# EDGAR Filing Document

**Accession Number:** 0001742912
**File Stem:** 0002000324-26-000658
**Filing Date:** 2026-2
**Character Count:** 308347
**Document Hash:** f6eb181ea1df181568bf7bbc04c2f9b4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002000324-26-000658.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0002000324-26-000658

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20260930

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23377
- **FILM NUMBER:** 26682480

**BUSINESS ADDRESS:**
- **STREET 1:** 234 WEST FLORIDA STREET, SUITE 700
- **CITY:** MILWAUKEE,
- **STATE:** WI
- **BUSINESS PHONE:** 844-986-7676

**MAIL ADDRESS:**
- **STREET 1:** 234 WEST FLORIDA STREET, SUITE 700
- **CITY:** MILWAUKEE,
- **STATE:** WI

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

**Gotham Short Strategies ETF**

**Schedule of Investments**

**December 31, 2025 (Unaudited)**

---

| | | |
|:---|:---|:---|
| **COMMON STOCKS - 85.7%** | **Shares** | **Value** |
| **Consumer Discretionary Products - 4.8%** | | |
| Aptiv PLC<sup>(a)</sup> | 621 | $47252 |
| BorgWarner, Inc. | 2541 | 114497 |
| BRP, Inc. | 443 | 31347 |
| Ford Motor Co. | 5009 | 65718 |
| Lear Corp. | 738 | 84575 |
| Levi Strauss & Co. - Class A | 252 | 5227 |
| Magna International, Inc. | 2067 | 110171 |
| Rivian Automotive, Inc. - Class A<sup>(a)</sup> | 640 | 12614 |
| Somnigroup International, Inc. | 1610 | 143741 |
|  |  | 615142 |
| **Consumer Discretionary Services - 3.2%** |  |  |
| Bright Horizons Family Solutions, Inc.<sup>(a)</sup> | 45 | 4563 |
| Choice Hotels International, Inc. | 465 | 44296 |
| Darden Restaurants, Inc. | 104 | 19138 |
| Las Vegas Sands Corp. | 857 | 55782 |
| Service Corp. International | 127 | 9902 |
| Travel + Leisure Co. | 379 | 26731 |
| Vail Resorts, Inc. | 43 | 5710 |
| Viking Holdings Ltd.<sup>(a)</sup> | 2415 | 172455 |
| Wingstop, Inc. | 119 | 28380 |
| Wynn Resorts Ltd. | 323 | 38867 |
|  |  | 405824 |
| **Consumer Staple Products - 2.4%** |  |  |
| Brown-Forman Corp. - Class B | 217 | 5655 |
| Cal-Maine Foods, Inc. | 546 | 43445 |
| Coca-Cola Co. | 405 | 28314 |
| Kimberly-Clark Corp. | 1259 | 127020 |
| Lamb Weston Holdings, Inc. | 1920 | 80429 |
| Marzetti Co. | 164 | 26965 |
|  |  | 311828 |
| **Health Care - 11.9%** |  |  |
| Agilent Technologies, Inc. | 1134 | 154303 |
| Alkermes PLC<sup>(a)</sup> | 2988 | 83604 |
| Alnylam Pharmaceuticals, Inc.<sup>(a)</sup> | 96 | 38174 |
| Amgen, Inc. | 95 | 31094 |
| Arrowhead Pharmaceuticals, Inc.<sup>(a)</sup> | 1974 | 131054 |
| Biogen, Inc.<sup>(a)</sup> | 249 | 43822 |
| Cencora, Inc. | 18 | 6080 |
| Chemed Corp. | 12 | 5134 |
| Cidara Therapeutics, Inc.<sup>(a)</sup> | 18 | 3976 |
| Cooper Cos., Inc.<sup>(a)</sup> | 404 | 33112 |
| CorVel Corp.<sup>(a)</sup> | 222 | 15023 |
| Exact Sciences Corp.<sup>(a)</sup> | 859 | 87240 |
| Guardant Health, Inc.<sup>(a)</sup> | 27 | 2758 |
| Halozyme Therapeutics, Inc.<sup>(a)</sup> | 1125 | 75713 |

---

---

| | | |
|:---|:---|:---|
| HCA Healthcare, Inc. | 168 | 78433 |
| IDEXX Laboratories, Inc.<sup>(a)</sup> | 46 | 31120 |
| Incyte Corp.<sup>(a)</sup> | 723 | 71411 |
| Insulet Corp.<sup>(a)</sup> | 175 | 49742 |
| Masimo Corp.<sup>(a)</sup> | 1205 | 156722 |
| Mettler-Toledo International, Inc.<sup>(a)</sup> | 3 | 4183 |
| ResMed, Inc. | 459 | 110559 |
| Solventum Corp.<sup>(a)</sup> | 1476 | 116958 |
| STERIS PLC | 481 | 121943 |
| Stryker Corp. | 20 | 7029 |
| TransMedics Group, Inc.<sup>(a)</sup> | 280 | 34062 |
| Universal Health Services, Inc. - Class B | 148 | 32267 |
|  |  | 1525516 |
| **Industrial Products - 14.1%** |  |  |
| Advanced Energy Industries, Inc. | 1 | 209 |
| AGCO Corp. | 469 | 48926 |
| Amphenol Corp. | 683 | 92301 |
| ATI, Inc.<sup>(a)</sup> | 713 | 81824 |
| Bloom Energy Corp. - Class A<sup>(a)</sup> | 1685 | 146410 |
| Cognex Corp. | 1669 | 60051 |
| Crane Co. | 285 | 52563 |
| Donaldson Co., Inc. | 226 | 20037 |
| ESCO Technologies, Inc. | 301 | 58812 |
| General Dynamics Corp. | 122 | 41072 |
| Graco, Inc. | 590 | 48362 |
| HEICO Corp. | 127 | 41096 |
| Hexcel Corp. | 576 | 42566 |
| ITT, Inc. | 658 | 114170 |
| Littelfuse, Inc. | 2 | 506 |
| Mercury Systems, Inc.<sup>(a)</sup> | 123 | 8980 |
| Mirion Technologies, Inc. - Class A<sup>(a)</sup> | 1223 | 28643 |
| Moog, Inc. - Class A | 134 | 32636 |
| Nordson Corp. | 324 | 77899 |
| nVent Electric PLC | 579 | 59041 |
| OSI Systems, Inc.<sup>(a)</sup> | 93 | 23721 |
| Otis Worldwide Corp. | 65 | 5678 |
| Regal Rexnord Corp. | 89 | 12488 |
| Rockwell Automation, Inc. | 375 | 145901 |
| TE Connectivity PLC | 529 | 120353 |
| Timken Co. | 663 | 55778 |
| Toro Co. | 1084 | 85332 |
| Trimble, Inc.<sup>(a)</sup> | 74 | 5798 |
| Vertiv Holdings Co. - Class A | 526 | 85217 |
| Woodward, Inc. | 236 | 71348 |
| Xylem, Inc. | 891 | 121336 |
| Zurn Elkay Water Solutions Corp. | 547 | 25430 |
|  |  | 1814484 |
| **Industrial Services - 2.6%** |  |  |
| AECOM | 39 | 3718 |
| Aramark | 557 | 20531 |
| Comfort Systems USA, Inc. | 11 | 10266 |
| Dycom Industries, Inc.<sup>(a)</sup> | 343 | 115900 |

---

---

| | | |
|:---|:---|:---|
| Fluor Corp.<sup>(a)</sup> | 1042 | 41294 |
| IES Holdings, Inc.<sup>(a)</sup> | 46 | 17895 |
| Installed Building Products, Inc. | 4 | 1038 |
| Paychex, Inc. | 20 | 2244 |
| Primoris Services Corp. | 10 | 1241 |
| SiteOne Landscape Supply, Inc.<sup>(a)</sup> | 209 | 26033 |
| Stantec, Inc. | 285 | 26893 |
| Sterling Infrastructure, Inc.<sup>(a)</sup> | 63 | 19292 |
| Thomson Reuters Corp. | 69 | 9100 |
| UL Solutions, Inc. - Class A | 210 | 16561 |
| XPO, Inc.<sup>(a)</sup> | 130 | 17668 |
|  |  | 329674 |
| **Materials - 7.1%** |  |  |
| Advanced Drainage Systems, Inc. | 679 | 98339 |
| Agnico Eagle Mines Ltd. | 1206 | 204453 |
| Celanese Corp. | 3105 | 131279 |
| CF Industries Holdings, Inc. | 349 | 26992 |
| DuPont de Nemours, Inc. | 3552 | 142790 |
| Kinross Gold Corp. | 3654 | 102897 |
| NewMarket Corp. | 95 | 65290 |
| Nutrien Ltd. | 1612 | 99493 |
| Simpson Manufacturing Co., Inc. | 176 | 28419 |
| UFP Industries, Inc. | 142 | 12929 |
|  |  | 912881 |
| **Media - 5.5%** |  |  |
| GoDaddy, Inc. - Class A<sup>(a)</sup> | 460 | 57077 |
| Lyft, Inc. - Class A<sup>(a)</sup> | 5363 | 103881 |
| Match Group, Inc. | 3380 | 109140 |
| Netflix, Inc.<sup>(a)</sup> | 164 | 15377 |
| News Corp. - Class A | 5145 | 134387 |
| Roku, Inc. - Class A<sup>(a)</sup> | 1086 | 117820 |
| Uber Technologies, Inc.<sup>(a)</sup> | 1125 | 91924 |
| Warner Music Group Corp. - Class A | 2465 | 75602 |
|  |  | 705208 |
| **Oil & Gas - 8.8%** |  |  |
| Antero Midstream Corp. | 15 | 267 |
| APA Corp. | 1469 | 35932 |
| Baker Hughes Co. | 135 | 6148 |
| Cenovus Energy, Inc. | 7300 | 123516 |
| CNX Resources Corp.<sup>(a)</sup> | 1832 | 67363 |
| Devon Energy Corp. | 4337 | 158864 |
| Enbridge, Inc. | 982 | 46969 |
| HF Sinclair Corp. | 1490 | 68659 |
| Imperial Oil Ltd. | 260 | 22441 |
| Murphy Oil Corp. | 971 | 30344 |
| Noble Corp. PLC | 1 | 28 |
| Occidental Petroleum Corp. | 2416 | 99346 |
| Range Resources Corp. | 1020 | 35965 |
| Suncor Energy, Inc. | 1073 | 47598 |
| TechnipFMC PLC | 4758 | 212016 |
| Transocean Ltd.<sup>(a)</sup> | 450 | 1858 |

---

---

| | | |
|:---|:---|:---|
| Valero Energy Corp. | 1111 | 180860 |
|  |  | 1138174 |
| **Renewable Energy - 0.3%** |  |  |
| EnerSys | 296.0 | 43438 |
| **Retail & Wholesale - Discretionary - 4.3%** |  |  |
| AutoNation, Inc.<sup>(a)</sup> | 302.0 | 62357 |
| Best Buy Co., Inc. | 2.0 | 134 |
| CarMax, Inc.<sup>(a)</sup> | 2097.0 | 81028 |
| Chewy, Inc. - Class A<sup>(a)</sup> | 942.0 | 31133 |
| Copart, Inc.<sup>(a)</sup> | 3684.0 | 144228 |
| Gap, Inc. | 91.0 | 2330 |
| Lithia Motors, Inc. | 118.0 | 39215 |
| O'Reilly Automotive, Inc.<sup>(a)</sup> | 160.0 | 14594 |
| Penske Automotive Group, Inc. | 182.0 | 28809 |
| Pool Corp. | 23.0 | 5261 |
| Tractor Supply Co. | 2782.0 | 139128 |
| Urban Outfitters, Inc.<sup>(a)</sup> | 120.0 | 9031 |
|  |  | 557248 |
| **Retail & Wholesale - Staples - 0.9%** |  |  |
| Dollar General Corp. | 457.0 | 60676 |
| Kroger Co. | 919.0 | 57419 |
|  |  | 118095 |
| **Software & Tech Services - 7.5%** |  |  |
| Amentum Holdings, Inc.<sup>(a)</sup> | 2977.0 | 86333 |
| Autodesk, Inc.<sup>(a)</sup> | 334.0 | 98867 |
| CACI International, Inc. - Class A<sup>(a)</sup> | 21.0 | 11189 |
| Calix, Inc.<sup>(a)</sup> | 341.0 | 18049 |
| Clear Secure, Inc. - Class A | 5.0 | 176 |
| Descartes Systems Group, Inc.<sup>(a)</sup> | 314.0 | 27525 |
| Dropbox, Inc. - Class A<sup>(a)</sup> | 1663.0 | 46231 |
| Guidewire Software, Inc.<sup>(a)</sup> | 394.0 | 79198 |
| JFrog Ltd.<sup>(a)</sup> | 852.0 | 53216 |
| KBR, Inc. | 374.0 | 15035 |
| Maximus, Inc. | 411.0 | 35478 |
| Okta, Inc. - Class A<sup>(a)</sup> | 1526.0 | 131953 |
| Open Text Corp. | 2.0 | 65 |
| PTC, Inc.<sup>(a)</sup> | 858.0 | 149472 |
| Q2 Holdings, Inc.<sup>(a)</sup> | 1140.0 | 82262 |
| Qualys, Inc.<sup>(a)</sup> | 175.0 | 23258 |
| Waystar Holding Corp.<sup>(a)</sup> | 586.0 | 19192 |
| Zoom Communications, Inc. - Class A<sup>(a)</sup> | 1059.0 | 91381 |
|  |  | 968880 |
| **Tech Hardware & Semiconductors - 10.5%** |  |  |
| Analog Devices, Inc. | 515.0 | 139668 |
| Cirrus Logic, Inc.<sup>(a)</sup> | 114.0 | 13509 |
| Dell Technologies, Inc. - Class C | 936.0 | 117824 |
| Dolby Laboratories, Inc. - Class A | 775.0 | 49771 |
| GlobalFoundries, Inc.<sup>(a)</sup> | 473.0 | 16517 |
| Hewlett Packard Enterprise Co. | 6105.0 | 146642 |

