | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |         644 | NS      | $37564.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc.                                 | Littelfuse Inc. COM USD0.01                                                                                                                            | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |         303 | NS      | $66720.60     | 0.02%             |  |  |  | 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        |        9984 | NS      | $228134.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc.                        | O'Reilly Automotive Inc. USD0.01                                                                                                                       | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |         407 | NS      | $343520.21    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG WP CAREY                        | CFD_EQS GOLDUS33 B826YT8                                                                                                                               | CUSIP: 92936U109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1178 | NC      | $92060.70     | 0.03%             |  |  |  | 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        |        2181 | NC      | $264773.40    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Pool Corporation                                | Pool Corporation COM USD0.001                                                                                                                          | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |         126 | NS      | $38093.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corporation                             | Vontier Corporation COM                                                                                                                                | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |        4117 | NS      | $79581.61     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG SEMPRA EN                       | CFD_EQS GOLDUS33 2138158                                                                                                                               | CUSIP: 816851109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1642 | NC      | $-253754.68   | -0.09%            |  |  |  | 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        |        2747 | NC      | $204019.69    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| IPG Photonics Corp                              | IPG Photonics Corp COM USD0.0001                                                                                                                       | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |        1854 | NS      | $175518.18    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Companies, Inc.                       | Travelers Companies, Inc. COM NPV                                                                                                                      | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |        1354 | NS      | $253861.46    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG WORKDAY I                       | CFD_EQS GOLDUS33 B8K6ZD1                                                                                                                               | CUSIP: 98138H101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -355 | NC      | $-59402.15    | -0.02%            |  |  |  | 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              | US        |        2359 | NC      | $91717.92     | 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        |         614 | NC      | $171238.46    | 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        |         365 | NC      | $113650.05    | 0.04%             |  |  |  | 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        |      -23621 | NC      | $-223927.08   | -0.08%            |  |  |  | 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        |       -1831 | NC      | $-85764.04    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG OLD NATIO                       | CFD_EQS GOLDUS33 2658441                                                                                                                               | CUSIP: 680033107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -6863 | NC      | $-123396.74   | -0.04%            |  |  |  | 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        |        2536 | NC      | $254741.20    | 0.09%             |  |  |  | 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        |       -4850 | NC      | $-241918.00   | -0.08%            |  |  |  | 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        |       -1337 | NC      | $-112308.00   | -0.04%            |  |  |  | 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        |        -399 | NC      | $-126028.14   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MERCURY G                       | CFD_EQS GOLDUS33 2578464                                                                                                                               | CUSIP: 589400100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -175 | NC      | $-5985.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MOTOROLA                        | CFD_EQS GOLDUS33 B5BKPQ4                                                                                                                               | CUSIP: 620076307<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -142 | NC      | $-36594.82    | -0.01%            |  |  |  | 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        |       -1320 | NC      | $-75200.40    | -0.03%            |  |  |  | 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        |        -471 | NC      | $-56779.05    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BERRY GLO                       | CFD_EQS GOLDUS33 B8BR3H3                                                                                                                               | CUSIP: 08579W103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -147 | NC      | $-8883.21     | -0.00%            |  |  |  | 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        |       -3122 | NC      | $-93597.56    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Ligand Pharmaceuticals Incorporated             | Ligand Pharmaceuticals Incorporated 'B'COM USD0.001                                                                                                    | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Short            | EC               | CORP              | US        |         -79 | NS      | $-5277.20     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Nextgen Healthcare Inc                          | Nextgen Healthcare Inc COM USD0.01                                                                                                                     | CUSIP: 65343C102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3850 | NS      | $-72303.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corp                          | Permian Resources Corp CLASS A COM                                                                                                                     | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Short            | EC               | CORP              | US        |      -27072 | NS      | $-254476.80   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                         | Pebblebrook Hotel Trust COM USD0.01 SBI                                                                                                                | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Short            | EC               | CORP              | US        |       -8326 | NS      | $-111485.14   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG CERIDIAN                        | CFD_EQS GOLDUS33 BFX1V56                                                                                                                               | CUSIP: 15677J108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -5038 | NC      | $-323187.70   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EQUITABLE                       | CFD_EQS GOLDUS33 BKRMR96                                                                                                                               | CUSIP: 29452E101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1215 | NC      | $-34870.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SFL Corporation Ltd                             | SFL Corporation Ltd COM USD0.01                                                                                                                        | CUSIP: G7738W106<br>LEI: 549300RLYYPSB0C7RH77 | Short            | EC               | CORP              | BM        |       -2754 | NS      | $-25391.88    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Groupon Inc                                     | Groupon Inc COM NEW                                                                                                                                    | CUSIP: 399473206<br>LEI: 5299005W5W1R5POQJL03 | Short            | EC               | CORP              | US        |       -1068 | NS      | $-9163.44     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc                                      | Stride Inc COM                                                                                                                                         | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Short            | EC               | CORP              | US        |       -5195 | NS      | $-162499.60   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Sofi Technologies Inc                           | Sofi Technologies Inc COM                                                                                                                              | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Short            | EC               | CORP              | US        |      -10448 | NS      | $-48165.28    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG FORTIVE C                       | CFD_EQS GOLDUS33 BYT3MK1                                                                                                                               | CUSIP: 34959J108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -8848 | NC      | $-568484.00   | -0.20%            |  |  |  | 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        |       -8187 | NC      | $-96524.73    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Snap Inc                                        | Snap Inc COM USD0.00001 CL A                                                                                                                           | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Short            | EC               | CORP              | US        |        -916 | NS      | $-8198.20     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BigCommerce Holdings Inc                        | BigCommerce Holdings Inc COM SER 1                                                                                                                     | CUSIP: 08975P108<br>LEI: 549300MOVEFQ78DMPG58 | Short            | EC               | CORP              | US        |       -1900 | NS      | $-16606.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG INVITATIO                       | CFD_EQS GOLDUS33 BD81GW9                                                                                                                               | CUSIP: 46187W107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2487 | NC      | $73714.68     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NEW RELIC                       | CFD_EQS GOLDUS33 BT6T3N7                                                                                                                               | CUSIP: 64829B100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2569 | NC      | $-145020.05   | -0.05%            |  |  |  | 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        |       13921 | NC      | $325751.40    | 0.11%             |  |  |  | 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        |        2924 | NC      | $185089.20    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Array Technologies Inc                          | Array Technologies Inc COM SHS                                                                                                                         | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Short            | EC               | CORP              | US        |      -15333 | NS      | $-296386.89   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Holdings Inc                            | Upstart Holdings Inc COM                                                                                                                               | CUSIP: 91680M107<br>LEI: 549300WNB47JRNENIC75 | Short            | EC               | CORP              | US        |        -584 | NS      | $-7720.48     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG SMARTSHEE                       | CFD_EQS GOLDUS33 BFZND98                                                                                                                               | CUSIP: 83200N103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         233 | NC      | $9170.88      | 0.00%             |  |  |  | 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        |        -415 | NC      | $-49791.70    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| The Beauty Health Company                       | The Beauty Health Company COM CL A                                                                                                                     | CUSIP: 88331L108<br>LEI: 5493001Z2JZQT4C63C50 | Short            | EC               | CORP              | US        |       -9411 | NS      | $-85640.10    | -0.03%            |  |  |  | No            |                  1 | 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            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ROCKWELL                        | CFD_EQS GOLDUS33 2754060                                                                                                                               | CUSIP: 773903109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -263 | NC      | $-67740.91    | -0.02%            |  |  |  | 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        |         629 | NC      | $143720.21    | 0.05%             |  |  |  | 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        |        4731 | NC      | $159292.77    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AT&T INC                        | CFD_EQS GOLDUS33 2831811                                                                                                                               | CUSIP: 00206R102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -11344 | NC      | $-208843.04   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG STAAR SUR                       | CFD_EQS GOLDUS33 2836292                                                                                                                               | CUSIP: 852312305<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        4706 | NC      | $228429.24    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG UNITEDHEA                       | CFD_EQS GOLDUS33 2917766                                                                                                                               | CUSIP: 91324P102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -245 | NC      | $-129894.10   | -0.05%            |  |  |  | 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        |        -358 | NC      | $-216307.18   | -0.08%            |  |  |  | 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        |         855 | NC      | $213237.00    | 0.07%             |  |  |  | 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        |         172 | NC      | $16616.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG XEROX HOL                       | CFD_EQS GOLDUS33 BJJD5G3                                                                                                                               | CUSIP: 98421M106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -23272 | NC      | $-339771.20   | -0.12%            |  |  |  | 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        |        1579 | NC      | $173595.26    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LIVANOVA                        | CFD_EQS GOLDUS33 BYMT0J1                                                                                                                               | CUSIP: G5509L101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1164 | NC      | $64648.56     | 0.02%             |  |  |  | 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              | US        |       -4172 | NC      | $-206221.96   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Cryoport Inc                                    | Cryoport Inc COM USD0.01                                                                                                                               | CUSIP: 229050307<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -771 | NS      | $-13376.85    | -0.00%            |  |  |  | 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            |                  2 | On Loan: No      |
| Bandwidth Inc                                   | Bandwidth Inc COM USD0.001 CL A                                                                                                                        | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Short            | EC               | CORP              | US        |        -650 | NS      | $-14917.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Ceridian HCM Holding Inc                        | Ceridian HCM Holding Inc COM USD0.01                                                                                                                   | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Short            | EC               | CORP              | US        |        -610 | NS      | $-39131.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Upwork Inc                                      | Upwork Inc COM USD0.0001                                                                                                                               | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Short            | EC               | CORP              | US        |       -2379 | NS      | $-24836.76    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Sunnova Energy International Incorporation      | Sunnova Energy International Incorporation COM USD0.0001                                                                                               | CUSIP: 86745K104<br>LEI: 549300JK1Y1VVC3JU540 | Short            | EC               | CORP              | US        |      -11958 | NS      | $-215363.58   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Magnite Inc                                     | Magnite Inc COM                                                                                                                                        | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Short            | EC               | CORP              | US        |       -1273 | NS      | $-13481.07    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bentley Systems Incorporated                    | Bentley Systems Incorporated COM CL B                                                                                                                  | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Short            | EC               | CORP              | US        |       -1877 | NS      | $-69373.92    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| I3 Verticals INC                                | I3 Verticals INC COM USD0.0001 CLASS A                                                                                                                 | CUSIP: 46571Y107<br>LEI: 549300944CYWVP06CJ97 | Short            | EC               | CORP              | US        |       -3740 | NS      | $-91031.60    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG WEST PHAR                       | CFD_EQS GOLDUS33 2950482                                                                                                                               | CUSIP: 955306105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1083 | NC      | $254884.05    | 0.09%             |  |  |  | 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        |         966 | NC      | $47488.56     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WORTHINGT                       | CFD_EQS GOLDUS33 2981932                                                                                                                               | CUSIP: 981811102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2735 | NC      | $-135956.85   | -0.05%            |  |  |  | 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        |        1328 | NC      | $424017.12    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PATTERSON                       | CFD_EQS GOLDUS33 2672689                                                                                                                               | CUSIP: 703395103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        5864 | NC      | $164367.92    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG JABIL INC                       | CFD_EQS GOLDUS33 2471789                                                                                                                               | CUSIP: 466313103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -9875 | NC      | $-673475.00   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DR HORTON                       | CFD_EQS GOLDUS33 2250687                                                                                                                               | CUSIP: 23331A109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2074 | NC      | $-184876.36   | -0.06%            |  |  |  | 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        |        1993 | NC      | $171099.05    | 0.06%             |  |  |  | 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        |        1001 | NC      | $486976.49    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LABORATOR                       | CFD_EQS GOLDUS33 2586122                                                                                                                               | CUSIP: 50540R409<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         724 | NC      | $170487.52    | 0.06%             |  |  |  | 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        |        2687 | NC      | $397971.57    | 0.14%             |  |  |  | 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        |        -184 | NC      | $-13492.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MERCURY S                       | CFD_EQS GOLDUS33 2144047                                                                                                                               | CUSIP: 589378108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4399 | NC      | $-196811.26   | -0.07%            |  |  |  | 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        |        4396 | NC      | $251407.24    | 0.09%             |  |  |  | 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        |       -3075 | NC      | $-125183.25   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG IAC/INTER                       | CFD_EQS GOLDUS33 BNDYF48                                                                                                                               | CUSIP: 44891N208<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -5504 | NC      | $-244377.60   | -0.09%            |  |  |  | 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        |       -1728 | NC      | $-187367.04   | -0.07%            |  |  |  | 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        |      -11509 | NC      | $-142366.33   | -0.05%            |  |  |  | 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        |        3270 | NC      | $168078.00    | 0.06%             |  |  |  | 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        |        -956 | NC      | $-15401.16    | -0.01%            |  |  |  | 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        |      -13016 | NC      | $-211640.16   | -0.07%            |  |  |  | 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        |        8987 | NC      | $215508.26    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CLARIVATE                       | CFD_EQS GOLDUS33 BJJN444                                                                                                                               | CUSIP: G21810109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -26288 | NC      | $-219241.92   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TRADE DES                       | CFD_EQS GOLDUS33 BD8FDD1                                                                                                                               | CUSIP: 88339J105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -330 | NC      | $-14793.90    | -0.01%            |  |  |  | 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        |       -2377 | NC      | $-95602.94    | -0.03%            |  |  |  | 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        |         542 | NC      | $115126.22    | 0.04%             |  |  |  | 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        |       -3681 | NC      | $-328934.16   | -0.11%            |  |  |  | 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        |      -34898 | NC      | $-165416.52   | -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        |         754 | NC      | $292755.58    | 0.10%             |  |  |  | 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              | US        |        3313 | NC      | $523553.39    | 0.18%             |  |  |  | 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        |       -2307 | NC      | $-197640.69   | -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        |       -3285 | NC      | $-273509.10   | -0.10%            |  |  |  | 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        |        -769 | NC      | $-247933.29   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG UNIVERSAL                       | CFD_EQS GOLDUS33 2923785                                                                                                                               | CUSIP: 913903100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1916 | NC      | $-269945.24   | -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        |       12040 | NC      | $136172.40    | 0.05%             |  |  |  | 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        |         679 | NC      | $224524.93    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WALGREENS                       | CFD_EQS GOLDUS33 BTN1Y44                                                                                                                               | CUSIP: 931427108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4863 | NC      | $-181681.68   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WASHINGTO                       | CFD_EQS GOLDUS33 2941981                                                                                                                               | CUSIP: 938824109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        7323 | NC      | $245686.65    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WERNER EN                       | CFD_EQS GOLDUS33 2948852                                                                                                                               | CUSIP: 950755108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2732 | NC      | $109990.32    | 0.04%             |  |  |  | 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        |       -3825 | NC      | $-118575.00   | -0.04%            |  |  |  | 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        |        2055 | NC      | $192676.80    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ROPER TEC                       | CFD_EQS GOLDUS33 2749602                                                                                                                               | CUSIP: 776696106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -336 | NC      | $-145182.24   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NVR INC                         | CFD_EQS GOLDUS33 2637785                                                                                                                               | CUSIP: 62944T105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          66 | NC      | $304430.28    | 0.11%             |  |  |  | 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        |         835 | NC      | $52187.50     | 0.02%             |  |  |  | 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        |       -4368 | NC      | $-150259.20   | -0.05%            |  |  |  | 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        |       -2663 | NC      | $-123217.01   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BJ'S WHOL                       | CFD_EQS GOLDUS33 BFZNZF8                                                                                                                               | CUSIP: 05550J101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3282 | NC      | $-217137.12   | -0.08%            |  |  |  | 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        |       -5769 | NC      | $-150224.76   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                   | STWD 4.375 04/01/23                                                                                                                                    | CUSIP: 85571BAH8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      244000 | PA      | $237747.50    | 0.08%             | 2023-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kaman Corporation                               | KAMN 3.25 05/01/24                                                                                                                                     | CUSIP: 483548AF0<br>LEI: 5493003YK076OLTEQF95 | Long             | DBT              | CORP              | US        |      365000 | PA      | $341092.50    | 0.12%             | 2024-05-01      | Fixed         | 3.25%                 | 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        |       -9891 | NC      | $-229471.20   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ALTERYX I                       | CFD_EQS GOLDUS33 BYWMQJ2                                                                                                                               | CUSIP: 02156B103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4426 | NC      | $-224265.42   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| JetBlue Airways Corporation                     | JBLU 0.5 04/01/26                                                                                                                                      | CUSIP: 477143AP6<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |      357000 | PA      | $262065.51    | 0.09%             | 2026-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| WisdomTree, Inc.                                | WT 3.25 06/15/26                                                                                                                                       | CUSIP: 97717PAD6<br>LEI: 549300WIU8IS7UFO7871 | Long             | DBT              | CORP              | US        |      104000 | PA      | $96772.00     | 0.03%             | 2026-06-15      | Fixed         | 3.25%                 | 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        |      -20043 | NC      | $-567417.33   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EQUITRANS                       | CFD_EQS GOLDUS33 BFMWBV6                                                                                                                               | CUSIP: 294600101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -22187 | NC      | $-148652.90   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Envestnet Inc                                   | ENV 0.75 08/15/25                                                                                                                                      | CUSIP: 29404KAE6<br>LEI: 549300HLWZ5OKIDM8737 | Long             | DBT              | CORP              | US        |      279000 | PA      | $253192.50    | 0.09%             | 2025-08-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| The Greenbrier Companies, Inc.                  | GBX 2.875 04/15/28                                                                                                                                     | CUSIP: 393657AM3<br>LEI: 5493001GAGGFR30BP390 | Long             | DBT              | CORP              | US        |      504000 | PA      | $446796.00    | 0.16%             | 2028-04-15      | Fixed         | 2.88%                 | 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        |         247 | NC      | $44366.14     | 0.02%             |  |  |  | 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        |       -7602 | NC      | $-493597.86   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Realogy Group LLC/Realogy Co-Issuer Corp        | HOUS 0.25 06/15/26                                                                                                                                     | CUSIP: 75606DAP6<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |      715000 | PA      | $503360.00    | 0.18%             | 2026-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Progress Software Corp.                         | PRGS 1 04/15/26                                                                                                                                        | CUSIP: 743312AB6<br>LEI: 549300R65B3JG6972S24 | Long             | DBT              | CORP              | US        |      421000 | PA      | $432367.00    | 0.15%             | 2026-04-15      | Fixed         | 1.00%                 | 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        |        1848 | NC      | $56123.76     | 0.02%             |  |  |  | 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        |        1650 | NC      | $480150.00    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Etsy Inc                                        | ETSY 0.25 06/15/28                                                                                                                                     | CUSIP: 29786AAN6<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |      469000 | PA      | $403949.70    | 0.14%             | 2028-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Redwood Trust, Inc.                             | RWT 4.75 08/15/23                                                                                                                                      | CUSIP: 758075AC9<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | DBT              | CORP              | US        |      240000 | PA      | $236400.00    | 0.08%             | 2023-08-15      | Fixed         | 4.75%                 | 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        |       -4312 | NC      | $-217281.68   | -0.08%            |  |  |  | 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        |       -3506 | NC      | $-102340.14   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| MACOM Technology Solutions Holdings Inc.        | MTSI 0.25 03/15/26                                                                                                                                     | CUSIP: 55405YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      380000 | PA      | $377910.00    | 0.13%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Bandwidth Inc                                   | BAND 0.5 04/01/28                                                                                                                                      | CUSIP: 05988JAD5<br>LEI: 549300QC70JB7MUGXM66 | Long             | DBT              | CORP              | US        |      464000 | PA      | $293201.60    | 0.10%             | 2028-04-01      | Fixed         | 0.50%                 | 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        |         194 | NC      | $13413.16     | 0.00%             |  |  |  | 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        |        3587 | NC      | $209373.19    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunnova Energy International Incorporation      | NOVA 0.25 12/01/26                                                                                                                                     | CUSIP: 86745KAF1<br>LEI: 549300JK1Y1VVC3JU540 | Long             | DBT              | CORP              | US        |      471000 | PA      | $366673.50    | 0.13%             | 2026-12-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Conmed Corporation                              | CNMD 2.25 06/15/27                                                                                                                                     | CUSIP: 207410AG6<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | DBT              | CORP              | US        |      323000 | PA      | $295868.00    | 0.10%             | 2027-06-15      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| CFD_EQS FIN LEG UNITED ST                       | CFD_EQS GOLDUS33 2824770                                                                                                                               | CUSIP: 912909108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -5600 | NC      | $-140280.00   | -0.05%            |  |  |  | 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        |        -740 | NC      | $-60014.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ANSYS INC                       | CFD_EQS GOLDUS33 2045623                                                                                                                               | CUSIP: 03662Q105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -300 | NC      | $-72477.00    | -0.03%            |  |  |  | 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        |       -2764 | NC      | $-311585.72   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Bentley Systems Incorporated                    | BSY 0.375 07/01/27                                                                                                                                     | CUSIP: 08265TAD1<br>LEI: 549300WVEHPGE0Z56F71 | Long             | DBT              | CORP              | US        |      406000 | PA      | $332514.00    | 0.12%             | 2027-07-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Blackstone Mortgage Trust, Inc                  | BXMT 4.75 03/15/23                                                                                                                                     | CUSIP: 09257WAC4<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |      508000 | PA      | $503237.50    | 0.18%             | 2023-03-15      | Fixed         | 4.75%                 | 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        |        2497 | NC      | $280238.31    | 0.10%             |  |  |  | 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        |       -2364 | NC      | $-53591.88    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CABLE ONE                       | CFD_EQS GOLDUS33 BZ07DS4                                                                                                                               | CUSIP: 12685J105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -61 | NC      | $-43423.46    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LIBERTY B                       | CFD_EQS GOLDUS33 BRTLC06                                                                                                                               | CUSIP: 530307305<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1343 | NC      | $-102430.61   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Blackline Inc                                   | BL 0 03/15/26                                                                                                                                          | CUSIP: 09239BAD1<br>LEI: 529900P9N7PK9LV5EK56 | Long             | DBT              | CORP              | US        |      474000 | PA      | $406158.75    | 0.14%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Halozyme Therapeutics Inc                       | HALO 0.25 03/01/27                                                                                                                                     | CUSIP: 40637HAD1<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |      400000 | PA      | $389250.00    | 0.14%             | 2027-03-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Snap Inc                                        | SNAP 0 05/01/27                                                                                                                                        | CUSIP: 83304AAF3<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      327000 | PA      | $230044.50    | 0.08%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cable One Inc                                   | CABO 1.125 03/15/28                                                                                                                                    | CUSIP: 12685JAG0<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |      511000 | PA      | $382228.00    | 0.13%             | 2028-03-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WYNDHAM H                       | CFD_EQS GOLDUS33 BF108P4                                                                                                                               | CUSIP: 98311A105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        4637 | NC      | $330664.47    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitek Systems Inc.                              | MITK 0.75 02/01/26                                                                                                                                     | CUSIP: 606710AA9<br>LEI: 549300ABZAQ3R25XG118 | Long             | DBT              | CORP              | US        |      377000 | PA      | $312910.00    | 0.11%             | 2026-02-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Groupon Inc                                     | GRPN 1.125 03/15/26                                                                                                                                    | CUSIP: 399473AF4<br>LEI: 5299005W5W1R5POQJL03 | Long             | DBT              | CORP              | US        |      361000 | PA      | $211185.00    | 0.07%             | 2026-03-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Trust, Inc.                        | ABR 7.5 08/01/25                                                                                                                                       | CUSIP: 038923AZ1<br>LEI: 549300ASFUWYQO0RW077 | Long             | DBT              | CORP              | US        |      624000 | PA      | $623064.00    | 0.22%             | 2025-08-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TJX COMPA                       | CFD_EQS GOLDUS33 2989301                                                                                                                               | CUSIP: 872540109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1413 | NC      | $-112474.80   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AMERCO CM                       | CFD_EQS GOLDUS33 BP0VMC3                                                                                                                               | CUSIP: 023586506<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -246 | NC      | $-13525.08    | -0.00%            |  |  |  | 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        |       -1361 | NC      | $-117699.28   | -0.04%            |  |  |  | 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              | US        |        -307 | NC      | $-41712.09    | -0.01%            |  |  |  | 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        |       -1314 | NC      | $-68774.76    | -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        |         202 | NC      | $103496.72    | 0.04%             |  |  |  | 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        |       -1849 | NC      | $-192369.96   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG RPM INTER                       | CFD_EQS GOLDUS33 2756174                                                                                                                               | CUSIP: 749685103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -435 | NC      | $-42390.75    | -0.01%            |  |  |  | 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        |        1171 | NC      | $59674.16     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG INARI MED                       | CFD_EQS GOLDUS33 BLDRF10                                                                                                                               | CUSIP: 45332Y109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         197 | NC      | $12521.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DEFINITIV                       | CFD_EQS GOLDUS33 BMGSDK2                                                                                                                               | CUSIP: 24477E103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -19697 | NC      | $-216470.03   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG INFORMATI                       | CFD_EQS GOLDUS33 BMG95P4                                                                                                                               | CUSIP: 45674M101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -5652 | NC      | $-92071.08    | -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        |       -8229 | NC      | $-120061.11   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PAYCOR HC                       | CFD_EQS GOLDUS33 BNLYJ59                                                                                                                               | CUSIP: 70435P102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -7381 | NC      | $-180613.07   | -0.06%            |  |  |  | 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        |       -7944 | NC      | $-153398.64   | -0.05%            |  |  |  | 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        |      -12782 | NC      | $-104045.48   | -0.04%            |  |  |  | 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        |        -536 | NC      | $-22249.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TARGET CO                       | CFD_EQS GOLDUS33 2259101                                                                                                                               | CUSIP: 87612E106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -298 | NC      | $-44413.92    | -0.02%            |  |  |  | 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        |      -12884 | NC      | $-420662.60   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MASTERBRA                       | CFD_EQS GOLDUS33 BPDJN76                                                                                                                               | CUSIP: 57638P104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -988 | NC      | $-7459.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HP INC                          | CFD_EQS GOLDUS33 BYX4D52                                                                                                                               | CUSIP: 40434L105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2793 | NC      | $-75047.91    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG THERMO FI                       | CFD_EQS GOLDUS33 2886907                                                                                                                               | CUSIP: 883556102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -132 | NC      | $-72691.08    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PARAMOUNT                       | CFD_EQS GOLDUS33 BKTNTR9                                                                                                                               | CUSIP: 92556H206<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -18962 | NC      | $-320078.56   | -0.11%            |  |  |  | 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        |         478 | NC      | $94089.52     | 0.03%             |  |  |  | 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        |       -5161 | NC      | $-46810.27    | -0.02%            |  |  |  | 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        |         241 | NC      | $26967.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DUN & BRA                       | CFD_EQS GOLDUS33 BLF9ZT2                                                                                                                               | CUSIP: 26484T106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -17337 | NC      | $-212551.62   | -0.07%            |  |  |  | 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              | US        |        -860 | NC      | $-44290.00    | -0.02%            |  |  |  | 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        |        2859 | NC      | $193668.66    | 0.07%             |  |  |  | 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        |       -3105 | NC      | $-76786.65    | -0.03%            |  |  |  | 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        |         727 | NC      | $76545.83     | 0.03%             |  |  |  | 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        |         427 | NC      | $16354.10     | 0.01%             |  |  |  | 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        |        1381 | NC      | $101503.50    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PELOTON I                       | CFD_EQS GOLDUS33 BJ7WJS2                                                                                                                               | CUSIP: 70614W100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -21472 | NC      | $-170487.68   | -0.06%            |  |  |  | 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        |       -3168 | NC      | $-196035.84   | -0.07%            |  |  |  | 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        |       -8637 | NC      | $-185090.91   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG UNION PAC                       | CFD_EQS GOLDUS33 2914734                                                                                                                               | CUSIP: 907818108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1481 | NC      | $-306670.67   | -0.11%            |  |  |  | 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        |        6273 | NC      | $162721.62    | 0.06%             |  |  |  | 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        |       -4284 | NC      | $-364225.68   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG REINSURAN                       | CFD_EQS GOLDUS33 2731193                                                                                                                               | CUSIP: 759351604<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -935 | NC      | $-132854.15   | -0.05%            |  |  |  | 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        |       -1187 | NC      | $-47776.75    | -0.02%            |  |  |  | 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        |         972 | NC      | $326728.08    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EVEREST R                       | CFD_EQS GOLDUS33 2556868                                                                                                                               | CUSIP: G3223R108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -395 | NC      | $-130851.65   | -0.05%            |  |  |  | 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        |        2284 | NC      | $544391.40    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG JONES LAN                       | CFD_EQS GOLDUS33 2040640                                                                                                                               | CUSIP: 48020Q107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         291 | NC      | $46376.67     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ALNYLAM P                       | CFD_EQS GOLDUS33 B00FWN1                                                                                                                               | CUSIP: 02043Q107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -178 | NC      | $-42301.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NORDSTROM                       | CFD_EQS GOLDUS33 2641827                                                                                                                               | CUSIP: 655664100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -10706 | NC      | $-172794.84   | -0.06%            |  |  |  | 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        |        -482 | NC      | $-85251.34    | -0.03%            |  |  |  | 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        |        9005 | NC      | $356147.75    | 0.12%             |  |  |  | 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        |        1229 | NC      | $348765.62    | 0.12%             |  |  |  | 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        |        7119 | NC      | $324128.07    | 0.11%             |  |  |  | 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        |        -932 | NC      | $-147200.08   | -0.05%            |  |  |  | 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        |        3397 | NC      | $149434.03    | 0.05%             |  |  |  | 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        |       -7211 | NC      | $-441817.97   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FOOT LOCK                       | CFD_EQS GOLDUS33 2980906                                                                                                                               | CUSIP: 344849104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2684 | NC      | $-101428.36   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG R1 RCM IN                       | CFD_EQS BP2S437                                                                                                                                        | CUSIP: 77634L105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -22284 | NC      | $-244009.80   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ENHABIT                         | CFD_EQS GOLDUS33 BQFMQ93                                                                                                                               | CUSIP: 29332G102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        5208 | NC      | $68537.28     | 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        |       -2590 | NC      | $-324268.00   | -0.11%            |  |  |  | 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        |         210 | NC      | $303544.50    | 0.11%             |  |  |  | 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        |       -1519 | NC      | $-135069.48   | -0.05%            |  |  |  | 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        |        1304 | NC      | $66125.84     | 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        |        1599 | NC      | $91526.76     | 0.03%             |  |  |  | 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        |        1632 | NC      | $27515.52     | 0.01%             |  |  |  | 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        |         401 | NC      | $12426.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GUARDANT                        | CFD_EQS GOLDUS33 BFXC911                                                                                                                               | CUSIP: 40131M109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        4040 | NC      | $109888.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AGILON HE                       | CFD_EQS GOLDUS33 BLR4TK4                                                                                                                               | CUSIP: 00857U107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -18812 | NC      | $-303625.68   | -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        |       -5036 | NC      | $-122274.08   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SEMTECH C                       | CFD_EQS GOLDUS33 2795542                                                                                                                               | CUSIP: 816850101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        5404 | NC      | $155040.76    | 0.05%             |  |  |  | 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        |        4688 | NC      | $268341.12    | 0.09%             |  |  |  | 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        |       -2392 | NC      | $-506769.12   | -0.18%            |  |  |  | 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        |        -660 | NC      | $-85133.40    | -0.03%            |  |  |  | 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        |       -4187 | NC      | $-119162.02   | -0.04%            |  |  |  | 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        |       -3221 | NC      | $-113991.19   | -0.04%            |  |  |  | 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        |       -1214 | NC      | $-192370.44   | -0.07%            |  |  |  | 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        |        -899 | NC      | $-12280.34    | -0.00%            |  |  |  | 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        |        1010 | NC      | $10635.30     | 0.00%             |  |  |  | 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        |       -1769 | NC      | $-83461.42    | -0.03%            |  |  |  | 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        |        -188 | NC      | $-25034.08    | -0.01%            |  |  |  | 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        |       -2258 | NC      | $-175153.06   | -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        |         395 | NC      | $110675.05    | 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        |         529 | NC      | $18134.12     | 0.01%             |  |  |  | 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        |        1451 | NC      | $72433.92     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FIRST REP                       | CFD_EQS GOLDUS33 B4WHY15                                                                                                                               | CUSIP: 33616C100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2280 | NC      | $277909.20    | 0.10%             |  |  |  | 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        |      -10045 | NC      | $-452527.25   | -0.16%            |  |  |  | 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        |        1433 | NC      | $413821.74    | 0.14%             |  |  |  | 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        |        4515 | NC      | $126194.25    | 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        |        2618 | NC      | $426472.20    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SVB FINAN                       | CFD_EQS GOLDUS33 2808053                                                                                                                               | CUSIP: 78486Q101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1211 | NC      | $-278699.54   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MACERICH                        | CFD_EQS GOLDUS33 2543967                                                                                                                               | CUSIP: 554382101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2932 | NC      | $-33014.32    | -0.01%            |  |  |  | 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        |        -234 | NC      | $-50745.24    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LIFE STOR                       | CFD_EQS GOLDUS33 BDCSFJ6                                                                                                                               | CUSIP: 53223X107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1645 | NC      | $162032.50    | 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        |       -1995 | NC      | $-125884.50   | -0.04%            |  |  |  | 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        |        -342 | NC      | $-70072.38    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AMEDISYS                        | CFD_EQS GOLDUS33 2024332                                                                                                                               | CUSIP: 023436108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -503 | NC      | $-42020.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WATERS CO                       | CFD_EQS GOLDUS33 2937689                                                                                                                               | CUSIP: 941848103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         754 | NC      | $258305.32    | 0.09%             |  |  |  | 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        |        1345 | NC      | $210411.80    | 0.07%             |  |  |  | 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        |        3010 | NC      | $341936.00    | 0.12%             |  |  |  | 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        |       -1569 | NC      | $-318130.44   | -0.11%            |  |  |  | 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        |       -4984 | NC      | $-629778.24   | -0.22%            |  |  |  | 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        |       -3350 | NC      | $-206494.