# EDGAR Filing Document

**Accession Number:** 0001131013
**File Stem:** 0002066578-26-000333
**Filing Date:** 2026-2
**Character Count:** 699986
**Document Hash:** dba2beea3ab08416859908be18dd274f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002066578-26-000333.hdr.sgml**: 20260223

**ACCESSION NUMBER**: 0002066578-26-000333

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260223

**DATE AS OF CHANGE**: 20260223

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-10263
- **FILM NUMBER:** 26666371

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Dallas

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 75244

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

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

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

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

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

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

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

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

**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:** $335879011.83

**Total Liabilities:** $53259301.63

**Net Assets:** $282619710.20

**Delayed Delivery Securities:** $13791210.94

**Cash Not Reported:** $24454103.10

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 16.947487314524 | **1-Year:** 566.859306210129 | **5-Year:** 5402.845730093461 | **10-Year:** 2509.145750559744 | **30-Year:** 0.000000000000

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

- **3-Month:** 90.583960635121 | **1-Year:** 2977.688966991693 | **5-Year:** 4914.565877688140 | **10-Year:** 111.578004253687 | **30-Year:** 0.049410780101

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000183274 | 0.95%                | 0.11%                | 0.63%                |
| Class ID C000183275 | 0.96%                | 0.11%                | 0.55%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1149209.29              | $-1297516.22                               |
| Month 2  | $235184.55               | $520371.12                                 |
| Month 3  | $799352.01               | $-662740.04                                |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                             | Title                                                                                                                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Bruker Corporation                               | Bruker Corporation 6.375% MANDATORY CONVERTIBLE PREFERRED STOCK, SERIES A                                                               | CUSIP: 116794207<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EP               | CORP              | US        |         866 | PA      | $316956.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Labs Pbc                                  | PL 0.5 10/15/30                                                                                                                         | CUSIP: 72703XAA4<br>LEI: 254900Q7PVI3HTQBRB44 | Long             | DBT              | CORP              | US        |      144000 | PA      | $268740.00    | 0.10%             | 2030-10-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Applied Optoelectronics Inc                      | Applied Optoelectronics Inc COM USD0.001                                                                                                | CUSIP: 03823U102<br>LEI: 529900I8U6Q5SYDNLT48 | Short            | EC               | CORP              | US        |       -4583 | NS      | $-159763.38   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corporation                      | Ares Management Corporation 6.75% SERIES B MANDATORY CONVERTIBLE PREFERRED STOCK                                                        | CUSIP: 03990B309<br>LEI: 529900JUV61FH7B8VW38 | Long             | EP               | CORP              | US        |       14463 | PA      | $728935.20    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Wix.com Limited                                  | WIX 0 09/15/30                                                                                                                          | CUSIP: 92940WAE9<br>LEI: 5493008P6N29Q1AG9464 | Long             | DBT              | CORP              | IL        |      181000 | PA      | $160366.00    | 0.06%             | 2030-09-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Albemarle Corp                                   | Albemarle Corp COM USD0.01                                                                                                              | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Short            | EC               | CORP              | US        |       -7759 | NS      | $-1097432.96  | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Company                         | Century Aluminum Company COM USD0.01                                                                                                    | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Short            | EC               | CORP              | US        |      -17891 | NS      | $-700969.38   | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory Inc                           | Cheesecake Factory Inc COM USD0.01                                                                                                      | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Short            | EC               | CORP              | US        |       -6004 | NS      | $-303081.92   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Cohu Inc                                         | Cohu Inc COM USD1                                                                                                                       | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Short            | EC               | CORP              | US        |       -2051 | NS      | $-47726.77    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| MKS Inc.                                         | MKS Inc. COM NPV                                                                                                                        | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Short            | EC               | CORP              | US        |       -2608 | NS      | $-416758.40   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp                                 | Haemonetics Corp COM USD0.01                                                                                                            | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Short            | EC               | CORP              | US        |       -1961 | NS      | $-157174.15   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corporation                       | Exact Sciences Corporation COM USD0.01                                                                                                  | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Short            | EC               | CORP              | US        |       -3537 | NS      | $-359217.72   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc                                     | Omnicell Inc COM USD0.001                                                                                                               | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Short            | EC               | CORP              | US        |       -8032 | NS      | $-363849.60   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| NCR Voyix Corporation                            | NCR Voyix Corporation COM STK USD0.01                                                                                                   | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Short            | EC               | CORP              | US        |      -15025 | NS      | $-153255.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corporation           | Old Republic International Corporation COM USD1                                                                                         | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |        4686 | NS      | $213869.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corporation                                 | PG&E Corporation COM NPV                                                                                                                | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Short            | EC               | CORP              | US        |       -8311 | NS      | $-133557.77   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corporation                     | Costco Wholesale Corporation COM USD0.01                                                                                                | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |         260 | NS      | $224208.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp.                          | Progress Software Corp. COM USD0.01                                                                                                     | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Short            | EC               | CORP              | US        |       -3947 | NS      | $-169563.12   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Renaissancere Holdings Ltd.                      | Renaissancere Holdings Ltd. COM USD1                                                                                                    | CUSIP: G7496G103<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |         305 | NS      | $85753.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System, Inc.                               | Ryder System, Inc. COM USD0.50                                                                                                          | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |        1265 | NS      | $242108.35    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategy Inc.                                    | Strategy Inc. COM USD0.001 CLASS A                                                                                                      | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Short            | EC               | CORP              | US        |        -330 | NS      | $-50143.50    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| The Sherwin-Williams Company                     | The Sherwin-Williams Company COM USD1                                                                                                   | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |         866 | NS      | $280609.98    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerpoint Energy Inc                           | Centerpoint Energy Inc COM STK USD0.01                                                                                                  | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Short            | EC               | CORP              | US        |       -9642 | NS      | $-369674.28   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics, Inc.                             | Steel Dynamics, Inc. COM STK USD0.01                                                                                                    | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |         191 | NS      | $32364.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp.                            | Western Digital Corp. COM USD0.01                                                                                                       | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Short            | EC               | CORP              | US        |       -8630 | NS      | $-1486690.10  | -0.53%            |  |  |  | No            |                  1 | On Loan: No      |
| Plug Power Inc                                   | Plug Power Inc COM USD0.01                                                                                                              | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Short            | EC               | CORP              | US        |      -31500 | NS      | $-62055.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                                   | Ziff Davis Inc COM USD0.001                                                                                                             | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Short            | EC               | CORP              | US        |        -155 | NS      | $-5448.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                        | Taylor Morrison Home Corp COM USD0.00001                                                                                                | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |        2995 | NS      | $176315.65    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty Inc.                                        | Coty Inc. COM USD0.01 CL 'A'                                                                                                            | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |       19712 | NS      | $60712.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp.                            | WDC 3 11/15/28                                                                                                                          | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |      336000 | PA      | $1540996.80   | 0.55%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Omnicell Inc                                     | OMCL 1 12/01/29                                                                                                                         | CUSIP: 68213NAF6<br>LEI: 5493008RH0GTKHHPZI77 | Long             | DBT              | CORP              | US        |      711000 | PA      | $769657.50    | 0.27%             | 2029-12-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AXIS Capital Holdings Limited                    | AXIS Capital Holdings Limited COM USD0.0125                                                                                             | CUSIP: G0692U109<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EC               | CORP              | BM        |        1575 | NS      | $168666.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corporation                               | Bruker Corporation COM USD0.01                                                                                                          | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Short            | EC               | CORP              | US        |       -5398 | NS      | $-254299.78   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc.                          | Church & Dwight Co Inc. COM USD1.00                                                                                                     | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |         888 | NS      | $74458.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group Inc                          | Nexstar Media Group Inc COM USD0.01 CL'A'                                                                                               | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |         409 | NS      | $83047.45     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TD Synnex Corp                                   | TD Synnex Corp COM USD0.001                                                                                                             | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |          84 | NS      | $12619.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc.                             | Eagle Materials Inc. COM USD0.01                                                                                                        | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |         432 | NS      | $89285.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp.                            | Deckers Outdoor Corp. COM USD0.01                                                                                                       | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |        2388 | NS      | $247563.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmarket Corporation                            | Newmarket Corporation COM NPV                                                                                                           | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |         310 | NS      | $213050.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc                       | Coca-Cola Consolidated Inc COM USD1                                                                                                     | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |        2059 | NS      | $315644.70    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corporation                             | Westlake Corporation COM USD0.01                                                                                                        | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |         274 | NS      | $20259.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Greenbrier Companies, Inc.                   | The Greenbrier Companies, Inc. COM USD0.001                                                                                             | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Short            | EC               | CORP              | US        |       -4504 | NS      | $-210516.96   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                     | LyondellBasell Industries NV COM EUR0.04 CLASS 'A'                                                                                      | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |        6119 | NS      | $264952.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc                     | United Airlines Holdings Inc COM USD0.01                                                                                                | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |        1070 | NS      | $119647.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corporation                               | Kemper Corporation COM USD0.10                                                                                                          | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |         466 | NS      | $18891.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corporation                             | Huntsman Corporation COM USD0.01                                                                                                        | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |       39922 | NS      | $399220.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree, Inc.                                 | WisdomTree, Inc. COM USD0.01                                                                                                            | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Short            | EC               | CORP              | US        |      -15674 | NS      | $-191066.06   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Guidestone Funds                                 | Guidestone Funds MONEY MKT INSTL                                                                                                        | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |     6728089 | NS      | $6728088.91   | 2.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Gamestop Corp                                    | Gamestop Corp COM USD0.001 CLASS A                                                                                                      | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Short            | EC               | CORP              | US        |       -8723 | NS      | $-175157.84   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                         | AT&T Inc COM USD1                                                                                                                       | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |       12057 | NS      | $299495.88    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DexCom Inc                                       | DexCom Inc COM USD0.001                                                                                                                 | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Short            | EC               | CORP              | US        |        -311 | NS      | $-20641.07    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment, Inc.                  | Live Nation Entertainment, Inc. COM USD0.01                                                                                             | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Short            | EC               | CORP              | US        |       -5757 | NS      | $-820372.50   | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group, Inc.                        | CNO Financial Group, Inc. COM USD0.01                                                                                                   | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |        1963 | NS      | $83368.61     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc.                         | O'Reilly Automotive Inc. USD0.01                                                                                                        | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |        3527 | NS      | $321697.67    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Holdings Inc.         | MACOM Technology Solutions Holdings Inc. COM USD0.001                                                                                   | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1329 | NS      | $227631.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Software Inc                               | Unity Software Inc COM                                                                                                                  | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Short            | EC               | CORP              | US        |       -6540 | NS      | $-288871.80   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| NCL Corporation Ltd.                             | NCLH 0.75 09/15/30                                                                                                                      | CUSIP: 62886HBW0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |       72000 | PA      | $69796.80     | 0.02%             | 2030-09-15      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Strategy Inc.                                    | MSTR 0 12/01/29                                                                                                                         | CUSIP: 594972AS0<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |      568000 | PA      | $467804.80    | 0.17%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ciena Corporation                                | Ciena Corporation COM STK USD0.01                                                                                                       | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |         429 | NS      | $100330.23    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                                  | First Solar Inc COM STK USD0.001                                                                                                        | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |         453 | NS      | $118337.19    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrims Pride Corporation                       | Pilgrims Pride Corporation COM USD0.01                                                                                                  | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |        4782 | NS      | $186450.18    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                         | Jazz Pharmaceuticals PLC COM USD0.0001                                                                                                  | CUSIP: G50871105<br>LEI: 635400GAUMJCLEZRRV50 | Short            | EC               | CORP              | IE        |       -3368 | NS      | $-572560.00   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Wix.com Limited                                  | Wix.com Limited COM ILS0.01                                                                                                             | CUSIP: M98068105<br>LEI: 5493008P6N29Q1AG9464 | Short            | EC               | CORP              | IL        |        -432 | NS      | $-44880.48    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Five9 Inc.                                       | Five9 Inc. COM USD0.001                                                                                                                 | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Short            | EC               | CORP              | US        |       -1242 | NS      | $-24902.10    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Wayfair Inc                                      | Wayfair Inc COM USD0.001 A                                                                                                              | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Short            | EC               | CORP              | US        |       -5543 | NS      | $-556572.63   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National Inc                           | Schneider National Inc COM NPV CL B                                                                                                     | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |        8100 | NS      | $214893.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Two Harbors Investment Corp.                     | TWO 6.25 01/15/26                                                                                                                       | CUSIP: 90187BAB7<br>LEI: 549300ZUIBT6KH4HU823 | Long             | DBT              | CORP              | US        |     1113000 | PA      | $1110217.50   | 0.39%             | 2026-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Check Point Software Technologies Ltd.           | CHKP 0 12/15/30                                                                                                                         | CUSIP: 162775AA8<br>LEI: 2549003ZVBH73EPNS513 | Long             | DBT              | CORP              | IL        |      197000 | PA      | $196704.50    | 0.07%             | 2030-12-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Lemaitre Vascular Inc.                           | Lemaitre Vascular Inc. COM STK USD0.01                                                                                                  | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Short            | EC               | CORP              | US        |       -2551 | NS      | $-206886.10   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Companies, Inc.                        | Travelers Companies, Inc. COM NPV                                                                                                       | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |        1787 | NS      | $518337.22    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group, Inc.                    | Penske Automotive Group, Inc. COM STK USD0.0001                                                                                         | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |         848 | NS      | $134229.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercadolibre Inc                                 | Mercadolibre Inc COM USD0.001                                                                                                           | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |         188 | NS      | $378680.88    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| The Mosaic Company                               | The Mosaic Company COM USD0.01                                                                                                          | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |        4871 | NS      | $117342.39    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corp.                               | Ralph Lauren Corp. COM USD0.01 CLASS 'A'                                                                                                | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |         585 | NS      | $206861.85    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ascendis Pharma A/S                              | Ascendis Pharma A/S SPON ADR EACH REP 1 ORD SHS                                                                                         | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Short            | EC               | CORP              | DK        |       -1562 | NS      | $-333080.88   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments Inc                              | Shift4 Payments Inc 6.00% SERIES A MANDATORY CONVERTIBLE PREFERRED STOCK                                                                | CUSIP: 82452J307<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        6388 | PA      | $511103.88    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Incorporated                           | Ingredion Incorporated COM USD0.01                                                                                                      | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |         762 | NS      | $84018.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd               | Norwegian Cruise Line Holdings Ltd COM USD0.001                                                                                         | CUSIP: G66721104<br>LEI: N/A                  | Short            | EC               | CORP              | BM        |       -1258 | NS      | $-28078.56    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Guidestone Funds                                 | Guidestone Funds MONEY MKT INSTL                                                                                                        | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |     5253045 | NS      | $5253045.31   | 1.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Nebius Group N.V.                                | Nebius Group N.V. COM USD0.01 CL 'A'                                                                                                    | CUSIP: N97284108<br>LEI: 549300GGZHJ5Q1B18P93 | Short            | EC               | CORP              | NL        |       -1604 | NS      | $-134262.82   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Lyondellbasell Advanced Polymers Inc             | Lyondellbasell Advanced Polymers Inc CUM SPECIAL STK CONV 6%                                                                            | CUSIP: 67054E202<br>LEI: 5493004OGK9A7CGV3B42 | Long             | EP               | CORP              | US        |          12 | PA      | $10560.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital Southwest Corporation                    | CSWC 5.125 11/15/29                                                                                                                     | CUSIP: 140501AE7<br>LEI: 54930023YZ4YEJEDBO56 | Long             | DBT              | RF                | US        |      371000 | PA      | $368217.50    | 0.13%             | 2029-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PG&E Corporation                                 | PCG 4.25 12/01/27                                                                                                                       | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      897000 | PA      | $923999.70    | 0.33%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KKR & Co Inc.                                    | KKR & Co Inc. 6.25% SERIES D MANDATORY CONVERTIBLE PREFERRED STOCK                                                                      | CUSIP: 48251W500<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |       10118 | PA      | $524517.12    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co.                                     | SO 7.125 12/15/28 A                                                                                                                     | CUSIP: 842587842<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |        2068 | PA      | $104144.48    | 0.04%             | 2028-12-15      | Fixed         | 7.12%                 | No            |                  1 | On Loan: No      |