---

---

| | | |
|:---|:---|:---|
| HP, Inc. | 1395 | 31081 |
| InterDigital, Inc. | 401.0 | 127670 |
| Marvell Technology, Inc. | 2068.0 | 175739 |
| Micron Technology, Inc. | 788.0 | 224903 |
| NetApp, Inc. | 961.0 | 102913 |
| Sandisk Corp.<sup>(a)</sup> | 7.0 | 1662 |
| Sanmina Corp.<sup>(a)</sup> | 788.0 | 118255 |
| SiTime Corp.<sup>(a)</sup> | 31.0 | 10949 |
| Skyworks Solutions, Inc. | 491.0 | 31134 |
| TD SYNNEX Corp. | 23.0 | 3455 |
| Viasat, Inc.<sup>(a)</sup> | 1276.0 | 43971 |
|  |  | 1355663 |
| **Telecommunications - 0.3%** |  |  |
| Array Digital Infrastructure, Inc. | 303.0 | 16247 |
| Rogers Communications, Inc. | 434.0 | 16375 |
| Telus Corp. | 860.0 | 11326 |
|  |  | 43948 |
| **Utilities - 1.5%** |  |  |
| Duke Energy Corp. | 515.0 | 60363 |
| Eversource Energy | 830.0 | 55884 |
| Exelon Corp. | 792.0 | 34523 |
| Public Service Enterprise Group, Inc. | 561.0 | 45049 |
|  |  | 195819 |
| **TOTAL COMMON STOCKS (Cost $11,186,787)** |  | 11041822 |

---

---

| | | |
|:---|:---|:---|
| **SHORT-TERM INVESTMENTS - 7.7%** | | |
| **Money Market Funds - 7.7%** | **Shares** | **Value** |
| First American Government Obligations Fund - Class X, 3.67%<sup>(b)</sup> | 985912 | 985912 |
| **TOTAL SHORT-TERM INVESTMENTS (Cost $985,912)** |  | 985912 |
| **TOTAL INVESTMENTS - 93.4% (Cost $12,172,699)** |  | $12027734 |
| Other Assets in Excess of Liabilities - 6.6% |  | 845781 |
| **TOTAL NET ASSETS - 100.0%** |  | $12873515 |
| Percentages are stated as a percent of net assets. |  |  |

---

PLC Public Limited Company

(a) Non-income producing security.

(b) The rate shown represents the 7-day annualized effective yield as of December 31, 2025.