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Sabre Corporation                               | Sabre Corporation COM USD0.01                                                                                                                          | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Short            | EC               | CORP              | US        |      -24440 | NS      | $-151039.20   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| New Relic Inc                                   | New Relic Inc COM USD0.001                                                                                                                             | CUSIP: 64829B100<br>LEI: 549300AB8FY2HQILL804 | Short            | EC               | CORP              | US        |        -118 | NS      | $-6661.10     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Lendingtree Inc                                 | Lendingtree Inc COM USD0.01                                                                                                                            | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Short            | EC               | CORP              | US        |         -89 | NS      | $-1898.37     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                           | Lantheus Holdings Inc COM USD0.01                                                                                                                      | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Short            | EC               | CORP              | US        |        -690 | NS      | $-35162.40    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Impinj Inc                                      | Impinj Inc COM USD0.001                                                                                                                                | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Short            | EC               | CORP              | US        |       -1063 | NS      | $-116058.34   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Chegg Inc                                       | Chegg Inc COM USD0.001                                                                                                                                 | CUSIP: 163092109<br>LEI: 549300AKX7O8JG0O3G77 | Short            | EC               | CORP              | US        |       -1125 | NS      | $-28428.75    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chegg Inc                                       | CHGG 0 09/01/26                                                                                                                                        | CUSIP: 163092AF6<br>LEI: 549300AKX7O8JG0O3G77 | Long             | DBT              | CORP              | US        |      605000 | PA      | $480612.00    | 0.17%             | 2026-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Coherus Biosciences Inc                         | Coherus Biosciences Inc COM USD0.0001                                                                                                                  | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Short            | EC               | CORP              | US        |      -11947 | NS      | $-94620.24    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Incorporation                 | Lumentum Holdings Incorporation COM USD0.001                                                                                                           | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Short            | EC               | CORP              | US        |        -980 | NS      | $-51126.60    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Cowen Inc                                       | Cowen Inc COM USD0.01 CL A                                                                                                                             | CUSIP: 223622606<br>LEI: 5493008QI0EFC5WBED75 | Short            | EC               | CORP              | US        |       -6207 | NS      | $-239714.34   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Workiva Inc                                     | Workiva Inc COM USD0.001                                                                                                                               | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Short            | EC               | CORP              | US        |       -2548 | NS      | $-213955.56   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Pennymac Corporation                            | PMT 5.5 11/01/24                                                                                                                                       | CUSIP: 70932AAD5<br>LEI: EWN0I878407TKQNXZ933 | Long             | DBT              | CORP              | US        |      915000 | PA      | $821212.50    | 0.29%             | 2024-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Five9 Inc.                                      | Five9 Inc. COM USD0.001                                                                                                                                | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Short            | EC               | CORP              | US        |        -424 | NS      | $-28772.64    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group Inc.                                  | PRA Group Inc. COM USD0.01                                                                                                                             | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Short            | EC               | CORP              | US        |        -855 | NS      | $-28881.90    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Blackline Inc                                   | Blackline Inc COM USD0.01                                                                                                                              | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Short            | EC               | CORP              | US        |        -948 | NS      | $-63771.96    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Cable One Inc                                   | Cable One Inc COM USD0.01                                                                                                                              | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Short            | EC               | CORP              | US        |         -55 | NS      | $-39152.30    | -0.01%            |  |  |  | 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        |       -8584 | NS      | $-105068.16   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Ringcentral Inc                                 | Ringcentral Inc COM USD0.0001 CL'A'                                                                                                                    | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Short            | EC               | CORP              | US        |        -132 | NS      | $-4672.80     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group Inc                                | Zillow Group Inc COM USD0.0001 CLASS C                                                                                                                 | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Short            | EC               | CORP              | US        |       -1191 | NS      | $-38362.11    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Everbridge Inc                                  | Everbridge Inc COM USD0.001                                                                                                                            | CUSIP: 29978A104<br>LEI: 549300WCY0UMR64ATW81 | Short            | EC               | CORP              | US        |        -159 | NS      | $-4703.22     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Group                           | RCL 6 08/15/25                                                                                                                                         | CUSIP: 780153BP6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      144000 | PA      | $181584.00    | 0.06%             | 2025-08-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Summit Hotel Properties, Inc.                   | Summit Hotel Properties, Inc. COM USD0.01                                                                                                              | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Short            | EC               | CORP              | US        |      -15532 | NS      | $-112141.04   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc                                        | Etsy Inc USD0.001                                                                                                                                      | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Short            | EC               | CORP              | US        |        -976 | NS      | $-116905.28   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG STRYKER C                       | CFD_EQS GOLDUS33 2853688                                                                                                                               | CUSIP: 863667101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -770 | NC      | $-188257.30   | -0.07%            |  |  |  | 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        |        3147 | NC      | $274890.45    | 0.10%             |  |  |  | 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        |       -1439 | NC      | $-145223.88   | -0.05%            |  |  |  | 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        |        1053 | NC      | $148957.38    | 0.05%             |  |  |  | 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        |       -2116 | NC      | $-85676.84    | -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        |        3345 | NC      | $161864.55    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ARROWHEAD                       | CFD_EQS GOLDUS33 BYQBFJ8                                                                                                                               | CUSIP: 04280A100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2153 | NC      | $-87325.68    | -0.03%            |  |  |  | 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        |        6790 | NC      | $545372.80    | 0.19%             |  |  |  | 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        |        3255 | NC      | $107284.80    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SIRIUS XM                       | CFD_EQS GOLDUS33 BGLDK10                                                                                                                               | CUSIP: 82968B103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       45757 | NC      | $267220.88    | 0.09%             |  |  |  | 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        |        -398 | NC      | $-33638.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ALEXANDRI                       | CFD_EQS GOLDUS33 2009210                                                                                                                               | CUSIP: 015271109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -634 | NC      | $-92354.78    | -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              | US        |        1089 | NC      | $144357.84    | 0.05%             |  |  |  | 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        |        2901 | NC      | $254069.58    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG COTY INC-                       | CFD_EQS GOLDUS33 BBBSMJ2                                                                                                                               | CUSIP: 222070203<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -26386 | NC      | $-225864.16   | -0.08%            |  |  |  | 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        |       -3325 | NC      | $-225634.50   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SOLAREDGE                       | CFD_EQS GOLDUS33 BWC52Q6                                                                                                                               | CUSIP: 83417M104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -932 | NC      | $-264007.64   | -0.09%            |  |  |  | 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        |        4361 | NC      | $89008.01     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ENERGIZER                       | CFD_EQS GOLDUS33 BYZFPN5                                                                                                                               | CUSIP: 29272W109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -6309 | NC      | $-211666.95   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TELADOC H                       | CFD_EQS GOLDUS33 BYQRFY1                                                                                                                               | CUSIP: 87918A105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3779 | NC      | $-89373.35    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NISOURCE                        | CFD_EQS GOLDUS33 2645409                                                                                                                               | CUSIP: 65473P105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        4367 | NC      | $119743.14    | 0.04%             |  |  |  | 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        |       -2694 | NC      | $-191866.68   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SYNEOS HE                       | CFD_EQS GOLDUS33 BFMZ4V6                                                                                                                               | CUSIP: 87166B102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3268 | NC      | $119870.24    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation          | FHR 4583 ST                                                                                                                                            | CUSIP: 3137BPDJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      565103 | PA      | $62655.14     | 0.02%             | 2046-05-15      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GNR 2019-110 SD                                                                                                                                        | CUSIP: 38381YXM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      267774 | PA      | $20812.72     | 0.01%             | 2049-09-20      | Floating      | 2.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GNR 2019-20 SF                                                                                                                                         | CUSIP: 38381RAZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      388232 | PA      | $9170.69      | 0.00%             | 2049-02-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GNR 2019-1 SN                                                                                                                                          | CUSIP: 38381BZG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      167563 | PA      | $13741.56     | 0.00%             | 2049-01-20      | Floating      | 2.11%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FNR 2020-60 NI                                                                                                                                         | CUSIP: 3136BBVK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      153534 | PA      | $28526.81     | 0.01%             | 2050-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GNR 2020-21 SA                                                                                                                                         | CUSIP: 38382DJV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      323886 | PA      | $30436.00     | 0.01%             | 2050-02-20      | Floating      | 2.11%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FNR 2020-38 TI                                                                                                                                         | CUSIP: 3136BAEG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      828808 | PA      | $165029.97    | 0.06%             | 2050-06-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation          | FHR 4468 SY                                                                                                                                            | CUSIP: 3137BJMU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      226693 | PA      | $25355.57     | 0.01%             | 2045-05-15      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GNR 2018-139 SQ                                                                                                                                        | CUSIP: 38381AQC3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      143784 | PA      | $11735.29     | 0.00%             | 2048-10-20      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GNR 2020-146 IM                                                                                                                                        | CUSIP: 38382KWP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      323974 | PA      | $39936.22     | 0.01%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GNR 2019-6 SA                                                                                                                                          | CUSIP: 38381BG65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      138063 | PA      | $12288.39     | 0.00%             | 2049-01-20      | Floating      | 2.11%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FNR 2018-17 CS                                                                                                                                         | CUSIP: 3136B06N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     1732876 | PA      | $36151.35     | 0.01%             | 2048-03-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                      | GNR 2018-7 DS                                                                                                                                          | CUSIP: 38380UM67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      315257 | PA      | $29022.92     | 0.01%             | 2048-01-20      | Floating      | 1.76%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GNR 2020-55 AS                                                                                                                                         | CUSIP: 38382EML8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      534822 | PA      | $55506.67     | 0.02%             | 2050-04-20      | Floating      | 2.11%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GNR 2019-151 NI                                                                                                                                        | CUSIP: 38382BDB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      705388 | PA      | $102143.45    | 0.04%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GNR 2018-124 SN                                                                                                                                        | CUSIP: 38380Y2Z7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      374930 | PA      | $32662.47     | 0.01%             | 2048-09-20      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FNR 2020-49 KS                                                                                                                                         | CUSIP: 3136BAC36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      477944 | PA      | $54136.15     | 0.02%             | 2050-07-25      | Floating      | 2.08%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GNR 2019-110 SE                                                                                                                                        | CUSIP: 38381YXT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      357529 | PA      | $28720.52     | 0.01%             | 2049-09-20      | Floating      | 2.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GNR 2020-55 PI                                                                                                                                         | CUSIP: 38382EPY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      301621 | PA      | $47889.05     | 0.02%             | 2050-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation          | FHR 4248 S                                                                                                                                             | CUSIP: 3137B4VS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      222602 | PA      | $22335.01     | 0.01%             | 2043-09-15      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GNR 2020-79 AI                                                                                                                                         | CUSIP: 38382FYD0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      150089 | PA      | $23040.48     | 0.01%             | 2050-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FNR 2018-8 SA                                                                                                                                          | CUSIP: 3136B0WA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      184422 | PA      | $19627.87     | 0.01%             | 2048-02-25      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GNR 2019-151 IA                                                                                                                                        | CUSIP: 38382BBF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      417312 | PA      | $65219.05     | 0.02%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GNR 2020-61 SF                                                                                                                                         | CUSIP: 38382ET64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      505735 | PA      | $47236.02     | 0.02%             | 2043-07-20      | Floating      | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GNR 2019-111 AS                                                                                                                                        | CUSIP: 38381YND2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      466145 | PA      | $37311.47     | 0.01%             | 2049-01-20      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SPLUNK IN                       | CFD_EQS GOLDUS33 B424494                                                                                                                               | CUSIP: 848637104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -925 | NC      | $-79633.25    | -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        |        -578 | NC      | $-28200.62    | -0.01%            |  |  |  | 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        |      -13046 | NC      | $-198690.58   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NEW JERSE                       | CFD_EQS GOLDUS33 2630513                                                                                                                               | CUSIP: 646025106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -895 | NC      | $-44409.90    | -0.02%            |  |  |  | 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        |        2607 | NC      | $218570.88    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Ziff Davis Inc                                  | Ziff Davis Inc COM USD0.001                                                                                                                            | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Short            | EC               | CORP              | US        |       -1906 | NS      | $-150764.60   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc.                       | Encore Capital Group Inc. COM USD0.01                                                                                                                  | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Short            | EC               | CORP              | US        |       -3460 | NS      | $-165872.40   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Verint Systems Inc                              | Verint Systems Inc COM USD0.001                                                                                                                        | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Short            | EC               | CORP              | US        |       -3046 | NS      | $-110508.88   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                                | NRG Energy, Inc. COM USD0.01                                                                                                                           | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Short            | EC               | CORP              | US        |       -3864 | NS      | $-122952.48   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG WELLS FAR                       | CFD_EQS GOLDUS33 2649100                                                                                                                               | CUSIP: 949746101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       14556 | NC      | $601017.24    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG OLIN CORP                       | CFD_EQS GOLDUS33 2658526                                                                                                                               | CUSIP: 680665205<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3115 | NC      | $-164908.10   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GNR 2015-110 SE                                                                                                                                        | CUSIP: 38379MTL8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      126921 | PA      | $12641.37     | 0.00%             | 2045-08-20      | Floating      | 1.76%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FNR 2017-31 SG                                                                                                                                         | CUSIP: 3136AWKF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      318825 | PA      | $35226.59     | 0.01%             | 2047-05-25      | Floating      | 2.08%                 | No            |                  2 | On Loan: No      |
| The Greenbrier Companies, Inc.                  | The Greenbrier Companies, Inc. COM USD0.001                                                                                                            | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Short            | EC               | CORP              | US        |       -4544 | NS      | $-152360.32   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Proshares Trust                                 | Proshares Trust SHRT 20+YR TRE                                                                                                                         | CUSIP: 74347X849<br>LEI: 5493005D9DS7C1P5AM59 | Long             | EC               | RF                | US        |       45989 | NS      | $1043030.52   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG OMNICOM G                       | CFD_EQS GOLDUS33 2279303                                                                                                                               | CUSIP: 681919106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4172 | NC      | $-340310.04   | -0.12%            |  |  |  | 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        |       -4398 | NC      | $-288948.60   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC Bearings Inc                                | RBC Bearings Inc COM STK USD0.01                                                                                                                       | CUSIP: 75524B104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -707 | NS      | $-148010.45   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree, Inc.                                | WisdomTree, Inc. COM USD0.01                                                                                                                           | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Short            | EC               | CORP              | US        |      -15336 | NS      | $-83581.20    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG ORACLE CO                       | CFD_EQS GOLDUS33 2661568                                                                                                                               | CUSIP: 68389X105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -6208 | NC      | $-507441.92   | -0.18%            |  |  |  | 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              | US        |        -502 | NC      | $-22579.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PEPSICO I                       | CFD_EQS GOLDUS33 2681511                                                                                                                               | CUSIP: 713448108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2133 | NC      | $385347.78    | 0.13%             |  |  |  | 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        |        1612 | NC      | $190216.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GNR 2020-61 SW                                                                                                                                         | CUSIP: 38382EW52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      710889 | PA      | $68727.22     | 0.02%             | 2049-08-20      | Floating      | 2.11%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FNR 2020-49 IO                                                                                                                                         | CUSIP: 3136BAA87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      380792 | PA      | $71387.41     | 0.02%             | 2050-07-25      | Fixed         | 4.00%                 | 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        |        -828 | NC      | $-58448.52    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FTI CONSU                       | CFD_EQS GOLDUS33 2351449                                                                                                                               | CUSIP: 302941109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         154 | NC      | $24455.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Perficient Inc                                  | Perficient Inc COM USD0.001                                                                                                                            | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Short            | EC               | CORP              | US        |       -1232 | NS      | $-86030.56    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Insmed Inc                                      | Insmed Inc COM USD0.01                                                                                                                                 | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Short            | EC               | CORP              | US        |       -8785 | NS      | $-175524.30   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation          | FHR 5012 DI                                                                                                                                            | CUSIP: 3137FW6P0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      165321 | PA      | $30716.58     | 0.01%             | 2050-09-25      | Fixed         | 4.00%                 | 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        |          89 | NC      | $30179.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NVIDIA CO                       | CFD_EQS GOLDUS33 2379504                                                                                                                               | CUSIP: 67066G104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4668 | NC      | $-682181.52   | -0.24%            |  |  |  | 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        |        2577 | NC      | $109084.41    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MACOM Technology Solutions Holdings Inc.        | MACOM Technology Solutions Holdings Inc. COM USD0.001                                                                                                  | CUSIP: 55405Y100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2508 | NS      | $-157953.84   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Rithm Capital Corp.                             | Rithm Capital Corp. 6.375% SERIES C FIXED-TO-FLOATING RATE CUMULATIVE REDEEMABLE PREFERRED STOCK                                                       | CUSIP: 64828T508<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EP               | CORP              | US        |        9077 | PA      | $156124.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG LENNOX IN                       | CFD_EQS GOLDUS33 2442053                                                                                                                               | CUSIP: 526107107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         635 | NC      | $151911.05    | 0.05%             |  |  |  | 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        |       -1328 | NC      | $-81685.28    | -0.03%            |  |  |  | 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        |        -918 | NC      | $-137663.28   | -0.05%            |  |  |  | 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        |        -591 | NC      | $-22280.70    | -0.01%            |  |  |  | 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        |       -3137 | NC      | $-672259.10   | -0.23%            |  |  |  | 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        |         294 | NC      | $164384.22    | 0.06%             |  |  |  | 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        |        1219 | NC      | $102761.70    | 0.04%             |  |  |  | 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        |         931 | NC      | $161845.04    | 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        |       -2668 | NC      | $-102504.56   | -0.04%            |  |  |  | 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        |        7378 | NC      | $170358.02    | 0.06%             |  |  |  | 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        |        -656 | NC      | $-39071.36    | -0.01%            |  |  |  | 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        |        -662 | NC      | $-59877.90    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Helix Energy Solutions Group, Inc.              | Helix Energy Solutions Group, Inc. COM NPV                                                                                                             | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Short            | EC               | CORP              | US        |      -23300 | NS      | $-171954.00   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Liveperson Inc                                  | Liveperson Inc COM USD0.001                                                                                                                            | CUSIP: 538146101<br>LEI: 549300IN2P1JZ20G7N40 | Short            | EC               | CORP              | US        |       -1527 | NS      | $-15483.78    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG AUTODESK                        | CFD_EQS GOLDUS33 2065159                                                                                                                               | CUSIP: 052769106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         433 | NC      | $80914.71     | 0.03%             |  |  |  | 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        |        -513 | NC      | $-215711.37   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Envestnet Inc                                   | Envestnet Inc COM USD0.01                                                                                                                              | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Short            | EC               | CORP              | US        |       -2825 | NS      | $-174302.50   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Airlines Inc.                            | Spirit Airlines Inc. COM USD0.0001                                                                                                                     | CUSIP: 848577102<br>LEI: 549300DCAFIXFNFR3304 | Short            | EC               | CORP              | US        |       -2651 | NS      | $-51641.48    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG ARMSTRONG                       | CFD_EQS GOLDUS33 B1FT462                                                                                                                               | CUSIP: 04247X102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         919 | NC      | $63034.21     | 0.02%             |  |  |  | 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        |         175 | NC      | $46436.25     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Jazz Pharmaceuticals PLC                        | Jazz Pharmaceuticals PLC COM USD0.0001                                                                                                                 | CUSIP: G50871105<br>LEI: 635400GAUMJCLEZRRV50 | Short            | EC               | CORP              | IE        |        -464 | NS      | $-73919.84    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc                       | Halozyme Therapeutics Inc COM USD0.001                                                                                                                 | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Short            | EC               | CORP              | US        |       -2778 | NS      | $-158068.20   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Mitek Systems Inc.                              | Mitek Systems Inc. COM USD0.001                                                                                                                        | CUSIP: 606710200<br>LEI: 549300ABZAQ3R25XG118 | Short            | EC               | CORP              | US        |       -8482 | NS      | $-82190.58    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Infinera Corporation                            | Infinera Corporation COM STK USD0.001                                                                                                                  | CUSIP: 45667G103<br>LEI: 549300ZOF66WPV3H0H17 | Short            | EC               | CORP              | US        |      -17166 | NS      | $-115698.84   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG FIFTH THI                       | CFD_EQS GOLDUS33 2336747                                                                                                                               | CUSIP: 316773100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -7799 | NC      | $-255885.19   | -0.09%            |  |  |  | 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        |       -1318 | NC      | $-287192.20   | -0.10%            |  |  |  | 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        |      -12839 | NC      | $-475556.56   | -0.17%            |  |  |  | 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        |       -1369 | NC      | $-183623.97   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Air Transport Services Group Inc.               | Air Transport Services Group Inc. COM STK USD0.01                                                                                                      | CUSIP: 00922R105<br>LEI: 5493000F3MSFGIXTQE27 | Short            | EC               | CORP              | US        |       -4709 | NS      | $-122339.82   | -0.04%            |  |  |  | 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        |        -439 | NS      | $-59085.01    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| DISH Network Corporation                        | DISH Network Corporation COM USD0.01 CLASS A                                                                                                           | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Short            | EC               | CORP              | US        |       -4462 | NS      | $-62646.48    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG SOUTHWEST                       | CFD_EQS GOLDUS33 2828619                                                                                                                               | CUSIP: 845467109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -15957 | NC      | $-93348.45    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CHART IND                       | CFD_EQS GOLDUS33 B19HNF4                                                                                                                               | CUSIP: 16115Q308<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1914 | NC      | $-220550.22   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SHOCKWAVE                       | CFD_EQS GOLDUS33 BHLNZ89                                                                                                                               | CUSIP: 82489T104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         710 | NC      | $145983.10    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HERTZ GLO                       | CFD_EQS GOLDUS33 BNM5672                                                                                                                               | CUSIP: 42806J700<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -17560 | NC      | $-270248.40   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FRONTIER                        | CFD_EQS GOLDUS33 BP0V999                                                                                                                               | CUSIP: 35909D109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -10037 | NC      | $-255742.76   | -0.09%            |  |  |  | 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        |        5067 | NC      | $170048.52    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MISTER CA                       | CFD_EQS GOLDUS33 BNRRP65                                                                                                                               | CUSIP: 60646V105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -5863 | NC      | $-54115.49    | -0.02%            |  |  |  | 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        |      -15451 | NC      | $-134423.70   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PERFORMAN                       | CFD_EQS GOLDUS33 BYVYD43                                                                                                                               | CUSIP: 71377A103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -709 | NC      | $-41398.51    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DOUBLEVER                       | CFD_EQS GOLDUS33 BMDX9Z7                                                                                                                               | CUSIP: 25862V105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -581 | NC      | $-12758.76    | -0.00%            |  |  |  | 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        |       -1238 | NC      | $-116830.06   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SEAGATE T                       | CFD_EQS GOLDUS33 BKVD2N4                                                                                                                               | CUSIP: G7997R103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2284 | NC      | $-120161.24   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ZEBRA TEC                       | CFD_EQS GOLDUS33 2989356                                                                                                                               | CUSIP: 989207105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -828 | NC      | $-212307.48   | -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        |        -790 | NC      | $-38567.80    | -0.01%            |  |  |  | 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        |       -4990 | NC      | $-63422.90    | -0.02%            |  |  |  | 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        |         -89 | NC      | $-10686.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MARKEL CO                       | CFD_EQS GOLDUS33 2566436                                                                                                                               | CUSIP: 570535104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -118 | NC      | $-155463.82   | -0.05%            |  |  |  | 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        |       -4177 | NC      | $-212943.46   | -0.07%            |  |  |  | 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        |        1867 | NC      | $84332.39     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GINKGO BI                       | CFD_EQS GOLDUS33 BN6KXF0                                                                                                                               | CUSIP: 37611X100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -21857 | NC      | $-36938.33    | -0.01%            |  |  |  | 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        |         -65 | NC      | $-11012.95    | -0.00%            |  |  |  | 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        |         128 | NC      | $257955.84    | 0.09%             |  |  |  | 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        |      -21749 | NC      | $-366253.16   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG OMNICELL                        | CFD_EQS GOLDUS33 2789523                                                                                                                               | CUSIP: 68213N109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3527 | NC      | $-177831.34   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WILLIS TO                       | CFD_EQS GOLDUS33 BDB6Q21                                                                                                                               | CUSIP: G96629103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -251 | NC      | $-61389.58    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WORLD WRE                       | CFD_EQS GOLDUS33 2503529                                                                                                                               | CUSIP: 98156Q108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1842 | NC      | $126213.84    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TELEDYNE                        | CFD_EQS GOLDUS33 2503477                                                                                                                               | CUSIP: 879360105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -611 | NC      | $-244345.01   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HANESBRAN                       | CFD_EQS GOLDUS33 B1BJSL9                                                                                                                               | CUSIP: 410345102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -44132 | NC      | $-280679.52   | -0.10%            |  |  |  | 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        |        1066 | NC      | $370680.18    | 0.13%             |  |  |  | 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        |         287 | NC      | $29443.33     | 0.01%             |  |  |  | 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        |        5444 | NC      | $406176.84    | 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        |        -290 | NC      | $-23782.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ENVESTNET                       | CFD_EQS GOLDUS33 B474ZK7                                                                                                                               | CUSIP: 29404K106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -5277 | NC      | $-325590.90   | -0.11%            |  |  |  | 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        |        2996 | NC      | $226168.04    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BANK OZK                        | CFD_EQS GOLDUS33 BZ56Q65                                                                                                                               | CUSIP: 06417N103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        4104 | NC      | $164406.24    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MIRATI TH                       | CFD_EQS GOLDUS33 BBPK0J0                                                                                                                               | CUSIP: 60468T105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2717 | NC      | $-123107.27   | -0.04%            |  |  |  | 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        |       -2586 | NC      | $-103879.62   | -0.04%            |  |  |  | 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        |       -1178 | NC      | $-96560.66    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FRESHPET                        | CFD_EQS GOLDUS33 BS7K7M9                                                                                                                               | CUSIP: 358039105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3842 | NC      | $-202742.34   | -0.07%            |  |  |  | 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        |       -7272 | NC      | $-330657.84   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AZEK CO I                       | CFD_EQS GOLDUS33 BKPVG43                                                                                                                               | CUSIP: 05478C105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -20220 | NC      | $-410870.40   | -0.14%            |  |  |  | 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        |       -3068 | NC      | $-171593.24   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CHARGEPOI                       | CFD_EQS GOLDUS33 BMC9RZ2                                                                                                                               | CUSIP: 15961R105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -5707 | NC      | $-54387.71    | -0.02%            |  |  |  | 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        |       -5027 | NC      | $-140404.11   | -0.05%            |  |  |  | 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        |        -429 | NC      | $-132243.54   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG COMMERCIA                       | CFD_EQS GOLDUS33 2213260                                                                                                                               | CUSIP: 201723103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2735 | NC      | $-132100.50   | -0.05%            |  |  |  | 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      |
| Northern Inst Fds                               | Northern Inst Fds GOVT PTFL                                                                                                                            | CUSIP: 665278404<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |         355 | NS      | $355.01       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidestone Fds                                  | Guidestone Fds MONEY MKT INSTL                                                                                                                         | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |     5474095 | NS      | $5474094.70   | 1.91%             |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG EXTRA SPA                       | CFD_EQS GOLDUS33 B02HWR9                                                                                                                               | CUSIP: 30225T102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         772 | NC      | $113622.96    | 0.04%             |  |  |  | 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        |       -9280 | NC      | $-777571.20   | -0.27%            |  |  |  | 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        |         755 | NC      | $419968.75    | 0.15%             |  |  |  | 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        |        1484 | NC      | $116716.60    | 0.04%             |  |  |  | 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        |      -10361 | NC      | $-165361.56   | -0.06%            |  |  |  | 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        |       -1587 | NC      | $-99727.08    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AVANGRID                        | CFD_EQS GOLDUS33 BYP0CD9                                                                                                                               | CUSIP: 05351W103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         913 | NC      | $39240.74     | 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        |        5405 | NC      | $135503.35    | 0.05%             |  |  |  | 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        |         526 | NC      | $123441.68    | 0.04%             |  |  |  | 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        |        -222 | NC      | $-38707.92    | -0.01%            |  |  |  | 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        |      -29978 | NC      | $-422689.80   | -0.15%            |  |  |  | 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              | US        |        -750 | NC      | $-126067.50   | -0.04%            |  |  |  | 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        |       -3179 | NC      | $-333286.36   | -0.12%            |  |  |  | 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        |       -9185 | NC      | $-318076.55   | -0.11%            |  |  |  | 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        |        2142 | NC      | $55799.10     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG KELLOGG C                       | CFD_EQS GOLDUS33 2486813                                                                                                                               | CUSIP: 487836108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2431 | NC      | $173184.44    | 0.06%             |  |  |  | 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        |        1279 | NC      | $115749.50    | 0.04%             |  |  |  | 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        |         272 | NC      | $99508.48     | 0.03%             |  |  |  | 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        |        2036 | NC      | $294181.64    | 0.10%             |  |  |  | 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              | US        |       -2111 | NC      | $-49650.72    | -0.02%            |  |  |  | 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        |      -13612 | NC      | $-711227.00   | -0.25%            |  |  |  | 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        |        7720 | NC      | $360292.40    | 0.13%             |  |  |  | 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        |        -193 | NC      | $-64643.42    | -0.02%            |  |  |  | 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        |        5446 | NC      | $653084.32    | 0.23%             |  |  |  | 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        |       -2746 | NC      | $-177144.46   | -0.06%            |  |  |  | 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        |       13986 | NC      | $313006.68    | 0.11%             |  |  |  | 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        |        1450 | NC      | $59812.50     | 0.02%             |  |  |  | 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        |        7603 | NC      | $595390.93    | 0.21%             |  |  |  | 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        |        4932 | NC      | $203740.92    | 0.07%             |  |  |  | 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        |        1818 | NC      | $44141.04     | 0.02%             |  |  |  | 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              | US        |        3428 | NC      | $131875.16    | 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        |       -1301 | NC      | $-47408.44    | -0.02%            |  |  |  | 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        |       -1415 | NC      | $-63972.15    | -0.02%            |  |  |  | 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        |       -3187 | NC      | $-107306.29   | -0.04%            |  |  |  | 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        |       -2266 | NC      | $-246903.36   | -0.09%            |  |  |  | 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        |      -10714 | NC      | $-442916.76   | -0.15%            |  |  |  | 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        |        3571 | NC      | $270396.12    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SABRE COR                       | CFD_EQS GOLDUS33 BLLHH27                                                                                                                               | CUSIP: 78573M104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -30164 | NC      | $-186413.52   | -0.06%            |  |  |  | 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        |        -891 | NC      | $-139432.59   | -0.05%            |  |  |  | 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        |       -1521 | NC      | $-119854.80   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NOVOCURE                        | CFD_EQS GOLDUS33 BYSS4X4                                                                                                                               | CUSIP: G6674U108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2613 | NC      | $-191663.55   | -0.07%            |  |  |  | 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        |       -2361 | NC      | $-92952.57    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CROWN HOL                       | CFD_EQS GOLDUS33 2427986                                                                                                                               | CUSIP: 228368106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -651 | NC      | $-53518.71    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CULLEN/FR                       | CFD_EQS GOLDUS33 2239556                                                                                                                               | CUSIP: 229899109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1501 | NC      | $-200683.70   | -0.07%            |  |  |  | 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        |        -748 | NC      | $-181232.92   | -0.06%            |  |  |  | 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        |        -527 | NC      | $-225956.52   | -0.08%            |  |  |  | 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        |       -9846 | NC      | $-323539.56   | -0.11%            |  |  |  | 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        |       -3351 | NC      | $-205483.32   | -0.07%            |  |  |  | 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        |        6197 | NC      | $364817.39    | 0.13%             |  |  |  | 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        |        -834 | NC      | $-93466.38    | -0.03%            |  |  |  | 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        |        6463 | NC      | $305829.16    | 0.11%             |  |  |  | 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        |        1761 | NC      | $177931.44    | 0.06%             |  |  |  | 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        |        4536 | NC      | $194775.84    | 0.07%             |  |  |  | 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        |        1161 | NC      | $100902.51    | 0.04%             |  |  |  | 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        |       -1880 | NC      | $-190011.60   | -0.07%            |  |  |  | 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        |       19979 | NC      | $232355.77    | 0.08%             |  |  |  | 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        |         706 | NC      | $92365.98     | 0.03%             |  |  |  | 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        |        -509 | NC      | $-13427.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FULTON FI                       | CFD_EQS GOLDUS33 2356585                                                                                                                               | CUSIP: 360271100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       13150 | NC      | $221314.50    | 0.08%             |  |  |  | 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        |       13698 | NC      | $373544.46    | 0.13%             |  |  |  | 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        |       -4571 | NC      | $-211774.43   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ZIFF DAVI                       | CFD_EQS GOLDUS33 B75DGJ3                                                                                                                               | CUSIP: 48123V102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1295 | NC      | $-102434.50   | -0.04%            |  |  |  | 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        |        -486 | NC      | $-110968.38   | -0.04%            |  |  |  | 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        |       -2205 | NC      | $-165639.60   | -0.06%            |  |  |  | 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        |         739 | NC      | $31570.08     | 0.01%             |  |  |  | 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        |       -2156 | NC      | $-308308.00   | -0.11%            |  |  |  | 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        |       10769 | NC      | $178765.40    | 0.06%             |  |  |  | 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              | US        |        3367 | NC      | $38417.47     | 0.01%             |  |  |  | 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        |       -2467 | NC      | $-105316.23   | -0.04%            |  |  |  | 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        |        -155 | NC      | $-20591.75    | -0.01%            |  |  |  | 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        |       -5421 | NC      | $-370416.93   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GAMESTOP                        | CFD_EQS GOLDUS33 B0LLFT5                                                                                                                               | CUSIP: 36467W109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -7364 | NC      | $-135939.44   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WAYFAIR I                       | CFD_EQS GOLDUS33 BQXZP64                                                                                                                               | CUSIP: 94419L101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3823 | NC      | $-125738.47   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Sofi Technologies Inc                           | SOFI 0 10/15/26                                                                                                                                        | CUSIP: 83406FAA0<br>LEI: 549300SW81JCMVZDDY09 | Long             | DBT              | CORP              | US        |      593000 | PA      | $408873.50    | 0.14%             | 2026-10-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Zillow Group Inc                                | Z 2.75 05/15/25                                                                                                                                        | CUSIP: 98954MAH4<br>LEI: 2549002XEELQDIR6FU05 | Long             | DBT              | CORP              | US        |      229000 | PA      | $218924.00    | 0.08%             | 2025-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Everbridge Inc                                  | EVBG 0.125 12/15/24                                                                                                                                    | CUSIP: 29978AAC8<br>LEI: 549300WCY0UMR64ATW81 | Long             | DBT              | CORP              | US        |      184000 | PA      | $167673.08    | 0.06%             | 2024-12-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Summit Hotel Properties, Inc.                   | INN 1.5 02/15/26                                                                                                                                       | CUSIP: 866082AA8<br>LEI: 254900OBQWJK6X20LS71 | Long             | DBT              | CORP              | US        |      353000 | PA      | $303227.00    | 0.11%             | 2026-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Permian Resources Corp                          | PR 3.25 04/01/28                                                                                                                                       | CUSIP: 15136AAA0<br>LEI: 529900NXUJPOKU7OJ511 | Long             | DBT              | CORP              | US        |      200000 | PA      | $339700.00    | 0.12%             | 2028-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ringcentral Inc                                 | RNG 0 03/01/25                                                                                                                                         | CUSIP: 76680RAF4<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |      462000 | PA      | $399052.50    | 0.14%             | 2025-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                 | SABHLD 4 04/15/25                                                                                                                                      | CUSIP: 78573NAE2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      350000 | PA      | $376915.00    | 0.13%             | 2025-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Stride Inc                                      | LRN 1.125 09/01/27                                                                                                                                     | CUSIP: 86333MAA6<br>LEI: 254900BRWS3AFONWU277 | Long             | DBT              | CORP              | US        |      457000 | PA      | $409289.20    | 0.14%             | 2027-09-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Helix Energy Solutions Group, Inc.              | HLX 6.75 02/15/26                                                                                                                                      | CUSIP: 42330PAK3<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | DBT              | CORP              | US        |      250000 | PA      | $346654.46    | 0.12%             | 2026-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Workiva Inc                                     | WK 1.125 08/15/26                                                                                                                                      | CUSIP: 98139AAB1<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | DBT              | CORP              | US        |      301000 | PA      | $372638.00    | 0.13%             | 2026-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Pebblebrook Hotel Trust                         | PEB 1.75 12/15/26                                                                                                                                      | CUSIP: 70509VAA8<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | DBT              | CORP              | US        |      424000 | PA      | $350860.00    | 0.12%             | 2026-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Coherus Biosciences Inc                         | CHRS 1.5 04/15/26                                                                                                                                      | CUSIP: 19249HAB9<br>LEI: 5493007IL8W5MV932D26 | Long             | DBT              | CORP              | US        |      512000 | PA      | $336640.00    | 0.12%             | 2026-04-15      | Fixed         | 1.50%                 | 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        |      -16528 | NC      | $-147925.60   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Spirit Airlines Inc.                            | SAVE 1 05/15/26                                                                                                                                        | CUSIP: 848577AB8<br>LEI: 549300DCAFIXFNFR3304 | Long             | DBT              | CORP              | US        |      324000 | PA      | $262440.00    | 0.09%             | 2026-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Topgolf Callaway Brands Corp                    | MODG 2.75 05/01/26                                                                                                                                     | CUSIP: 131193AE4<br>LEI: 5493005UB0KFRKBPCU72 | Long             | DBT              | CORP              | US        |      288000 | PA      | $376020.00    | 0.13%             | 2026-05-01      | Fixed         | 2.75%                 | 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        |        -156 | NC      | $-21635.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG REALTY IN                       | CFD_EQS GOLDUS33 2724193                                                                                                                               | CUSIP: 756109104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4062 | NC      | $-257652.66   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Cryoport Inc                                    | CYRX 0.75 12/01/26                                                                                                                                     | CUSIP: 229050AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      611000 | PA      | $449451.60    | 0.16%             | 2026-12-01      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| NCL Corporation Ltd.                            | NCLH 2.5 02/15/27                                                                                                                                      | CUSIP: 62886HBJ9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      593000 | PA      | $426960.00    | 0.15%             | 2027-02-15      | Fixed         | 2.50%                 | Yes           |                  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        |         565 | NC      | $88699.35     | 0.03%             |  |  |  | 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      | $-1083.42     | -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        |        4637 | NC      | $223781.62    | 0.08%             |  |  |  | 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        |        4131 | NC      | $251536.59    | 0.09%             |  |  |  | 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        |         880 | NC      | $112710.40    | 0.04%             |  |  |  | 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        |        2005 | NC      | $225843.20    | 0.08%             |  |  |  | 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        |       -1447 | NC      | $-208642.93   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Liveperson Inc                                  | LPSN 0 12/15/26                                                                                                                                        | CUSIP: 538146AD3<br>LEI: 549300IN2P1JZ20G7N40 | Long             | DBT              | CORP              | US        |      460000 | PA      | $330326.00    | 0.12%             | 2026-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| 8X8 Inc New                                     | EGHT 0.5 02/01/24                                                                                                                                      | CUSIP: 282914AB6<br>LEI: 254900XWSOC5U1BRW939 | Long             | DBT              | CORP              | US        |      546000 | PA      | $499584.90    | 0.17%             | 2024-02-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DOLLAR TR                       | CFD_EQS GOLDUS33 2272476                                                                                                                               | CUSIP: 256746108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -171 | NC      | $-24186.24    | -0.01%            |  |  |  | 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        |        -284 | NC      | $-17775.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VULCAN MA                       | CFD_EQS GOLDUS33 2931205                                                                                                                               | CUSIP: 929160109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -255 | NC      | $-44653.05    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MARTIN MA                       | CFD_EQS GOLDUS33 2572079                                                                                                                               | CUSIP: 573284106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -361 | NC      | $-122007.17   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Pinduoduo Inc                                   | PDD 0 12/01/25                                                                                                                                         | CUSIP: 722304AC6<br>LEI: 5493000573DS7005T657 | Long             | DBT              | CORP              | KY        |      183000 | PA      | $170190.00    | 0.06%             | 2025-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Two Harbors Investment Corp.                    | TWO 6.25 01/15/26                                                                                                                                      | CUSIP: 90187BAB7<br>LEI: 549300ZUIBT6KH4HU823 | Long             | DBT              | CORP              | US        |      807000 | PA      | $696589.33    | 0.24%             | 2026-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Insmed Inc                                      | INSM 0.75 06/01/28                                                                                                                                     | CUSIP: 457669AB5<br>LEI: 529900Q55QAG41CCAC11 | Long             | DBT              | CORP              | US        |      426000 | PA      | $353580.00    | 0.12%             | 2028-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Lumentum Holdings Incorporation                 | LITE 0.5 12/15/26                                                                                                                                      | CUSIP: 55024UAD1<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |      217000 | PA      | $187162.50    | 0.07%             | 2026-12-15      | Fixed         | 0.50%                 | 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        |        3365 | NC      | $335860.65    | 0.12%             |  |  |  | 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              | US        |       -2923 | NC      | $-52584.77    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PROGRESSI                       | CFD_EQS GOLDUS33 2705024                                                                                                                               | CUSIP: 743315103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3195 | NC      | $-414423.45   | -0.14%            |  |  |  | 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        |         -44 | NC      | $-9225.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Tripadvisor Holdings Inc                | LTRPA 0.5 06/30/51                                                                                                                                     | CUSIP: 531465AA0<br>LEI: 5299006PCRAU736ZJ155 | Long             | DBT              | CORP              | US        |      577000 | PA      | $416594.00    | 0.15%             | 2051-06-30      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| The Beauty Health Company                       | SKIN 1.25 10/01/26                                                                                                                                     | CUSIP: 88331LAA6<br>LEI: 5493001Z2JZQT4C63C50 | Long             | DBT              | CORP              | US        |      786000 | PA      | $598146.00    | 0.21%             | 2026-10-01      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NEUROCRIN                       | CFD_EQS GOLDUS33 2623911                                                                                                                               | CUSIP: 64125C109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2155 | NC      | $257393.20    | 0.09%             |  |  |  | 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        |       -2475 | NC      | $-366176.25   | -0.13%            |  |  |  | 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        |         731 | NC      | $66257.84     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SL GREEN                        | CFD_EQS GOLDUS33 BPGKM57                                                                                                                               | CUSIP: 78440X887<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1004 | NC      | $-33854.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Winnebago Industries Inc.                       | WGO 1.5 04/01/25                                                                                                                                       | CUSIP: 974637AB6<br>LEI: 549300B7OYKYJLTE3G11 | Long             | DBT              | CORP              | US        |      209000 | PA      | $220233.75    | 0.08%             | 2025-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Patrick Inds Inc                                | PATK 1.75 12/01/28                                                                                                                                     | CUSIP: 703343AF0<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |      356000 | PA      | $291920.00    | 0.10%             | 2028-12-01      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| CFD_EQS FIN LEG INGREDION                       | CFD_EQS GOLDUS33 B7K24P7                                                                                                                               | CUSIP: 457187102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2113 | NC      | $-206926.09   | -0.07%            |  |  |  | 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              | US        |        1333 | NC      | $121169.70    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH Network Corporation                        | DISH 0 12/15/25                                                                                                                                        | CUSIP: 25470MAF6<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      456000 | PA      | $293208.00    | 0.10%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PAPA JOHN                       | CFD_EQS GOLDUS33 2696117                                                                                                                               | CUSIP: 698813102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -721 | NC      | $-59345.51    | -0.02%            |  |  |  | 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        |        -455 | NC      | $-35162.40    | -0.01%            |  |  |  | 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        |        2105 | NC      | $339704.90    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SUNPOWER                        | CFD_EQS GOLDUS33 B59DK93                                                                                                                               | CUSIP: 867652406<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4802 | NC      | $-86580.06    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VICOR COR                       | CFD_EQS GOLDUS33 2930774                                                                                                                               | CUSIP: 925815102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        5417 | NC      | $291163.75    | 0.10%             |  |  |  | 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        |        5400 | NC      | $179874.00    | 0.06%             |  |  |  | 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        |        -891 | NC      | $-122619.42   | -0.04%            |  |  |  | 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        |       -9890 | NC      | $-297787.90   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG JAMF HOLD                       | CFD_EQS GOLDUS33 BL9X5X4                                                                                                                               | CUSIP: 47074L105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -11021 | NC      | $-234747.30   | -0.08%            |  |  |  | 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        |       -7102 | NC      | $-88277.86    | -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        |        2241 | NC      | $250723.08    | 0.09%             |  |  |  | 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        |         867 | NC      | $250675.71    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CATALENT                        | CFD_EQS GOLDUS33 BP96PQ4                                                                                                                               | CUSIP: 148806102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3554 | NC      | $-159965.54   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG OAK STREE                       | CFD_EQS GOLDUS33 BN2XDL9                                                                                                                               | CUSIP: 67181A107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -13186 | NC      | $-283630.86   | -0.10%            |  |  |  | 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        |        -399 | NC      | $-57272.46    | -0.02%            |  |  |  | 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        |        4844 | NC      | $159173.84    | 0.06%             |  |  |  | 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        |        4212 | NC      | $233429.04    | 0.08%             |  |  |  | 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        |         604 | NC      | $226572.48    | 0.08%             |  |  |  | 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        |       -3100 | NC      | $-114576.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SITIME CO                       | CFD_EQS GOLDUS33 BKS48R6                                                                                                                               | CUSIP: 82982T106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -90 | NC      | $-9145.80     | -0.00%            |  |  |  | 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        |        4225 | NC      | $126834.50    | 0.04%             |  |  |  | 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        |       -8441 | NC      | $-135646.87   | -0.05%            |  |  |  | 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        |       -2741 | NC      | $-82476.69    | -0.03%            |  |  |  | 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        |        3941 | NC      | $282648.52    | 0.10%             |  |  |  | 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        |       -7512 | NC      | $-214768.08   | -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        |        3199 | NC      | $20537.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MARAVAI L                       | CFD_EQS GOLDUS33 BMCWKZ2                                                                                                                               | CUSIP: 56600D107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1867 | NC      | $26716.77     | 0.01%             |  |  |  | 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        |      -11059 | NC      | $-92121.47    | -0.03%            |  |  |  | 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        |      -40327 | NC      | $-185907.47   | -0.06%            |  |  |  | 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        |       -8486 | NC      | $-57959.38    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Northern Inst Fds                               | Northern Inst Fds GOVT PTFL                                                                                                                            | CUSIP: 665278404<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |    34019672 | NS      | $34019672.24  | 11.85%            |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG TARGA RES                       | CFD_EQS GOLDUS33 B55PZY3                                                                                                                               | CUSIP: 87612G101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3980 | NC      | $292530.00    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MASTEC IN                       | CFD_EQS GOLDUS33 2155306                                                                                                                               | CUSIP: 576323109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1683 | NC      | $-143610.39   | -0.05%            |  |  |  | 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        |        -316 | NC      | $-104703.44   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG COTERRA                         | CFD_EQS GOLDUS33 2162340                                                                                                                               | CUSIP: 127097103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        9489 | NC      | $233144.73    | 0.08%             |  |  |  | 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        |         682 | NC      | $205002.38    | 0.07%             |  |  |  | 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        |        1984 | NC      | $106183.68    | 0.04%             |  |  |  | No            |                  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        |        5613 | NC      | $395941.02    | 0.14%             |  |  |  | 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        |        -735 | NC      | $-83231.40    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CONSOLIDA                       | CFD_EQS GOLDUS33 2216850                                                                                                                               | CUSIP: 209115104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2898 | NC      | $276208.38    | 0.10%             |  |  |  | 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        |         358 | NC      | $22672.14     | 0.01%             |  |  |  | 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        |       -1002 | NC      | $-32003.88    | -0.01%            |  |  |  | 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        |       12395 | NC      | $567195.20    | 0.20%             |  |  |  | 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        |         409 | NC      | $55382.69     | 0.02%             |  |  |  | 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        |       -1403 | NC      | $-80125.33    | -0.03%            |  |  |  | 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        |       -4046 | NC      | $-91560.98    | -0.03%            |  |  |  | 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        |        -549 | NC      | $-114307.29   | -0.04%            |  |  |  | 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        |       -1394 | NC      | $-310109.24   | -0.11%            |  |  |  | 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        |       -2194 | NC      | $-426425.84   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ACCENTURE                       | CFD_EQS GOLDUS33 B4BNMY3                                                                                                                               | CUSIP: G1151C101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         780 | NC      | $208135.20    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DANAHER C                       | CFD_EQS GOLDUS33 2250870                                                                                                                               | CUSIP: 235851102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         283 | NC      | $75113.86     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DUPONT DE                       | CFD_EQS GOLDUS33 BK0VN47                                                                                                                               | CUSIP: 26614N102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4297 | NC      | $-294903.11   | -0.10%            |  |  |  | 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        |       -4831 | NC      | $-316672.05   | -0.11%            |  |  |  | No            |                  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        |        1944 | NC      | $298676.16    | 0.10%             |  |  |  | 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        |       -2046 | NC      | $-260865.00   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BUNGE LTD                       | CFD_EQS GOLDUS33 2788713                                                                                                                               | CUSIP: G16962105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1082 | NC      | $-107951.14   | -0.04%            |  |  |  | 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        |        2991 | NC      | $387394.32    | 0.13%             |  |  |  | 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        |       -1029 | NC      | $-115762.50   | -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        |        1589 | NC      | $278964.84    | 0.10%             |  |  |  | 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        |        -993 | NC      | $-81743.76    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NUVASIVE                        | CFD_EQS GOLDUS33 B00GJC2                                                                                                                               | CUSIP: 670704105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2851 | NC      | $-117575.24   | -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        |       -2122 | NC      | $-211054.12   | -0.07%            |  |  |  | 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        |       -8264 | NC      | $-690870.40   | -0.24%            |  |  |  | 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        |         491 | NC      | $293902.78    | 0.10%             |  |  |  | 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        |         801 | NC      | $76223.16     | 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        |       -2858 | NC      | $-211034.72   | -0.07%            |  |  |  | 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        |         402 | NC      | $43355.70     | 0.02%             |  |  |  | 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        |       -3341 | NC      | $-111288.71   | -0.04%            |  |  |  | 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        |       -2304 | NC      | $-334218.24   | -0.12%            |  |  |  | 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        |       -1853 | NC      | $-64224.98    | -0.02%            |  |  |  | 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        |       -5127 | NC      | $-193646.79   | -0.07%            |  |  |  | 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        |       -3914 | NC      | $-124660.90   | -0.04%            |  |  |  | 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        |        -509 | NC      | $-17473.97    | -0.01%            |  |  |  | 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        |       -1497 | NC      | $-209580.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FREEPORT-                       | CFD_EQS GOLDUS33 2352118                                                                                                                               | CUSIP: 35671D857<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2687 | NC      | $-102106.00   | -0.04%            |  |  |  | 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        |       -3219 | NC      | $-108287.16   | -0.04%            |  |  |  | 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              | US        |       -1150 | NC      | $-65918.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MONDELEZ                        | CFD_EQS GOLDUS33 B8CKK03                                                                                                                               | CUSIP: 609207105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        4525 | NC      | $301591.25    | 0.11%             |  |  |  | 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        |       -1660 | NC      | $-176524.40   | -0.06%            |  |  |  | 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        |        -189 | NC      | $-45352.44    | -0.02%            |  |  |  | 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        |        4868 | NC      | $177195.20    | 0.06%             |  |  |  | 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              | US        |        -573 | NC      | $-91284.63    | -0.03%            |  |  |  | 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        |         143 | NC      | $28213.90     | 0.01%             |  |  |  | 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        |       -4456 | NC      | $-135195.04   | -0.05%            |  |  |  | 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        |        2415 | NC      | $202497.75    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SIX FLAGS                       | CFD_EQS GOLDUS33 B43VKB8                                                                                                                               | CUSIP: 83001A102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4670 | NC      | $-108577.50   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SPIRIT AE                       | CFD_EQS GOLDUS33 B1HMMS7                                                                                                                               | CUSIP: 848574109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -9017 | NC      | $-266903.20   | -0.09%            |  |  |  | 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        |        8267 | NC      | $278267.22    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HARLEY-DA                       | CFD_EQS GOLDUS33 2411053                                                                                                                               | CUSIP: 412822108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4531 | NC      | $-188489.60   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HELEN OF                        | CFD_EQS GOLDUS33 2419530                                                                                                                               | CUSIP: G4388N106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1876 | NC      | $-208067.16   | -0.07%            |  |  |  | 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        |       32632 | NC      | $424216.00    | 0.15%             |  |  |  | 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        |        3388 | NC      | $281915.48    | 0.10%             |  |  |  | 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        |      -10647 | NC      | $-306207.72   | -0.11%            |  |  |  | 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        |        1940 | NC      | $652868.20    | 0.23%             |  |  |  | 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        |        1900 | NC      | $439983.00    | 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        |         739 | NC      | $43490.15     | 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        |        -587 | NC      | $-155531.52   | -0.05%            |  |  |  | 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        |        2886 | NC      | $692120.52    | 0.24%             |  |  |  | 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        |       -3859 | NC      | $-249947.43   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HESS CORP                       | CFD_EQS GOLDUS33 2023748                                                                                                                               | CUSIP: 42809H107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -117 | NC      | $-16592.94    | -0.01%            |  |  |  | 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        |        -636 | NC      | $-176121.12   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG IDEXX LAB                       | CFD_EQS GOLDUS33 2459202                                                                                                                               | CUSIP: 45168D104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         672 | NC      | $274149.12    | 0.10%             |  |  |  | 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        |       -2470 | NC      | $-106234.70   | -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        |       -9901 | NC      | $-110198.13   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ILLINOIS                        | CFD_EQS GOLDUS33 2457552                                                                                                                               | CUSIP: 452308109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1039 | NC      | $228891.70    | 0.08%             |  |  |  | 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        |        1060 | NC      | $399651.80    | 0.14%             |  |  |  | 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        |       -1042 | NC      | $-170919.26   | -0.06%            |  |  |  | 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        |        3424 | NC      | $159832.32    | 0.06%             |  |  |  | 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        |        -677 | NC      | $-79215.77    | -0.03%            |  |  |  | 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        |        2751 | NC      | $653967.72    | 0.23%             |  |  |  | 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        |        -203 | NC      | $-12774.79    | -0.00%            |  |  |  | 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        |      -21387 | NC      | $-452976.66   | -0.16%            |  |  |  | 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        |        2191 | NC      | $213359.58    | 0.07%             |  |  |  | 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        |        2456 | NC      | $586640.16    | 0.20%             |  |  |  | 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        |        1620 | NC      | $168139.80    | 0.06%             |  |  |  | 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        |        -387 | NC      | $-38804.49    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SPIRIT RE                       | CFD_EQS GOLDUS33 BHHZBZ8                                                                                                                               | CUSIP: 84860W300<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3950 | NC      | $157723.50    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PHYSICIAN                       | CFD_EQS GOLDUS33 BC9S149                                                                                                                               | CUSIP: 71943U104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       21432 | NC      | $310121.04    | 0.11%             |  |  |  | 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        |       -8206 | NC      | $-348098.52   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BANK OF H                       | CFD_EQS GOLDUS33 2074070                                                                                                                               | CUSIP: 062540109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         952 | NC      | $73837.12     | 0.03%             |  |  |  | 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        |        -766 | NC      | $-47775.42    | -0.02%            |  |  |  | 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        |       -4775 | NC      | $-151940.50   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Agnc Investment Corp                            | Agnc Investment Corp DEPOSITARY SHARES EACH REPRESENTING 1/1,000TH OF A SHARE OF 6.125% SERIES F FIXED-TO-FLOATING RATE CUMULATIVE REDEEMABLE PREFERRE | CUSIP: 00123Q872<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EP               | CORP              | US        |        9676 | PA      | $186553.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings Inc                                | RBC Bearings Inc 5.00% SERIES A MANDATORY CONVERTIBLE PREFERRED STOCK                                                                                  | CUSIP: 75524B203<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        1916 | PA      | $196543.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills                    | B 0 06/15/23                                                                                                                                           | CUSIP: 912796X53<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    29500000 | PA      | $28905983.28  | 10.07%            | 2023-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New York Community Capital Trust V              | NYCB 6 11/01/51                                                                                                                                        | CUSIP: 64944P307<br>LEI: 529900HVXOTLY61GL030 | Long             | DBT              | CORP              | US        |        8655 | PA      | $375453.90    | 0.13%             | 2051-05-07      | Fixed         | 6.00%                 | No            |                  1 | On Loan: No      |