| IREN Ltd.                                        | IREN 1 06/01/33 33                                                                                                                      | CUSIP: 46270CAJ8<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |      131000 | PA      | $122812.50    | 0.04%             | 2033-06-01      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PARKER HA                        | CFD_EQS GOLDUS33 2671501                                                                                                                | CUSIP: 701094104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -278 | NC      | $-244350.88   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SERVICE C                        | CFD_EQS GOLDUS33 2797560                                                                                                                | CUSIP: 817565104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         373 | NC      | $29082.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG STIFEL FI                        | CFD_EQS GOLDUS33 2849234                                                                                                                | CUSIP: 860630102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1520 | NC      | $190334.40    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VENTAS IN                        | CFD_EQS GOLDUS33 2927925                                                                                                                | CUSIP: 92276F100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3567 | NC      | $276014.46    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VERTEX PH                        | CFD_EQS GOLDUS33 2931034                                                                                                                | CUSIP: 92532F100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -331 | NC      | $-150062.16   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BRIXMOR P                        | CFD_EQS GOLDUS33 BFTDJL8                                                                                                                | CUSIP: 11120U105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        5742 | NC      | $150555.24    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WYNDHAM H                        | CFD_EQS GOLDUS33 BF108P4                                                                                                                | CUSIP: 98311A105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2503 | NC      | $-189126.68   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| NII Holdings Incorporated                        | NII Holdings Incorporated SHS ESCROW                                                                                                    | CUSIP: 629ESC013<br>LEI: 5493008M1YG2GODK3P05 | Long             | EC               | CORP              | US        |       76167 | NS      | $19803.42     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| CFD_EQS FIN LEG CHEVRON C                        | CFD_EQS GOLDUS33 2838555                                                                                                                | CUSIP: 166764100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         661 | NC      | $100743.01    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DXC TECHN                        | CFD_EQS GOLDUS33 BYXD7B3                                                                                                                | CUSIP: 23355L106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       10211 | NC      | $149591.15    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CONAGRA B                        | CFD_EQS GOLDUS33 2215460                                                                                                                | CUSIP: 205887102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1309 | NC      | $22658.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CURTISS-W                        | CFD_EQS GOLDUS33 2241205                                                                                                                | CUSIP: 231561101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         611 | NC      | $336825.97    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DELTA AIR                        | CFD_EQS GOLDUS33 B1W9D46                                                                                                                | CUSIP: 247361702<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -391 | NC      | $-27135.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DOMINION                         | CFD_EQS GOLDUS33 2542049                                                                                                                | CUSIP: 25746U109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -6718 | NC      | $-393607.62   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DONALDSON                        | CFD_EQS GOLDUS33 2276467                                                                                                                | CUSIP: 257651109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3824 | NC      | $339035.84    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EMERSON E                        | CFD_EQS GOLDUS33 2313405                                                                                                                | CUSIP: 291011104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1756 | NC      | $-233056.32   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ATMOS ENE                        | CFD_EQS GOLDUS33 2315359                                                                                                                | CUSIP: 049560105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1087 | NC      | $182213.81    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FASTENAL                         | CFD_EQS GOLDUS33 2332262                                                                                                                | CUSIP: 311900104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        5058 | NC      | $202977.54    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FEDEX COR                        | CFD_EQS GOLDUS33 2142784                                                                                                                | CUSIP: 31428X106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         111 | NC      | $32063.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LIVE NATI                        | CFD_EQS GOLDUS33 B0T7YX2                                                                                                                | CUSIP: 538034109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         967 | NC      | $137797.50    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FEDERAL R                        | CFD_EQS GOLDUS33 BN7P9B2                                                                                                                | CUSIP: 313745101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         975 | NC      | $98280.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CME GROUP                        | CFD_EQS GOLDUS33 2965839                                                                                                                | CUSIP: 12572Q105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2448 | NC      | $668499.84    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG KINDER MO                        | CFD_EQS GOLDUS33 B3NQ4P8                                                                                                                | CUSIP: 49456B101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1018 | NC      | $-27984.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LEIDOS HO                        | CFD_EQS GOLDUS33 BDV82B8                                                                                                                | CUSIP: 525327102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1149 | NC      | $207279.60    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TESLA INC                        | CFD_EQS GOLDUS33 B616C79                                                                                                                | CUSIP: 88160R101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -392 | NC      | $-176290.24   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GENERAC H                        | CFD_EQS GOLDUS33 B6197Q2                                                                                                                | CUSIP: 368736104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -687 | NC      | $-93686.19    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ALASKA AI                        | CFD_EQS GOLDUS33 2012605                                                                                                                | CUSIP: 011659109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2516 | NC      | $-126554.80   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SKYWORKS                         | CFD_EQS GOLDUS33 2961053                                                                                                                | CUSIP: 83088M102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -194 | NC      | $-12301.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HOWMET AE                        | CFD_EQS GOLDUS33 BKLJ8V2                                                                                                                | CUSIP: 443201108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         327 | NC      | $67041.54     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AMGEN INC                        | CFD_EQS GOLDUS33 2023607                                                                                                                | CUSIP: 031162100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -407 | NC      | $-133215.17   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BAKER HUG                        | CFD_EQS GOLDUS33 BDHLTQ5                                                                                                                | CUSIP: 05722G100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1237 | NC      | $-56332.98    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BALL CORP                        | CFD_EQS GOLDUS33 2073022                                                                                                                | CUSIP: 058498106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3902 | NC      | $-206688.94   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BANK OF N                        | CFD_EQS GOLDUS33 B1Z77F6                                                                                                                | CUSIP: 064058100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2533 | NC      | $294055.97    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EXELIXIS                         | CFD_EQS GOLDUS33 2576941                                                                                                                | CUSIP: 30161Q104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        9444 | NC      | $413930.52    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FIRSTCASH                        | CFD_EQS GOLDUS33 BMF5Q83                                                                                                                | CUSIP: 33768G107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         297 | NC      | $47335.86     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FIRST CIT                        | CFD_EQS GOLDUS33 2355582                                                                                                                | CUSIP: 31946M103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -104 | NC      | $-223202.72   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FISERV IN                        | CFD_EQS GOLDUS33 2342034                                                                                                                | CUSIP: 337738108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1736 | NC      | $-116607.12   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FORD MOTO                        | CFD_EQS GOLDUS33 2615468                                                                                                                | CUSIP: 345370860<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -9454 | NC      | $-124036.48   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VISTEON C                        | CFD_EQS GOLDUS33 B4N0JJ6                                                                                                                | CUSIP: 92839U206<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1810 | NC      | $172131.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TEXAS ROA                        | CFD_EQS GOLDUS33 B033TJ7                                                                                                                | CUSIP: 882681109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2800 | NC      | $464800.00    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FRANKLIN                         | CFD_EQS GOLDUS33 2350684                                                                                                                | CUSIP: 354613101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2812 | NC      | $-67178.68    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ILLUMINA                         | CFD_EQS GOLDUS33 2613990                                                                                                                | CUSIP: 452327109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1991 | NC      | $261139.56    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BRUKER CO                        | CFD_EQS GOLDUS33 2616137                                                                                                                | CUSIP: 116794108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -6218 | NC      | $-292929.98   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NATIONAL                         | CFD_EQS GOLDUS33 2211811                                                                                                                | CUSIP: 637417106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        8692 | NC      | $344463.96    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GOODYEAR                         | CFD_EQS GOLDUS33 2378200                                                                                                                | CUSIP: 382550101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -12516 | NC      | $-109640.16   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PENUMBRA                         | CFD_EQS GOLDUS33 BZ0V201                                                                                                                | CUSIP: 70975L107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         646 | NC      | $200847.86    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HEICO COR                        | CFD_EQS GOLDUS33 2419217                                                                                                                | CUSIP: 422806109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -244 | NC      | $-78955.96    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DELL TECH                        | CFD_EQS GOLDUS33 BHKD3S6                                                                                                                | CUSIP: 24703L202<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -70 | NC      | $-8811.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MEDPACE H                        | CFD_EQS GOLDUS33 BDCBC61                                                                                                                | CUSIP: 58506Q109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1155 | NC      | $648705.75    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ACADIA HE                        | CFD_EQS GOLDUS33 B65VZ37                                                                                                                | CUSIP: 00404A109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -26892 | NC      | $-381597.48   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PORTLAND                         | CFD_EQS GOLDUS33 B125XQ6                                                                                                                | CUSIP: 736508847<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1970 | NC      | $94540.30     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG POPULAR I                        | CFD_EQS GOLDUS33 B86QM90                                                                                                                | CUSIP: 733174700<br>LEI: N/A                  | N/A              | DE               | CORP              | PR        |        2954 | NC      | $367832.08    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SOUTHSTAT                        | CFD_EQS GOLDUS33 BVDCQB2                                                                                                                | CUSIP: 84472E102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1032 | NC      | $97121.52     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SILGAN HO                        | CFD_EQS GOLDUS33 2809324                                                                                                                | CUSIP: 827048109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -7255 | NC      | $-292884.35   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG COMFORT S                        | CFD_EQS GOLDUS33 2036047                                                                                                                | CUSIP: 199908104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         678 | NC      | $632770.62    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GE VERNOV                        | CFD_EQS GOLDUS33 BP6H4Y1                                                                                                                | CUSIP: 36828A101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         628 | NC      | $410441.96    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubb Ltd.                                       | Chubb Ltd. ORD CHF24.15                                                                                                                 | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |         978 | NS      | $305253.36    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp                            | US Foods Holding Corp COM USD0.01                                                                                                       | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |        2767 | NS      | $208410.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG CNH INDUS                        | CFD_EQS GOLDUS33 BDX85Z1                                                                                                                | CUSIP: N20944109<br>LEI: N/A                  | N/A              | DE               | CORP              | NL        |      -16197 | NC      | $-149336.34   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ELF BEAUT                        | CFD_EQS GOLDUS33 BDDQ975                                                                                                                | CUSIP: 26856L103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2823 | NC      | $-214660.92   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Lennar Corp.                                     | Lennar Corp. COM USD0.10 CLASS A                                                                                                        | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |         291 | NS      | $29914.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd.                          | Arch Capital Group Ltd. COM USD0.01                                                                                                     | CUSIP: G0450A105<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |        1585 | NS      | $152033.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corporation                                | Alcoa Corporation COM USD0.01                                                                                                           | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |         212 | NS      | $11265.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson Public Limited Company      | Willis Towers Watson Public Limited Company COM USD0.000304635                                                                          | CUSIP: G96629103<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |         313 | NS      | $102851.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Company                | Graphic Packaging Holding Company COM STK USD0.01                                                                                       | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       13014 | NS      | $195990.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc.                                      | NetApp Inc. COM USD0.001                                                                                                                | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |        2843 | NS      | $304456.87    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc.                | American International Group Inc. COM USD2.50                                                                                           | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |         452 | NS      | $38668.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications, Inc.                     | Charter Communications, Inc. COM USD0.001 CLASS A                                                                                       | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |        1397 | NS      | $291623.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG WENDY S C                        | CFD_EQS GOLDUS33 B3NXMJ9                                                                                                                | CUSIP: 95058W100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -25737 | NC      | $-214389.21   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DANAHER C                        | CFD_EQS GOLDUS33 2250870                                                                                                                | CUSIP: 235851102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -85 | NC      | $-19458.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DUPONT DE                        | CFD_EQS GOLDUS33 BK0VN47                                                                                                                | CUSIP: 26614N102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -6320 | NC      | $-254064.00   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EOG RESOU                        | CFD_EQS GOLDUS33 2318024                                                                                                                | CUSIP: 26875P101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         983 | NC      | $103224.83    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ENTERGY C                        | CFD_EQS GOLDUS33 2317087                                                                                                                | CUSIP: 29364G103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -998 | NC      | $-92245.14    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NEXTERA E                        | CFD_EQS GOLDUS33 2328915                                                                                                                | CUSIP: 65339F101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2543 | NC      | $-204152.04   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FAIR ISAA                        | CFD_EQS GOLDUS33 2330299                                                                                                                | CUSIP: 303250104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          23 | NC      | $38884.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG M & T BAN                        | CFD_EQS GOLDUS33 2340168                                                                                                                | CUSIP: 55261F104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -677 | NC      | $-136401.96   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FLUOR COR                        | CFD_EQS GOLDUS33 2696838                                                                                                                | CUSIP: 343412102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        5984 | NC      | $237145.92    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GENERAL M                        | CFD_EQS GOLDUS33 B665KZ5                                                                                                                | CUSIP: 37045V100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3046 | NC      | $247700.72    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GATX CORP                        | CFD_EQS GOLDUS33 2362128                                                                                                                | CUSIP: 361448103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -579 | NC      | $-98198.40    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HCA HEALT                        | CFD_EQS GOLDUS33 B4MGBG6                                                                                                                | CUSIP: 40412C101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         762 | NC      | $355747.32    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HARLEY-DA                        | CFD_EQS GOLDUS33 2411053                                                                                                                | CUSIP: 412822108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -12506 | NC      | $-256247.94   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG UBER TECH                        | CFD_EQS GOLDUS33 BK6N347                                                                                                                | CUSIP: 90353T100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1703 | NC      | $-139152.13   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CROWDSTRI                        | CFD_EQS GOLDUS33 BJJP138                                                                                                                | CUSIP: 22788C105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         905 | NC      | $424227.80    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DYNATRACE                        | CFD_EQS GOLDUS33 BJV2RD9                                                                                                                | CUSIP: 268150109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1501 | NC      | $65053.34     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DATADOG I                        | CFD_EQS GOLDUS33 BKT9Y49                                                                                                                | CUSIP: 23804L103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3599 | NC      | $489428.01    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MORGAN ST                        | CFD_EQS GOLDUS33 2262314                                                                                                                | CUSIP: 617446448<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2470 | NC      | $-438499.10   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BELDEN IN                        | CFD_EQS GOLDUS33 B01WL78                                                                                                                | CUSIP: 077454106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -431 | NC      | $-50233.05    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GARTNER I                        | CFD_EQS GOLDUS33 2372763                                                                                                                | CUSIP: 366651107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2171 | NC      | $547699.88    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VAIL RESO                        | CFD_EQS GOLDUS33 2954194                                                                                                                | CUSIP: 91879Q109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -309 | NC      | $-41035.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG METTLER-T                        | CFD_EQS GOLDUS33 2126249                                                                                                                | CUSIP: 592688105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         215 | NC      | $299750.85    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AMEREN CO                        | CFD_EQS GOLDUS33 2050832                                                                                                                | CUSIP: 023608102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -482 | NC      | $-48132.52    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AMERICAN                         | CFD_EQS GOLDUS33 B7FBFL2                                                                                                                | CUSIP: 03027X100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -411 | NC      | $-72159.27    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG REPUBLIC                         | CFD_EQS GOLDUS33 2262530                                                                                                                | CUSIP: 760759100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         714 | NC      | $151318.02    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BRIGHT HO                        | CFD_EQS GOLDUS33 B7MJWP2                                                                                                                | CUSIP: 109194100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          98 | NC      | $9937.