**Gotham Short Strategies ETF**

**Schedule of Total Return Swap Contracts**

**December 31, 2025 (Unaudited)** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference Entity** | **Counterparty** | **Pay/ <br> Receive<br> Reference<br> Entity** | **Financing Rate** | **Payment <br> Frequency** | **Maturity <br> Date** | **Notional <br> Value** | **Value / <br> Unrealized Appreciation (Depreciation)** |
| Advanced Drainage Systems, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | $4490 | $(95) |
| Advanced Drainage Systems, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 6807 | (12) |
| AECOM | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 572 | (31) |
| AGCO Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 3756 | (35) |
| AGCO Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 2504 | 61 |
| Agilent Technologies, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 17145 | (1009) |
| Agnico Eagle Mines Ltd. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/09/2030 | 12037 | 636 |
| Agnico Eagle Mines Ltd. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 3899 | 124 |
| Alkermes PLC | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 9093 | (224) |
| Alnylam Pharmaceuticals, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 4374 | (148) |
| Amentum Holdings, LLC | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 8700 | (60) |
| Amgen, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 3273 | 89 |
| Amphenol Corp. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2030 | 8379 | 364 |
| Amphenol Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 14595 | (105) |
| Analog Devices, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 15187 | 481 |
| Antero Midstream Corp. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2030 | 89 | 1 |
| APA Corp. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2030 | 2519 | 16 |
| Aptiv PLC | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 3804 | 60 |
| Aptiv Holdings Ltd. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 1522 | (116) |
| Aramark | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 2285 | (25) |
| Array Digital Infrastructure, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 2735 | 107 |
| Arrowhead Pharmaceuticals, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 5112 | 2302 |
| Arrowhead Pharmaceuticals, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 9826 | 257 |
| AutoNation, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 413 | 2 |
| AutoNation, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 3304 | 211 |
| Baker Hughes Co. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2030 | 683 | 9 |
| Biogen, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2030 | 4752 | 48 |
| Bloom Energy Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 4258 | (2343) |
| Bloom Energy Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 11904 | (2753) |
| BorgWarner, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/09/2030 | 7390 | 75 |
| BorgWarner, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 5137 | 206 |
| Bright Horizons Family Solutions, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 101 | 3 |
| Bright Horizons Family Solutions, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/09/2030 | 406 | (18) |
| Brown-Forman Corp. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2030 | 625 | (4) |
| BRP, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 3255 | 357 |
| BRP, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 212 | (16) |
| Calix, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 2064 | (552) |
| Cal-Maine Foods, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 5252 | (1603) |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| CarMax Group, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2030 | 9042 | (39) |
| Celanese Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/12/2029 | 1733 | 54 |
| Celanese Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 13952 | 196 |
| Cencora, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 675 | (4) |
| Cenovus Energy, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 13857 | (199) |
| CF Industries Holdings, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 3094 | 10 |
| Chemed Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 428 | 11 |
| Chewy, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 3536 | (131) |
| Choice Hotels International, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 3239 | (99) |
| Choice Hotels International, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 1429 | 29 |
| Cidara Therapeutics, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 442 | 5 |
| Clear Secure, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2030 | 35 | 0 |
| CNX Resources Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 3125 | (38) |
| CNX Resources Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 4412 | 298 |
| Coca-Cola Co. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 3216 | (11) |
| Cognex Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 2195 | (167) |
| Cognex Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 2519 | (12) |
| Comfort Systems USA, Inc. | Morgan Stanley | Receive | EFFR + 0.49% | Termination | 11/14/2030 | 933 | 15 |
| Comfort Systems USA, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 957 | 2 |
| Cooper Cos., Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 3934 | 69 |
| Copart, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 13624 | (2391) |
| Copart, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 2232 | (11) |
| CorVel Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 68 | (18) |
| Crane Co. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 553 | (21) |
| Crane Co. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 553 | 4 |
| Darden Restaurants, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2030 | 2024 | (73) |
| Dell Technologies, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2030 | 12966 | (251) |
| Descartes Systems Group, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2030 | 438 | (4) |
| Devon Energy Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 17546 | 243 |
| Dolby Laboratories, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/12/2029 | 899 | (125) |
| Dolby Laboratories, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 1541 | (160) |
| Dolby Laboratories, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 1670 | (47) |
| Dollar General Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 6904 | 280 |
| Donaldson Co., Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2030 | 2305 | (58) |
| Dropbox, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 5171 | (160) |
| Duke Energy Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 2344 | (121) |
| Duke Energy Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 4220 | (233) |
| DuPont de Nemours, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 7236 | 99 |
| DuPont de Nemours, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 8683 | 245 |
| Dycom Industries, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 13516 | (388) |
| Elevance Health, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2030 | 1052 | 8 |
| Enbridge, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 96 | (1) |
| EnerSys | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 3815 | 207 |
| EnerSys | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 1174 | 75 |
| ESCO Technologies, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 5862 | (248) |
| Eversource Energy | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 2087 | (188) |
| Eversource Energy | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 4040 | (46) |
| Exact Sciences Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 1117 | 377 |
| Exact Sciences Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 8429 | 1940 |
| Exelon Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 3226 | (176) |
| Exelon Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 610 | (30) |
| Fluor Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 4557 | (231) |
| Fluor Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 1070 | (126) |
| Ford Motor Co. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 3214 | (5) |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Ford Motor Co. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 11860 | (80) |
| Gap, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2030 | 282 | (3) |
| General Dynamics Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 4377 | (4) |
| GlobalFoundries, Inc. | Morgan Stanley | Receive | EFFR + 0.49% | Termination | 11/14/2030 | 1816 | (34) |
| GoDaddy, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 5708 | (63) |
| GoDaddy, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 993 | (76) |
| Graco, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 5902 | (60) |
| Graphic Packaging Holding Co. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/08/2029 | 17138 | (12267) |
| Guardant Health, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 306 | 28 |
| Guidewire Software, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 8241 | (1662) |
| Halozyme Therapeutics, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 2692 | 112 |
| HCA Healthcare, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2030 | 8870 | (93) |
| HEICO Corp. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2030 | 4530 | (107) |
| Hewlett Packard Enterprise Co. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 16454 | (5) |
| Hexcel Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 3917 | 207 |
| Hexcel Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 1404 | 33 |
| HF Sinclair Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 2903 | (246) |
| HF Sinclair Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 1198 | (185) |
| HP, Inc. | Morgan Stanley | Receive | EFFR + 0.49% | Termination | 11/14/2030 | 3297 | (112) |
| IDEXX Laboratories, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2030 | 4059 | (50) |
| IES Holdings, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2030 | 2334 | (76) |
| Imperial Oil Ltd. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 2244 | (5) |
| Incyte Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 8198 | 120 |
| Insulet Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 1421 | (133) |
| Insulet Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 3979 | (515) |
| InterDigital, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 8915 | (1620) |
| InterDigital, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 4457 | (263) |
| ITT, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 4164 | (339) |
| ITT, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 8849 | (198) |
| JFrog Ltd. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 1811 | 32 |
| JFrog Ltd. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 4060 | (21) |
| KBR, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 2131 | (199) |
| KBR, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2030 | 1688 | (3) |
| Kimberly-Clark Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 9786 | (92) |
| Kimberly-Clark Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 5549 | (38) |
| Kinross Gold Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/09/2030 | 7716 | 911 |
| Kinross Gold Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 4787 | 517 |
| Kroger Co. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 6186 | (54) |
| Lamb Weston Holdings, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 7540 | (3679) |
| Lamb Weston Holdings, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 1382 | (483) |
| Las Vegas Sands Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 4166 | (35) |
| Las Vegas Sands Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 1888 | (12) |
| Lear Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 4699 | 430 |
| Lear Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 4813 | 232 |
| Levi Strauss & Co. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2030 | 581 | (10) |
| Lithia Motors, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 4653 | 502 |
| Lithia Motors, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 665 | 86 |
| Littelfuse, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 759 | 44 |
| Littelfuse, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 1012 | 42 |
| Lyft, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 11525 | (329) |
| Magna International, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 5650 | 516 |
| Magna International, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 6503 | 489 |
| Marvell Technology, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 19205 | (1991) |
| Marzetti Co. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 822 | (51) |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Marzetti Co. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 1644 | (24) |
| Masimo Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 5723 | (685) |
| Masimo Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 12226 | (1030) |
| Match Group, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2030 | 743 | (1) |
| Match Group, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 11495 | (223) |
| Maximus, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 3712 | 50 |
| Mercury Systems, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 1022 | (15) |
| Micron Technology, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2030 | 24831 | 2129 |
| Micron Technology, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 3372 | (124) |
| Moog, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 3897 | 130 |
| Murphy Oil Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 3406 | 32 |
| NetApp, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 11566 | (468) |
| Netflix, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2030 | 1594 | (1) |
| NewMarket Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 2062 | (211) |
| NewMarket Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 5498 | (247) |
| News Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 1802 | 49 |
| News Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 14444 | (1323) |
| Nordson Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 8896 | 39 |
| Nutrien Ltd. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 1481 | 56 |
| Nutrien Ltd. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 9320 | 711 |
| nVent Electric PLC | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/09/2030 | 102 | (7) |
| nVent Electric PLC | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 6322 | (48) |
| Occidental Petroleum Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 10979 | (112) |
| Okta, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 7782 | (113) |
| Okta, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 7350 | (428) |
| O'Reilly Automotive, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 1642 | (51) |
| OSI Systems, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 1785 | (181) |
| OSI Systems, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 1020 | (25) |
| Otis Worldwide Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 611 | 7 |
| Paychex, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2030 | 224 | (1) |
| Penske Automotive Group, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 1583 | 0 |
| Penske Automotive Group, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 1741 | 0 |
| Pool Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 686 | (17) |
| Primoris Services Corp. | Morgan Stanley | Receive | 0.00% | Termination | 11/14/2030 | 124 | 0 |
| PTC, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 1045 | (3) |
| PTC, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 14982 | (2520) |
| Public Service Enterprise Group, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 3292 | (82) |
| Public Service Enterprise Group, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 2489 | (87) |
| Q2 Holdings, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 5701 | 57 |
| Q2 Holdings, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/09/2030 | 3752 | (6) |
| Qualys, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2030 | 2658 | (85) |
| Range Resources Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 4090 | (31) |
| Regal Rexnord Corp. | Morgan Stanley | Receive | EFFR + 0.49% | Termination | 11/14/2030 | 1544 | (19) |
| ResMed, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 12043 | (720) |
| ResMed, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 723 | (13) |
| Rivian Automotive, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2030 | 1360 | (131) |
| Rockwell Automation, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 6225 | 254 |
| Rockwell Automation, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 10505 | 232 |
| Rogers Communications, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 340 | (9) |
| Rogers Communications, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 1509 | 43 |
| Roku, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 4991 | 18 |