| Ready Capital Corp.                             | Ready Capital Corp. 7% CNV SNR NTS DUE 2023                                                                                                            | CUSIP: 75574U200<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | EP               | CORP              | US        |       14935 | PA      | $373972.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cowen Inc                                       | Cowen Inc 5.625% CUM PERP CNV PFD A                                                                                                                    | CUSIP: 223622507<br>LEI: 5493008QI0EFC5WBED75 | Long             | EP               | CORP              | US        |         170 | PA      | $259369.00    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Mortgage Trust, Inc.                   | New York Mortgage Trust, Inc. 6.875% SERIES F FIXED-TO-FLOATING RATE CUMULATIVE REDEEMABLE PREFERRED STOCK                                             | CUSIP: 649604865<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EP               | CORP              | US        |       10365 | PA      | $172784.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Trust, Inc.                        | Arbor Realty Trust, Inc. 6.25% SERIES F FIXED-TO-FLOATING RATE CUMULATIVE REDEEMABLE PREFERRED STOCK                                                   | CUSIP: 038923850<br>LEI: 549300ASFUWYQO0RW077 | Long             | EP               | CORP              | US        |       10619 | PA      | $192310.09    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Inst Fds                               | Northern Inst Fds GOVT PTFL                                                                                                                            | CUSIP: 665278404<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |     2881812 | NS      | $2881812.23   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Inst Fds                               | Northern Inst Fds GOVT PTFL                                                                                                                            | CUSIP: 665278404<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |     1525118 | NS      | $1525117.61   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Point Mortgage Trust Inc                | Granite Point Mortgage Trust Inc 7.00% SERIES A FIXED-TO-FLOATING RATE CUMULATIVE REDEEMABLE PREFERRED STOCK                                           | CUSIP: 38741L305<br>LEI: 529900VX2HQZ76AYIE02 | Long             | EP               | CORP              | US        |       10357 | PA      | $177622.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corporation                               | Fluor Corporation SERIES A 6.50% CUMULATIVE PERPETUAL CONVERTIBLE PREFERRED STOCK                                                                      | CUSIP: 343412607<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EP               | CORP              | US        |         226 | PA      | $371424.22    | 0.13%             |  |  |  | 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        |        6846 | PA      | $352569.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA Financial Inc.                              | MFA Financial Inc. 6.50% SERIES C FIXED-TO-FLOATING RATE CUMULATIVE REDEEMABLE PREFERRED STOCK                                                         | CUSIP: 55272X508<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EP               | CORP              | US        |       13573 | PA      | $238884.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills                    | B 0 03/30/23                                                                                                                                           | CUSIP: 912796YM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    26500000 | PA      | $26228854.39  | 9.13%             | 2023-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chimera Investment Corporation                  | Chimera Investment Corporation 8% PFD SER B FIXD/FLTG RATE                                                                                             | CUSIP: 16934Q406<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EP               | CORP              | US        |       11273 | PA      | $223318.13    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Corporation                                 | NCR Corporation 5.5% PFD CONV SER A                                                                                                                    | CUSIP: 62886E207<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EP               | CORP              | US        |         250 | PA      | $268450.00    | 0.09%             |  |  |  | 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      | $10200.00     | 0.00%             |  |  |  | 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        |       -4013 | NC      | $-196476.48   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG STORE CAP                       | CFD_EQS GOLDUS33 BSKRKJ5                                                                                                                               | CUSIP: 862121100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1518 | NC      | $-48667.08    | -0.02%            |  |  |  | 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        |        -521 | NC      | $-128384.82   | -0.04%            |  |  |  | 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        |        4532 | NC      | $87331.64     | 0.03%             |  |  |  | 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        |       -1210 | NC      | $-168843.40   | -0.06%            |  |  |  | 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        |        4155 | NC      | $261723.45    | 0.09%             |  |  |  | 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        |        4042 | NC      | $156546.66    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PPG INDUS                       | CFD_EQS GOLDUS33 2698470                                                                                                                               | CUSIP: 693506107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -425 | NC      | $-53439.50    | -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        |         182 | NC      | $18012.54     | 0.01%             |  |  |  | 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        |        1027 | NC      | $123281.08    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CHAMPIONX                       | CFD_EQS GOLDUS33 BMW7N69                                                                                                                               | CUSIP: 15872M104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2241 | NC      | $-64966.59    | -0.02%            |  |  |  | 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        |        1568 | NC      | $181198.08    | 0.06%             |  |  |  | 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        |       -3812 | NC      | $-111386.64   | -0.04%            |  |  |  | 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        |       -3241 | NC      | $-246445.64   | -0.09%            |  |  |  | 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        |         555 | NC      | $29809.05     | 0.01%             |  |  |  | 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        |         372 | NC      | $40570.32     | 0.01%             |  |  |  | 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        |       -3520 | NC      | $-159209.60   | -0.06%            |  |  |  | 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        |       11723 | NC      | $428358.42    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ROSS STOR                       | CFD_EQS GOLDUS33 2746711                                                                                                                               | CUSIP: 778296103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1682 | NC      | $-195229.74   | -0.07%            |  |  |  | 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        |        2921 | NC      | $351513.14    | 0.12%             |  |  |  | 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        |       -1179 | NC      | $-44271.45    | -0.02%            |  |  |  | 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        |        -299 | NC      | $-21169.20    | -0.01%            |  |  |  | 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        |      -10526 | NC      | $-369462.60   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TYSON FOO                       | CFD_EQS GOLDUS33 2909730                                                                                                                               | CUSIP: 902494103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3280 | NC      | $204180.00    | 0.07%             |  |  |  | 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        |       -7481 | NC      | $-206550.41   | -0.07%            |  |  |  | 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        |        -683 | NC      | $-86645.38    | -0.03%            |  |  |  | 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        |       -9885 | NC      | $-205706.85   | -0.07%            |  |  |  | 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        |       -3713 | NC      | $-122157.70   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LINDE PLC                       | CFD_EQS GOLDUS33 BZ12WP8                                                                                                                               | CUSIP: G5494J103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -381 | NC      | $-124274.58   | -0.04%            |  |  |  | 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        |        1222 | NC      | $121222.40    | 0.04%             |  |  |  | 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        |        -579 | NC      | $-225358.38   | -0.08%            |  |  |  | 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        |         831 | NC      | $152347.23    | 0.05%             |  |  |  | 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        |        2067 | NC      | $148989.36    | 0.05%             |  |  |  | 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        |        1553 | NC      | $249473.92    | 0.09%             |  |  |  | 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        |       -1825 | NC      | $-103568.75   | -0.04%            |  |  |  | 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        |       -1126 | NC      | $-86555.62    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CARNIVAL                        | CFD_EQS GOLDUS33 2523044                                                                                                                               | CUSIP: 143658300<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -25699 | NC      | $-207133.94   | -0.07%            |  |  |  | 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        |        -613 | NC      | $-144453.45   | -0.05%            |  |  |  | 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        |         -87 | NC      | $-20841.72    | -0.01%            |  |  |  | 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        |       -6457 | NC      | $-865883.70   | -0.30%            |  |  |  | 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        |        1085 | NC      | $194746.65    | 0.07%             |  |  |  | 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        |       -3798 | NC      | $-100647.00   | -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        |       -1638 | NC      | $-63390.60    | -0.02%            |  |  |  | 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        |         759 | NC      | $126745.41    | 0.04%             |  |  |  | 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        |       -1924 | NC      | $-184819.44   | -0.06%            |  |  |  | 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        |        -733 | NC      | $-51119.42    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ALLIANCE                        | CFD_EQS GOLDUS33 2762030                                                                                                                               | CUSIP: 018581108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3101 | NC      | $116783.66    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FIDELITY                        | CFD_EQS GOLDUS33 2769796                                                                                                                               | CUSIP: 31620M106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        5752 | NC      | $390273.20    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG JETBLUE A                       | CFD_EQS GOLDUS33 2852760                                                                                                                               | CUSIP: 477143101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -21797 | NC      | $-141244.56   | -0.05%            |  |  |  | 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        |         187 | NC      | $55142.56     | 0.02%             |  |  |  | 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        |        1879 | NC      | $115276.65    | 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        |        -171 | NC      | $-22672.89    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CBRE GROU                       | CFD_EQS GOLDUS33 B6WVMH3                                                                                                                               | CUSIP: 12504L109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3202 | NC      | $246425.92    | 0.09%             |  |  |  | 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        |         856 | NC      | $296518.40    | 0.10%             |  |  |  | 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        |        7215 | NS      | $233549.55    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| The Allstate Corporation                        | The Allstate Corporation COM USD0.01                                                                                                                   | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |        1068 | NS      | $144820.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Incorporated                              | Aflac Incorporated COM USD0.10                                                                                                                         | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |        7899 | NS      | $568254.06    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptargroup Inc.                                 | Aptargroup Inc. COM USD0.01                                                                                                                            | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |         562 | NS      | $61808.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc.                                      | Apple Inc. COM USD0.00001                                                                                                                              | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |        7112 | NS      | $924062.16    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Autozone, Inc.                                  | Autozone, Inc. COM USD0.01                                                                                                                             | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |          57 | NS      | $140572.26    | 0.05%             |  |  |  | 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        |        3441 | NS      | $249713.37    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Inc                                    | Best Buy Inc COM USD0.10                                                                                                                               | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |        5771 | NS      | $462891.91    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                      | Unum Group COM USD0.10                                                                                                                                 | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |        4720 | NS      | $193661.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif, Inc.                                     | Greif, Inc. CLASS'A'COM NPV                                                                                                                            | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |         184 | NS      | $12339.04     | 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        |        1912 | NS      | $262479.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corporation                            | Amphenol Corporation CL'A'COM USD0.001                                                                                                                 | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |        1892 | NS      | $144056.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Caseys Gen Stores                               | Caseys Gen Stores COM NPV                                                                                                                              | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |         810 | NS      | $181723.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corporation                | Cincinnati Financial Corporation COM USD2.00                                                                                                           | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |         112 | NS      | $11467.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                             | Cisco Systems, Inc. COM USD0.001                                                                                                                       | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |       13652 | NS      | $650381.28    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Company                       | Colgate-Palmolive Company COM USD1.00                                                                                                                  | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |        6015 | NS      | $473921.85    | 0.17%             |  |  |  | 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        |        5916 | NS      | $756715.56    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                          | F5 Inc COM STK NPV                                                                                                                                     | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |          76 | NS      | $10906.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Company                        | Eastman Chemical Company COM USD0.01                                                                                                                   | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |        2495 | NS      | $203192.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                                | Genuine Parts Co COM USD1.00                                                                                                                           | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |        1041 | NS      | $180623.91    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Company               | Graphic Packaging Holding Company COM STK USD0.01                                                                                                      | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       13733 | NS      | $305559.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Trust, Inc.                             | RWT 5.625 07/15/24                                                                                                                                     | CUSIP: 758075AD7<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | DBT              | CORP              | US        |      228000 | PA      | $208620.00    | 0.07%             | 2024-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NetApp Inc.                                     | NetApp Inc. COM USD0.001                                                                                                                               | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |        1743 | NS      | $104684.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica, Inc.                                 | Primerica, Inc. COM USD0.01                                                                                                                            | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |         346 | NS      | $49069.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Joyy Inc                                        | YY 0.75 06/15/25                                                                                                                                       | CUSIP: 98426TAD8<br>LEI: 549300N6CHVU5CQZPW24 | Long             | DBT              | CORP              | KY        |      237000 | PA      | $227520.00    | 0.08%             | 2025-06-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Upstart Holdings Inc                            | UPST 0.25 08/15/26                                                                                                                                     | CUSIP: 91680MAB3<br>LEI: 549300WNB47JRNENIC75 | Long             | DBT              | CORP              | US        |      695000 | PA      | $368350.00    | 0.13%             | 2026-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Air Transport Services Group Inc.               | ATSG 1.125 10/15/24                                                                                                                                    | CUSIP: 00922RAB1<br>LEI: 5493000F3MSFGIXTQE27 | Long             | DBT              | CORP              | US        |      273000 | PA      | $284274.90    | 0.10%             | 2024-10-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Granite Point Mortgage Trust Inc                | GPMT 6.375 10/01/23                                                                                                                                    | CUSIP: 38741LAC1<br>LEI: 529900VX2HQZ76AYIE02 | Long             | DBT              | CORP              | US        |      675000 | PA      | $660825.00    | 0.23%             | 2023-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Magnite Inc                                     | MGNI 0.25 03/15/26                                                                                                                                     | CUSIP: 55955DAB6<br>LEI: 54930018FR2YX1HHSB02 | Long             | DBT              | CORP              | US        |      690000 | PA      | $539511.00    | 0.19%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Envestnet Inc                                   | ENV 2.625 12/01/27                                                                                                                                     | CUSIP: 29404KAF3<br>LEI: 549300HLWZ5OKIDM8737 | Long             | DBT              | CORP              | US        |      231000 | PA      | $249018.00    | 0.09%             | 2027-12-01      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Perficient Inc                                  | PRFT 0.125 11/15/26                                                                                                                                    | CUSIP: 71375UAF8<br>LEI: 549300HTBXKL2755T650 | Long             | DBT              | CORP              | US        |      674000 | PA      | $524035.00    | 0.18%             | 2026-11-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| EZCORP Inc.                                     | EZPW 3.75 12/15/29                                                                                                                                     | CUSIP: 302301AG1<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |      168000 | PA      | $163380.00    | 0.06%             | 2029-12-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Lantheus Holdings Inc                           | LNTH 2.625 12/15/27                                                                                                                                    | CUSIP: 516544AA1<br>LEI: 5299005HUB5IOJGO7S39 | Long             | DBT              | CORP              | US        |      101000 | PA      | $102201.90    | 0.04%             | 2027-12-15      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Jazz Investments I LTD                          | JAZZ 1.5 08/15/24                                                                                                                                      | CUSIP: 472145AD3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      373000 | PA      | $368570.63    | 0.13%             | 2024-08-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PRA Group Inc.                                  | PRAA 3.5 06/01/23                                                                                                                                      | CUSIP: 69354NAB2<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |      396000 | PA      | $391842.00    | 0.14%             | 2023-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nextgen Healthcare Inc                          | NXGN 3.75 11/15/27                                                                                                                                     | CUSIP: 65343CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      154000 | PA      | $160967.84    | 0.06%             | 2027-11-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Impinj Inc                                      | PI 1.125 05/15/27                                                                                                                                      | CUSIP: 453204AD1<br>LEI: 549300M26VGKSMMWWN17 | Long             | DBT              | CORP              | US        |      154000 | PA      | $185570.00    | 0.06%             | 2027-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                            | CCL 5.75 12/01/27                                                                                                                                      | CUSIP: 143658BU5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      154000 | PA      | $138292.00    | 0.05%             | 2027-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Array Technologies Inc                          | ARRY 1 12/01/28                                                                                                                                        | CUSIP: 04271TAB6<br>LEI: 549300JM5FECYJQ85V37 | Long             | DBT              | CORP              | US        |      460000 | PA      | $469890.00    | 0.16%             | 2028-12-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Encore Capital Europe Finance Ltd               | ECPG 4.5 09/01/23                                                                                                                                      | CUSIP: 29260UAA5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | JE        |      219000 | PA      | $259296.00    | 0.09%             | 2023-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ceridian HCM Holding Inc                        | CDAY 0.25 03/15/26                                                                                                                                     | CUSIP: 15677JAD0<br>LEI: 549300T64GVCHFJ8L449 | Long             | DBT              | CORP              | US        |      231000 | PA      | $203626.50    | 0.07%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Infinera Corporation                            | INFN 2.125 09/01/24                                                                                                                                    | CUSIP: 45667GAC7<br>LEI: 549300ZOF66WPV3H0H17 | Long             | DBT              | CORP              | US        |      484000 | PA      | $475046.00    | 0.17%             | 2024-09-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BigCommerce Holdings Inc                        | BIGC 0.25 10/01/26                                                                                                                                     | CUSIP: 08975PAB4<br>LEI: 549300MOVEFQ78DMPG58 | Long             | DBT              | CORP              | US        |      691000 | PA      | $494065.00    | 0.17%             | 2026-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Verint Systems Inc                              | VRNT 0.25 04/15/26                                                                                                                                     | CUSIP: 92343XAC4<br>LEI: 549300KEQJS5FRVUCO94 | Long             | DBT              | CORP              | US        |      472000 | PA      | $413000.00    | 0.14%             | 2026-04-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Haemonetics Corp                                | HAE 0 03/01/26                                                                                                                                         | CUSIP: 405024AB6<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | DBT              | CORP              | US        |      580000 | PA      | $482154.00    | 0.17%             | 2026-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Marriott Vacations Worldwide Corp               | VAC 3.25 12/15/27                                                                                                                                      | CUSIP: 57164YAE7<br>LEI: 549300WA6BT5H4F7IO94 | Long             | DBT              | CORP              | US        |      168000 | PA      | $166320.00    | 0.06%             | 2027-12-15      | Fixed         | 3.25%                 | Yes           |                  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        |        2993 | NC      | $621825.68    | 0.22%             |  |  |  | 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        |        1355 | NC      | $611945.10    | 0.21%             |  |  |  | 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        |        -884 | NC      | $-60173.88    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PEBBLEBRO                       | CFD_EQS GOLDUS33 B4XBDV9                                                                                                                               | CUSIP: 70509V100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -15093 | NC      | $-202095.27   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG COUSINS P                       | CFD_EQS GOLDUS33 BJP0MF6                                                                                                                               | CUSIP: 222795502<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       14640 | NC      | $370245.60    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FLOWSERVE                       | CFD_EQS GOLDUS33 2288406                                                                                                                               | CUSIP: 34354P105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3391 | NC      | $-104035.88   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DYCOM IND                       | CFD_EQS GOLDUS33 2289841                                                                                                                               | CUSIP: 267475101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -362 | NC      | $-33883.