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG IQVIA HOL                        | CFD_EQS GOLDUS33 BDR73G1                                                                                                                | CUSIP: 46266C105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1319 | NC      | $297315.79    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BURLINGTO                        | CFD_EQS GOLDUS33 BF311Y5                                                                                                                | CUSIP: 122017106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -478 | NC      | $-138070.30   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HILTON WO                        | CFD_EQS GOLDUS33 BYVMW06                                                                                                                | CUSIP: 43300A203<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         497 | NC      | $142763.25    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HAMILTON                         | CFD_EQS GOLDUS33 BF0SR29                                                                                                                | CUSIP: 407497106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1543 | NC      | $-207240.33   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CISCO SYS                        | CFD_EQS GOLDUS33 2198163                                                                                                                | CUSIP: 17275R102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -9250 | NC      | $-712527.50   | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MILLROSE                         | CFD_EQS GOLDUS33 BRCFZ51                                                                                                                | CUSIP: 601137102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -281 | NC      | $-8393.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FABRINET                         | CFD_EQS GOLDUS33 B4JSZL8                                                                                                                | CUSIP: G3323L100<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |        -268 | NC      | $-122015.04   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CARPENTER                        | CFD_EQS GOLDUS33 2177504                                                                                                                | CUSIP: 144285103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         275 | NC      | $86581.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HOULIHAN                         | CFD_EQS GOLDUS33 BYQ3PM7                                                                                                                | CUSIP: 441593100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1100 | NC      | $191609.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WILLIAMS-                        | CFD_EQS GOLDUS33 2967589                                                                                                                | CUSIP: 969904101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1005 | NC      | $-179482.95   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CDW CORP/                        | CFD_EQS GOLDUS33 BBM5MD6                                                                                                                | CUSIP: 12514G108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -232 | NC      | $-31598.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DIAMONDBA                        | CFD_EQS GOLDUS33 B7Y8YR3                                                                                                                | CUSIP: 25278X109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2573 | NC      | $-386799.09   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HIMS & HE                        | CFD_EQS GOLDUS33 BN46048                                                                                                                | CUSIP: 433000106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1326 | NC      | $-43055.22    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CYTOKINET                        | CFD_EQS GOLDUS33 BBBSBJ5                                                                                                                | CUSIP: 23282W605<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -287 | NC      | $-18235.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SAREPTA T                        | CFD_EQS GOLDUS33 B8DPDT7                                                                                                                | CUSIP: 803607100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2713 | NC      | $-58383.76    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HALOZYME                         | CFD_EQS GOLDUS33 2975098                                                                                                                | CUSIP: 40637H109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3681 | NC      | $-247731.30   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG RALLIANT                         | CFD_EQS GOLDUS33 BTNMGM9                                                                                                                | CUSIP: 750940108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2561 | NC      | $-130380.51   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG RUBRIK IN                        | CFD_EQS GOLDUS33 BSLQK57                                                                                                                | CUSIP: 781154109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        5166 | NC      | $395095.68    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CORCEPT T                        | CFD_EQS GOLDUS33 B00SCY1                                                                                                                | CUSIP: 218352102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1533 | NC      | $53348.40     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VIKING HO                        | CFD_EQS GOLDUS33 BRDXKH1                                                                                                                | CUSIP: G93A5A101<br>LEI: N/A                  | N/A              | DE               | CORP              | BM        |        6315 | NC      | $450954.15    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LEONARDO                         | CFD_EQS GOLDUS33 BNSNZQ2                                                                                                                | CUSIP: 52661A108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2713 | NC      | $92486.17     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG INSMED IN                        | CFD_EQS GOLDUS33 2614487                                                                                                                | CUSIP: 457669307<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2607 | NC      | $453722.28    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TEMPUS AI                        | CFD_EQS GOLDUS33 BSLSJJ0                                                                                                                | CUSIP: 88023B103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1478 | NC      | $-87275.90    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MUELLER I                        | CFD_EQS GOLDUS33 2609717                                                                                                                | CUSIP: 624756102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2100 | NC      | $241080.00    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG QXO INC                          | CFD_EQS GOLDUS33 BRDY9L1                                                                                                                | CUSIP: 82846H405<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -25707 | NC      | $-495888.03   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG IDACORP I                        | CFD_EQS GOLDUS33 2296937                                                                                                                | CUSIP: 451107106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         358 | NC      | $45308.48     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CARVANA C                        | CFD_EQS GOLDUS33 BYQHPG3                                                                                                                | CUSIP: 146869102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -742 | NC      | $-313138.84   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GNR 2019-1 SN                                                                                                                           | CUSIP: 38381BZG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      123592 | PA      | $14724.80     | 0.01%             | 2049-01-20      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GNR 2018-139 SQ                                                                                                                         | CUSIP: 38381AQC3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      106973 | PA      | $12797.41     | 0.00%             | 2048-10-20      | Floating      | 2.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FNMA-30YR                                                                                                                               | CUSIP: 01F052615<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8000000 | PA      | $8118096.40   | 2.87%             | 2049-12-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FNMA-30YR                                                                                                                               | CUSIP: 01F042616<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3000000 | PA      | $2932768.43   | 1.04%             | 2049-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FNMA-30YR                                                                                                                               | CUSIP: 01F062614<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |    -1000000 | PA      | $-1039476.59  | -0.37%            | 2049-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GNR 2018-124 SN                                                                                                                         | CUSIP: 38380Y2Z7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      267889 | PA      | $32024.45     | 0.01%             | 2048-09-20      | Floating      | 2.35%                 | No            |                  2 | On Loan: No      |
| Guidestone Funds                                 | Guidestone Funds MONEY MKT INSTL                                                                                                        | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |    98458859 | NS      | $98458859.20  | 34.84%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association            | FNR 2017-31 SG                                                                                                                          | CUSIP: 3136AWKF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      235105 | PA      | $27782.29     | 0.01%             | 2047-05-25      | Floating      | 2.11%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BLACK HIL                        | CFD_EQS GOLDUS33 2101741                                                                                                                | CUSIP: 092113109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1138 | NC      | $78999.96     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG H&R BLOCK                        | CFD_EQS GOLDUS33 2105505                                                                                                                | CUSIP: 093671105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       10092 | NC      | $439809.36    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BRISTOL-M                        | CFD_EQS GOLDUS33 2126335                                                                                                                | CUSIP: 110122108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       13669 | NC      | $737305.86    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VISA INC-                        | CFD_EQS GOLDUS33 B2PZN04                                                                                                                | CUSIP: 92826C839<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         203 | NC      | $71194.13     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CARNIVAL                         | CFD_EQS GOLDUS33 2523044                                                                                                                | CUSIP: 143658300<br>LEI: N/A                  | N/A              | DE               | CORP              | PA        |        -664 | NC      | $-20278.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CARLISLE                         | CFD_EQS GOLDUS33 2176318                                                                                                                | CUSIP: 142339100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         258 | NC      | $82523.88     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CATERPILL                        | CFD_EQS GOLDUS33 2180201                                                                                                                | CUSIP: 149123101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -95 | NC      | $-54422.65    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG JPMORGAN                         | CFD_EQS GOLDUS33 2190385                                                                                                                | CUSIP: 46625H100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2372 | NC      | $-764305.84   | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CINTAS CO                        | CFD_EQS GOLDUS33 2197137                                                                                                                | CUSIP: 172908105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1311 | NC      | $246559.77    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG COMMERCE                         | CFD_EQS GOLDUS33 2213204                                                                                                                | CUSIP: 200525103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3855 | NC      | $201747.15    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BOOZ ALLE                        | CFD_EQS GOLDUS33 B5367T7                                                                                                                | CUSIP: 099502106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2280 | NC      | $192340.80    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MARKETAXE                        | CFD_EQS GOLDUS33 B03Q9D0                                                                                                                | CUSIP: 57060D108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -70 | NC      | $-12687.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GRAND CAN                        | CFD_EQS GOLDUS33 B3F1XM1                                                                                                                | CUSIP: 38526M106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2119 | NC      | $352410.89    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PILGRIM S                        | CFD_EQS GOLDUS33 B5L3PZ2                                                                                                                | CUSIP: 72147K108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1026 | NC      | $40003.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DUKE ENER                        | CFD_EQS GOLDUS33 B7VD3F2                                                                                                                | CUSIP: 26441C204<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         158 | NC      | $18519.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MONOLITHI                        | CFD_EQS GOLDUS33 B01Z7J1                                                                                                                | CUSIP: 609839105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -153 | NC      | $-138673.08   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FLOWSERVE                        | CFD_EQS GOLDUS33 2288406                                                                                                                | CUSIP: 34354P105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2006 | NC      | $139176.28    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EQT CORP                         | CFD_EQS GOLDUS33 2319414                                                                                                                | CUSIP: 26884L109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        4919 | NC      | $263658.40    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EXPEDITOR                        | CFD_EQS GOLDUS33 2325507                                                                                                                | CUSIP: 302130109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         799 | NC      | $119058.99    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EXXON MOB                        | CFD_EQS GOLDUS33 2326618                                                                                                                | CUSIP: 30231G102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -968 | NC      | $-116489.12   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FNB CORP                         | CFD_EQS GOLDUS33 2041308                                                                                                                | CUSIP: 302520101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -5073 | NC      | $-86748.30    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ALNYLAM P                        | CFD_EQS GOLDUS33 B00FWN1                                                                                                                | CUSIP: 02043Q107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         695 | NC      | $276366.75    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PROSPERIT                        | CFD_EQS GOLDUS33 2310257                                                                                                                | CUSIP: 743606105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2293 | NC      | $158469.23    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ALIGN TEC                        | CFD_EQS GOLDUS33 2679204                                                                                                                | CUSIP: 016255101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -473 | NC      | $-73858.95    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ACUITY BR                        | CFD_EQS GOLDUS33 2818461                                                                                                                | CUSIP: 00508Y102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         371 | NC      | $133574.84    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MOLINA HE                        | CFD_EQS GOLDUS33 2212706                                                                                                                | CUSIP: 60855R100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1023 | NC      | $-177531.42   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LKQ CORP                         | CFD_EQS GOLDUS33 2971029                                                                                                                | CUSIP: 501889208<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -7452 | NC      | $-225050.40   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NEXSTAR M                        | CFD_EQS GOLDUS33 2949758                                                                                                                | CUSIP: 65336K103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1159 | NC      | $235334.95    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TEMPUR SE                        | CFD_EQS GOLDUS33 2216991                                                                                                                | CUSIP: 88023U101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3164 | NC      | $-282481.92   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ASSURANT                         | CFD_EQS GOLDUS33 2331430                                                                                                                | CUSIP: 04621X108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -49 | NC      | $-11801.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG KBR INC                          | CFD_EQS GOLDUS33 B1HHB18                                                                                                                | CUSIP: 48242W106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2179 | NC      | $87595.80     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG OWENS COR                        | CFD_EQS GOLDUS33 B1FW7Q2                                                                                                                | CUSIP: 690742101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         482 | NC      | $53940.62     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG T-MOBILE                         | CFD_EQS GOLDUS33 B94Q9V0                                                                                                                | CUSIP: 872590104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1345 | NC      | $273088.80    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TRAVEL +                         | CFD_EQS GOLDUS33 BMXYT16                                                                                                                | CUSIP: 894164102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1552 | NC      | $109462.56    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG JAZZ PHAR                        | CFD_EQS GOLDUS33 B4Q5ZN4                                                                                                                | CUSIP: G50871105<br>LEI: N/A                  | N/A              | DE               | CORP              | IE        |        1980 | NC      | $336600.00    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TERADATA                         | CFD_EQS GOLDUS33 B247H10                                                                                                                | CUSIP: 88076W103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -5580 | NC      | $-169855.20   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AES CORP                         | CFD_EQS GOLDUS33 2002479                                                                                                                | CUSIP: 00130H105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4350 | NC      | $-62379.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ADOBE INC                        | CFD_EQS GOLDUS33 2008154                                                                                                                | CUSIP: 00724F101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1404 | NC      | $491385.96    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ADVANCED                         | CFD_EQS GOLDUS33 2007849                                                                                                                | CUSIP: 007903107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1150 | NC      | $-246284.00   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BUILDERS                         | CFD_EQS GOLDUS33 B0BV2M7                                                                                                                | CUSIP: 12008R107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1798 | NC      | $-184996.22   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CHENIERE                         | CFD_EQS GOLDUS33 2654364                                                                                                                | CUSIP: 16411R208<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         436 | NC      | $84754.04     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HONEYWELL                        | CFD_EQS GOLDUS33 2020459                                                                                                                | CUSIP: 438516106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -688 | NC      | $-134221.92   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG JOHNSON C                        | CFD_EQS GOLDUS33 BY7QL61                                                                                                                | CUSIP: G51502105<br>LEI: N/A                  | N/A              | DE               | CORP              | IE        |        -747 | NC      | $-89453.25    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AMERICAN                         | CFD_EQS GOLDUS33 2026082                                                                                                                | CUSIP: 025816109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1141 | NC      | $422112.95    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BROADCOM                         | CFD_EQS GOLDUS33 BDZ78H9                                                                                                                | CUSIP: 11135F101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -630 | NC      | $-218043.00   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AIR LEASE                        | CFD_EQS GOLDUS33 B3XS562                                                                                                                | CUSIP: 00912X302<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1867 | NC      | $119917.41    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AMETEK IN                        | CFD_EQS GOLDUS33 2089212                                                                                                                | CUSIP: 031100100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1356 | NC      | $278400.36    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ANALOG DE                        | CFD_EQS GOLDUS33 2032067                                                                                                                | CUSIP: 032654105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -140 | NC      | $-37968.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG APA CORP                         | CFD_EQS GOLDUS33 BNNF1C1                                                                                                                | CUSIP: 03743Q108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        5041 | NC      | $123302.86    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG APPLIED M                        | CFD_EQS GOLDUS33 2046552                                                                                                                | CUSIP: 038222105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1366 | NC      | $-351048.34   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ASSOCIATE                        | CFD_EQS GOLDUS33 2055718                                                                                                                | CUSIP: 045487105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1184 | NC      | $-30499.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AUTODESK                         | CFD_EQS GOLDUS33 2065159                                                                                                                | CUSIP: 052769106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         661 | NC      | $195662.61    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AUTOMATIC                        | CFD_EQS GOLDUS33 2065308                                                                                                                | CUSIP: 053015103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         890 | NC      | $228934.70    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BOK FINAN                        | CFD_EQS GOLDUS33 2109091                                                                                                                | CUSIP: 05561Q201<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1235 | NC      | $146298.10    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BIO-RAD L                        | CFD_EQS GOLDUS33 2098508                                                                                                                | CUSIP: 090572207<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -167 | NC      | $-50599.33    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ARMSTRONG                        | CFD_EQS GOLDUS33 B1FT462                                                                                                                | CUSIP: 04247X102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         288 | NC      | $55036.80     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ON SEMICO                        | CFD_EQS GOLDUS33 2583576                                                                                                                | CUSIP: 682189105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2941 | NC      | $-159255.15   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NRG ENERG                        | CFD_EQS GOLDUS33 2212922                                                                                                                | CUSIP: 629377508<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1355 | NC      | $-215770.20   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AMERIPRIS                        | CFD_EQS GOLDUS33 B0J7D57                                                                                                                | CUSIP: 03076C106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1178 | NC      | $577620.52    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG XYLEM INC                        | CFD_EQS GOLDUS33 B3P2CN8                                                                                                                | CUSIP: 98419M100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -330 | NC      | $-44939.40    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FIRST HOR                        | CFD_EQS GOLDUS33 2341484                                                                                                                | CUSIP: 320517105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3111 | NC      | $-74352.90    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HUNTINGTO                        | CFD_EQS GOLDUS33 B40SSC9                                                                                                                | CUSIP: 446413106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         559 | NC      | $190099.13    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG US BANCOR                        | CFD_EQS GOLDUS33 2736035                                                                                                                | CUSIP: 902973304<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3203 | NC      | $170912.08    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MARRIOTT                         | CFD_EQS GOLDUS33 B45K9N8                                                                                                                | CUSIP: 57164Y107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -5577 | NC      | $-321737.13   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FLOWERS F                        | CFD_EQS GOLDUS33 2744243                                                                                                                | CUSIP: 343498101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3272 | NC      | $35599.