| Roku, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 8137 | 173 |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Sandisk Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 15667 | 2428 |
| Sanmina Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 2701 | (326) |
| Sanmina Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 9755 | (255) |
| Service Corp. International | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 936 | 14 |
| Simpson Manufacturing Co., Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 2584 | (150) |
| Simpson Manufacturing Co., Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 969 | 4 |
| SiteOne Landscape Supply, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 1744 | (34) |
| SiteOne Landscape Supply, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 2367 | (9) |
| SiTime Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 1413 | (53) |
| Skyworks Solutions, Inc. | Morgan Stanley | Receive | EFFR + 0.49% | Termination | 11/14/2030 | 3551 | (47) |
| Solventum Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 3566 | 278 |
| Solventum Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 9430 | (66) |
| Somnigroup International, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 7767 | (112) |
| Somnigroup International, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 8392 | 219 |
| Stantec, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 2925 | (50) |
| STERIS PLC | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 6338 | 105 |
| STERIS PLC | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 8873 | (70) |
| Sterling Infrastructure, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2030 | 1837 | (68) |
| Stryker Corp. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2030 | 703 | (1) |
| Suncor Energy, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 5412 | 183 |
| TD SYNNEX Corp. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2030 | 300 | (1) |
| TE Connectivity PLC | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 1820 | (24) |
| TE Connectivity PLC | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 13196 | (998) |
| TechnipFMC PLC | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 713 | (18) |
| TechnipFMC PLC | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 23038 | 2820 |
| TELUS Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 1462 | 17 |
| Thomson Reuters Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 659 | (35) |
| Thomson Reuters Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 396 | 4 |
| Timken Co. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 4880 | 346 |
| Timken Co. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 2103 | 209 |
| Toro Co. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 4172 | 19 |
| Toro Co. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 5196 | 196 |
| Tractor Supply Co. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 3851 | (361) |
| Tractor Supply Co. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 12252 | (630) |
| TransMedics Group, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 2190 | (170) |
| TransMedics Group, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 1581 | (75) |
| Transocean Ltd. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2030 | 219 | 3 |
| Travel + Leisure Co. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 3103 | (45) |
| Trimble, Inc. | Morgan Stanley | Receive | EFFR + 0.49% | Termination | 11/14/2030 | 862 | (14) |
| Uber Technologies, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 10050 | (126) |
| UFP Industries, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 364 | 5 |
| UFP Industries, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 1093 | (9) |
| UL Solutions, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 2208 | 30 |
| Universal Health Services, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 3270 | (82) |
| Urban Outfitters, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2030 | 903 | (7) |
| Vail Resorts, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2030 | 531 | (9) |
| Valero Energy Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 19698 | (1394) |
| Valero Energy Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 3093 | (305) |
| Vertiv Holdings Co. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 9559 | 182 |
| Viasat, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 2619 | 0 |
| Viasat, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 2137 | (192) |
| Viking Holdings Ltd. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 18852 | 560 |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Warner Music Group Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 1656 | (36) |
| Warner Music Group Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 6931.0 | 517 |
| Waystar Holding Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 2063.0 | 37 |
| Wingstop, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 3816.0 | (35) |
| Woodward, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 8465.0 | 162 |
| Wynn Resorts Ltd. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 4332.0 | (105) |
| XPO, Inc. | Morgan Stanley | Receive | EFFR + 0.25% | Termination | 11/14/2030 | 1767.0 | (25) |
| Xylem, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 10213.0 | (252) |
| Xylem, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 3677.0 | (399) |
| Zoom Communications, Inc. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 9751.0 | 122 |
| Zurn Elkay Water Solutions Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 11/14/2030 | 2232.0 | 7 |
| Zurn Elkay Water Solutions Corp. | Morgan Stanley | Receive | EFFR + 0.50% | Termination | 05/13/2030 | 604.0 | (5) |
|  |  |  |  |  |  |  | $(29464) |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference Entity** | **Counterparty** | **Pay/ <br> Receive Reference <br> Entity** | **Financing Rate** | **Payment Frequency** | **Maturity <br> Date** | **Notional <br> Value** | **Value / Unrealized Appreciation (Depreciation)** |
| AAON, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | $(839) | $269 |
| AAON, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/12/2029 | (16089) | 3259 |
| Acadia Healthcare Co., Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/12/2029 | (11636) | 25412 |
| Adma Biologics, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (101469) | 7243 |
| AeroVironment, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (26366) | (1123) |
| Akamai Technologies, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (74948) | (9258) |
| Allison Transmission Holdings, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (41803) | (183) |
| Amazon.com, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (185579) | 7432 |
| Amazon.com, Inc. | Morgan Stanley | Pay | EFFR + (0.25%) | Termination | 11/11/2030 | (6463) | 27 |
| Amcor PLC | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (141838) | (2857) |
| American Water Works Co., Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (10570) | (93) |
| American Water Works Co., Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (50373) | (945) |
| Applied Digital Corp. | Morgan Stanley | Pay | EFFR + (0.25%) | Termination | 11/11/2030 | (13118) | (509) |
| Applied Materials, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (162418) | 5704 |
| AptarGroup, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (94641) | (807) |
| AptarGroup, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (23660) | (1487) |
| Archer Aviation, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (1722) | (42) |
| Archer Aviation, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (11994) | 319 |
| Archrock, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (21701) | (1042) |
| Archrock, Inc. | Morgan Stanley | Pay | EFFR + (0.25%) | Termination | 11/11/2030 | (989) | (1) |
| Arrow Electronics, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (90678) | (577) |
| Arrow Electronics, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (37792) | 421 |
| Axalta Coating Systems Ltd. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (68853) | (477) |
| Axon Enterprise, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (256704) | (7737) |
| Axon Enterprise, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (108475) | 8074 |
| Ball Corp. | Morgan Stanley | Pay | EFFR + (0.25%) | Termination | 11/11/2030 | (6833) | 4 |
| Baxter International, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (24881) | (1157) |
| BCE, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (114931) | (3481) |
| BCE, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (19580) | (586) |
| BioMarin Pharmaceutical, Inc. | Morgan Stanley | Pay | EFFR + (0.25%) | Termination | 11/11/2030 | (2496) | 29 |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| BJ's Wholesale Club Holdings, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (65092) | 3034 |
| Brinker International, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (14208) | 310 |
| Brookfield Infrastructure Partners LP | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (26060) | (44) |
| Bunge Global SA | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (214326) | 1876 |
| Bunge Global SA | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (83290) | 6160 |
| Burlington Stores, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (46216) | (4728) |
| CAE, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (29872) | (1323) |
| Canadian Natural Resources Ltd. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (2708) | (63) |
| Canadian Natural Resources Ltd. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (208347) | (21767) |
| Canadian Pacific Kansas City Ltd. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (49995) | (1957) |
| Canadian Pacific Kansas City Ltd. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (77459) | (2957) |
| Carvana Co. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (164166) | (44990) |
| Carvana Co. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (103395) | (7294) |
| Casey's General Stores, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (195659) | 411 |
| Cava Group, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (16727) | (3828) |
| Celsius Holdings, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (19302) | 153 |
| Centene Corp. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (156247) | (20052) |
| CenterPoint Energy, Inc. | Morgan Stanley | Pay | EFFR + (0.25%) | Termination | 11/11/2030 | (7400) | (95) |
| Charles River Laboratories International, Inc. | Morgan Stanley | Pay | EFFR + (0.25%) | Termination | 11/11/2030 | (9575) | 27 |
| Chart Industries, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (140236) | (1847) |
| Chart Industries, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (109096) | (3395) |
| Chevron Corp. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (226786) | 4877 |
| Chevron Corp. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (152715) | 2749 |
| Chiptole Mexican Grill, Inc. | Morgan Stanley | Pay | EFFR + (0.25%) | Termination | 11/11/2030 | (39701) | 376 |
| Clearwater Analytics Holdings, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (25278) | (4368) |
| Cleveland-Cliffs, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (177779) | (31824) |
| Cleveland-Cliffs, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (137289) | (22663) |
| Coherent Corp. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (224068) | (78992) |
| Commvault Systems, Inc. | Morgan Stanley | Pay | EFFR + (0.25%) | Termination | 11/11/2030 | (13414) | 145 |
| Conagra Brands, Inc. | Morgan Stanley | Pay | EFFR + (0.25%) | Termination | 11/11/2030 | (106093) | (474) |
| Constellation Energy Corp. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (120818) | 7703 |
| Constellation Energy Corp. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (255061) | (6760) |
| Core Scientific, Inc. | Morgan Stanley | Pay | EFFR + (0.84%) | Termination | 11/11/2030 | (44) | 2 |
| Core Scientific, Inc. | Morgan Stanley | Pay | EFFR + (0.84%) | Termination | 05/09/2030 | (12784) | (65) |
| CoreWeave, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (215045) | 10032 |
| Crinetics Pharmaceuticals, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (12568) | 495 |
| CSW Industrials, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (12328) | (263) |
| DICK's Sporting Goods, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (192823) | 14389 |
| Dominion Energy, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (71890) | 2449 |
| Dominion Energy, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (102884) | 1992 |
| DoorDash, Inc. | Morgan Stanley | Pay | EFFR + (0.25%) | Termination | 11/11/2030 | (7247) | 127 |
| Dorman Products, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (1355) | 178 |
| DTE Energy Co. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (53269) | 2416 |
| DTE Energy Co. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (5417) | 431 |
| Dutch Bros, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (48486) | (7620) |
| Dutch Bros, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (2632) | (373) |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| D-Wave Quantum, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (16344) | (2280) |
| Eagle Materials, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (35342) | 2724 |
| eBay, Inc. | Morgan Stanley | Pay | EFFR + (0.25%) | Termination | 11/11/2030 | (39543) | (22) |
| EchoStar Corp. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (200769) | (108019) |
| Ecolab, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (190064) | (3393) |
| Ecolab, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (81906) | (132) |
| Edison International | Morgan Stanley | Pay | 0.00% | Termination | 11/11/2030 | (4021) | 11 |
| Elanco Animal Health, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (3870) | (121) |
| Elanco Animal Health, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (6608) | (388) |
| Elastic NV | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (93168) | (1703) |
| Electronic Arts, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (237227) | (4652) |
| Electronic Arts, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (9808) | (140) |
| Elevance Health, Inc. | Morgan Stanley | Pay | EFFR + (0.25%) | Termination | 11/11/2030 | (8063) | 234 |
| Elevance Health, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (13321) | (103) |
| e.l.f. Beauty, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (760) | (22) |
| e.l.f. Beauty, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (12623) | 175 |
| Emera, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (7337) | (165) |
| Emerson Electric Co. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (6371) | (151) |
| Entergy Corp. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (52131) | 2192 |
| Entergy Corp. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (10814) | 376 |
| EOG Resources, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (177152) | 4327 |
| ESAB Corp. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (145795) | 5598 |
| ESAB Corp. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (47481) | 146 |
| Essential Utilities, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (1074) | 12 |
| Exxon Mobil Corp. | Morgan Stanley | Pay | EFFR + (0.01%) | Termination | 11/11/2030 | (11192) | 60 |
| Fabrinet | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (95154) | 5648 |
| FirstEnergy Corp. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (11013) | 319 |
| FirstEnergy Corp. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (44725) | 1184 |
| Five Below, Inc. | Morgan Stanley | Pay | EFFR + (0.25%) | Termination | 11/11/2030 | (4332) | (107) |
| Flutter Entertainment PLC | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (118917) | (5281) |
| Fortis, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (260) | (2) |
| Frontier Communications Parent, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (182660) | (6431) |
| GE HealthCare Technologies, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (158463) | (526) |
| Generac Holdings, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (102823) | 20274 |
| Generac Holdings, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (140461) | 18794 |
| General Mills, Inc. | Morgan Stanley | Pay | EFFR + (0.25%) | Termination | 11/11/2030 | (19995) | 827 |
| GitLab, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (39069) | 2513 |
| Granite Construction, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (24685) | (2692) |
| Graphic Packaging Holding Co. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (17138) | 7011 |
| Henry Schein, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (22901) | (1040) |
| Henry Schein, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (8389) | (753) |
| Herc Holdings, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (5045) | (556) |
| Herc Holdings, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (18844) | (313) |