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ECOLAB IN                       | CFD_EQS GOLDUS33 2304227                                                                                                                               | CUSIP: 278865100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2161 | NC      | $-314555.16   | -0.11%            |  |  |  | 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        |        2878 | NC      | $351634.04    | 0.12%             |  |  |  | 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        |        3244 | NC      | $337116.48    | 0.12%             |  |  |  | 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        |        2539 | NC      | $84523.31     | 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        |         938 | NC      | $157734.08    | 0.05%             |  |  |  | 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        |       -1455 | NC      | $-137803.05   | -0.05%            |  |  |  | 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        |       -1577 | NC      | $-28512.16    | -0.01%            |  |  |  | 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        |       -1585 | NC      | $-166726.15   | -0.06%            |  |  |  | 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        |        4547 | NC      | $499215.13    | 0.17%             |  |  |  | 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        |         369 | NC      | $37143.54     | 0.01%             |  |  |  | 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        |        4904 | NC      | $193266.64    | 0.07%             |  |  |  | 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        |        1324 | NC      | $195621.00    | 0.07%             |  |  |  | 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        |        2151 | NC      | $300537.72    | 0.10%             |  |  |  | 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        |         962 | NC      | $252659.68    | 0.09%             |  |  |  | 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        |        1821 | NC      | $53774.13     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HOWARD HU                       | CFD_EQS GOLDUS33 B5VR4H9                                                                                                                               | CUSIP: 44267D107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1346 | NC      | $102861.32    | 0.04%             |  |  |  | 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        |       -8635 | NC      | $-441593.90   | -0.15%            |  |  |  | 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        |       -1048 | NC      | $-47704.96    | -0.02%            |  |  |  | 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        |       -2936 | NC      | $-149647.92   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG METLIFE I                       | CFD_EQS GOLDUS33 2573209                                                                                                                               | CUSIP: 59156R108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4869 | NC      | $-352369.53   | -0.12%            |  |  |  | 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        |       27262 | NC      | $437282.48    | 0.15%             |  |  |  | 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        |         272 | NC      | $206273.92    | 0.07%             |  |  |  | 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        |       -1270 | NC      | $-292963.60   | -0.10%            |  |  |  | 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        |        3182 | NC      | $138767.02    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MONSTER B                       | CFD_EQS GOLDUS33 BZ07BW4                                                                                                                               | CUSIP: 61174X109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -627 | NC      | $-63659.31    | -0.02%            |  |  |  | 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        |         105 | NC      | $9549.75      | 0.00%             |  |  |  | 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        |       -1142 | NC      | $-230912.40   | -0.08%            |  |  |  | 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        |        7359 | NC      | $502987.65    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GAP INC/T                       | CFD_EQS GOLDUS33 2360326                                                                                                                               | CUSIP: 364760108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -8226 | NC      | $-92789.28    | -0.03%            |  |  |  | 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        |         972 | NC      | $30948.48     | 0.01%             |  |  |  | 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        |        1903 | NC      | $472153.33    | 0.16%             |  |  |  | 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        |        5438 | NC      | $365759.88    | 0.13%             |  |  |  | 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        |       -4896 | NC      | $-165288.96   | -0.06%            |  |  |  | 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        |         376 | NC      | $22939.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HAWAIIAN                        | CFD_EQS GOLDUS33 2415204                                                                                                                               | CUSIP: 419870100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3371 | NC      | $141076.35    | 0.05%             |  |  |  | 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        |        5844 | NC      | $437189.64    | 0.15%             |  |  |  | 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        |        3074 | NC      | $335311.92    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BLACKROCK                       | CFD_EQS GOLDUS33 2494504                                                                                                                               | CUSIP: 09247X101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -116 | NC      | $-82201.08    | -0.03%            |  |  |  | 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        |        3665 | NC      | $321054.00    | 0.11%             |  |  |  | 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        |        -204 | NC      | $-17325.72    | -0.01%            |  |  |  | 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        |        1397 | NC      | $209061.05    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DISCOVER                        | CFD_EQS GOLDUS33 B1YLC43                                                                                                                               | CUSIP: 254709108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         647 | NC      | $63296.01     | 0.02%             |  |  |  | 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        |       -2256 | NC      | $-337926.24   | -0.12%            |  |  |  | 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        |         515 | NC      | $44032.50     | 0.02%             |  |  |  | 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              | US        |          86 | NC      | $14461.76     | 0.01%             |  |  |  | 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        |         884 | NC      | $274314.04    | 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        |       -2496 | NC      | $-136381.44   | -0.05%            |  |  |  | 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        |       -8872 | NC      | $-418758.40   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CABOT COR                       | CFD_EQS GOLDUS33 2162500                                                                                                                               | CUSIP: 127055101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -794 | NC      | $-53070.96    | -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        |       -8216 | NC      | $-292982.56   | -0.10%            |  |  |  | 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        |        -917 | NC      | $-79054.57    | -0.03%            |  |  |  | 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        |       -8659 | NC      | $-182271.95   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG UMPQUA HO                       | CFD_EQS GOLDUS33 2484389                                                                                                                               | CUSIP: 904214103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        7449 | NC      | $132964.65    | 0.05%             |  |  |  | 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        |       -8123 | NC      | $-214772.12   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BELLRING                        | CFD_EQS GOLDUS33 BN70ZC0                                                                                                                               | CUSIP: 07831C103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1316 | NC      | $-33742.24    | -0.01%            |  |  |  | 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        |       -4387 | NC      | $-227641.43   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CALIX INC                       | CFD_EQS GOLDUS33 B3S4L67                                                                                                                               | CUSIP: 13100M509<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -183 | NC      | $-12522.69    | -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        |      -18866 | NC      | $-472027.32   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PDC ENERG                       | CFD_EQS GOLDUS33 B89M5F2                                                                                                                               | CUSIP: 69327R101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2376 | NC      | $150828.48    | 0.05%             |  |  |  | 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        |        1468 | NC      | $214665.64    | 0.07%             |  |  |  | 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        |        -848 | NC      | $-221768.96   | -0.08%            |  |  |  | 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        |      -18158 | NC      | $-175587.86   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PETCO HEA                       | CFD_EQS GOLDUS33 BNRQM83                                                                                                                               | CUSIP: 71601V105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -10179 | NC      | $-96496.92    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DRIVEN BR                       | CFD_EQS GOLDUS33 BL0P090                                                                                                                               | CUSIP: 26210V102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -8559 | NC      | $-233746.29   | -0.08%            |  |  |  | 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        |       47926 | NC      | $407850.26    | 0.14%             |  |  |  | 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        |      -20922 | NC      | $-196666.80   | -0.07%            |  |  |  | No            |                  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        |        4590 | NC      | $322860.60    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BOEING CO                       | CFD_EQS GOLDUS33 2108601                                                                                                                               | CUSIP: 097023105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2827 | NC      | $-538515.23   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LULULEMON                       | CFD_EQS GOLDUS33 B23FN39                                                                                                                               | CUSIP: 550021109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         326 | NC      | $104443.88    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CATHAY GE                       | CFD_EQS GOLDUS33 2264235                                                                                                                               | CUSIP: 149150104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        8164 | NC      | $333009.56    | 0.12%             |  |  |  | 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        |        -486 | NC      | $-55462.32    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LIBERTY G                       | CFD_EQS GOLDUS33 B8W67B1                                                                                                                               | CUSIP: G5480U120<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -6087 | NC      | $-118270.41   | -0.04%            |  |  |  | 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        |        1882 | NC      | $140416.02    | 0.05%             |  |  |  | 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              | US        |       -4069 | NC      | $-253335.94   | -0.09%            |  |  |  | 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        |        3450 | NC      | $223836.00    | 0.08%             |  |  |  | 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        |       10505 | NC      | $926856.15    | 0.32%             |  |  |  | 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        |         -59 | NC      | $-81861.91    | -0.03%            |  |  |  | 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        |        4931 | NC      | $198472.75    | 0.07%             |  |  |  | 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        |        5742 | NC      | $360827.28    | 0.13%             |  |  |  | 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        |       19545 | NC      | $217731.30    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DOUGLAS E                       | CFD_EQS GOLDUS33 B1G3M58                                                                                                                               | CUSIP: 25960P109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       20710 | NC      | $324732.80    | 0.11%             |  |  |  | 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        |        -609 | NC      | $-99662.85    | -0.03%            |  |  |  | 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        |        3094 | NC      | $330593.90    | 0.12%             |  |  |  | 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        |         117 | NC      | $84414.33     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SCHLUMBER                       | CFD_EQS GOLDUS33 2779201                                                                                                                               | CUSIP: 806857108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        5498 | NC      | $293923.08    | 0.10%             |  |  |  | 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        |         691 | NC      | $12037.22     | 0.00%             |  |  |  | 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        |       -2045 | NC      | $-231494.00   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG POLARIS I                       | CFD_EQS GOLDUS33 2692933                                                                                                                               | CUSIP: 731068102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1024 | NC      | $-103424.00   | -0.04%            |  |  |  | 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        |       -5837 | NC      | $-331249.75   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                         | CURRENCY CONTRACT - AUD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -736576 | NC      | $4057.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                         | CURRENCY CONTRACT - AUD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -97255 | NC      | $264.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                         | CURRENCY CONTRACT - AUD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1941130 | NC      | $41069.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                         | CURRENCY CONTRACT - AUD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -385444 | NC      | $8155.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                         | CURRENCY CONTRACT - AUD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -79354 | NC      | $1678.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                         | CURRENCY CONTRACT - AUD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -482968 | NC      | $10218.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                         | CURRENCY CONTRACT - AUD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -523083 | NC      | $4416.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                         | CURRENCY CONTRACT - AUD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -264489 | NC      | $625.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                         | CURRENCY CONTRACT - BRL                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -36698 | NC      | $-855.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                         | CURRENCY CONTRACT - CAD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -335607 | NC      | $1745.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                         | CURRENCY CONTRACT - CAD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -294809 | NC      | $2983.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                         | CURRENCY CONTRACT - CAD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1070192 | NC      | $10829.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                         | CURRENCY CONTRACT - CAD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -258778 | NC      | $2807.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                         | CURRENCY CONTRACT - CHF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -949139 | NC      | $65906.13     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                         | CURRENCY CONTRACT - CHF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -704267 | NC      | $4330.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                         | CURRENCY CONTRACT - CHF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -206839 | NC      | $-183.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                         | CURRENCY CONTRACT - CHF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -391000 | NC      | $292.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                         | CURRENCY CONTRACT - CHF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1026631 | NC      | $-2397.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CLP                         | CURRENCY CONTRACT - CLP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -84189 | NC      | $11607.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CLP                         | CURRENCY CONTRACT - CLP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -208501 | NC      | $14499.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CLP                         | CURRENCY CONTRACT - CLP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -212971 | NC      | $8330.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                         | CURRENCY CONTRACT - CNH                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -382724 | NC      | $1795.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - COP                         | CURRENCY CONTRACT - COP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -85923 | NC      | $-444.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - COP                         | CURRENCY CONTRACT - COP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -89418 | NC      | $3245.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - COP                         | CURRENCY CONTRACT - COP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -124743 | NC      | $5718.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - COP                         | CURRENCY CONTRACT - COP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -78925 | NC      | $3569.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CZK                         | CURRENCY CONTRACT - CZK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -12461 | NC      | $230.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CZK                         | CURRENCY CONTRACT - CZK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -290285 | NC      | $3125.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                         | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -3007545 | NC      | $237207.78    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                         | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -1036 | NC      | $12.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                         | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -397229 | NC      | $5425.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                         | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -117707 | NC      | $1445.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                         | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -417385 | NC      | $1184.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                         | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -169058 | NC      | $5198.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                         | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -332244 | NC      | $1658.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                         | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -207268 | NC      | $1321.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                         | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2153508 | NC      | $3184.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                         | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -332067 | NC      | $3236.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                         | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1211049 | NC      | $1057.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                         | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -332624 | NC      | $-146.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                         | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -153805 | NC      | $146.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                         | CURRENCY CONTRACT - GBP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -45341 | NC      | $-605.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                         | CURRENCY CONTRACT - GBP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -732249 | NC      | $-13160.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                         | CURRENCY CONTRACT - GBP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -449375 | NC      | $-8076.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                         | CURRENCY CONTRACT - GBP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -498205 | NC      | $-9237.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                         | CURRENCY CONTRACT - GBP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -258100 | NC      | $-1425.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                         | CURRENCY CONTRACT - GBP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -140053 | NC      | $630.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                         | CURRENCY CONTRACT - HUF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -882049 | NC      | $52199.64     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ILS                         | CURRENCY CONTRACT - ILS                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -82632 | NC      | $-1517.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                         | CURRENCY CONTRACT - INR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |        -816 | NC      | $-2.68        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                         | CURRENCY CONTRACT - JPY                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -196367 | NC      | $2560.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                         | CURRENCY CONTRACT - JPY                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -110677 | NC      | $942.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                         | CURRENCY CONTRACT - JPY                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -87332 | NC      | $743.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                         | CURRENCY CONTRACT - MXN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1319801 | NC      | $19702.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                         | CURRENCY CONTRACT - NOK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -631254 | NC      | $56864.36     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                         | CURRENCY CONTRACT - NOK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -131155 | NC      | $11814.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                         | CURRENCY CONTRACT - NOK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -439160 | NC      | $7896.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                         | CURRENCY CONTRACT - NOK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -282612 | NC      | $6017.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                         | CURRENCY CONTRACT - NOK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -238048 | NC      | $2418.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                         | CURRENCY CONTRACT - NOK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -194499 | NC      | $1976.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                         | CURRENCY CONTRACT - NOK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -83148 | NC      | $433.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                         | CURRENCY CONTRACT - NOK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -383372 | NC      | $1517.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                         | CURRENCY CONTRACT - NOK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -884446 | NC      | $3500.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                         | CURRENCY CONTRACT - NZD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -553262 | NC      | $65247.31     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                         | CURRENCY CONTRACT - NZD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1288282 | NC      | $-8059.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                         | CURRENCY CONTRACT - NZD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -85131 | NC      | $-765.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                         | CURRENCY CONTRACT - NZD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -228594 | NC      | $-937.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                         | CURRENCY CONTRACT - NZD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -234030 | NC      | $-959.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                         | CURRENCY CONTRACT - NZD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -195567 | NC      | $-2193.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                         | CURRENCY CONTRACT - NZD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -371000 | NC      | $-1459.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                         | CURRENCY CONTRACT - NZD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -187446 | NC      | $2970.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                         | CURRENCY CONTRACT - PLN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -256804 | NC      | $34069.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                         | CURRENCY CONTRACT - SEK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -196951 | NC      | $-5813.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                         | CURRENCY CONTRACT - SEK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -465369 | NC      | $-8021.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                         | CURRENCY CONTRACT - SEK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2015134 | NC      | $-34735.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                         | CURRENCY CONTRACT - SEK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -208505 | NC      | $-1136.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                         | CURRENCY CONTRACT - SEK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -283477 | NC      | $-1544.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SGD                         | CURRENCY CONTRACT - SGD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -72636 | NC      | $4534.