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EQUINIX I                        | CFD_EQS GOLDUS33 BVLZX12                                                                                                                | CUSIP: 29444U700<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -54 | NC      | $-41372.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PINNACLE                         | CFD_EQS GOLDUS33 2675097                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        4850 | NC      | $462738.50    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GARMIN LT                        | CFD_EQS GOLDUS33 B3Z5T14                                                                                                                | CUSIP: H2906T109<br>LEI: N/A                  | N/A              | DE               | CORP              | CH        |         232 | NC      | $47061.20     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GENERAL D                        | CFD_EQS GOLDUS33 2365161                                                                                                                | CUSIP: 369550108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2464 | NC      | $829530.24    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GRACO INC                        | CFD_EQS GOLDUS33 2380443                                                                                                                | CUSIP: 384109104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        4474 | NC      | $366733.78    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AVIENT CO                        | CFD_EQS GOLDUS33 BMHWY55                                                                                                                | CUSIP: 05368V106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2344 | NC      | $-73226.56    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HASBRO IN                        | CFD_EQS GOLDUS33 2414580                                                                                                                | CUSIP: 418056107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         467 | NC      | $38294.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ENCOMPASS                        | CFD_EQS GOLDUS33 BYX2YJ7                                                                                                                | CUSIP: 29261A100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -712 | NC      | $-75571.68    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HERSHEY C                        | CFD_EQS GOLDUS33 2422806                                                                                                                | CUSIP: 427866108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4660 | NC      | $-848026.80   | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HEXCEL CO                        | CFD_EQS GOLDUS33 2416779                                                                                                                | CUSIP: 428291108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2107 | NC      | $155707.30    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HOLOGIC I                        | CFD_EQS GOLDUS33 2433530                                                                                                                | CUSIP: 436440101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2657 | NC      | $197919.93    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BIOGEN IN                        | CFD_EQS GOLDUS33 2455965                                                                                                                | CUSIP: 09062X103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -750 | NC      | $-131992.50   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG IDEXX LAB                        | CFD_EQS GOLDUS33 2459202                                                                                                                | CUSIP: 45168D104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -670 | NC      | $-453275.10   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ILLINOIS                         | CFD_EQS GOLDUS33 2457552                                                                                                                | CUSIP: 452308109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1081 | NC      | $266250.30    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG COMMVAULT                        | CFD_EQS GOLDUS33 B142B38                                                                                                                | CUSIP: 204166102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1394 | NC      | $174751.84    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG KLA CORP                         | CFD_EQS GOLDUS33 2480138                                                                                                                | CUSIP: 482480100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          95 | NC      | $115432.60    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EVERGY IN                        | CFD_EQS GOLDUS33 BFMXGR0                                                                                                                | CUSIP: 30034W106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1189 | NC      | $86190.61     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG KIMCO REA                        | CFD_EQS GOLDUS33 2491594                                                                                                                | CUSIP: 49446R109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2948 | NC      | $59755.96     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG KIRBY COR                        | CFD_EQS GOLDUS33 2493534                                                                                                                | CUSIP: 497266106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         478 | NC      | $52666.04     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LINCOLN N                        | CFD_EQS GOLDUS33 2516378                                                                                                                | CUSIP: 534187109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4972 | NC      | $-221403.16   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EPAM SYST                        | CFD_EQS GOLDUS33 B44Z3T8                                                                                                                | CUSIP: 29414B104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -978 | NC      | $-200372.64   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HOST HOTE                        | CFD_EQS GOLDUS33 2567503                                                                                                                | CUSIP: 44107P104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3964 | NC      | $70281.72     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MEDTRONIC                        | CFD_EQS GOLDUS33 BTN1Y11                                                                                                                | CUSIP: G5960L103<br>LEI: N/A                  | N/A              | DE               | CORP              | IE        |         459 | NC      | $44091.54     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ALLISON T                        | CFD_EQS GOLDUS33 B4PZ892                                                                                                                | CUSIP: 01973R101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2529 | NC      | $247589.10    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NATIONAL                         | CFD_EQS GOLDUS33 2626103                                                                                                                | CUSIP: 636180101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2815 | NC      | $225368.90    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SENSATA T                        | CFD_EQS GOLDUS33 BFMBMT8                                                                                                                | CUSIP: G8060N102<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |       -4555 | NC      | $-151635.95   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NORDSON C                        | CFD_EQS GOLDUS33 2641838                                                                                                                | CUSIP: 655663102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1283 | NC      | $-308471.69   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HEALTHCAR                        | CFD_EQS GOLDUS33 BPQWHP8                                                                                                                | CUSIP: 42226K105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -16266 | NC      | $-275708.70   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WEX INC                          | CFD_EQS GOLDUS33 B8383P2                                                                                                                | CUSIP: 96208T104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -961 | NC      | $-143169.78   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PALO ALTO                        | CFD_EQS GOLDUS33 B87ZMX0                                                                                                                | CUSIP: 697435105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        5894 | NC      | $1085674.80   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG OCCIDENTA                        | CFD_EQS GOLDUS33 2655408                                                                                                                | CUSIP: 674599105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       12420 | NC      | $510710.40    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FIVE BELO                        | CFD_EQS GOLDUS33 B85KFY9                                                                                                                | CUSIP: 33829M101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1566 | NC      | $-294971.76   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG OGE ENERG                        | CFD_EQS GOLDUS33 2657802                                                                                                                | CUSIP: 670837103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        8320 | NC      | $355264.00    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG OLD DOMIN                        | CFD_EQS GOLDUS33 2656423                                                                                                                | CUSIP: 679580100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1878 | NC      | $-294470.40   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HOME BANC                        | CFD_EQS GOLDUS33 B17MTL9                                                                                                                | CUSIP: 436893200<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        4144 | NC      | $115120.32    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG UDR INC                          | CFD_EQS GOLDUS33 2727910                                                                                                                | CUSIP: 902653104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1593 | NC      | $58431.24     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PULTEGROU                        | CFD_EQS GOLDUS33 2708841                                                                                                                | CUSIP: 745867101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4214 | NC      | $-494133.64   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PNC FINAN                        | CFD_EQS GOLDUS33 2692665                                                                                                                | CUSIP: 693475105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1673 | NC      | $349205.29    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AMERICAN                         | CFD_EQS GOLDUS33 B2R3PV1                                                                                                                | CUSIP: 030420103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         237 | NC      | $30928.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PACCAR IN                        | CFD_EQS GOLDUS33 2665861                                                                                                                | CUSIP: 693718108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2013 | NC      | $220443.63    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PTC INC                          | CFD_EQS GOLDUS33 B95N910                                                                                                                | CUSIP: 69370C100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -696 | NC      | $-121250.16   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PPL CORP                         | CFD_EQS GOLDUS33 2680905                                                                                                                | CUSIP: 69351T106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1992 | NC      | $69759.84     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PINNACLE                         | CFD_EQS GOLDUS33 2048804                                                                                                                | CUSIP: 723484101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1923 | NC      | $-170570.10   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BRINK S C                        | CFD_EQS GOLDUS33 2691305                                                                                                                | CUSIP: 109696104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -734 | NC      | $-85679.82    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG T ROWE PR                        | CFD_EQS GOLDUS33 2702337                                                                                                                | CUSIP: 74144T108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -293 | NC      | $-29997.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CITIGROUP                        | CFD_EQS GOLDUS33 2297907                                                                                                                | CUSIP: 172967424<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2399 | NC      | $-279939.31   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PUBLIC SE                        | CFD_EQS GOLDUS33 2707677                                                                                                                | CUSIP: 744573106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         639 | NC      | $51311.70     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ROLLINS I                        | CFD_EQS GOLDUS33 2747305                                                                                                                | CUSIP: 775711104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        4550 | NC      | $273091.00    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EAST WEST                        | CFD_EQS GOLDUS33 2487407                                                                                                                | CUSIP: 27579R104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2625 | NC      | $295023.75    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MKS INSTR                        | CFD_EQS GOLDUS33 2404871                                                                                                                | CUSIP: 55306N104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -672 | NC      | $-107385.60   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BOOKING H                        | CFD_EQS GOLDUS33 BDRXDB4                                                                                                                | CUSIP: 09857L108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         215 | NC      | $1151395.95   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CNX RESOU                        | CFD_EQS GOLDUS33 BF3FTF4                                                                                                                | CUSIP: 12653C108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         840 | NC      | $30886.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ZIONS BAN                        | CFD_EQS GOLDUS33 2989828                                                                                                                | CUSIP: 989701107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3074 | NC      | $179951.96    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SBA COMMU                        | CFD_EQS GOLDUS33 BZ6TS23                                                                                                                | CUSIP: 78410G104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1076 | NC      | $208130.68    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG UNITED TH                        | CFD_EQS GOLDUS33 2430412                                                                                                                | CUSIP: 91307C102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         745 | NC      | $363001.25    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BLACKBAUD                        | CFD_EQS GOLDUS33 2458878                                                                                                                | CUSIP: 09227Q100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         894 | NC      | $56608.08     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BIOMARIN                         | CFD_EQS GOLDUS33 2437071                                                                                                                | CUSIP: 09061G101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3682 | NC      | $218821.26    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG QUANTA SE                        | CFD_EQS GOLDUS33 2150204                                                                                                                | CUSIP: 74762E102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -551 | NC      | $-232555.06   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MANHATTAN                        | CFD_EQS GOLDUS33 2239471                                                                                                                | CUSIP: 562750109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3784 | NC      | $655805.04    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG COGNIZANT                        | CFD_EQS GOLDUS33 2257019                                                                                                                | CUSIP: 192446102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1279 | NC      | $-106157.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CROWN CAS                        | CFD_EQS GOLDUS33 BTGQCX1                                                                                                                | CUSIP: 22822V101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         243 | NC      | $21595.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GLOBUS ME                        | CFD_EQS GOLDUS33 B7D65M0                                                                                                                | CUSIP: 379577208<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1113 | NC      | $-97176.03    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG KRAFT HEI                        | CFD_EQS GOLDUS33 BYRY499                                                                                                                | CUSIP: 500754106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1582 | NC      | $38363.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MASTERCAR                        | CFD_EQS GOLDUS33 B121557                                                                                                                | CUSIP: 57636Q104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         581 | NC      | $331681.28    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WORKDAY I                        | CFD_EQS GOLDUS33 B8K6ZD1                                                                                                                | CUSIP: 98138H101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -49 | NC      | $-10524.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG RH                               | CFD_EQS GOLDUS33 BYXR425                                                                                                                | CUSIP: 74967X103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1341 | NC      | $-240240.15   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VOYA FINA                        | CFD_EQS GOLDUS33 BKWQ2N2                                                                                                                | CUSIP: 929089100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         515 | NC      | $38362.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG INTERCONT                        | CFD_EQS GOLDUS33 BFSSDS9                                                                                                                | CUSIP: 45866F104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         440 | NC      | $71262.40     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG RINGCENTR                        | CFD_EQS GOLDUS33 BDZCRX3                                                                                                                | CUSIP: 76680R206<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1022 | NC      | $29515.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FORTINET                         | CFD_EQS GOLDUS33 B5B2106                                                                                                                | CUSIP: 34959E109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3081 | NC      | $244662.21    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EDWARDS L                        | CFD_EQS GOLDUS33 2567116                                                                                                                | CUSIP: 28176E108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3295 | NC      | $-280898.75   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CROCS INC                        | CFD_EQS GOLDUS33 B0T7Z62                                                                                                                | CUSIP: 227046109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2036 | NC      | $-174118.72   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG IDEX CORP                        | CFD_EQS GOLDUS33 2456612                                                                                                                | CUSIP: 45167R104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1703 | NC      | $-303031.82   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG STANLEY B                        | CFD_EQS GOLDUS33 B3Q2FJ4                                                                                                                | CUSIP: 854502101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -306 | NC      | $-22729.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TEREX COR                        | CFD_EQS GOLDUS33 2884224                                                                                                                | CUSIP: 880779103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -6106 | NC      | $-325938.28   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SUN COMMU                        | CFD_EQS GOLDUS33 2860257                                                                                                                | CUSIP: 866674104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -440 | NC      | $-54520.40    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SLM CORP                         | CFD_EQS GOLDUS33 2101967                                                                                                                | CUSIP: 78442P106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3798 | NC      | $-102773.88   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GATES IND                        | CFD_EQS GOLDUS33 BD9G2S1                                                                                                                | CUSIP: G39108108<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |         494 | NC      | $10606.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG QUANTUMSC                        | CFD_EQS GOLDUS33 BMC73Z8                                                                                                                | CUSIP: 74767V109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -10259 | NC      | $-106898.78   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GXO LOGIS                        | CFD_EQS GOLDUS33 BNNTGF1                                                                                                                | CUSIP: 36262G101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2780 | NC      | $-146339.20   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG OKTA INC                         | CFD_EQS GOLDUS33 BDFZSP1                                                                                                                | CUSIP: 679295105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -844 | NC      | $-72980.68    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WESTERN U                        | CFD_EQS GOLDUS33 B1F76F9                                                                                                                | CUSIP: 959802109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -29683 | NC      | $-276348.73   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VERISK AN                        | CFD_EQS GOLDUS33 B4P9W92                                                                                                                | CUSIP: 92345Y106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3346 | NC      | $748466.74    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SS&C TECH                        | CFD_EQS GOLDUS33 B58YSC6                                                                                                                | CUSIP: 78467J100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2756 | NC      | $240929.52    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SONOCO PR                        | CFD_EQS GOLDUS33 2821395                                                                                                                | CUSIP: 835495102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2640 | NC      | $-115209.60   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EQUITY LI                        | CFD_EQS GOLDUS33 2563125                                                                                                                | CUSIP: 29472R108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        4219 | NC      | $255713.59    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AMERISOUR                        | CFD_EQS GOLDUS33 2795393                                                                                                                | CUSIP: 03073E105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1066 | NC      | $-360041.50   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SITEONE L                        | CFD_EQS GOLDUS33 BYQ7X81                                                                                                                | CUSIP: 82982L103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -869 | NC      | $-108242.64   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ROYALTY P                        | CFD_EQS GOLDUS33 BMVP7Y0                                                                                                                | CUSIP: G7709Q104<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |       -1739 | NC      | $-67194.96    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS GOLDUS33 BP6JW21                         | CFD_EQS GOLDUS33 BP6JW21                                                                                                                | CUSIP: 50155Q100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       13327 | NC      | $353965.12    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NATIONAL                         | CFD_EQS GOLDUS33 BWWCK85                                                                                                                | CUSIP: 637870106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1621 | NC      | $-45728.41    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AVANTOR I                        | CFD_EQS GOLDUS33 BJLT387                                                                                                                | CUSIP: 05352A100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -9409 | NC      | $-107827.14   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ASHLAND G                        | CFD_EQS GOLDUS33 BYND5N1                                                                                                                | CUSIP: 044186104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1642 | NC      | $-96336.14    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MSA SAFET                        | CFD_EQS GOLDUS33 BKM4S16                                                                                                                | CUSIP: 553498106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         419 | NC      | $67098.66     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SCOTTS MI                        | CFD_EQS GOLDUS33 2781518                                                                                                                | CUSIP: 810186106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -502 | NC      | $-29291.