| Hims & Hers Health, Inc. | Morgan Stanley | Pay | EFFR + (0.69%) | Termination | 11/11/2030 | (2533) | 247 |
| Hims & Hers Health, Inc. | Morgan Stanley | Pay | EFFR + (0.69%) | Termination | 05/09/2030 | (10098) | 3454 |
| Home Depot, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (38539) | (489) |
| Home Depot, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (5161) | 443 |
| Hormel Foods Corp. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (37233) | 366 |
| Hudbay Minerals, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (86526) | (9991) |
| IDACORP, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (24046) | (774) |
| Ingredion, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (1323) | 11 |
| International Paper Co. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (15520) | 3016 |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| IonQ, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (13551) | 717 |
| J.M. Smucker Co. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (25235) | 2105 |
| J.M. Smucker Co. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (6358) | 579 |
| Jacobs Solutions, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (21459) | 984 |
| James Hardie Industries PLC | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (14774) | (1989) |
| Karman Holdings, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (7317) | (1008) |
| Karman Holdings, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (2561) | (241) |
| KLA Corp. | Morgan Stanley | Pay | EFFR + (0.25%) | Termination | 11/11/2030 | (54679) | 2526 |
| Knife River Corp. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (16603) | 4355 |
| Knight-Swift Transportation Holdings, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (164682) | (24134) |
| Knight-Swift Transportation Holdings, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (98286) | (14057) |
| Kratos Defense & Security Solutions, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (52833) | (1050) |
| Kratos Defense & Security Solutions, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (104149) | (4231) |
| Krystal Biotech, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (10848) | (2054) |
| Krystal Biotech, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (15039) | (579) |
| L3Harris Technologies, Inc. | Morgan Stanley | Pay | EFFR + (0.01%) | Termination | 11/11/2030 | (40806) | 474 |
| Landstar System, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (7041) | 103 |
| Lattice Semiconductor Corp. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (147) | (18) |
| Lattice Semiconductor Corp. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (15010) | (1729) |
| Lennox International, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (68467) | 1259 |
| Lennox International, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (170924) | 3884 |
| Life Time Group Holdings, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (6432) | 51 |
| Lincoln Electric Holdings, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (3834) | 52 |
| Live Nation Entertainment, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (16672) | (572) |
| Live Nation Entertainment, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (8122) | 1160 |
| Louisiana-Pacific Corp. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (136646) | (1313) |
| Louisiana-Pacific Corp. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (25036) | (763) |
| Lowe's Cos., Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (1447) | (37) |
| Lucid Group, Inc. | Morgan Stanley | Pay | EFFR + 16.94%) | Termination | 05/09/2030 | (7896) | 6705 |
| Macy's, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (13340) | 832 |
| Madison Square Garden Sports Corp. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/12/2029 | (776) | (200) |
| Madison Square Garden Sports Corp. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (54834) | (7860) |
| Madison Square Garden Sports Corp. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (61041) | (12593) |
| Maplebear, Inc. | Morgan Stanley | Pay | EFFR + (0.25%) | Termination | 11/11/2030 | (135) | 3 |
| Marathon Petroleum Corp. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (176291) | 25217 |
| Marathon Petroleum Corp. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (113028) | 18081 |
| Martin Marietta Materials, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (23661) | 86 |
| MasTec, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (83470) | (8006) |
| MasTec, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (258453) | (40247) |
| Matador Resources Co. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (16976) | 306 |
| Mattel, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (79400) | 266 |
| Mattel, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (55413) | (3438) |
| McCormick & Co., Inc. | Morgan Stanley | Pay | EFFR + (0.25%) | Termination | 11/11/2030 | (3133) | 19 |
| Merck & Co., Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (36420) | 415 |
| Meta Platforms, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (132678) | 1062 |
| Microchip Technology, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (111255) | 4019 |
| Middleby Corp. | Morgan Stanley | Pay | EFFR + (0.25%) | Termination | 11/11/2030 | (8177) | 105 |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Modine Manufacturing Co. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (18558) | 1176 |
| Molina Healthcare, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (201480) | (11717) |
| Monolithic Power Systems, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (200306) | 9365 |
| Motorola Solutions, Inc. | Morgan Stanley | Pay | 0.00% | Termination | 11/11/2030 | (6900) | 4 |
| MP Materials Corp. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (12074) | 1593 |
| Murphy USA, Inc. | Morgan Stanley | Pay | 0.00% | Termination | 11/11/2030 | (3228) | 6 |
| Neurocrine Biosciences, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (39429) | 2870 |
| Neurocrine Biosciences, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (79283) | 5450 |
| New Jersey Resources Corp. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (27856) | 610 |
| New Jersey Resources Corp. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (58342) | 430 |
| NexGen Energy Ltd. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (662) | (74) |
| NexGen Energy Ltd. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (6219) | (671) |
| Nexstar Media Group, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (6701) | (419) |
| Nexstar Media Group, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (7310) | (462) |
| NextEra Energy, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (353312) | 5162 |
| NextEra Energy, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (14691) | 288 |
| Nike, Inc. | Morgan Stanley | Pay | EFFR + (0.25%) | Termination | 11/11/2030 | (15418) | (614) |
| NiSource, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (9563) | 345 |
| Norwegian Cruise Line Holdings Ltd. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (160280) | (30260) |
| NVIDIA Corp. | Morgan Stanley | Pay | 0.00% | Termination | 11/11/2030 | (44574) | 348 |
| NXP Semiconductors NV | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (123290) | 6424 |
| Oklo, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (12773) | 4242 |
| ONEOK, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/12/2029 | (182501) | 51660 |
| ONEOK, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (30429) | 1134 |
| Option Care Health, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (22557) | (3232) |
| Option Care Health, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (141554) | (4562) |
| Oracle Corp. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (395277) | (11138) |
| Packaging Corp. of America | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (190144) | (6432) |
| Penumbra, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (3731) | (346) |
| Performance Food Group Co. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (7284) | 611 |
| Post Holdings, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (184035) | 1090 |
| PPL Corp. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (80791) | 3963 |
| PPL Corp. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (69235) | 3251 |
| Primo Brands Corp. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (61247) | (1013) |
| Primo Brands Corp. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (237778) | 127374 |
| Protagonist Therapeutics, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (137036) | (16232) |
| Protagonist Therapeutics, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (60963) | 1658 |
| Pure Storage, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (47979) | 805 |
| QuantumScape Corp. | Morgan Stanley | Pay | EFFR + (0.25%) | Termination | 11/11/2030 | (26206) | 323 |
| QXO, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (21663) | 1985 |
| RadNet, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (12914) | 1366 |
| RB Global, Inc. | Morgan Stanley | Pay | EFFR + (0.25%) | Termination | 11/11/2030 | (411) | 9 |
| RBC Bearings, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (4933) | (172) |
| RBC Bearings, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (22421) | (735) |
| Reliance, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (5489) | (203) |
| Reliance, Inc. | Morgan Stanley | Pay | EFFR + (0.25%) | Termination | 11/11/2030 | (289) | 10 |
| Repligen Corp. | Morgan Stanley | Pay | 0.00% | Termination | 11/11/2030 | (6227) | 15 |
| Resideo Technologies, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (171140) | (11830) |
| Resideo Technologies, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (10466) | (1304) |
| Rigetti Computing, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (74047) | 4276 |
| Roblox Corp. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (93995) | 14887 |
| Roblox Corp. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (36626) | 10651 |
| Royal Caribbean Cruises Ltd. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (125793) | (10078) |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Royal Caribbean Cruises Ltd. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (67499) | (5384) |
| Royal Gold, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (270527) | (37662) |
| Royal Gold, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (65131) | (14431) |
| Ryder System, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (80192) | (4720) |
| Ryder System, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (48804) | (5731) |
| Science Applications International Corp. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (46908) | 7 |
| Science Applications International Corp. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (89386) | 833 |
| Sempra | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (80962) | 3799 |
| Shopify, Inc. | Morgan Stanley | Pay | EFFR + (0.25%) | Termination | 11/11/2030 | (67929) | 2883 |
| Silgan Holdings, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (22325) | 1372 |
| SLB | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (13817) | (572) |
| SLB | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (219111) | (18274) |
| Smurfit Westrock PLC | Morgan Stanley | Pay | EFFR + (0.25%) | Termination | 11/11/2030 | (13264) | 3 |
| Snowflake, Inc. | Morgan Stanley | Pay | EFFR + (0.25%) | Termination | 11/11/2030 | (1536) | 19 |
| SoundHound AI, Inc. | Morgan Stanley | Pay | EFFR + (1.04%) | Termination | 11/11/2030 | (11575) | 2574 |
| Southern Co. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (146147) | 9120 |
| Southern Co. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (19882) | 917 |
| Southwest Airlines Co. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (29096) | (7672) |
| Southwest Gas Holdings, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (115709) | (10370) |
| Spire, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (62273) | 1405 |
| Spire, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (60288) | (4946) |
| SS&C Technologies Holdings, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (21330) | (704) |
| SS&C Technologies Holdings, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (6819) | (237) |
| StandardAero, Inc. | Morgan Stanley | Pay | EFFR + (0.25%) | Termination | 11/11/2030 | (37083) | 249 |
| Summit Therapeutics, Inc. | Morgan Stanley | Pay | EFFR + (1.09%) | Termination | 05/09/2030 | (12820) | 4793 |
| Summit Therapeutics, Inc. | Morgan Stanley | Pay | EFFR + (1.09%) | Termination | 11/11/2030 | (857) | (50) |
| Sunrun, Inc. | Morgan Stanley | Pay | EFFR + (0.25%) | Termination | 11/11/2030 | (7066) | 457 |
| Super Micro Computer, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (9366) | 4246 |
| Super Micro Computer, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (3161) | 441 |
| Synopsys, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (380473) | (7616) |
| Target Corp. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (7527) | (1) |
| Target Corp. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (60018) | (2497) |
| Teck Resources Ltd. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (23849) | (2869) |
| Teck Resources Ltd. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (30697) | (3865) |
| Teleflex, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (164510) | (5345) |
| Teleflex, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (21723) | (2382) |
| Tempus AI, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (2008) | 180 |
| Tempus AI, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (10570) | 3714 |
| TeraWulf, Inc. | Morgan Stanley | Pay | EFFR + (0.84%) | Termination | 11/11/2030 | (13179) | 955 |
| TG Therapeutics, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (5664) | 402 |
| TG Therapeutics, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (7184) | 290 |
| TKO Group Holdings, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (24244) | (199) |
| Trade Desk, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (56257) | 7296 |
| Trade Desk, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (306489) | 30719 |
| TransAlta Corp. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (9000) | 1341 |
| TransUnion | Morgan Stanley | Pay | EFFR + (0.25%) | Termination | 11/11/2030 | (33271) | 417 |
| Triple Flag Precious Metals Corp. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (16178) | (1209) |
| TXNM Energy, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (2708) | (90) |
| Vaxcyte, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (96156) | (27173) |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Vaxcyte, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (5122) | (189) |
| Venture Global, Inc. | Morgan Stanley | Pay | EFFR + (2.34%) | Termination | 11/11/2030 | (6690) | (803) |
| Vertex, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/12/2029 | (4833) | 3752 |
| Vertex, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (12042) | 7330 |
| Vertex Pharmaceuticals, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (72991) | (255) |
| Vertex Pharmaceuticals, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (90219) | (5926) |
| V.F. Corp. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (25692) | (5143) |
| V.F. Corp. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (759) | (138) |
| Viatris, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (102302) | (12931) |
| Viatris, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (23804) | (4517) |
| Vontier Corp. | Morgan Stanley | Pay | EFFR + (0.25%) | Termination | 11/11/2030 | (3904) | 39 |
| Walt Disney Co. | Morgan Stanley | Pay | EFFR + (0.01%) | Termination | 11/11/2030 | (123440) | (1724) |
| Warner Bros Discovery, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (23805) | (520) |
| WEC Energy Group, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (18034) | 437 |
| WEC Energy Group, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (40708) | 2465 |
| West Fraser Timber Co. Ltd. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (6172) | 1148 |
| Westinghouse Air Brake Technologies Corp. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (127003) | (7185) |
| Westinghouse Air Brake Technologies Corp. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (21558) | (715) |
| Westlake Corp. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (118156) | (1350) |
| Westlake Corp. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (59670) | (9161) |
| Wheaton Precious Metals Corp. | Morgan Stanley | Pay | EFFR + (0.25%) | Termination | 11/11/2030 | (2820) | 54 |
| Xcel Energy, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 05/09/2030 | (33976) | 3305 |
| Xcel Energy, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (5909) | 554 |
| Zimmer Biomet Holdings, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (73375) | 2746 |
| Zscaler, Inc. | Morgan Stanley | Pay | EFFR + 0.00% | Termination | 11/11/2030 | (182860) | 5970 |
|  |  |  |  |  |  |  | $(259054) |
| **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** |  |  |  |  | $(288518) |