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SGD                         | CURRENCY CONTRACT - SGD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -250365 | NC      | $2066.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                         | CURRENCY CONTRACT - TWD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -444534 | NC      | $-2654.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                         | CURRENCY CONTRACT - TWD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -233877 | NC      | $-1142.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -136039 | NC      | $-10651.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -6009000 | NC      | $-18970.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -15597540 | NC      | $-49241.32    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -71792 | NC      | $-5620.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1177369 | NC      | $-92182.24    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -170000 | NC      | $-13310.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1599378 | NC      | $-125223.54   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -10297598 | NC      | $-86880.55    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -597538 | NC      | $-41984.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1414913 | NC      | $-37778.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -307534185 | NC      | $-52598.84    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        | -1635327972 | NC      | $-8419.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -912471 | NC      | $-61125.55    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -411483254 | NC      | $-1771.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -366091 | NC      | $-25960.66    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -335154000 | NC      | $-49414.56    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -388770 | NC      | $-11176.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -190832 | NC      | $-911.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -188757953 | NC      | $-15039.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -6489869 | NC      | $734.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -794593 | NC      | $-10566.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -347061 | NC      | $-4615.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -534959 | NC      | $8765.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -875906 | NC      | $3385.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -25014370 | NC      | $-18652.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -505794 | NC      | $9788.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -27824 | NC      | $-113.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -213500 | NC      | $1410.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -5810 | NC      | $-4.87        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -122596 | NC      | $-1085.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -949566 | NC      | $919.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -224120 | NC      | $-293.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -241708 | NC      | $5161.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -10884793 | NC      | $12009.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -470042 | NC      | $518.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1554314 | NC      | $11352.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -116911 | NC      | $2590.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -521759 | NC      | $11560.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -528286 | NC      | $11705.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -399464 | NC      | $11704.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -194014 | NC      | $-709.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -30172244 | NC      | $50973.22     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -195131 | NC      | $128.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2316754 | NC      | $-3428.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1193065 | NC      | $-367.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -327142 | NC      | $15.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -11639634 | NC      | $-5363.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -95000 | NC      | $-703.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -608410 | NC      | $-4503.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -587367 | NC      | $-4348.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -457930637 | NC      | $-13649.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -418057 | NC      | $-3315.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -492404 | NC      | $1287.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -414522 | NC      | $-3287.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -284858 | NC      | $1932.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -100232 | NC      | $-722.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -170847 | NC      | $748.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -375039 | NC      | $-5310.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -3462327 | NC      | $-49027.82    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -54506984 | NC      | $-2420.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -24460418 | NC      | $-1086.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -188011143 | NC      | $-8445.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1184228 | NC      | $-5209.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1631736 | NC      | $276.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -7085296 | NC      | $-79.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -609616 | NC      | $2394.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -317871 | NC      | $-2557.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -190602 | NC      | $843.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -597538 | NC      | $1479.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                         | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -10297598 | NC      | $-3936.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                         | CURRENCY CONTRACT - ZAR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -399822 | NC      | $9500.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                         | CURRENCY CONTRACT - ZAR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -881185 | NC      | $36267.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| International Monetary Market                   | FUT. C$ CCY. CME MAR23                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |         -11 | NC      | $-813120.00   | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| International Monetary Market                   | FUT. EURO FX CU CME MAR23                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |         -94 | NC      | $-12635950.00 | -4.40%            |  |  |  | No            |                  1 | On Loan: No      |
| International Monetary Market                   | FUT. JPN YEN CU CME MAR23                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |        -104 | NC      | $-10019100.00 | -3.49%            |  |  |  | No            |                  1 | On Loan: No      |
| International Monetary Market                   | MAR 23 EMINI S&P MAR 23                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -46 | NC      | $-8880300.00  | -3.09%            |  |  |  | No            |                  1 | On Loan: No      |
| International Monetary Market                   | FUT. AST DOLLAR MAR23                                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | AU        |        -211 | NC      | $-14408135.00 | -5.02%            |  |  |  | No            |                  1 | On Loan: No      |
| International Monetary Market                   | FUT. BRITISH POUND MAR23                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | GB        |         -33 | NC      | $-2492325.00  | -0.87%            |  |  |  | No            |                  1 | On Loan: No      |
| International Monetary Market                   | FUT. IMM NZD MAR23                                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | NZ        |          -3 | NC      | $-190320.00   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| International Monetary Market                   | FUT. IMM MEX PESO MAR23                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | MX        |           6 | NC      | $151860.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| International Monetary Market                   | FUT. SA RAND MAR23                                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | ZA        |          11 | NC      | $321475.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| International Monetary Market                   | FUT. IMM CHF MAR23                                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CH        |          -1 | NC      | $-136275.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Montreal Exchange                               | FUT. ME 10Y CDN BND MAR23                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |          -3 | NC      | $-271528.80   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                          | FUT. CBOT MINI DOW MAR23                                                                                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DE               | CORP              | US        |          70 | NC      | $11649750.00  | 4.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Financial Instruments Exchange                  | FUT. ICEUS SM US/NK MAR23                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | NO        |           2 | NC      | $199831.58    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Financial Instruments Exchange                  | FUT. ICEUS SM US/SK MAR23                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | SE        |           1 | NC      | $99608.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex                                           | MAR 23 EUX MAR 23                                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          -2 | NC      | $-233186.84   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex                                           | FUT. EURX EUR-BUND MAR23                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          -1 | NC      | $-142294.93   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex                                           | FUT. EURX EUR-BUND MAR23                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |           2 | NC      | $284589.85    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                          | FUT. US 2YR T-NOTE MAR23                                                                                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -204 | NC      | $-41835937.50 | -14.57%           |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                          | FUT. YR T-NOTES MAR23                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         118 | NC      | $13251031.25  | 4.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                          | FUT. YR T-NOTES MAR23                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -13 | NC      | $-1459859.38  | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                          | FUT. U.S. T-BONDS MAR23                                                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -150 | NC      | $-18801562.50 | -6.55%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                          | FUT. CBT ULT TNOTE MAR23                                                                                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -62 | NC      | $-7333437.50  | -2.55%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                          | FUT. CBT UL T-BONDS MAR23                                                                                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -26 | NC      | $-3492125.00  | -1.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                          | FUT. CBT 5Y T-NOTE MAR23                                                                                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -18 | NC      | $-1942734.38  | -0.68%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                              | FUT. LIF LONG GILT MAR23                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |          -2 | NC      | $-241548.23   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                              | FUT. LIF LONG GILT MAR23                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |          -2 | NC      | $-241548.22   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex                                           | FUT. EURX EUR-BOBL MAR23                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          -1 | NC      | $-123904.60   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Financial Instruments Exchange                  | MAR 23 ICEUS SM MAR 23                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |           1 | NC      | $100190.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SWO EUR RCV 1.977 PAY EUR                       | SWO EUR RCV 1.977 PAY EUR                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     2220000 | NC      | $16576.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO EUR RCV 2.518 PAY EUR                       | SWO EUR RCV 2.518 PAY EUR                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     2310000 | NC      | $35218.25     | 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        |     -970000 | NC      | $-39573.61    | -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        |     -900000 | NC      | $-21040.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 2.944 PAY SOF                       | SWO USD RCV 2.944 PAY SOF                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |   -18060000 | NC      | $-1076014.80  | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 2                       | SWO USD RCV SOFR 1D PAY 2                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |   -18060000 | NC      | $-419485.04   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV 4.43% PAY SOFR1D 31-DEC-2024    | OIS_CCP USD RCV 4.43% PAY SOFR1D 31-DEC-2024                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    34940000 | OU      | $-6568.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP CZK RCV 4% PAY PRBOR6M 15-MAR-2033      | IRS_CCP CZK RCV 4% PAY PRBOR6M 15-MAR-2033                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CZ        |    19150000 | OU      | $-49226.70    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP KRW RCV 4.5% PAY KWCDC3M 15-MAR-2028    | IRS_CCP KRW RCV 4.5% PAY KWCDC3M 15-MAR-2028                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |  5507400000 | OU      | $187964.97    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP CHF RCV SARON1D PAY 1.5% 15-MAR-2028    | OIS_CCP CHF RCV SARON1D PAY 1.5% 15-MAR-2028                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CH        |     3230000 | OU      | $66945.31     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV EURIB6M PAY 3% 15-MAR-2028      | IRS_CCP EUR RCV EURIB6M PAY 3% 15-MAR-2028                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     1870000 | OU      | $24548.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP ILS RCV TELBO3M PAY 3.25% 15-MAR-2033   | IRS_CCP ILS RCV TELBO3M PAY 3.25% 15-MAR-2033                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | IL        |     5125000 | OU      | $49857.90     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP ILS RCV TELBO3M PAY 3.5% 15-MAR-2025    | IRS_CCP ILS RCV TELBO3M PAY 3.5% 15-MAR-2025                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | IL        |    11000000 | OU      | $19245.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP ZAR RCV 9.5% PAY JIBAR3M 15-MAR-2033    | IRS_CCP ZAR RCV 9.5% PAY JIBAR3M 15-MAR-2033                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | ZA        |    19760000 | OU      | $17779.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV EURIB6M PAY 3% 15-MAR-2033      | IRS_CCP EUR RCV EURIB6M PAY 3% 15-MAR-2033                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     1880000 | OU      | $36844.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP NOK RCV NIBOR6M PAY 3.5% 15-MAR-2028    | IRS_CCP NOK RCV NIBOR6M PAY 3.5% 15-MAR-2028                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | NO        |    39670000 | OU      | $-49698.01    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP NOK RCV NIBOR6M PAY 3.5% 15-MAR-2033    | IRS_CCP NOK RCV NIBOR6M PAY 3.5% 15-MAR-2033                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | NO        |    30200000 | OU      | $-63792.41    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV 2.94% PAY SOFR1D 12-JUL-2037    | OIS_CCP USD RCV 2.94% PAY SOFR1D 12-JUL-2037                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     2400000 | OU      | $-75839.98    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV 2.855% PAY EURIB6M 04-JUL-2037  | IRS_CCP EUR RCV 2.855% PAY EURIB6M 04-JUL-2037                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     7900000 | OU      | $-114896.59   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV EURIB6M PAY 1.56% 06-JUL-2052   | IRS_CCP EUR RCV EURIB6M PAY 1.56% 06-JUL-2052                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     5640000 | OU      | $70414.63     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV 2.73% PAY SOFR1D 04-JUN-2033    | OIS_CCP USD RCV 2.73% PAY SOFR1D 04-JUN-2033                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    26840000 | OU      | $-274148.86   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 2.57% 04-JUN-2031    | OIS_CCP USD RCV SOFR1D PAY 2.57% 04-JUN-2031                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    42270000 | OU      | $466136.23    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV 2.5% PAY SOFR1D 04-JUN-2029     | OIS_CCP USD RCV 2.5% PAY SOFR1D 04-JUN-2029                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    16030000 | OU      | $-206179.30   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP BRL RCV 12.3% PAY BZDIO1D 02-JAN-2024   | OIS_CCP BRL RCV 12.3% PAY BZDIO1D 02-JAN-2024                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     1496046 | OU      | $-1691.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP BRL RCV 12.4% PAY BZDIO1D 02-JAN-2023   | OIS_CCP BRL RCV 12.4% PAY BZDIO1D 02-JAN-2023                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | BR        |     3175953 | OU      | $4151.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP BRL RCV 10.565% PAY BZDIO1D 02-JAN-2023 | OIS_CCP BRL RCV 10.565% PAY BZDIO1D 02-JAN-2023                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | BR        |     1667474 | OU      | $-4339.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP BRL RCV BZDIO1D PAY 11.23% 04-JAN-2027  | OIS_CCP BRL RCV BZDIO1D PAY 11.23% 04-JAN-2027                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |      702176 | OU      | $7651.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP BRL RCV 7.2% PAY BZDIO1D 02-JAN-2023    | OIS_CCP BRL RCV 7.2% PAY BZDIO1D 02-JAN-2023                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     4961331 | OU      | $-46928.98    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP BRL RCV BZDIO1D PAY 8.495% 04-JAN-2027  | OIS_CCP BRL RCV BZDIO1D PAY 8.495% 04-JAN-2027                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | BR        |     5078935 | OU      | $171530.39    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP BRL RCV BZDIO1D PAY 5.8% 02-JAN-2023    | OIS_CCP BRL RCV BZDIO1D PAY 5.8% 02-JAN-2023                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    11831599 | OU      | $136992.41    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP GBP RCV SONIA1D PAY 0.27% 17-JUN-2025   | OIS_CCP GBP RCV SONIA1D PAY 0.27% 17-JUN-2025                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |       10000 | OU      | $1261.25      | 0.00%             |  |  |  | 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      | $-2836.34     | -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      | $-5046.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP JPY RCV TONAR1D PAY 0.5% 15-MAR-2033    | OIS_CCP JPY RCV TONAR1D PAY 0.5% 15-MAR-2033                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | JP        |   345000000 | OU      | $100417.48    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP AUD RCV BBSW3M PAY 4% 15-MAR-2025       | IRS_CCP AUD RCV BBSW3M PAY 4% 15-MAR-2025                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |    17940000 | OU      | $20285.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP SEK RCV 3% PAY STBOR3M 15-MAR-2025      | IRS_CCP SEK RCV 3% PAY STBOR3M 15-MAR-2025                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | SE        |   192790000 | OU      | $-202479.34   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP AUD RCV BBSW6M PAY 4% 15-MAR-2025       | IRS_CCP AUD RCV BBSW6M PAY 4% 15-MAR-2025                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |    12080000 | OU      | $45394.33     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP NOK RCV NIBOR6M PAY 3.75% 15-MAR-2025   | IRS_CCP NOK RCV NIBOR6M PAY 3.75% 15-MAR-2025                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | NO        |   156690000 | OU      | $-94089.33    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP NZD RCV 5% PAY BBR3M 15-MAR-2025        | IRS_CCP NZD RCV 5% PAY BBR3M 15-MAR-2025                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | NZ        |    17700000 | OU      | $-84364.91    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP JPY RCV TONAR1D PAY 0.25% 15-MAR-2028   | OIS_CCP JPY RCV TONAR1D PAY 0.25% 15-MAR-2028                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | JP        |  1659720000 | OU      | $220051.88    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP NZD RCV 4.5% PAY BBR3M 15-MAR-2028      | IRS_CCP NZD RCV 4.5% PAY BBR3M 15-MAR-2028                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | NZ        |     4080000 | OU      | $-40551.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV EURIB6M PAY 2.5% 20-DEC-2037    | IRS_CCP EUR RCV EURIB6M PAY 2.5% 20-DEC-2037                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    10230000 | OU      | $179460.03    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP EUR RCV 2.75% PAY ESTR1D 15-MAR-2028    | OIS_CCP EUR RCV 2.75% PAY ESTR1D 15-MAR-2028                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     1040000 | OU      | $-12144.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP AUD RCV 4.5% PAY BBSW6M 15-MAR-2033     | IRS_CCP AUD RCV 4.5% PAY BBSW6M 15-MAR-2033                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |     7280000 | OU      | $-31846.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV 2.5% PAY EURIB6M 20-DEC-2032    | IRS_CCP EUR RCV 2.5% PAY EURIB6M 20-DEC-2032                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     9040000 | OU      | $-249661.17   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP CAD RCV 4% PAY CDOR3M 15-MAR-2025       | IRS_CCP CAD RCV 4% PAY CDOR3M 15-MAR-2025                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |    10630000 | OU      | $-53081.62    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP CAD RCV CDOR3M PAY 3.5% 15-MAR-2033     | IRS_CCP CAD RCV CDOR3M PAY 3.5% 15-MAR-2033                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |     2680000 | OU      | $34178.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP CLP RCV CLICP1D PAY 4.25% 15-MAR-2033   | OIS_CCP CLP RCV CLICP1D PAY 4.25% 15-MAR-2033                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |  2135700000 | OU      | $182975.77    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP COP RCV COOVI1D PAY 9.5% 15-MAR-2033    | OIS_CCP COP RCV COOVI1D PAY 9.5% 15-MAR-2033                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |  3030930000 | OU      | $7790.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.75% 15-MAR-2033    | OIS_CCP USD RCV SOFR1D PAY 3.75% 15-MAR-2033                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     1040000 | OU      | $-18756.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP COP RCV COOVI1D PAY 10.5% 15-MAR-2025   | OIS_CCP COP RCV COOVI1D PAY 10.5% 15-MAR-2025                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |  6189595000 | OU      | $9734.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP MXN RCV 8.25% PAY TIIE28D 02-MAR-2033   | IRS_CCP MXN RCV 8.25% PAY TIIE28D 02-MAR-2033                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | MX        |    56925000 | OU      | $-79790.50    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP MXN RCV TIIE28D PAY 9.25% 12-MAR-2025   | IRS_CCP MXN RCV TIIE28D PAY 9.25% 12-MAR-2025                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | MX        |    36595000 | OU      | $10304.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP GBP RCV 3% PAY SONIA1D 15-MAR-2033      | OIS_CCP GBP RCV 3% PAY SONIA1D 15-MAR-2033                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |       10000 | OU      | $-726.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP GBP RCV 3.5% PAY SONIA1D 15-MAR-2028    | OIS_CCP GBP RCV 3.5% PAY SONIA1D 15-MAR-2028                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |     4030000 | OU      | $-124893.49   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP INR RCV MIBOR1D PAY 7% 15-MAR-2028      | OIS_CCP INR RCV MIBOR1D PAY 7% 15-MAR-2028                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |   218920000 | OU      | $-63399.71    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP SEK RCV 3% PAY STBOR3M 15-MAR-2033      | IRS_CCP SEK RCV 3% PAY STBOR3M 15-MAR-2033                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | SE        |     1050000 | OU      | $-1144.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP PLN RCV 5.5% PAY WIBOR6M 15-MAR-2033    | IRS_CCP PLN RCV 5.5% PAY WIBOR6M 15-MAR-2033                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | PL        |    10550000 | OU      | $-105531.27   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP ZAR RCV JIBAR3M PAY 8.25% 15-MAR-2025   | IRS_CCP ZAR RCV JIBAR3M PAY 8.25% 15-MAR-2025                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | ZA        |    29625000 | OU      | $-12211.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP BRL RCV 13.95% PAY BZDIO1D 02-JAN-2024  | OIS_CCP BRL RCV 13.95% PAY BZDIO1D 02-JAN-2024                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | BR        |    26502467 | OU      | $23634.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP KRW RCV KWCDC3M PAY 4.5% 15-MAR-2025    | IRS_CCP KRW RCV KWCDC3M PAY 4.5% 15-MAR-2025                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |  2179390000 | OU      | $-24966.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP BRL RCV BZDIO1D PAY 13.3% 02-JAN-2025   | OIS_CCP BRL RCV BZDIO1D PAY 13.3% 02-JAN-2025                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     8356958 | OU      | $-18096.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP KRW RCV 4.25% PAY KWCDC3M 15-MAR-2033   | IRS_CCP KRW RCV 4.25% PAY KWCDC3M 15-MAR-2033                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |  1575910000 | OU      | $82996.30     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP CNY RCV 2.5% PAY CNRR07D 15-MAR-2028    | IRS_CCP CNY RCV 2.5% PAY CNRR07D 15-MAR-2028                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    22880000 | OU      | $-46200.34    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP GBP RCV 4.605% PAY SONIA1D 18-OCT-2027  | OIS_CCP GBP RCV 4.605% PAY SONIA1D 18-OCT-2027                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |    16270000 | OU      | $372206.02    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP GBP RCV SONIA1D PAY 3.9125% 18-OCT-2032 | OIS_CCP GBP RCV SONIA1D PAY 3.9125% 18-OCT-2032                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |    11190000 | OU      | $-287226.88   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP BRL RCV 11.488% PAY BZDIO1D 02-JAN-2025 | OIS_CCP BRL RCV 11.488% PAY BZDIO1D 02-JAN-2025                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | BR        |     8497717 | OU      | $-42087.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP BRL RCV BZDIO1D PAY 12.795% 02-JAN-2024 | OIS_CCP BRL RCV BZDIO1D PAY 12.795% 02-JAN-2024                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | BR        |       60306 | OU      | $89.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV 2.65% PAY EURIB6M 09-SEP-2032   | IRS_CCP EUR RCV 2.65% PAY EURIB6M 09-SEP-2032                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    10590000 | OU      | $-226662.25   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV EURIB6M PAY 1.8% 09-SEP-2052    | IRS_CCP EUR RCV EURIB6M PAY 1.8% 09-SEP-2052                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     2250000 | OU      | $76791.80     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV EURIB6M PAY 2.35% 09-SEP-2027   | IRS_CCP EUR RCV EURIB6M PAY 2.35% 09-SEP-2027                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     7170000 | OU      | $162827.75    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV EURIB6M PAY 2.35% 04-JUL-2029   | IRS_CCP EUR RCV EURIB6M PAY 2.35% 04-JUL-2029                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     2150000 | OU      | $79648.25     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV 2.72% PAY SOFR1D 11-AUG-2037    | OIS_CCP USD RCV 2.72% PAY SOFR1D 11-AUG-2037                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    44370000 | OU      | $-1064369.31  | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 2.17% 11-AUG-2052    | OIS_CCP USD RCV SOFR1D PAY 2.17% 11-AUG-2052                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    21430000 | OU      | $873503.73    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV 1.051% PAY EURIB6M 11-AUG-2047  | IRS_CCP EUR RCV 1.051% PAY EURIB6M 11-AUG-2047                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    12810000 | OU      | $-189759.82   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV EURIB6M PAY 1.4515% 10-AUG-2042 | IRS_CCP EUR RCV EURIB6M PAY 1.4515% 10-AUG-2042                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    23220000 | OU      | $535268.01    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV 2.152% PAY EURIB6M 09-AUG-2037  | IRS_CCP EUR RCV 2.152% PAY EURIB6M 09-AUG-2037                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    10220000 | OU      | $-328856.28   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 2.08% 28-JUL-2047    | OIS_CCP USD RCV SOFR1D PAY 2.08% 28-JUL-2047                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    17590000 | OU      | $224812.33    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV 2.91% PAY SOFR1D 28-JUL-2037    | OIS_CCP USD RCV 2.91% PAY SOFR1D 28-JUL-2037                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    22290000 | OU      | $-397350.24   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 2.68% 28-JUL-2032    | OIS_CCP USD RCV SOFR1D PAY 2.68% 28-JUL-2032                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     8750000 | OU      | $217096.16    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 2.75% 12-JUL-2047    | OIS_CCP USD RCV SOFR1D PAY 2.75% 12-JUL-2047                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     1490000 | OU      | $80565.04     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** Guidestone Funds

**Signature:** Patrick Pattison

**Name of Signer:** Patrick Pattison

**Title:** Vice President & Treasurer