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SAIA INC                         | CFD_EQS GOLDUS33 2982399                                                                                                                | CUSIP: 78709Y105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1487 | NC      | $-485535.24   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MACY S IN                        | CFD_EQS GOLDUS33 2345022                                                                                                                | CUSIP: 55616P104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -11576 | NC      | $-255250.80   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ZOOMINFO                         | CFD_EQS GOLDUS33 BMWF095                                                                                                                | CUSIP: 98980F104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -29320 | NC      | $-298184.40   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ROCKET CO                        | CFD_EQS GOLDUS33 BMD6Y84                                                                                                                | CUSIP: 77311W101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -20895 | NC      | $-404527.20   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SNOWFLAKE                        | CFD_EQS GOLDUS33 BN134B7                                                                                                                | CUSIP: 833445109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        4320 | NC      | $947635.20    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BENTLEY S                        | CFD_EQS GOLDUS33 BMC1PR6                                                                                                                | CUSIP: 08265T208<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -5044 | NC      | $-192504.26   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ALLEGRO M                        | CFD_EQS GOLDUS33 BN4LSB6                                                                                                                | CUSIP: 01749D105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -5613 | NC      | $-148070.94   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CERTARA I                        | CFD_EQS GOLDUS33 BM9GT61                                                                                                                | CUSIP: 15687V109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -17771 | NC      | $-156562.51   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG OPTION CA                        | CFD_EQS GOLDUS33 BKM5C62                                                                                                                | CUSIP: 68404L201<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3394 | NC      | $-108132.84   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EVERCORE                         | CFD_EQS GOLDUS33 B1BHXZ2                                                                                                                | CUSIP: 29977A105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         365 | NC      | $124191.25    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SERVICENO                        | CFD_EQS GOLDUS33 B80NXX8                                                                                                                | CUSIP: 81762P102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1183 | NC      | $181223.77    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NXP SEMIC                        | CFD_EQS GOLDUS33 B505PN7                                                                                                                | CUSIP: N6596X109<br>LEI: N/A                  | N/A              | DE               | CORP              | NL        |       -1123 | NC      | $-243758.38   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SCHWAB (C                        | CFD_EQS GOLDUS33 2779397                                                                                                                | CUSIP: 808513105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1347 | NC      | $-134578.77   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SMITH (A.                        | CFD_EQS GOLDUS33 2816023                                                                                                                | CUSIP: 831865209<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3561 | NC      | $238159.68    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG JM SMUCKE                        | CFD_EQS GOLDUS33 2951452                                                                                                                | CUSIP: 832696405<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -532 | NC      | $-52034.92    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG STATE STR                        | CFD_EQS GOLDUS33 2842040                                                                                                                | CUSIP: 857477103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1238 | NC      | $-159714.38   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PUBLIC ST                        | CFD_EQS GOLDUS33 2852533                                                                                                                | CUSIP: 74460D109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         425 | NC      | $110287.50    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG JEFFERIES                        | CFD_EQS GOLDUS33 BG0Q4Z2                                                                                                                | CUSIP: 47233W109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2944 | NC      | $-182439.68   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TOLL BROT                        | CFD_EQS GOLDUS33 2896092                                                                                                                | CUSIP: 889478103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          64 | NC      | $8654.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG UNIVERSAL                        | CFD_EQS GOLDUS33 2923785                                                                                                                | CUSIP: 913903100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1027 | NC      | $223906.54    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WEC ENERG                        | CFD_EQS GOLDUS33 BYY8XK8                                                                                                                | CUSIP: 92939U106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1620 | NC      | $170845.20    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LANDSTAR                         | CFD_EQS GOLDUS33 2503994                                                                                                                | CUSIP: 515098101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2485 | NC      | $357094.50    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG REGENCY C                        | CFD_EQS GOLDUS33 2726177                                                                                                                | CUSIP: 758849103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1591 | NC      | $109826.73    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FIRST FIN                        | CFD_EQS GOLDUS33 2266026                                                                                                                | CUSIP: 32020R109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3633 | NC      | $108517.71    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EASTMAN C                        | CFD_EQS GOLDUS33 2298386                                                                                                                | CUSIP: 277432100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2180 | NC      | $-139149.40   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BOSTON SC                        | CFD_EQS GOLDUS33 2113434                                                                                                                | CUSIP: 101137107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1534 | NC      | $146266.90    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AGCO CORP                        | CFD_EQS GOLDUS33 2010278                                                                                                                | CUSIP: 001084102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1003 | NC      | $-104632.96   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FIRST IND                        | CFD_EQS GOLDUS33 2360757                                                                                                                | CUSIP: 32054K103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3181 | NC      | $182175.87    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DARLING I                        | CFD_EQS GOLDUS33 2250289                                                                                                                | CUSIP: 237266101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -5259 | NC      | $-189324.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WABTEC CO                        | CFD_EQS GOLDUS33 2955733                                                                                                                | CUSIP: 929740108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2689 | NC      | $573967.05    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG INVESCO L                        | CFD_EQS GOLDUS33 B28XP76                                                                                                                | CUSIP: G491BT108<br>LEI: N/A                  | N/A              | DE               | CORP              | BM        |        8044 | NC      | $211315.88    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WATERS CO                        | CFD_EQS GOLDUS33 2937689                                                                                                                | CUSIP: 941848103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -261 | NC      | $-99135.63    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NEUROCRIN                        | CFD_EQS GOLDUS33 2623911                                                                                                                | CUSIP: 64125C109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2417 | NC      | $342803.11    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MASIMO CO                        | CFD_EQS GOLDUS33 B1YWR63                                                                                                                | CUSIP: 574795100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1618 | NC      | $210437.08    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EXPEDIA G                        | CFD_EQS GOLDUS33 B748CK2                                                                                                                | CUSIP: 30212P303<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1329 | NC      | $376518.99    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG QUEST DIA                        | CFD_EQS GOLDUS33 2702791                                                                                                                | CUSIP: 74834L100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1717 | NC      | $-297951.01   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG INSPERITY                        | CFD_EQS GOLDUS33 2007281                                                                                                                | CUSIP: 45778Q107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3684 | NC      | $142644.48    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AECOM                            | CFD_EQS GOLDUS33 B1VZ431                                                                                                                | CUSIP: 00766T100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1101 | NC      | $104958.33    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG INGREDION                        | CFD_EQS GOLDUS33 B7K24P7                                                                                                                | CUSIP: 457187102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1600 | NC      | $176416.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AMDOCS LT                        | CFD_EQS GOLDUS33 2256908                                                                                                                | CUSIP: G02602103<br>LEI: N/A                  | N/A              | DE               | CORP              | GG        |        2934 | NC      | $236216.34    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG COSTAR GR                        | CFD_EQS GOLDUS33 2262864                                                                                                                | CUSIP: 22160N109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -830 | NC      | $-55809.20    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VEEVA SYS                        | CFD_EQS GOLDUS33 BFH3N85                                                                                                                | CUSIP: 922475108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3032 | NC      | $676833.36    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ONEMAIN H                        | CFD_EQS GOLDUS33 BYSZB89                                                                                                                | CUSIP: 68268W103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1667 | NC      | $-112605.85   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG UNITY SOF                        | CFD_EQS GOLDUS33 BLFDXH8                                                                                                                | CUSIP: 91332U101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -8589 | NC      | $-379376.13   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PALANTIR                         | CFD_EQS GOLDUS33 BN78DQ4                                                                                                                | CUSIP: 69608A108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -175 | NC      | $-31106.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SOTERA HE                        | CFD_EQS GOLDUS33 BNKVRZ7                                                                                                                | CUSIP: 83601L102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1255 | NC      | $22138.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SOFI TECH                        | CFD_EQS GOLDUS33 BM8J4C2                                                                                                                | CUSIP: 83406F102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -11781 | NC      | $-308426.58   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BROWN & B                        | CFD_EQS GOLDUS33 2692687                                                                                                                | CUSIP: 115236101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1527 | NC      | $-121701.90   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GLOBE LIF                        | CFD_EQS GOLDUS33 BK6YKG1                                                                                                                | CUSIP: 37959E102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -573 | NC      | $-80139.78    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG REYNOLDS                         | CFD_EQS GOLDUS33 BKV9674                                                                                                                | CUSIP: 76171L106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2225 | NC      | $-50997.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WESCO INT                        | CFD_EQS GOLDUS33 2416973                                                                                                                | CUSIP: 95082P105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         189 | NC      | $46236.96     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG COCA-COLA                        | CFD_EQS GOLDUS33 2206721                                                                                                                | CUSIP: 191098102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         590 | NC      | $90447.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CELSIUS H                        | CFD_EQS GOLDUS33 B19HX21                                                                                                                | CUSIP: 15118V207<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -5050 | NC      | $-230987.00   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SENTINELO                        | CFD_EQS GOLDUS33 BP7L1B8                                                                                                                | CUSIP: 81730H109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       16540 | NC      | $248100.00    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CORE & MA                        | CFD_EQS GOLDUS33 BNXKS92                                                                                                                | CUSIP: 21874C102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3658 | NC      | $-190106.26   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ROBINHOOD                        | CFD_EQS GOLDUS33 BP0TQN6                                                                                                                | CUSIP: 770700102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3231 | NC      | $-365426.10   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG RYAN SPEC                        | CFD_EQS GOLDUS33 BNXKSK3                                                                                                                | CUSIP: 78351F107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4131 | NC      | $-213283.53   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VALVOLINE                        | CFD_EQS GOLDUS33 BDG22J3                                                                                                                | CUSIP: 92047W101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -5253 | NC      | $-152652.18   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG THERMO FI                        | CFD_EQS GOLDUS33 2886907                                                                                                                | CUSIP: 883556102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -390 | NC      | $-225985.50   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GE HEALTH                        | CFD_EQS BARCUS33 BL6JPG8                                                                                                                | CUSIP: 36266G107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1844 | NC      | $-151244.88   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CELANESE                         | CFD_EQS GOLDUS33 B05MZT4                                                                                                                | CUSIP: 150870103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -7696 | NC      | $-325386.88   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ESTEE LAU                        | CFD_EQS GOLDUS33 2320524                                                                                                                | CUSIP: 518439104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -290 | NC      | $-30368.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TOAST INC                        | CFD_EQS GOLDUS33 BP6D7B7                                                                                                                | CUSIP: 888787108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1958 | NC      | $-69528.58    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PBF ENERG                        | CFD_EQS GOLDUS33 B7F4TJ7                                                                                                                | CUSIP: 69318G106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -5943 | NC      | $-161174.16   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG POOL CORP                        | CFD_EQS GOLDUS33 2781585                                                                                                                | CUSIP: 73278L105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -105 | NC      | $-24018.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LOUISIANA                        | CFD_EQS GOLDUS33 2535243                                                                                                                | CUSIP: 546347105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -131 | NC      | $-10579.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NUCOR COR                        | CFD_EQS GOLDUS33 2651086                                                                                                                | CUSIP: 670346105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1615 | NC      | $-263422.65   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VERALTO C                        | CFD_EQS GOLDUS33 BPGMZQ5                                                                                                                | CUSIP: 92338C103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2204 | NC      | $219915.12    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG APELLIS P                        | CFD_EQS GOLDUS33 BYTQ6X1                                                                                                                | CUSIP: 03753U106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2729 | NC      | $-68552.48    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WEATHERFO                        | CFD_EQS GOLDUS33 BLNN369                                                                                                                | CUSIP: G48833118<br>LEI: N/A                  | N/A              | DE               | CORP              | IE        |        -462 | NC      | $-36156.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HILTON GR                        | CFD_EQS GOLDUS33 BYSLHX4                                                                                                                | CUSIP: 43283X105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -5353 | NC      | $-239546.75   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SUPER MIC                        | CFD_EQS GOLDUS33 BRC3N73                                                                                                                | CUSIP: 86800U302<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -15456 | NC      | $-452397.12   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG INSPIRE M                        | CFD_EQS GOLDUS33 BDT5KT5                                                                                                                | CUSIP: 457730109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -552 | NC      | $-50910.96    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TECHNIPFM                        | CFD_EQS GOLDUS33 BDSFG98                                                                                                                | CUSIP: G87110105<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |       22759 | NC      | $1014141.04   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GITLAB IN                        | CFD_EQS GOLDUS33 BMTVT22                                                                                                                | CUSIP: 37637K108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       17574 | NC      | $659552.22    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PERMIAN R                        | CFD_EQS GOLDUS33 BQPCHB2                                                                                                                | CUSIP: 71424F105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -928 | NC      | $-13019.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG RBC BEARI                        | CFD_EQS GOLDUS33 B0GLYB5                                                                                                                | CUSIP: 75524B104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          24 | NC      | $10762.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TPG INC                          | CFD_EQS GOLDUS33 BNKBB55                                                                                                                | CUSIP: 872657101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1486 | NC      | $-94866.24    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FMC CORP                         | CFD_EQS GOLDUS33 2328603                                                                                                                | CUSIP: 302491303<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -20622 | NC      | $-286027.14   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BLACKSTON                        | CFD_EQS GOLDUS33 BKF2SL7                                                                                                                | CUSIP: 09260D107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2396 | NC      | $-369319.44   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG RAMBUS IN                        | CFD_EQS GOLDUS33 2721967                                                                                                                | CUSIP: 750917106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         208 | NC      | $19113.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TEXAS PAC                        | CFD_EQS GOLDUS33 BM99VY2                                                                                                                | CUSIP: 88262P102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         105 | NC      | $30158.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG APOLLO GL                        | CFD_EQS GOLDUS33 BN44JF6                                                                                                                | CUSIP: 03769M106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1272 | NC      | $-184134.72   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LABCORP H                        | CFD_EQS GOLDUS33 BSBK800                                                                                                                | CUSIP: 504922105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -513 | NC      | $-128701.44   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG APPLIED I                        | CFD_EQS GOLDUS33 2086309                                                                                                                | CUSIP: 03820C105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         908 | NC      | $233147.16    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG APPFOLIO                         | CFD_EQS GOLDUS33 BYN7H48                                                                                                                | CUSIP: 03783C100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -677 | NC      | $-157504.05   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AAON INC                         | CFD_EQS GOLDUS33 2268130                                                                                                                | CUSIP: 000360206<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -6758 | NC      | $-515297.50   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DUOLINGO                         | CFD_EQS GOLDUS33 BMCM6P4                                                                                                                | CUSIP: 26603R106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1087 | NC      | $190768.50    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CASEY S G                        | CFD_EQS GOLDUS33 2179414                                                                                                                | CUSIP: 147528103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -429 | NC      | $-237112.59   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MICROSTRA                        | CFD_EQS GOLDUS33 2974329                                                                                                                | CUSIP: 594972408<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3352 | NC      | $-509336.40   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DUTCH BRO                        | CFD_EQS GOLDUS33 BMWP7H2                                                                                                                | CUSIP: 26701L100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -7637 | NC      | $-467537.14   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG API GROUP                        | CFD_EQS GOLDUS33 BMBPH06                                                                                                                | CUSIP: 00187Y100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -5406 | NC      | $-206814.43   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CAVA GROU                        | CFD_EQS GOLDUS33 BRBD9F4                                                                                                                | CUSIP: 148929102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -6137 | NC      | $-360180.53   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NEXTRACKE                        | CFD_EQS GOLDUS33 BR1GTS6                                                                                                                | CUSIP: 65290E101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1979 | NC      | $-172390.69   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VIKING TH                        | CFD_EQS GOLDUS33 BQQG1V1                                                                                                                | CUSIP: 92686J106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -7636 | NC      | $-268634.48   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LIBERTY S                        | CFD_EQS GOLDUS33 BQWS627                                                                                                                | CUSIP: 829933100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -15550 | NC      | $-310922.25   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CLEARWAY                         | CFD_EQS GOLDUS33 BGJRH57                                                                                                                | CUSIP: 18539C204<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -462 | NC      | $-15366.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AMENTUM H                        | CFD_EQS GOLDUS33 BMZLFJ5                                                                                                                | CUSIP: 023939101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -6997 | NC      | $-202913.