---

There are no upfront payments or receipts associated with total return swaps in the Fund as of December 31, 2025.

---

| | |
|:---|:---|
| EFFR | Effective Federal Funds Rate was 3.64% as of December 31, 2025. |
| PLC | Public Limited Company |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Milwaukee

  - **State:** WI

  - **Foreign country:** US

  - **Zip / Postal Code:** 53204

  - **Telephone number:** 8449867676

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

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

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

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

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

- **a. Date of fiscal year-end:** 2026-09-30

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $13847578.33

**Total Liabilities:** $973372.43

**Net Assets:** $12874205.90

**Cash Not Reported:** $1153732.76

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000245586 | -2.69%               | 0.99%                | 2.89%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $380394.66               | $-324816.47                                |
| Month 2  | $46651.26                | $367237.10                                 |
| Month 3  | $409237.13               | $-265750.76                                |

**Designated Index Information**

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

- **Index Identifier:** SPTR

### Schedule of Portfolio Investments

| Name                           | Title                                      | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                            | CORVEL CORP                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-18.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AAON INC                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $295.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AAON INC                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $3730.90      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ACADIA HEALTHCRE                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $26832.93     | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ACADIA PHARM                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $35.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ADMA BIOLOGICS INC                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $7467.43      | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ADVANCED DRA SYS                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-116.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ADVANCED DRAIN SYS INC DEL COM             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-31.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AECOM                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-32.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AEROVIRONMENT INC                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-1086.91     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AGCO CORP                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-49.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AGCO CORP COM                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $49.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AGILENT TECHNOLOGIES INC                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-1053.93     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AGNICO EAGLE MINES LTD COM                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $595.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AGNICO EAGLE MINES LTD COM                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $114.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AKAMAI TECH                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-8365.32     | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ALKERMES PLC SHS                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-249.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ALLISON TRANSMISSION HOLDING               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-116.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ALNYLAM PHARMACEUTICALS INC COM            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-156.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AMAZON.COM INC                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $8773.83      | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AMAZON.COM INC                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $28.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AMCOR PLC                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-4011.29     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AMENTUM HOLDINGS LLC                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-78.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AMERICN WTR WKS                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-966.89      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AMERICN WTR WKS                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-67.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AMGEN                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $82.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AMPHENOL CORPORATION                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-190.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AMPHENOL CORPORATION                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $350.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ANALOG DEVICES                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $481.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ANTERO MIDSTREAM CORPORATION               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $0.60         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | APA CORP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $14.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | APPLIED DIGITAL CORP                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-491.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | APPLIED MATERIALS                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $6160.26      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | APTARGROUP                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-1362.49     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | APTARGROUP                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-498.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | APTIV HOLDINGS LTD                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-127.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | APTIV PLC COM SHS                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $42.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ARAMARK                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-25.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ARCHER AVIATION INC                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $383.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ARCHER AVIATION INC                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-35.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ARCHROCK INC                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-1019.05     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ARCHROCK INC                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $0.01         | -7.77%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ARGAN INC                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $2947.30      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ARRAY DIGITAL INFRASTRUCTURE I             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $71.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ARROW ELECTRONICS INC                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $638.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ARROW ELECTRONICS INC                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-265.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ARROWHEAD PHARMACEUTICALS INC              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $2274.54      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ARROWHEAD PHARMACEUTICALS INC              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $236.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AUTONATION                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $238.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AUTONATION                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $0.76         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AXALTA COAT SYS                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-428.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AXON ENTERPRISE INC. COMMON STOCK          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $8715.53      | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AXON ENTERPRISE INC. COMMON STOCK          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-6748.03     | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BAKER HUGHES CO                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $7.99         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BALL CORP                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-5.42        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BAXTER INTERNATIONAL INC.                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-1063.59     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BCE INC                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-738.01      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BCE INC                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-4498.06     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BIOGEN INC                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $41.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BIOMARIN PHARM                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $30.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BJ S WHOLESALE CLUB HOLDINGS               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $4731.26      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BLOOM ENERGY CORP- A                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-2390.84     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BLOOM ENERGY CORP COM CL A                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-2810.93     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BORGWARNER INC COM                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $56.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BORGWARNER INC COM                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $197.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BRIGHT HORIZONS FAM SOL IN DEL COM         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-22.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BRIGHT HORIZONS FAMILY SOLUT               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $2.53         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BRINKER INTL                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $389.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BROOKFIELD INFRASTRUCTURE-A                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-113.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BROWN FORMAN B                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-3.94        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BRP INC/CA- SUB VOTING                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $338.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BRP INC/CA- SUB VOTING                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-16.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BUNGE GLOBAL SA                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $1706.72      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BUNGE GLOBAL SA                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $6179.83      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BURLINGTON STOR                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-4626.05     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CAE INC CDA                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-1272.41     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CALIX NETWORKS INC                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-569.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CAL-MAINE FOODS                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-1458.56     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CANADIAN NATURAL RESOURCES LIMITED         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-24249.14    | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CANADIAN NATURAL RESOURCES LIMITED         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-83.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CANADIAN PACIFIC KANSAS CITY L             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-2701.83     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CANADIAN PACIFIC KANSAS CITY L             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-1850.56     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CARMAX GROUP                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-40.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CARVANA CO                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-44315.18    | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CARVANA CO                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-7104.99     | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CASEYS GENERAL                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $599.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CAVA GROUP INC                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-3771.05     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CELANESE CORP DEL COM                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $44.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CELANESE CORP DEL COM                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $166.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CELSIUS HOLDINGS INC                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $140.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CENCORA INC                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-4.97        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CENOVUS ENERGY INC                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-188.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CENTENE CORP                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-19230.41    | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CENTERPOINT ENERGY                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-85.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CF INDUSTRIES HOLDINGS                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $1.81         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CHART INDUSTRIES INC                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-2782.69     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CHART INDUSTRIES INC                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-1233.90     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CHEMED CORP                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $10.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CHEVRON CORP                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $1857.80      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CHEVRON CORP                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $3633.91      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CHEWY INC - CLASS A                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-138.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CHIPOTLE MEXICAN GRILL                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $350.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CHOICE HOTELS                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-123.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CHOICE HOTELS INTL INC COM                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $22.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CHRLS RIVER LABS                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $26.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CIDARA THERAPEUTICS INC                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $2.83         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CLEAR SECURE INC -CLASS A                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-0.33        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CLEARWATER ANALYTICS HDS-A                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-4274.78     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CLEVELAND-CLIFFS INC                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-21956.49    | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CLEVELAND-CLIFFS INC                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-31172.57    | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CNX RES CORP COM                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-52.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CNX RESOURCES CORP                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $271.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | COCA COLA CO                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-18.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | COGNEX CORP                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-171.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | COGNEX CORP COM                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-21.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | COHERENT CORP                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-77928.66    | -0.61%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | COMFORT SYS USA INC COM                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $13.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | COMFORT SYS USA INC COM                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-3.19        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | COMMVAULT SYSTEMS INC                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $128.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CONAGRA BRANDS INC                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-451.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CONSTELLATION ENERGY CORP                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $8641.78      | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CONSTELLATION ENERGY CORP                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-5804.58     | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | COOPER COS INC                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $60.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | COPART INC DE                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-2581.57     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | COPART INC DE                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-18.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CORCEPT THERA                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $9112.32      | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CORE SCIENTIFIC INC                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $52.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CORE SCIENTIFIC INC                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $1.76         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | COREWEAVE INC                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $10998.55     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CRANE CO                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-23.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CRANE COMPANY COMMON STOCK                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $2.28         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CRINETICS PHARMACEUTICALS IN               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $508.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CSW INDUSTRIALS INC                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-227.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | DARDEN REST                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-75.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | DELL TECHNOLOGIES -C                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-266.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | DESCARTES SYS GROUP INC COM                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-4.07        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | DEVON ENERGY CORP NEW COM                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $280.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | DICKS SPORTING GOODS                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $14200.74     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | DOLBY LABORATORIES                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-172.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | DOLBY LABORATORIES                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-141.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | DOLBY LABORATORIES                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-48.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | DOLLAR GENERAL CORP                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $262.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | DOMINION ENERGY INC                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $1411.08      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | DOMINION ENERGY INC                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $2078.65      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | DONALDSON CO INC                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-58.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | DOORDASH INC - A                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $128.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | DORMAN PRODUCTS INC                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $188.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | DROPBOX INC-CLASS A                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-171.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | DTE ENERGY                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $2256.76      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | DTE ENERGY                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $411.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | DUKE ENERGY CORP                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-220.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | DUKE ENERGY CORP NEW COM NEW               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-132.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | DUPONT DE NEMOURS INC                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $92.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | DUPONT DE NEMOURS INC COM                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $242.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | DUTCH BROS INC-CLASS A                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-361.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | DUTCH BROS INC-CLASS A                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-7447.15     | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | D-WAVE QUANTUM INC                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-2219.92     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | DYCOM INDS INC                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-424.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EAGLE MATERIALS INC                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $3202.09      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EBAY INC                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-42.07       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ECHOSTAR CORPORATION                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-106909.01   | -0.83%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ECOLAB INC                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-2819.25     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ECOLAB INC                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-4.42        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ELANCO ANIMAL HEALTH INC                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-355.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ELANCO ANIMAL HEALTH INC                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-103.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ELASTIC NV                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-1511.42     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ELECTRONIC ARTS INC                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-3358.30     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ELECTRONIC ARTS INC                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-105.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ELEVANCE HEALTH INC                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-71.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ELEVANCE HEALTH INC                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $246.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ELEVANCE HEALTH INC                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $7.24         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ELF BEAUTY INC                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $246.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ELF BEAUTY INC                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-18.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EMERA INC                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-148.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EMERSON ELECTRIC CO                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-144.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ENBRIDGE INC                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $26.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ENERSYS COM                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $197.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ENERSYS INC                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $71.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ENTERGY CORPORATION                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $2142.74      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ENTERGY CORPORATION                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $398.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EOG RESOURCES                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $5022.14      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ESAB CORP                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $6873.84      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ESAB CORP                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $266.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ESCO TECHNOLOGIES                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-262.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ESSENTIAL UTILITIES INC                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $14.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EVERSOURCE ENERGY                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-183.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EVERSOURCE ENERGY COM                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-19.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EXACT SCIENCES CORP                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $372.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EXACT SCIENCES CORP COM                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $1909.24      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EXELON CORP                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-53.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EXELON CORP COM                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-192.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EXXON MOBIL CORP                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $61.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FABRINET                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $5806.21      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FIRSTENERGY CORP                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $1112.69      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FIRSTENERGY CORP                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $374.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FIVE BELOW                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-103.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FLUOR CORP                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-132.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FLUOR CORP NEW COM                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-247.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FLUTTER ENTERTAINMENT PLC                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-4846.40     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FORD MOTOR CO                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-31.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FORD MOTOR CO                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-12.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FORTIS INC                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-3.30        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FRONTIER COMMUNICATIONS PARE               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-3391.75     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GAP INC                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-2.50        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GE HEALTHCARE TECHNOLOGY                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-76.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GENERAC HOLDINGS INC                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $20995.45     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GENERAC HOLDINGS INC                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $19398.04     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GENERAL DYNAMICS CORP                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-13.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GENERAL MILLS                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $852.50       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GITLAB INC-CL A                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $2633.50      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GLOBALFOUNDRIES INC ORDINARY SHARES        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-34.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GODADDY INC                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-83.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GODADDY INC                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-79.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GRACO INC                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-128.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GRANITE CONSTR                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-2625.24     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GRAPHIC PACKA                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-13601.21    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GRAPHIC PACKA                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $7087.43      | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GUARDANT HEALTH INC                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $25.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GUIDEWIRE SOFTWARE INC                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-1890.80     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | HALOZYME THERAPEUTICS INC COM              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $87.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | HCA HEALTHCARE INC                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-105.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | HEICO CORP                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-107.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | HENRY SCHEIN                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-667.10      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | HENRY SCHEIN                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-942.19      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | HERC HOLDINGS INC                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-539.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | HERC HOLDINGS INC                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-352.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | HEXCEL CORP                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $189.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | HEXCEL CORP NEW COM                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $28.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | HF SINCLAIR CORP                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-180.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | HF SINCLAIR CORP                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-254.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | HIMS & HERS HEALTH INC                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $3525.67      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | HIMS & HERS HEALTH INC                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $256.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | HOME DEPOT                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $440.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | HOME DEPOT                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-581.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | HORMEL FOODS CORP                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $431.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | HP INC                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-111.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | HUDBAY MINERALS INC                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-9767.28     | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | HWLT PCKRD ENTRP                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $51.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | IDACORP                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-738.47      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | IDEXX LABS                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-49.88       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | IES HOLDINGS INC                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-75.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | IMPERIAL OIL LTD                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-8.24        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | INCYTE CORP                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $101.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | INGREDION INC                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $13.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | INSULET CORP                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-542.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | INSULET CORP COM                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-138.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | INTERDIGITAL INC                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-1686.21     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | INTERDIGITAL INC COM                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-282.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | INTERNATIONAL PAPER                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $3043.58      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | IONQ INC                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $781.91       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ITT INC                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-360.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ITT INC COM                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-220.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | J M SMUCKER (NEW)                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $602.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | J M SMUCKER (NEW)                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $2155.96      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | JACOBS SOLUTIONS INC                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $1122.20      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | JAMES HARDIE IND                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-1932.97     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | JFROG LTD                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $22.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | JFROG LTD ORD SHS                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-34.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | KARMAN HOLDINGS INC                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-228.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | KARMAN HOLDINGS INC                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-988.13      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | KBR INC                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-187.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | KBR INC                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-2.97        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | KIMBERLY-CLARK                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-3.61        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | KIMBERLY-CLARK                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-106.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | KINROSS GOLD CORP COM                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $876.82       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | KINROSS GOLD CORP COM                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $502.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | KLA CORP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $2545.43      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | KNIFE RIVER CORP                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $4670.06      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | KNIGHT-SWIFT TRANSPORTATION HO             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-23846.22    | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | KNIGHT-SWIFT TRANSPORTATION HO             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-14003.58    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | KRATOS DEFENSE & SECURITY SOLTNS INC       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-766.14      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | KRATOS DEFENSE & SECURITY SOLTNS INC       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-3813.45     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | KROGER CO                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-69.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | KRYSTAL BIOTECH INC                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-2003.30     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | KRYSTAL BIOTECH INC                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-550.