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BLACKROCK                        | CFD_EQS GOLDUS33 BMZBBT7                                                                                                                | CUSIP: 09290D101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          13 | NC      | $13914.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SHARKNINJ                        | CFD_EQS GOLDUS33 BRS7681                                                                                                                | CUSIP: G8068L108<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |       -2648 | NC      | $-296311.20   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PARSONS C                        | CFD_EQS GOLDUS33 BJN4N02                                                                                                                | CUSIP: 70202L102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -142 | NC      | $-8775.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EVERUS CO                        | CFD_EQS GOLDUS33 BSVLTM2                                                                                                                | CUSIP: 300426103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2152 | NC      | $-184125.12   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Mirum Pharmaceuticals Inc.                       | Mirum Pharmaceuticals Inc. COM USD0.0001                                                                                                | CUSIP: 604749101<br>LEI: 254900YZKR40F7F27K81 | Short            | EC               | CORP              | US        |       -4077 | NS      | $-322042.23   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Eos Energy Enterprises Inc.                      | Eos Energy Enterprises Inc. COM CL A                                                                                                    | CUSIP: 29415C101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -9462 | NS      | $-108434.52   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management Inc                     | Apollo Global Management Inc COM                                                                                                        | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Short            | EC               | CORP              | US        |       -4568 | NS      | $-661263.68   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| T1 Energy Inc.                                   | T1 Energy Inc. COM NEW                                                                                                                  | CUSIP: 35834F104<br>LEI: 529900H0645VFXNMJ693 | Short            | EC               | CORP              | US        |       -7637 | NS      | $-51015.16    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Bridgebio Pharma Inc                             | BBIO 2.25 02/01/29                                                                                                                      | CUSIP: 10806XAD4<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |      823000 | PA      | $926903.75    | 0.33%             | 2029-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ADTRAN Holdings Inc                              | ADTRAN Holdings Inc COM                                                                                                                 | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Short            | EC               | CORP              | US        |       -8701 | NS      | $-75611.69    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Ascendis Pharma A/S                              | ASND 2.25 04/01/28                                                                                                                      | CUSIP: 04351PAD3<br>LEI: 549300B66JN3W3J8GH73 | Long             | DBT              | CORP              | DK        |      360000 | PA      | $511362.00    | 0.18%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                 | DUK 4.125 04/15/26                                                                                                                      | CUSIP: 26441CBY0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      599000 | PA      | $617718.75    | 0.22%             | 2026-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Cogent Biosciences Inc.                          | Cogent Biosciences Inc. COM                                                                                                             | CUSIP: 19240Q201<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -421 | NS      | $-14953.92    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Planet Labs Pbc                                  | Planet Labs Pbc COM CL A                                                                                                                | CUSIP: 72703X106<br>LEI: 254900Q7PVI3HTQBRB44 | Short            | EC               | CORP              | US        |      -10170 | NS      | $-200552.40   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corporation                               | Enovis Corporation COM                                                                                                                  | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Short            | EC               | CORP              | US        |       -3560 | NS      | $-94838.40    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Incorporated              | Ligand Pharmaceuticals Incorporated SHS                                                                                                 | CUSIP: 532CNT011<br>LEI: 5493008K7TB0IKP37H79 | Short            | EC               | CORP              | US        |         -29 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Centrus Energy Corp.                             | Centrus Energy Corp. CL A                                                                                                               | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Short            | EC               | CORP              | US        |       -2298 | NS      | $-557862.48   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Hims & Hers Health Inc                           | Hims & Hers Health Inc COM CL A                                                                                                         | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Short            | EC               | CORP              | US        |       -2187 | NS      | $-71011.89    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Oscar Health Inc                                 | Oscar Health Inc CL A                                                                                                                   | CUSIP: 687793109<br>LEI: 254900AE8KDLFDOPKZ19 | Short            | EC               | CORP              | US        |       -3769 | NS      | $-54160.53    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Indie Semiconductor Inc.                         | Indie Semiconductor Inc. CLASS A COM                                                                                                    | CUSIP: 45569U101<br>LEI: 254900L1MFXFYGB1PV53 | Short            | EC               | CORP              | US        |      -15727 | NS      | $-55516.31    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| AST SpaceMobile Inc.                             | AST SpaceMobile Inc. COM CL A                                                                                                           | CUSIP: 00217D100<br>LEI: 254900MBSC9P2UCI6623 | Short            | EC               | CORP              | US        |       -2984 | NS      | $-216727.92   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| MKS Inc.                                         | MKSI 1.25 06/01/30                                                                                                                      | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |      545000 | PA      | $696510.00    | 0.25%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DigitalOcean Holdings Inc                        | DigitalOcean Holdings Inc COM                                                                                                           | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Short            | EC               | CORP              | US        |       -6160 | NS      | $-296419.20   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Oddity Tech Ltd.                                 | Oddity Tech Ltd. SHS CL A                                                                                                               | CUSIP: M7518J104<br>LEI: 254900QH12XZS53G0V57 | Short            | EC               | CORP              | IL        |       -1316 | NS      | $-52876.88    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp Del                           | SIRI 3.75 03/15/28                                                                                                                      | CUSIP: 531229AP7<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | DBT              | CORP              | US        |      913000 | PA      | $918934.50    | 0.33%             | 2028-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ionis Pharmaceuticals, Inc.                      | IONS 0 12/01/30                                                                                                                         | CUSIP: 462222AG5<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |       47000 | PA      | $50172.50     | 0.02%             | 2030-12-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| IREN Ltd.                                        | IREN Ltd. ORDINARY SHARES                                                                                                               | CUSIP: Q4982L109<br>LEI: 254900FZF02RB3NNGB71 | Short            | EC               | CORP              | AU        |       -4838 | NS      | $-182731.26   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Terawulf Inc                                     | Terawulf Inc COM                                                                                                                        | CUSIP: 88080T104<br>LEI: 254900CVMW1SX2T78A64 | Short            | EC               | CORP              | US        |      -39114 | NS      | $-449419.86   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Spectrum Brands, Inc.                            | SPB 3.375 06/01/29                                                                                                                      | CUSIP: 84762LAZ8<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |      684000 | PA      | $648603.00    | 0.23%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Pacira Biosciences Inc                           | PCRX 2.125 05/15/29                                                                                                                     | CUSIP: 695127AJ9<br>LEI: 549300P56LERYBDHCF69 | Long             | DBT              | CORP              | US        |      319000 | PA      | $321591.88    | 0.11%             | 2029-05-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Haemonetics Corp                                 | HAE 2.5 06/01/29                                                                                                                        | CUSIP: 405024AD2<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | DBT              | CORP              | US        |      443000 | PA      | $461030.10    | 0.16%             | 2029-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America, Incorporated       | Reinsurance Group of America, Incorporated COM USD0.01                                                                                  | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |        1404 | NS      | $285657.84    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica, Inc.                                  | Primerica, Inc. COM USD0.01                                                                                                             | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |        1650 | NS      | $426294.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corporation                                 | News Corporation COM USD0.01 CL'A'                                                                                                      | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |        5211 | NS      | $136111.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinox Gold Corp                                | Equinox Gold Corp COM NPV(POST REV SPLIT)                                                                                               | CUSIP: 29446Y502<br>LEI: 5493005IN4V1SNP9PN75 | Short            | EC               | CORP              | CA        |      -76622 | NS      | $-1075772.88  | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| Northern Institutional Funds                     | Northern Institutional Funds TREAS PRT PRMR                                                                                             | CUSIP: 665279873<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |    18957709 | NS      | $18957708.97  | 6.71%             |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG ATLASSIAN                        | CFD_EQS GOLDUS33 BQ1PC76                                                                                                                | CUSIP: 049468101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        6652 | NC      | $1078555.28   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AUTONATIO                        | CFD_EQS GOLDUS33 2732635                                                                                                                | CUSIP: 05329W102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1456 | NC      | $-300634.88   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AGREE REA                        | CFD_EQS GOLDUS33 2062161                                                                                                                | CUSIP: 008492100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2355 | NC      | $169630.65    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CRANE CO-                        | CFD_EQS GOLDUS33 BNYD4F8                                                                                                                | CUSIP: 224408104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         360 | NC      | $66394.80     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MACOM TEC                        | CFD_EQS GOLDUS33 B5B15Y5                                                                                                                | CUSIP: 55405Y100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |           6 | NC      | $1027.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG UFP INDUS                        | CFD_EQS GOLDUS33 BMQ60Q1                                                                                                                | CUSIP: 90278Q108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1554 | NC      | $141491.70    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VALARIS L                        | CFD_EQS GOLDUS33 BMY0YX0                                                                                                                | CUSIP: G9460G101<br>LEI: N/A                  | N/A              | DE               | CORP              | BM        |       -4159 | NC      | $-209613.60   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EXPONENT                         | CFD_EQS GOLDUS33 2330318                                                                                                                | CUSIP: 30214U102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1955 | NC      | $135794.30    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG KNIFE RIV                        | CFD_EQS GOLDUS33 BPLL4V5                                                                                                                | CUSIP: 498894104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1388 | NC      | $-97645.80    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CULLEN/FR                        | CFD_EQS GOLDUS33 2239556                                                                                                                | CUSIP: 229899109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1766 | NC      | $-223628.58   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CUMMINS I                        | CFD_EQS GOLDUS33 2240202                                                                                                                | CUSIP: 231021106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -52 | NC      | $-26543.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DEERE & C                        | CFD_EQS GOLDUS33 2261203                                                                                                                | CUSIP: 244199105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -622 | NC      | $-289584.54   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NETFLIX I                        | CFD_EQS GOLDUS33 2857817                                                                                                                | CUSIP: 64110L106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2763 | NC      | $-259058.88   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NASDAQ IN                        | CFD_EQS GOLDUS33 2965107                                                                                                                | CUSIP: 631103108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1993 | NC      | $-193580.09   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG XPO LOGIS                        | CFD_EQS GOLDUS33 B6Z1355                                                                                                                | CUSIP: 983793100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3095 | NC      | $-420641.45   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TEXAS CAP                        | CFD_EQS GOLDUS33 2977209                                                                                                                | CUSIP: 88224Q107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1098 | NC      | $99412.92     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ELANCO AN                        | CFD_EQS GOLDUS33 BF5L3T2                                                                                                                | CUSIP: 28414H103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -11245 | NC      | $-254474.35   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HEWLETT P                        | CFD_EQS GOLDUS33 BYVYWS0                                                                                                                | CUSIP: 42824C109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -8468 | NC      | $-203401.36   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SQUARE IN                        | CFD_EQS GOLDUS33 BYNZGK1                                                                                                                | CUSIP: 852234103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -6691 | NC      | $-435517.19   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HORMEL FO                        | CFD_EQS GOLDUS33 2437264                                                                                                                | CUSIP: 440452100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -6223 | NC      | $-147485.10   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CENTERPOI                        | CFD_EQS GOLDUS33 2440637                                                                                                                | CUSIP: 15189T107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2932 | NC      | $-112412.88   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HUMANA IN                        | CFD_EQS GOLDUS33 2445063                                                                                                                | CUSIP: 444859102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         364 | NC      | $93231.32     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NUTANIX I                        | CFD_EQS GOLDUS33 BYQBFT8                                                                                                                | CUSIP: 67059N108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       21977 | NC      | $1135991.13   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FLOOR & D                        | CFD_EQS GOLDUS33 BYQHP96                                                                                                                | CUSIP: 339750101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4430 | NC      | $-269742.70   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GUIDEWIRE                        | CFD_EQS GOLDUS33 B7JYSG3                                                                                                                | CUSIP: 40171V100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1904 | NC      | $382723.04    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MDU RESOU                        | CFD_EQS GOLDUS33 2547323                                                                                                                | CUSIP: 552690109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1974 | NC      | $-38532.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MGIC INVE                        | CFD_EQS GOLDUS33 2548616                                                                                                                | CUSIP: 552848103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       12265 | NC      | $358383.30    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MANPOWERG                        | CFD_EQS GOLDUS33 2562490                                                                                                                | CUSIP: 56418H100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1359 | NC      | $40403.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG JANUS HEN                        | CFD_EQS GOLDUS33 BYPZJQ6                                                                                                                | CUSIP: G4474Y214<br>LEI: N/A                  | N/A              | DE               | CORP              | JE        |         914 | NC      | $43478.98     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG INGERSOLL                        | CFD_EQS GOLDUS33 BL5GZ82                                                                                                                | CUSIP: 45687V106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3698 | NC      | $-292955.56   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MATTEL IN                        | CFD_EQS GOLDUS33 2572303                                                                                                                | CUSIP: 577081102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -11301 | NC      | $-224211.84   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MCCORMICK                        | CFD_EQS GOLDUS33 2550161                                                                                                                | CUSIP: 579780206<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2076 | NC      | $-141396.36   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ENPHASE E                        | CFD_EQS GOLDUS33 B65SQW4                                                                                                                | CUSIP: 29355A107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -12312 | NC      | $-394599.60   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MICROSOFT                        | CFD_EQS GOLDUS33 2588173                                                                                                                | CUSIP: 594918104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2078 | NC      | $-1004962.36  | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MIDDLEBY                         | CFD_EQS GOLDUS33 2590930                                                                                                                | CUSIP: 596278101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1126 | NC      | $-167402.42   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DROPBOX I                        | CFD_EQS GOLDUS33 BG0T321                                                                                                                | CUSIP: 26210C104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -5782 | NC      | $-160739.60   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MURPHY OI                        | CFD_EQS GOLDUS33 2611206                                                                                                                | CUSIP: 626717102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3311 | NC      | $103468.75    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VIATRIS I                        | CFD_EQS GOLDUS33 BMWS3X9                                                                                                                | CUSIP: 92556V106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3546 | NC      | $44147.70     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BANK OF A                        | CFD_EQS GOLDUS33 2295677                                                                                                                | CUSIP: 060505104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3712 | NC      | $-204160.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NEW YORK                         | CFD_EQS GOLDUS33 2632003                                                                                                                | CUSIP: 650111107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2435 | NC      | $169037.70    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NEWELL BR                        | CFD_EQS GOLDUS33 2635701                                                                                                                | CUSIP: 651229106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -18839 | NC      | $-70081.08    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NIKE INC                         | CFD_EQS GOLDUS33 2640147                                                                                                                | CUSIP: 654106103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3584 | NC      | $-228336.64   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG XCEL ENER                        | CFD_EQS GOLDUS33 2614807                                                                                                                | CUSIP: 98389B100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         492 | NC      | $36339.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EXELON CO                        | CFD_EQS GOLDUS33 2670519                                                                                                                | CUSIP: 30161N101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -231 | NC      | $-10069.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MARATHON                         | CFD_EQS GOLDUS33 B3K3L40                                                                                                                | CUSIP: 56585A102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         929 | NC      | $151083.27    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG REPLIGEN                         | CFD_EQS GOLDUS33 2731654                                                                                                                | CUSIP: 759916109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -992 | NC      | $-162549.12   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SEI INVES                        | CFD_EQS GOLDUS33 2793610                                                                                                                | CUSIP: 784117103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         566 | NC      | $46423.32     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ROBERT HA                        | CFD_EQS GOLDUS33 2110703                                                                                                                | CUSIP: 770323103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        8077 | NC      | $219371.32    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MSCI INC                         | CFD_EQS GOLDUS33 B2972D2                                                                                                                | CUSIP: 55354G100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         835 | NC      | $479064.55    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EDISON IN                        | CFD_EQS GOLDUS33 2829515                                                                                                                | CUSIP: 281020107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        8908 | NC      | $534658.16    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TRUIST FI                        | CFD_EQS GOLDUS33 BKP7287                                                                                                                | CUSIP: 89832Q109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1643 | NC      | $-80852.03    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VERTIV HO                        | CFD_EQS GOLDUS33 BL3LWS8                                                                                                                | CUSIP: 92537N108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         577 | NC      | $93479.77     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CONCENTRI                        | CFD_EQS GOLDUS33 BNKVVY4                                                                                                                | CUSIP: 20602D101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2394 | NC      | $-99542.52    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG STRYKER C                        | CFD_EQS GOLDUS33 2853688                                                                                                                | CUSIP: 863667101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -415 | NC      | $-145860.05   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TELEFLEX                         | CFD_EQS GOLDUS33 2881407                                                                                                                | CUSIP: 879369106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -607 | NC      | $-74078.28    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TEXAS INS                        | CFD_EQS GOLDUS33 2885409                                                                                                                | CUSIP: 882508104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -976 | NC      | $-169326.24   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TIMKEN CO                        | CFD_EQS GOLDUS33 2892807                                                                                                                | CUSIP: 887389104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -315 | NC      | $-26500.