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | L3HARRIS TECHNOLOGIES INC                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $481.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | LAMB WESTON HLDGS INC COM                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-492.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | LAMB WESTON HOLDING INC                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-3723.37     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | LANDSTAR SYS                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $118.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | LAS VEGAS SANDS                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-22.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | LAS VEGAS SANDS CORP COM                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-53.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | LATTICE SEMICONDUCTOR CORP                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-1652.52     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | LATTICE SEMICONDUCTOR CORP                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-17.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | LEAR CORP                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $236.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | LEAR CORP COM NEW                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $442.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | LENNOX                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $4515.83      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | LENNOX                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $1306.62      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | LEVI STRAUSS & CO- CLASS A                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-10.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | LIFE TIME GROUP HOLDINGS INC               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $52.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | LINCOLN ELEC                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $48.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | LITHIA MOTORS                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $511.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | LITHIA MOTORS                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $83.39        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | LITTELFUSE                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $39.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | LITTELFUSE INC COM                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $42.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | LIVE NATION ENTMT INC                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $1278.21      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | LIVE NATION ENTMT INC                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-533.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | LOUISIANA PACIF                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-715.49      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | LOUISIANA PACIF                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-941.18      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | LOWES COMPANIES                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-31.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | LUCID GROUP INC                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $6705.18      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | LYFT INC-A                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-360.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | M MARIETTA                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $192.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MACYS INC                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $1733.14      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MADISON SQUARE GARDEN SPORTS C             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-11935.90    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MADISON SQUARE GARDEN SPORTS C             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-7675.55     | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MADISON SQUARE GARDEN SPORTS C             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-184.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MAGNA INTERNATIONAL                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $511.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MAGNA INTL INC COM                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $495.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MAPLEBEAR INC                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $3.23         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MARATHON PETROLEUM CORP                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $25663.99     | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MARATHON PETROLEUM CORP                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $18186.33     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MARVELL TECHNOLOGY INC                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-2047.88     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MARZETTI COMPANY COM                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-22.61       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MARZETTI COMPANY/THE                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-51.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MASIMO CORP                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-723.21      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MASIMO CORP COM                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-1070.59     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MASTEC INC                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-37466.00    | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MASTEC INC                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-7685.36     | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MATADOR RESOURCES CO                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $282.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MATCH GROUP INC                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-315.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MATCH GROUP INC                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-1.78        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MATTEL INC                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-3104.37     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MATTEL INC                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $574.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MAXIMUS                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $40.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MCCORMICK & CO                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $19.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MERCK & CO                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $425.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MERCURY SYSTEMS INC COMMON STOCK           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-21.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | META PLATFORMS INC                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $1237.46      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MICROCHIP TECHNOLOGY                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $4203.50      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MICRON TECHNOLOGY INC                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $2111.34      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MIRION TECHNOLOGIES INC COM CL A           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-133.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MODINE MANUFACTURING                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $1426.74      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MOLINA HLTHCARE                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-11466.72    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MONOLITHIC POWER                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $200.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MONOLITHIC POWER                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $9774.38      | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MOOG INC A                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $121.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MP MATERIALS CORP                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $1664.31      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MURPHY OIL CORP                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $22.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NETAPP INC                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-495.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NETFLIX INC                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-2.50        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NEUROCRINE BIOS                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $3184.94      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NEUROCRINE BIOS                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $5700.66      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NEW JERSEY RES                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $449.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NEW JERSEY RES                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $152.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NEWMARKET CORP                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-220.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NEWMARKET CORP                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-250.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NEWS CORP NEW CL A                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $41.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NEWS CORP NEW CLASS A                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-1505.27     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NEXGEN ENERGY LTD                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-70.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NEXGEN ENERGY LTD                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-647.78      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NEXSTAR MEDIA GROUP INC                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-492.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NEXSTAR MEDIA GROUP INC                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-387.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NEXTERA ENERGY INC                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $4927.03      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NEXTERA ENERGY INC                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $293.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NIKE INC CL B                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-611.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NISOURCE INC                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $349.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NORDSON CP                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $39.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NORWEGIAN CRUISE LINE HOLDIN               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-29711.35    | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NUTRIEN LTD                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $61.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NUTRIEN LTD COM                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $752.14       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NVENT ELECTRIC PLC SHS                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-7.89        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NVENT ELECTRIC PLC SHS                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-68.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NXP SEMICONDUCTORS NV                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $7665.50      | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | O REILLY AUTOMOTIVE INC.                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-55.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | OCCIDENTAL PETROLEUM CORP                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-96.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | OKLO INC                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $4311.66      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | OKTA INC                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-526.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | OKTA INC                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-132.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ONEOK INC                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $959.26       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ONEOK INC                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $51750.38     | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | OPTION CARE HEALTH INC                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-3124.43     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | OPTION CARE HEALTH INC                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-4183.16     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ORACLE CORP                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-10442.51    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | OSI SYSTEMS                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-192.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | OSI SYSTEMS INC COM                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-30.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | OTIS WORLDWIDE CORP                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $5.83         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | PAYCHEX INC                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-1.12        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | PENSKE AUTO GRP                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $3.81         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | PENSKE AUTOMOTIVE GRP INC COM              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-8.40        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | PENUMBRA INC                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-331.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | PERFORMANCE FOOD GROUP CO                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $658.30       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | PKG CORP AMER                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-6799.82     | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | POOL CORP                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-18.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | POST HOLDINGS                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $1463.21      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | PPL CORP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $3879.15      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | PPL CORP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $3054.87      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | PRIMO BRANDS CORP-A                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $130340.38    | 1.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | PRIMO BRANDS CORP-A                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-962.07      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | PROTAGONIST THERAPEUTICS INC               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-15450.88    | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | PROTAGONIST THERAPEUTICS INC               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $1813.69      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | PTC INC                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-2759.19     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | PTC INC COM                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-8.43        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | PUBLIC SERVICE ENTERPRISE GROUP INC        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-102.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | PUBLIC SVC ENTERPRISE GRP INC COM          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-72.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | PURE STORAGE-A                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $837.89       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | Q2 HLDGS INC COM                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-27.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | Q2 HLDGS INC COM                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $32.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | QUALYS INC                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-85.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | QUANTUMSCAPE CORP                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $329.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | QXO INC                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $2257.92      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | RADNET INC                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $1431.52      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | RANGE RESOURCES                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-35.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | RB GLOBAL INC                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $9.02         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | RBC BEARINGS INC                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-147.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | RBC BEARINGS INC                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-636.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | REGAL REXNORD CORPORATION COM              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-16.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | RELIANCE INC                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-195.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | RELIANCE INC                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $10.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | RESIDEO TECHNOLOGIES INC                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-1255.45     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | RESIDEO TECHNOLOGIES INC                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-11342.37    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | RESMED                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-782.10      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | RESMED INC COM                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-15.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | RIGETTI COMPUTING INC                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $4497.24      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | RIVIAN AUTOMOTIVE INC-A                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-131.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ROBLOX CORP -CLASS A                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $10903.93     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ROBLOX CORP -CLASS A                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $15272.85     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ROCKWELL AUTOMATION INC                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $208.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ROCKWELL AUTOMATION INC COM                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $224.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ROGERS COMM                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-8.89        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ROGERS COMM                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $41.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ROKU INC                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-15.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ROKU INC                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $160.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ROYAL CARIBBEAN CRUISES LTD                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-5282.89     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ROYAL CARIBBEAN CRUISES LTD                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-10034.74    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ROYAL GOLD                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-14156.93    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ROYAL GOLD                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-36722.82    | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | RYDER SYSTEM INC                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-5708.16     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | RYDER SYSTEM INC                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-4614.30     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SANDISK CORP                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $2388.40      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SANMINA CORPORATION COM                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-286.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SANMINA CORPORATION COMMON STOCK           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-344.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SCIENCE APPLICATIONS INTE                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $1667.46      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SCIENCE APPLICATIONS INTE                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $69.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SEMPRA                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $3713.89      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SERVICE CORPORATION INTL                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $15.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SHOPIFY INC - CLASS A                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $4375.61      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SILGAN HOLDINGS INC                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $1458.11      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SIMPSON MANUF                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-167.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SIMPSON MFG INC COM                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-1.38        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SITEONE LANDSCAPE SUPPLY INC               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-24.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SITEONE LANDSCAPE SUPPLY INC               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-36.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SITME CORP                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-56.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SKYWORKS SOLUTIONS INC                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-45.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SLB LTD                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-18584.23    | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SLB LTD                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-610.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SMURFIT WESTROCK PLC                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-6.52        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SNOWFLAKE INC-CLASS A                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $20.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SOLVENTUM CORP                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $258.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SOLVENTUM CORP COM SHS                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-95.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SOMNIGROUP INTERNATIONAL INC               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-145.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SOMNIGROUP INTERNATIONAL INC COM           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $185.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SOUNDHOUND AI INC-A                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $2625.53      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SOUTHERN CO                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $8771.04      | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SOUTHERN CO                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $847.98       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SOUTHWEST AIRLINES                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-7666.14     | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SOUTHWEST GAS HOLDINGS INC                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-9946.11     | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SPIRE INC                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-5301.85     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SPIRE INC                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $1057.35      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SS&C TECHNOLOGIES INC                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-656.26      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SS&C TECHNOLOGIES INC                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-227.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | STANDARDAERO INC                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $269.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | STANTEC INC COM                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-54.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | STERIS LTD                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $72.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | STERIS LTD                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-86.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | STERLING INFRASTRUCTURE INC                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-70.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | STRYKER CORP                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-0.55        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SUMMIT THERAPEUTICS INC                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $4792.88      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SUMMIT THERAPEUTICS INC                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-48.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SUNCOR                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $176.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SUNRUN INC                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $458.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SUPER MICRO COMPUTER INC                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $4322.84      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SUPER MICRO COMPUTER INC                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $453.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SYNOPSYS INC                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-6721.52     | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TARGET                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-39.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TARGET                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-2358.93     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TD SYNNEX CORP                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-1.28        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TE CONNECTIVITY PLC                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-1051.28     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TE CONNECTIVITY PLC ORD SHS                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-29.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TECHNIPFMC PLC                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $2676.07      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TECHNIPFMC PLC                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-19.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TECK RESOURCES LTD CLS-B                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-3760.77     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TECK RESOURCES LTD CLS-B                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-2813.51     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TELEFLEX INC                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-2338.49     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TELEFLEX INC                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-5006.50     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TELUS CORP                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $35.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TEMPUS AI INC                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $3795.02      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TEMPUS AI INC                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $183.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TERAWULF INC                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $1019.62      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TG THERAPEUTICS INC                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $532.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TG THERAPEUTICS INC                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $302.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | THE MIDDLEBY                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $106.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | THOMSON REUTERS CORP                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-35.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | THOMSON REUTERS CORP                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $2.69         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TIMKEN CO                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $337.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TIMKEN CO COM                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $208.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TKO GROUP HOLDINGS INC                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-177.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TORO CO                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $192.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TORO CO                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $23.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TRACTOR SUPPLY                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-386.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TRACTOR SUPPLY                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-656.46      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TRADE DESK INC/THE -CLASS A                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $7630.38      | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TRADE DESK INC/THE -CLASS A                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $32253.52     | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TRANSALTA CP CDA                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $1354.36      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TRANSMEDICS GROUP INC                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-85.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TRANSMEDICS GROUP INC                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-180.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TRANSOCEAN LTD                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $2.61         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TRANSUNION                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $384.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TRAVEL + LEISURE CO                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-49.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TRIMBLE INC                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-14.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TRIPLE FLAG PRECIOUS MET                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-1171.47     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TXNM ENERGY INC                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-299.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | UBER TECHNOLOGIES INC                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-146.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | UFP INDUSTRIES INC                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-11.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | UFP INDUSTRIES INC COM                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $4.21         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | UL SOLUTIONS INC - CLASS A                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $27.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | UNIV HEALTH SVC                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-88.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | URBAN  OUTFITTERS  INC                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-5.98        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | VAIL RESORTS                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-5.80        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | VALERO ENERGY                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-1399.97     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | VALERO ENERGY CORP COM                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-321.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | VAXCYTE INC                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-25852.15    | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | VAXCYTE INC                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-189.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | VENTURE GLOBAL INC-CL A                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-800.32      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | VERTEX INC - CLASS A                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $7697.28      | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | VERTEX INC - CLASS A                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $4003.54      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | VERTEX PHARMACEUTICALS INC.                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-5372.77     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | VERTEX PHARMACEUTICALS INC.                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-99.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | VERTIV HOLDINGS LLC                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $165.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | VF CORP                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-5156.49     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | VF CORP                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-139.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | VIASAT INC                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-204.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | VIASAT INC COM                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-12.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | VIATRIS INC                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-4642.54     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | VIATRIS INC                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-13313.31    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | VIKING HOLDINGS LTD                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $529.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | VONTIER CORP                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $35.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | WABTEC                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-6583.89     | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | WABTEC                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-613.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | WALT DISNEY CO                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-1578.05     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | WARNER BROS DISCOVERY INC                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-484.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | WARNER MUSIC GROUP CORP COM CL A           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $499.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | WARNER MUSIC GROUP CORP-CL A               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-38.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | WAYSTAR HOLDING CORP                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $32.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | WEC ENERGY GROUP INC                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $2365.72      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | WEC ENERGY GROUP INC                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $453.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | WEST FRASER TIMBER CO LTD                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $1311.66      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | WESTLAKE CORP                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-708.71      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | WESTLAKE CORP                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-9294.23     | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | WHEATON PRECIOUS METAL                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $56.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | WINGSTOP INC COM                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-36.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | WOODWARD INC                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $140.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | WYNN RESORTS                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-109.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | XCEL ENERGY INC                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $3250.74      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | XCEL ENERGY INC                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $540.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | XPO INC COM                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-24.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | XYLEM INC                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-418.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | XYLEM INC COM                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-276.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ZIMMER BIOMET HOLDINGS INC                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $2815.13      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ZOOM COMMUNICATIONS INC                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $95.