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TYLER TEC                        | CFD_EQS GOLDUS33 2909644                                                                                                                | CUSIP: 902252105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -286 | NC      | $-129829.70   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG UGI CORP                         | CFD_EQS GOLDUS33 2910118                                                                                                                | CUSIP: 902681105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -5907 | NC      | $-221099.01   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WASTE MAN                        | CFD_EQS GOLDUS33 2937667                                                                                                                | CUSIP: 94106L109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1053 | NC      | $-231354.63   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG UMB FINAN                        | CFD_EQS GOLDUS33 2918510                                                                                                                | CUSIP: 902788108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -157 | NC      | $-18061.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG RAYTHEON                         | CFD_EQS GOLDUS33 BM5M5Y3                                                                                                                | CUSIP: 75513E101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -283 | NC      | $-51902.20    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VALLEY NA                        | CFD_EQS GOLDUS33 2935326                                                                                                                | CUSIP: 919794107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -17985 | NC      | $-210064.80   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VALMONT I                        | CFD_EQS GOLDUS33 2926825                                                                                                                | CUSIP: 920253101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         373 | NC      | $150065.36    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WEBSTER F                        | CFD_EQS GOLDUS33 2945143                                                                                                                | CUSIP: 947890109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         204 | NC      | $12839.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WEST PHAR                        | CFD_EQS GOLDUS33 2950482                                                                                                                | CUSIP: 955306105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -737 | NC      | $-202778.18   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WEYERHAEU                        | CFD_EQS GOLDUS33 2958936                                                                                                                | CUSIP: 962166104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1239 | NC      | $-29351.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WHIRLPOOL                        | CFD_EQS GOLDUS33 2960384                                                                                                                | CUSIP: 963320106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4409 | NC      | $-318065.26   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MICROCHIP                        | CFD_EQS GOLDUS33 2592174                                                                                                                | CUSIP: 595017104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4139 | NC      | $-263737.08   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG UNITED BA                        | CFD_EQS GOLDUS33 2905794                                                                                                                | CUSIP: 909907107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2269 | NC      | $87129.60     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HANCOCK W                        | CFD_EQS GOLDUS33 2415497                                                                                                                | CUSIP: 410120109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1950 | NC      | $-124176.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG INCYTE CO                        | CFD_EQS GOLDUS33 2471950                                                                                                                | CUSIP: 45337C102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -238 | NC      | $-23507.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG RAYONIER                         | CFD_EQS GOLDUS33 2473138                                                                                                                | CUSIP: 754907103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        4661 | NC      | $100910.65    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG UNIVERSAL                        | CFD_EQS GOLDUS33 2277880                                                                                                                | CUSIP: 91347P105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -619 | NC      | $-72286.82    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CREDIT AC                        | CFD_EQS GOLDUS33 2232050                                                                                                                | CUSIP: 225310101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -365 | NC      | $-161862.90   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WINTRUST                         | CFD_EQS GOLDUS33 2425258                                                                                                                | CUSIP: 97650W108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         788 | NC      | $110178.16    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG KILROY RE                        | CFD_EQS GOLDUS33 2495529                                                                                                                | CUSIP: 49427F108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -6978 | NC      | $-260767.86   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EURONET W                        | CFD_EQS GOLDUS33 2320148                                                                                                                | CUSIP: 298736109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         463 | NC      | $35238.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BOSTON PR                        | CFD_EQS GOLDUS33 2019479                                                                                                                | CUSIP: 101121101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4138 | NC      | $-279232.24   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AGILENT T                        | CFD_EQS GOLDUS33 2520153                                                                                                                | CUSIP: 00846U101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -157 | NC      | $-21362.99    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG C.H. ROBI                        | CFD_EQS GOLDUS33 2116228                                                                                                                | CUSIP: 12541W209<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         165 | NC      | $26525.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EPR PROPE                        | CFD_EQS GOLDUS33 B8XXZP1                                                                                                                | CUSIP: 26884U109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3653 | NC      | $182284.70    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VERISIGN                         | CFD_EQS GOLDUS33 2142922                                                                                                                | CUSIP: 92343E102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        5137 | NC      | $1248034.15   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FEDERATED                        | CFD_EQS GOLDUS33 2246288                                                                                                                | CUSIP: 314211103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        8713 | NC      | $453685.91    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WASTE CON                        | CFD_EQS GOLDUS33 BYVG1F6                                                                                                                | CUSIP: 94106B101<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |         978 | NC      | $171502.08    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SCIENCE A                        | CFD_EQS GOLDUS33 BDTZZG7                                                                                                                | CUSIP: 808625107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -165 | NC      | $-16608.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ARAMARK                          | CFD_EQS GOLDUS33 BH3XG17                                                                                                                | CUSIP: 03852U106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       10504 | NC      | $387177.44    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ONE GAS I                        | CFD_EQS GOLDUS33 BJ0KXV4                                                                                                                | CUSIP: 68235P108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1822 | NC      | $-140749.50   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VIRTU FIN                        | CFD_EQS GOLDUS33 BWTVWD4                                                                                                                | CUSIP: 928254101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -9252 | NC      | $-308276.64   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WINGSTOP                         | CFD_EQS GOLDUS33 BYYXHN4                                                                                                                | CUSIP: 974155103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1183 | NC      | $-282133.67   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TOPBUILD                         | CFD_EQS GOLDUS33 BZ0P3W2                                                                                                                | CUSIP: 89055F103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -196 | NC      | $-81769.24    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PLANET FI                        | CFD_EQS GOLDUS33 BYSFJV8                                                                                                                | CUSIP: 72703H101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2433 | NC      | $-263907.51   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HUBSPOT I                        | CFD_EQS GOLDUS33 BR4T3B3                                                                                                                | CUSIP: 443573100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1670 | NC      | $670171.00    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SYNCHRONY                        | CFD_EQS GOLDUS33 BP96PS6                                                                                                                | CUSIP: 87165B103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2761 | NC      | $230350.23    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CITIZENS                         | CFD_EQS GOLDUS33 BQRX1X3                                                                                                                | CUSIP: 174610105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        4237 | NC      | $247483.17    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DOCUSIGN                         | CFD_EQS GOLDUS33 BFYT7B7                                                                                                                | CUSIP: 256163106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1155 | NC      | $-79002.00    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG POWER INT                        | CFD_EQS GOLDUS33 2133045                                                                                                                | CUSIP: 739276103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         766 | NC      | $27223.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AIRBNB IN                        | CFD_EQS GOLDUS33 BMGYYH4                                                                                                                | CUSIP: 009066101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        7556 | NC      | $1025500.32   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GLOBANT S                        | CFD_EQS GOLDUS33 BP40HF4                                                                                                                | CUSIP: L44385109<br>LEI: N/A                  | N/A              | DE               | CORP              | LU        |       -5867 | NC      | $-383525.79   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PAYCOM SO                        | CFD_EQS GOLDUS33 BL95MY0                                                                                                                | CUSIP: 70432V102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1247 | NC      | $-198721.92   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG REXFORD I                        | CFD_EQS GOLDUS33 BC9ZHL9                                                                                                                | CUSIP: 76169C100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1143 | NC      | $-44256.96    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG KEURIG DR                        | CFD_EQS GOLDUS33 BD3W133                                                                                                                | CUSIP: 49271V100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2118 | NC      | $-59325.18    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CONSTELLA                        | CFD_EQS GOLDUS33 BMH4FS1                                                                                                                | CUSIP: 21037T109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -886 | NC      | $-312997.22   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG KITE REAL                        | CFD_EQS GOLDUS33 BPBSZJ1                                                                                                                | CUSIP: 49803T300<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1213 | NC      | $-29075.61    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NCINO INC                        | CFD_EQS GOLDUS33 BMC8TD1                                                                                                                | CUSIP: 63947X101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -15738 | NC      | $-403522.32   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HF SINCLA                        | CFD_EQS GOLDUS33 BMZQ9C1                                                                                                                | CUSIP: 403949100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -358 | NC      | $-16496.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG RANGE RES                        | CFD_EQS GOLDUS33 2523334                                                                                                                | CUSIP: 75281A109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -520 | NC      | $-18335.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WATTS WAT                        | CFD_EQS GOLDUS33 2943620                                                                                                                | CUSIP: 942749102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1554 | NC      | $428935.08    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG KINSALE C                        | CFD_EQS GOLDUS33 BD1MGQ3                                                                                                                | CUSIP: 49714P108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -55 | NC      | $-21511.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AFFIRM HO                        | CFD_EQS GOLDUS33 BMF9NM8                                                                                                                | CUSIP: 00827B106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2222 | NC      | $-165383.46   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HAYWARD H                        | CFD_EQS GOLDUS33 BMFQC33                                                                                                                | CUSIP: 421298100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1098 | NC      | $-16964.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ESAB CO                          | CFD_EQS GOLDUS33 BJLTMN5                                                                                                                | CUSIP: 29605J106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1001 | NC      | $-111831.72   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG OLLIE S B                        | CFD_EQS GOLDUS33 BZ22B38                                                                                                                | CUSIP: 681116109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3202 | NC      | $-350971.22   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD EQS FIN LEG CRANE CO                         | CFD_EQS GOLDUS33 BQ7W2W6                                                                                                                | CUSIP: 224441105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -6261 | NC      | $-294705.27   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AMAZON.CO                        | CFD_EQS GOLDUS33 2000019                                                                                                                | CUSIP: 023135106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -750 | NC      | $-173115.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HOME DEPO                        | CFD_EQS GOLDUS33 2434209                                                                                                                | CUSIP: 437076102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1197 | NC      | $-411887.70   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG OVINTIV I                        | CFD_EQS GOLDUS33 BJ01KB6                                                                                                                | CUSIP: 69047Q102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -516 | NC      | $-20222.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MATADOR R                        | CFD_EQS GOLDUS33 B7MSLL8                                                                                                                | CUSIP: 576485205<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2617 | NC      | $-111065.48   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG INDEPENDE                        | CFD_EQS GOLDUS33 BCRYTK1                                                                                                                | CUSIP: 45378A106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -15074 | NC      | $-263493.52   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ANTERO RE                        | CFD_EQS GOLDUS33 BFD2WR8                                                                                                                | CUSIP: 03674X106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        4922 | NC      | $169612.12    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MP MATERI                        | CFD_EQS GOLDUS33 BN15Y35                                                                                                                | CUSIP: 553368101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3075 | NC      | $-155349.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ROBLOX CO                        | CFD_EQS GOLDUS33 BMWBC20                                                                                                                | CUSIP: 771049103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        4262 | NC      | $345349.86    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG COINBASE                         | CFD_EQS GOLDUS33 BMC9P69                                                                                                                | CUSIP: 19260Q107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1303 | NC      | $-294660.42   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG APPLOVIN                         | CFD_EQS GOLDUS33 BMV3LG4                                                                                                                | CUSIP: 03831W108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -768 | NC      | $-517493.76   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PROCORE T                        | CFD_EQS GOLDUS33 BLH11J8                                                                                                                | CUSIP: 74275K108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1178 | NC      | $85687.72     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DOXIMITY                         | CFD_EQS GOLDUS33 BMD22Y4                                                                                                                | CUSIP: 26622P107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1296 | NC      | $-57386.88    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CCC INTEL                        | CFD_EQS GOLDUS33 BP4CXL8                                                                                                                | CUSIP: 12510Q100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -11030 | NC      | $-87688.50    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CHESAPEAK                        | CFD_EQS GOLDUS33 BMZ5LZ5                                                                                                                | CUSIP: 165167735<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         430 | NC      | $47454.80     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SEAGATE T                        | CFD_EQS GOLDUS33 BKVD2N4                                                                                                                | CUSIP: G7997R103<br>LEI: N/A                  | N/A              | DE               | CORP              | IE        |        -433 | NC      | $-119243.87   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DOORDASH                         | CFD_EQS GOLDUS33 BN13P03                                                                                                                | CUSIP: 25809K105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         157 | NC      | $35557.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG JACOBS IN                        | CFD_EQS GOLDUS33 BNGC0D3                                                                                                                | CUSIP: 46982L108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1310 | NC      | $173522.60    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MARKEL CO                        | CFD_EQS GOLDUS33 2566436                                                                                                                | CUSIP: 570535104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -12 | NC      | $-25795.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WILLSCOT                         | CFD_EQS GOLDUS33 BMHL0Z4                                                                                                                | CUSIP: 971378104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -21803 | NC      | $-410550.49   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ORMAT TEC                        | CFD_EQS GOLDUS33 B03L311                                                                                                                | CUSIP: 686688102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1109 | NC      | $-122511.23   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NOVANTA I                        | CFD_EQS GOLDUS33 BD8S5H8                                                                                                                | CUSIP: 67000B104<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |       -1138 | NC      | $-135410.62   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EXLSERVIC                        | CFD_EQS GOLDUS33 B07LST0                                                                                                                | CUSIP: 302081104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        6343 | NC      | $269196.92    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FIRST AME                        | CFD_EQS GOLDUS33 B4NFPK4                                                                                                                | CUSIP: 31847R102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1306 | NC      | $-80240.64    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG RPM INTER                        | CFD_EQS GOLDUS33 2756174                                                                                                                | CUSIP: 749685103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1530 | NC      | $-159120.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LANTHEUS                         | CFD_EQS GOLDUS33 BP8S8J5                                                                                                                | CUSIP: 516544103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1716 | NC      | $-114199.80   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG APTIV HOL                        | CFD_EQS GOLDUS33 BTDN8H1                                                                                                                | CUSIP: G3265R107<br>LEI: N/A                  | N/A              | DE               | CORP              | JE        |       -3439 | NC      | $-261673.51   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WARNER MU                        | CFD_EQS GOLDUS33 BLGJ610                                                                                                                | CUSIP: 934550203<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2549 | NC      | $-78177.83    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG STAG INDU                        | CFD_EQS GOLDUS33 B64BRQ5                                                                                                                | CUSIP: 85254J102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         666 | NC      | $24482.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AFLAC INC                        | CFD_EQS GOLDUS33 2026361                                                                                                                | CUSIP: 001055102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1250 | NC      | $-137837.50   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ENSIGN GR                        | CFD_EQS GOLDUS33 B1YWPP8                                                                                                                | CUSIP: 29358P101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -555 | NC      | $-96681.00    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG KEYSIGHT                         | CFD_EQS GOLDUS33 BQZJ0Q9                                                                                                                | CUSIP: 49338L103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1019 | NC      | $-207050.61   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CRH PLC                          | CFD_EQS GOLDUS33 B01ZKD6                                                                                                                | CUSIP: G25508105<br>LEI: N/A                  | N/A              | DE               | CORP              | IE        |        -328 | NC      | $-40934.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Shift4 Payments Inc                              | Shift4 Payments Inc CL A                                                                                                                | CUSIP: 82452J109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -5607 | NS      | $-353072.79   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Rapid7 Inc.                                      | Rapid7 Inc. COM USD0.01                                                                                                                 | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Short            | EC               | CORP              | US        |        -952 | NS      | $-14470.40    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc                                        | Block Inc COM USD0.0000001 CL A                                                                                                         | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Short            | EC               | CORP              | US        |         -58 | NS      | $-3775.22     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Celcuity Inc.                                    | Celcuity Inc. COM USD0.001                                                                                                              | CUSIP: 15102K100<br>LEI: 25490070W7UU7W2SEY87 | Short            | EC               | CORP              | US        |       -1065 | NS      | $-106223.10   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Guardant Health Inc                              | Guardant Health Inc COM USD0.00001                                                                                                      | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Short            | EC               | CORP              | US        |        -240 | NS      | $-24513.60    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corporation                      | Ares Management Corporation COM USD0.01 CLASS A                                                                                         | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Short            | EC               | CORP              | US        |       -4092 | NS      | $-661389.96   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Dillards, Inc.                                   | Dillards, Inc. CLASS'A' COM USD0.01                                                                                                     | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |         299 | NS      | $181295.66    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                       | Hasbro Inc COM USD0.50                                                                                                                  | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |        4716 | NS      | $386712.