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ZSCALER INC                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $6176.44      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ZURN ELKAY WATER SOLUTIONS COR             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-8.27        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ZURN ELKAY WATER SOLUTIONS COR             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-0.06        | 4.66%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems Inc  | Advanced Drainage Systems Inc              | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |       666 | NS      | $96456.78     | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                          | AECOM                                      | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |        39 | NS      | $3717.87      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp                      | AGCO Corp                                  | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |       469 | NS      | $48926.08     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc       | Agilent Technologies Inc                   | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      1131 | NS      | $153895.17    | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Agnico Eagle Mines Ltd         | Agnico Eagle Mines Ltd                     | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |      1206 | NS      | $204453.18    | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                   | Alkermes PLC                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      2852 | NS      | $79798.96     | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals Inc    | Alnylam Pharmaceuticals Inc                | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |        96 | NS      | $38174.40     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Amentum Holdings Inc           | Amentum Holdings Inc                       | CUSIP: 023939101<br>LEI: 2549009FJIBLW40CU216 | Long             | EC               | CORP              | US        |      2913 | NS      | $84477.00     | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                      | Amgen Inc                                  | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |        95 | NS      | $31094.45     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                  | Amphenol Corp                              | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |       683 | NS      | $92300.62     | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc             | Analog Devices Inc                         | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       515 | NS      | $139668.00    | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corp          | Antero Midstream Corp                      | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        15 | NS      | $266.85       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp                       | APA Corp                                   | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |      1433 | NS      | $35051.18     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                      | Aptiv PLC                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |       621 | NS      | $47251.89     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                        | Aramark                                    | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |       557 | NS      | $20531.02     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Array Digital Infrastructure I | Array Digital Infrastructure Inc           | CUSIP: 911684108<br>LEI: 549300B164AZXESI6E03 | Long             | EC               | CORP              | US        |       303 | NS      | $16246.86     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc  | Arrowhead Pharmaceuticals Inc              | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |      1974 | NS      | $131053.86    | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc                        | ATI Inc                                    | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |       850 | NS      | $97546.00     | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                   | Autodesk Inc                               | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       334 | NS      | $98867.34     | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc                 | AutoNation Inc                             | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       302 | NS      | $62356.96     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                | Baker Hughes Co                            | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       135 | NS      | $6147.90      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                | Best Buy Co Inc                            | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |         2 | NS      | $133.86       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                     | Biogen Inc                                 | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       249 | NS      | $43821.51     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloom Energy Corp              | Bloom Energy Corp                          | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |      1685 | NS      | $146409.65    | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                 | BorgWarner Inc                             | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |      2541 | NS      | $114497.46    | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Horizons Family Solutio | Bright Horizons Family Solutions Inc       | CUSIP: 109194100<br>LEI: 2549009BKSVTM7UEYT38 | Long             | EC               | CORP              | US        |        45 | NS      | $4563.00      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp              | Brown-Forman Corp                          | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |       196 | NS      | $5107.76      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BRP Inc                        | BRP Inc                                    | CUSIP: 05577W200<br>LEI: 529900EPQGESIRCPY551 | Long             | EC               | CORP              | CA        |       443 | NS      | $31346.68     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International Inc         | CACI International Inc                     | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |        18 | NS      | $9590.58      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix Inc                      | Calix Inc                                  | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |       341 | NS      | $18049.13     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc            | Cal-Maine Foods Inc                        | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |       546 | NS      | $43445.22     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Inc                     | CarMax Inc                                 | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1995 | NS      | $77086.80     | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corp                  | Celanese Corp                              | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |      3070 | NS      | $129799.60    | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora Inc                    | Cencora Inc                                | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |        18 | NS      | $6079.50      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cenovus Energy Inc             | Cenovus Energy Inc                         | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |      7199 | NS      | $121807.08    | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc     | CF Industries Holdings Inc                 | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |       282 | NS      | $21809.88     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp                    | Chemed Corp                                | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |        12 | NS      | $5134.32      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chewy Inc                      | Chewy Inc                                  | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |       942 | NS      | $31133.10     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Hotels International In | Choice Hotels International Inc            | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |       465 | NS      | $44295.90     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Cidara Therapeutics Inc        | Cidara Therapeutics Inc                    | CUSIP: 171757206<br>LEI: 549300IHQ9Z7RI1X2D22 | Long             | EC               | CORP              | US        |        18 | NS      | $3976.02      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc               | Cirrus Logic Inc                           | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |       114 | NS      | $13509.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Secure Inc               | Clear Secure Inc                           | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         5 | NS      | $175.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp             | CNX Resources Corp                         | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |      1832 | NS      | $67362.64     | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The               | Coca-Cola Co/The                           | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |       405 | NS      | $28313.55     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corp                    | Cognex Corp                                | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |      1669 | NS      | $60050.62     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc        | Comfort Systems USA Inc                    | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |        11 | NS      | $10266.19     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper Cos Inc/The             | Cooper Cos Inc/The                         | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |       404 | NS      | $33111.84     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                     | Copart Inc                                 | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |      3684 | NS      | $144228.60    | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                    | Corteva Inc                                | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |       346 | NS      | $23192.38     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corp                    | CorVel Corp                                | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       222 | NS      | $15022.74     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Co                       | Crane Co                                   | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |       285 | NS      | $52562.55     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc         | Darden Restaurants Inc                     | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |       104 | NS      | $19138.08     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc          | Dell Technologies Inc                      | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |       936 | NS      | $117823.68    | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Descartes Systems Group Inc/Th | Descartes Systems Group Inc/The            | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |       294 | NS      | $25772.04     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp              | Devon Energy Corp                          | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      4337 | NS      | $158864.31    | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories Inc         | Dolby Laboratories Inc                     | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |       748 | NS      | $48036.56     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp            | Dollar General Corp                        | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |       457 | NS      | $60675.89     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co Inc               | Donaldson Co Inc                           | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |       200 | NS      | $17732.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox Inc                    | Dropbox Inc                                | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |      1584 | NS      | $44035.20     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp               | Duke Energy Corp                           | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       515 | NS      | $60363.15     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc          | DuPont de Nemours Inc                      | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      3552 | NS      | $142790.40    | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries Inc           | Dycom Industries Inc                       | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |       339 | NS      | $114548.10    | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc                   | Enbridge Inc                               | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |       995 | NS      | $47590.85     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                        | EnerSys                                    | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |       296 | NS      | $43438.00     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc          | ESCO Technologies Inc                      | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |       292 | NS      | $57053.88     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy              | Eversource Energy                          | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |       835 | NS      | $56220.55     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corp            | Exact Sciences Corp                        | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |       859 | NS      | $87240.04     | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                    | Exelon Corp                                | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |       865 | NS      | $37705.35     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp                     | Fluor Corp                                 | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |      1029 | NS      | $40779.27     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                  | Ford Motor Co                              | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      5009 | NS      | $65718.08     | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap Inc/The                    | Gap Inc/The                                | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |        74 | NS      | $1894.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp          | General Dynamics Corp                      | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       122 | NS      | $41072.52     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBALFOUNDRIES Inc            | GLOBALFOUNDRIES Inc                        | CUSIP: N/A<br>LEI: 549300BA76VK784VMX48       | Long             | EC               | CORP              | US        |       366 | NS      | $12780.72     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GoDaddy Inc                    | GoDaddy Inc                                | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |       455 | NS      | $56456.40     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc                      | Graco Inc                                  | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |       590 | NS      | $48362.30     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Guardant Health Inc            | Guardant Health Inc                        | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |        27 | NS      | $2757.78      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software Inc         | Guidewire Software Inc                     | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |       394 | NS      | $79197.94     | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc      | Halozyme Therapeutics Inc                  | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |      1236 | NS      | $83182.80     | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc             | HCA Healthcare Inc                         | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       168 | NS      | $78432.48     | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp                     | HEICO Corp                                 | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |       111 | NS      | $35918.49     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co  | Hewlett Packard Enterprise Co              | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |      6105 | NS      | $146642.10    | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp                    | Hexcel Corp                                | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |       576 | NS      | $42566.40     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp               | HF Sinclair Corp                           | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |      1488 | NS      | $68567.04     | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                         | HP Inc                                     | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      1222 | NS      | $27226.16     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc         | IDEXX Laboratories Inc                     | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |        37 | NS      | $25031.61     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| IES Holdings Inc               | IES Holdings Inc                           | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |        40 | NS      | $15560.80     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Oil Ltd               | Imperial Oil Ltd                           | CUSIP: 453038408<br>LEI: 549300JZNB745JT5WY51 | Long             | EC               | CORP              | CA        |       255 | NS      | $22009.05     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp                    | Incyte Corp                                | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |       723 | NS      | $71410.71     | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products In | Installed Building Products Inc            | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |         4 | NS      | $1037.56      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corp                   | Insulet Corp                               | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |       175 | NS      | $49742.00     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc               | InterDigital Inc                           | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       397 | NS      | $126396.86    | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc                        | ITT Inc                                    | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |       658 | NS      | $114169.58    | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| JFrog Ltd                      | JFrog Ltd                                  | CUSIP: N/A<br>LEI: 2549002N8E00AY49G567       | Long             | EC               | CORP              | US        |       852 | NS      | $53215.92     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR Inc                        | KBR Inc                                    | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |       329 | NS      | $13225.80     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp            | Kimberly-Clark Corp                        | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      1259 | NS      | $127020.51    | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinross Gold Corp              | Kinross Gold Corp                          | CUSIP: 496902404<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | EC               | CORP              | CA        |      3654 | NS      | $102896.64    | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                  | Kroger Co/The                              | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |       919 | NS      | $57419.12     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc       | Lamb Weston Holdings Inc                   | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |      1920 | NS      | $80428.80     | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp           | Las Vegas Sands Corp                       | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |       850 | NS      | $55326.50     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                      | Lear Corp                                  | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |       738 | NS      | $84574.80     | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Levi Strauss & Co              | Levi Strauss & Co                          | CUSIP: 52736R102<br>LEI: MB0UERO0RDFKU8258G77 | Long             | EC               | CORP              | US        |       249 | NS      | $5164.26      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Inc              | Lithia Motors Inc                          | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |       126 | NS      | $41873.58     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc                 | Littelfuse Inc                             | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |         2 | NS      | $505.84       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyft Inc                       | Lyft Inc                                   | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |      5363 | NS      | $103881.31    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Magna International Inc        | Magna International Inc                    | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |      2067 | NS      | $110171.10    | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc         | Marvell Technology Inc                     | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2068 | NS      | $175738.64    | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Marzetti Company/The           | Marzetti Company/The                       | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |       160 | NS      | $26307.20     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corp                    | Masimo Corp                                | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |      1190 | NS      | $154771.40    | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc                | Match Group Inc                            | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |      3315 | NS      | $107041.35    | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc                    | Maximus Inc                                | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |       411 | NS      | $35477.52     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems Inc            | Mercury Systems Inc                        | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |       123 | NS      | $8980.23      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International I | Mettler-Toledo International Inc           | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |         3 | NS      | $4182.57      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc          | Micron Technology Inc                      | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       788 | NS      | $224903.08    | 1.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirion Technologies Inc        | Mirion Technologies Inc                    | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               | CORP              | US        |      1223 | NS      | $28642.66     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc                       | Moog Inc                                   | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |       134 | NS      | $32635.70     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp                | Murphy Oil Corp                            | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |       920 | NS      | $28750.00     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                     | NetApp Inc                                 | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |       925 | NS      | $99058.25     | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                    | Netflix Inc                                | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       164 | NS      | $15376.64     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corp                 | NewMarket Corp                             | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |        89 | NS      | $61166.14     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                      | News Corp                                  | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      5145 | NS      | $134387.40    | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Noble Corp PLC                 | Noble Corp PLC                             | CUSIP: N/A<br>LEI: 549300I3HBUNXO0OG954       | Long             | EC               | CORP              | US        |         1 | NS      | $28.24        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corp                   | Nordson Corp                               | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |       307 | NS      | $73812.01     | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien Ltd                    | Nutrien Ltd                                | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |      1612 | NS      | $99492.64     | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric PLC             | nVent Electric PLC                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |       579 | NS      | $59040.63     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp      | Occidental Petroleum Corp                  | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |      2416 | NS      | $99345.92     | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta Inc                       | Okta Inc                                   | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |      1526 | NS      | $131953.22    | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Text Corp                 | Open Text Corp                             | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               | CORP              | CA        |         2 | NS      | $65.16        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc        | O'Reilly Automotive Inc                    | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       160 | NS      | $14593.60     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc                | OSI Systems Inc                            | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |        93 | NS      | $23720.58     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp            | Otis Worldwide Corp                        | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |        65 | NS      | $5677.75      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                    | Paychex Inc                                | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |        12 | NS      | $1346.16      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group Inc    | Penske Automotive Group Inc                | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |       182 | NS      | $28808.78     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp                      | Pool Corp                                  | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |        23 | NS      | $5261.25      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc                        | PTC Inc                                    | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |       858 | NS      | $149472.18    | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Grou | Public Service Enterprise Group Inc        | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |       707 | NS      | $56772.10     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings Inc                | Q2 Holdings Inc                            | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |      1140 | NS      | $82262.40     | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                     | Qualys Inc                                 | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |       146 | NS      | $19403.40     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp           | Range Resources Corp                       | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |      1020 | NS      | $35965.20     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp             | Regal Rexnord Corp                         | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |        84 | NS      | $11786.88     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc                     | ResMed Inc                                 | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |       455 | NS      | $109595.85    | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Rivian Automotive Inc          | Rivian Automotive Inc                      | CUSIP: 76954A103<br>LEI: 25490004LNKJ84MFYY24 | Long             | EC               | CORP              | US        |       640 | NS      | $12614.40     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc        | Rockwell Automation Inc                    | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       375 | NS      | $145901.25    | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Communications Inc      | Rogers Communications Inc                  | CUSIP: 775109200<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       434 | NS      | $16374.82     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Roku Inc                       | Roku Inc                                   | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |      1064 | NS      | $115433.36    | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandisk Corp/DE                | Sandisk Corp/DE                            | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         7 | NS      | $1661.66      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                   | Sanmina Corp                               | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |       775 | NS      | $116304.25    | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp International/US  | Service Corp International/US              | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |       127 | NS      | $9902.19      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co Inc   | Simpson Manufacturing Co Inc               | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |       175 | NS      | $28257.25     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SiteOne Landscape Supply Inc   | SiteOne Landscape Supply Inc               | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |       209 | NS      | $26033.04     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SiTime Corp                    | SiTime Corp                                | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        31 | NS      | $10948.89     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc         | Skyworks Solutions Inc                     | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |       425 | NS      | $26949.25     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Solventum Corp                 | Solventum Corp                             | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |      1455 | NS      | $115294.20    | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Somnigroup International Inc   | Somnigroup International Inc               | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |      1610 | NS      | $143740.80    | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Stantec Inc                    | Stantec Inc                                | CUSIP: 85472N109<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | EC               | CORP              | CA        |       285 | NS      | $26892.60     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                     | STERIS PLC                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       469 | NS      | $118900.88    | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure Inc    | Sterling Infrastructure Inc                | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |        63 | NS      | $19292.49     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                   | Stryker Corp                               | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |        20 | NS      | $7029.40      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncor Energy Inc              | Suncor Energy Inc                          | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |      1116 | NS      | $49505.76     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp                 | TD SYNNEX Corp                             | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |        23 | NS      | $3455.29      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC            | TE Connectivity PLC                        | CUSIP: N/A<br>LEI: 6367003TB6K484NFHE54       | Long             | EC               | CORP              | IE        |       529 | NS      | $120352.79    | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC PLC                 | TechnipFMC PLC                             | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |      4758 | NS      | $212016.48    | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| TELUS Corp                     | TELUS Corp                                 | CUSIP: 87971M103<br>LEI: 894500WE70KKZRQMBU11 | Long             | EC               | CORP              | CA        |       860 | NS      | $11326.20     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Thomson Reuters Corp           | Thomson Reuters Corp                       | CUSIP: 884903808<br>LEI: 549300561UZND4C7B569 | Long             | EC               | CORP              | CA        |        69 | NS      | $9100.41      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co/The                  | Timken Co/The                              | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |       663 | NS      | $55778.19     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co/The                    | Toro Co/The                                | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |      1042 | NS      | $82026.24     | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co              | Tractor Supply Co                          | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      2645 | NS      | $132276.45    | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TransMedics Group Inc          | TransMedics Group Inc                      | CUSIP: 89377M109<br>LEI: 549300060GVOSMWARH50 | Long             | EC               | CORP              | US        |       280 | NS      | $34062.00     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Transocean Ltd                 | Transocean Ltd                             | CUSIP: N/A<br>LEI: 529900QO4W5DQGBGEF32       | Long             | EC               | CORP              | CH        |       450 | NS      | $1858.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co            | Travel + Leisure Co                        | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |       379 | NS      | $26730.87     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                    | Trimble Inc                                | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |        62 | NS      | $4857.70      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc          | Uber Technologies Inc                      | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      1125 | NS      | $91923.75     | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc             | UFP Industries Inc                         | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |       142 | NS      | $12929.10     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UL Solutions Inc               | UL Solutions Inc                           | CUSIP: 903731107<br>LEI: 549300F7CUV5ESKV9P71 | Long             | EC               | CORP              | US        |       222 | NS      | $17506.92     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc  | Universal Health Services Inc              | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |       148 | NS      | $32266.96     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc           | Urban Outfitters Inc                       | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |        88 | NS      | $6622.88      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts Inc               | Vail Resorts Inc                           | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |        24 | NS      | $3187.20      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp             | Valero Energy Corp                         | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      1111 | NS      | $180859.69    | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co             | Vertiv Holdings Co                         | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |       526 | NS      | $85217.26     | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat Inc                     | Viasat Inc                                 | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |      1276 | NS      | $43970.96     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Viking Holdings Ltd            | Viking Holdings Ltd                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      2428 | NS      | $173383.48    | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Music Group Corp        | Warner Music Group Corp                    | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2465 | NS      | $75601.55     | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Waystar Holding Corp           | Waystar Holding Corp                       | CUSIP: 946784105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       586 | NS      | $19191.50     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc                   | Wingstop Inc                               | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |        93 | NS      | $22179.57     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Inc                   | Woodward Inc                               | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |       236 | NS      | $71347.52     | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Ltd               | Wynn Resorts Ltd                           | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |       273 | NS      | $32850.09     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO Inc                        | XPO Inc                                    | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |        89 | NS      | $12095.99     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc/NY                   | Xylem Inc/NY                               | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |       891 | NS      | $121336.38    | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoom Communications Inc        | Zoom Communications Inc                    | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |      1014 | NS      | $87498.06     | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurn Elkay Water Solutions Cor | Zurn Elkay Water Solutions Corp            | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |       547 | NS      | $25430.03     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Government Obli | First American Government Obligations Fund | CUSIP: 31846V336<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        |    985912 | NS      | $985911.90    | 7.66%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-26

**Name of Applicant:** Tidal Trust I

**Signature:** /s/ Aaron Perkovich

**Name of Signer:** Aaron Perkovich

**Title:** Treasurer/Principal Financial Officer