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corporation                                | Loews Corporation COM USD0.01                                                                                                           | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |        1283 | NS      | $135112.73    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowes Companies, Inc.                            | Lowes Companies, Inc. COM USD0.50                                                                                                       | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |        1042 | NS      | $251288.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc.                                      | Sunrun Inc. COM USD0.0001                                                                                                               | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Short            | EC               | CORP              | US        |      -15176 | NS      | $-279238.40   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Ionis Pharmaceuticals, Inc.                      | Ionis Pharmaceuticals, Inc. COM USD0.001                                                                                                | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Short            | EC               | CORP              | US        |       -5230 | NS      | $-413745.30   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corp.                           | Integer Holdings Corp. COM NPV                                                                                                          | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Short            | EC               | CORP              | US        |       -1122 | NS      | $-87998.46    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co Inc.                                    | KKR & Co Inc. COM USD0.01                                                                                                               | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Short            | EC               | CORP              | US        |       -3494 | NS      | $-445415.12   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Spectrum Brands Holdings Inc                     | Spectrum Brands Holdings Inc COM USD0.01                                                                                                | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Short            | EC               | CORP              | US        |       -1264 | NS      | $-74677.12    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Snap Inc                                         | Snap Inc COM USD0.00001 CL A                                                                                                            | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Short            | EC               | CORP              | US        |      -10889 | NS      | $-87874.23    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Bloom Energy Corporation                         | Bloom Energy Corporation COM USD0.0001 CL A                                                                                             | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Short            | EC               | CORP              | US        |        -948 | NS      | $-82371.72    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co.                   | Hewlett Packard Enterprise Co. COM USD0.01                                                                                              | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Short            | EC               | CORP              | US        |      -27258 | NS      | $-654737.16   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Bridgebio Pharma Inc                             | Bridgebio Pharma Inc COM USD0.001                                                                                                       | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Short            | EC               | CORP              | US        |       -4416 | NS      | $-337779.84   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Sphere Entertainment Co.                         | Sphere Entertainment Co. CL A                                                                                                           | CUSIP: 55826T102<br>LEI: 254900ZW4JWKYRZZ9A91 | Short            | EC               | CORP              | US        |      -13975 | NS      | $-1328743.00  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies Inc.                            | BWX Technologies Inc. COM USD0.01                                                                                                       | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Short            | EC               | CORP              | US        |        -201 | NS      | $-34740.84    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp.                             | Peabody Energy Corp. COM USD0.01                                                                                                        | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Short            | EC               | CORP              | US        |      -12285 | NS      | $-364864.50   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corporation                              | Parsons Corporation COM USD1.00                                                                                                         | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Short            | EC               | CORP              | US        |       -1245 | NS      | $-76941.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG EXTRA SPA                        | CFD_EQS GOLDUS33 B02HWR9                                                                                                                | CUSIP: 30225T102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -463 | NC      | $-60291.86    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SALESFORC                        | CFD_EQS GOLDUS33 2310525                                                                                                                | CUSIP: 79466L302<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -713 | NC      | $-188880.83   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ARTHUR J                         | CFD_EQS GOLDUS33 2359506                                                                                                                | CUSIP: 363576109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1675 | NC      | $-433473.25   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GENERAL E                        | CFD_EQS GOLDUS33 BL59CR9                                                                                                                | CUSIP: 369604301<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         930 | NC      | $286467.90    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WW GRAING                        | CFD_EQS GOLDUS33 2380863                                                                                                                | CUSIP: 384802104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         370 | NC      | $373348.50    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HAEMONETI                        | CFD_EQS GOLDUS33 2401195                                                                                                                | CUSIP: 405024100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         456 | NC      | $36548.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HEALTHPEA                        | CFD_EQS GOLDUS33 BJBLRK3                                                                                                                | CUSIP: 42250P103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2588 | NC      | $-41615.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HUBBELL I                        | CFD_EQS GOLDUS33 BDFG6S3                                                                                                                | CUSIP: 443510607<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -414 | NC      | $-183861.54   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HUNT (JB)                        | CFD_EQS GOLDUS33 2445416                                                                                                                | CUSIP: 445658107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         805 | NC      | $156443.70    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HUNTINGTO                        | CFD_EQS GOLDUS33 2445966                                                                                                                | CUSIP: 446150104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -10347 | NC      | $-179520.45   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TRANE TEC                        | CFD_EQS GOLDUS33 BK9ZQ96                                                                                                                | CUSIP: G8994E103<br>LEI: N/A                  | N/A              | DE               | CORP              | IE        |        1180 | NC      | $459256.00    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG INTEL COR                        | CFD_EQS GOLDUS33 2463247                                                                                                                | CUSIP: 458140100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4058 | NC      | $-149740.20   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG INTERNATI                        | CFD_EQS GOLDUS33 2465254                                                                                                                | CUSIP: 460146103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3966 | NC      | $-156220.74   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ELI LILLY                        | CFD_EQS GOLDUS33 2516152                                                                                                                | CUSIP: 532457108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -218 | NC      | $-234280.24   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LINCOLN E                        | CFD_EQS GOLDUS33 2516851                                                                                                                | CUSIP: 533900106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         964 | NC      | $231012.96    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MASCO COR                        | CFD_EQS GOLDUS33 2570200                                                                                                                | CUSIP: 574599106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1318 | NC      | $83640.28     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG S&P GLOBA                        | CFD_EQS GOLDUS33 BYV2325                                                                                                                | CUSIP: 78409V104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -545 | NC      | $-284811.55   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CARRIER G                        | CFD_EQS GOLDUS33 BK4N0D7                                                                                                                | CUSIP: 14448C104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -5005 | NC      | $-264464.20   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG OTIS WORL                        | CFD_EQS GOLDUS33 BK531S8                                                                                                                | CUSIP: 68902V107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2027 | NC      | $177058.45    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ECHOSTAR                         | CFD_EQS GOLDUS33 B2NC471                                                                                                                | CUSIP: 278768106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1708 | NC      | $-185659.60   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG YETI HOLD                        | CFD_EQS GOLDUS33 BGR7KH2                                                                                                                | CUSIP: 98585X104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4849 | NC      | $-214180.33   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PINTEREST                        | CFD_EQS GOLDUS33 BJ2Z0H2                                                                                                                | CUSIP: 72352L106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1198 | NC      | $-31016.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DOMINO S                         | CFD_EQS GOLDUS33 B01SD70                                                                                                                | CUSIP: 25754A201<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -161 | NC      | $-67108.02    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BANK OZK                         | CFD_EQS GOLDUS33 BZ56Q65                                                                                                                | CUSIP: 06417N103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3817 | NC      | $-175658.34   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NATERA IN                        | CFD_EQS GOLDUS33 BYQRG48                                                                                                                | CUSIP: 632307104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3742 | NC      | $857254.78    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG UWM HOLDI                        | CFD_EQS GOLDUS33 BMDJ3B9                                                                                                                | CUSIP: 91823B109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -21922 | NC      | $-96018.36    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AIR PRODU                        | CFD_EQS GOLDUS33 2011602                                                                                                                | CUSIP: 009158106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2122 | NC      | $-524176.44   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Guidestone Funds                                 | Guidestone Funds MONEY MKT INSTL                                                                                                        | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |       34238 | NS      | $34238.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Smurfit WestRock plc                             | Smurfit WestRock plc COM USD0.001                                                                                                       | CUSIP: G8267P108<br>LEI: 635400EGSEOPDW2EXS14 | Long             | EC               | CORP              | IE        |       15413 | NS      | $596020.71    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Check Point Software Technologies Ltd.           | Check Point Software Technologies Ltd. ORD ILS0.01                                                                                      | CUSIP: M22465104<br>LEI: 2549003ZVBH73EPNS513 | Short            | EC               | CORP              | IL        |        -423 | NS      | $-78491.88    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic, Inc.                               | Cirrus Logic, Inc. COM USD0.001                                                                                                         | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |         105 | NS      | $12442.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CNA Financial Corporation                        | CNA Financial Corporation COM USD2.50                                                                                                   | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               | CORP              | US        |        3876 | NS      | $185040.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc.                   | CSG Systems International Inc. COM USD0.01                                                                                              | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Short            | EC               | CORP              | US        |       -6410 | NS      | $-491582.90   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Conmed Corporation                               | Conmed Corporation COM USD0.01                                                                                                          | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Short            | EC               | CORP              | US        |        -309 | NS      | $-12545.40    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp.                           | ON Semiconductor Corp. COM USD0.01                                                                                                      | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Short            | EC               | CORP              | US        |       -2684 | NS      | $-145338.60   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software Inc.               | Take-Two Interactive Software Inc. COM USD0.01                                                                                          | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |        1711 | NS      | $438067.33    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances Inc.          | International Flavors & Fragrances Inc. COM USD0.125                                                                                    | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |         422 | NS      | $28438.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kroger Co.                                   | The Kroger Co. COM USD1.00                                                                                                              | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |        4422 | NS      | $276286.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Marzetti Co.                                     | Marzetti Co. COM NPV                                                                                                                    | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |        1319 | NS      | $216869.98    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc.                                     | Polaris Inc. COM USD0.01                                                                                                                | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |        2248 | NS      | $142186.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp                                         | RLI Corp COM USD1.00                                                                                                                    | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |        2638 | NS      | $168779.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold, Inc.                                 | Royal Gold, Inc. COM USD0.01                                                                                                            | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |         639 | NS      | $142043.31    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                                | Tractor Supply Co COM USD0.008                                                                                                          | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |        1174 | NS      | $58711.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods, Inc.                                | Tyson Foods, Inc. CLASS'A'COM USD0.10                                                                                                   | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |        2255 | NS      | $132188.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Company                         | Vulcan Materials Company COM STK USD1                                                                                                   | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |         358 | NS      | $102108.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc                               | Crown Holdings Inc COM USD5                                                                                                             | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |        5030 | NS      | $517939.10    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                      | Walmart Inc COM USD0.10                                                                                                                 | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |        4394 | NS      | $489535.54    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp.                            | Western Digital Corp. COM USD0.01                                                                                                       | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |         678 | NS      | $116799.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The TJX Companies Inc.                           | The TJX Companies Inc. COM USD1                                                                                                         | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |        2550 | NS      | $391705.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corporation                   | Zebra Technologies Corporation 'A'COM USD0.01                                                                                           | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |         468 | NS      | $113639.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Solaredge Technologies Inc                       | Solaredge Technologies Inc USD0.0001                                                                                                    | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Short            | EC               | CORP              | US        |       -4350 | NS      | $-125497.50   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                            | Bath & Body Works Inc COM                                                                                                               | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |         471 | NS      | $9457.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co.                   | Hewlett Packard Enterprise Co. 7.625% SERIES C MANDATORY CONVERTIBLE PREFERRED STOCK                                                    | CUSIP: 42824C208<br>LEI: 549300BX44RGX6ANDV88 | Long             | EP               | CORP              | US        |       12011 | PA      | $801013.59    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings, Inc.                     | CF Industries Holdings, Inc. COM USD0.01                                                                                                | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |         968 | NS      | $74865.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| C.H. Robinson Worldwide Inc                      | C.H. Robinson Worldwide Inc COM USD0.10                                                                                                 | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |         937 | NS      | $150632.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hanover Insurance Group, Inc.                | The Hanover Insurance Group, Inc. COM USD0.01                                                                                           | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |        1133 | NS      | $207078.41    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment, Inc.                  | Live Nation Entertainment, Inc. COM USD0.01                                                                                             | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |        3012 | NS      | $429210.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap Inc                                         | Snap Inc COM USD0.00001 CL A                                                                                                            | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |        4079 | NS      | $32917.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical Inc.                    | Collegium Pharmaceutical Inc. COM USD0.001                                                                                              | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Short            | EC               | CORP              | US        |      -13021 | NS      | $-602872.30   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| IAC Inc                                          | IAC Inc COM NEW                                                                                                                         | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |        8771 | NS      | $342946.10    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Globalfoundries Inc                              | Globalfoundries Inc ORDINARY SHARES                                                                                                     | CUSIP: G39387108<br>LEI: 549300BA76VK784VMX48 | Long             | EC               | CORP              | KY        |       10576 | NS      | $369313.92    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corporation                         | Lam Research Corporation COM NEW                                                                                                        | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |        3321 | NS      | $568488.78    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                               | Meta Platforms Inc COM USD0.000006 CL 'A'                                                                                               | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |          71 | NS      | $46866.39     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolent Health, Inc.                             | Evolent Health, Inc. COM USD0.01 CLASS A                                                                                                | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Short            | EC               | CORP              | US        |       -4395 | NS      | $-17580.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings Inc.                          | Alarm.com Holdings Inc. COM USD0.01                                                                                                     | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Short            | EC               | CORP              | US        |       -2356 | NS      | $-120203.12   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Rivian Automotive Inc                            | Rivian Automotive Inc COM CL A                                                                                                          | CUSIP: 76954A103<br>LEI: 25490004LNKJ84MFYY24 | Long             | EC               | CORP              | US        |       21650 | NS      | $426721.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Intermediate Holdings Inc.              | BellRing Intermediate Holdings Inc. COMMON STOCK                                                                                        | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |        2276 | NS      | $60837.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Global Ltd.                              | Liberty Global Ltd. COM CL A                                                                                                            | CUSIP: G61188101<br>LEI: 213800HRMKKTYH7SKA24 | Long             | EC               | CORP              | BM        |       44099 | NS      | $491262.86    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG BOEING CO                        | CFD_EQS GOLDUS33 2108601                                                                                                                | CUSIP: 097023105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2205 | NC      | $478749.60    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LULULEMON                        | CFD_EQS GOLDUS33 B23FN39                                                                                                                | CUSIP: 550021109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1013 | NC      | $-210511.53   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CACI INTE                        | CFD_EQS GOLDUS33 2159267                                                                                                                | CUSIP: 127190304<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -55 | NC      | $-29304.55    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DOLBY LAB                        | CFD_EQS GOLDUS33 B04NJM9                                                                                                                | CUSIP: 25659T107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1570 | NC      | $100825.40    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CLEAN HAR                        | CFD_EQS GOLDUS33 2202473                                                                                                                | CUSIP: 184496107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -789 | NC      | $-185004.72   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG COCA-COLA                        | CFD_EQS GOLDUS33 2206657                                                                                                                | CUSIP: 191216100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -11370 | NC      | $-794876.70   | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LPL FINAN                        | CFD_EQS GOLDUS33 B75JX34                                                                                                                | CUSIP: 50212V100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1809 | NC      | $-646120.53   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CONSOLIDA                        | CFD_EQS GOLDUS33 2216850                                                                                                                | CUSIP: 209115104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         931 | NC      | $92466.92     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CMS ENERG                        | CFD_EQS GOLDUS33 2219224                                                                                                                | CUSIP: 125896100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3377 | NC      | $236153.61    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CORNING I                        | CFD_EQS GOLDUS33 2224701                                                                                                                | CUSIP: 219350105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -373 | NC      | $-32659.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DTE ENERG                        | CFD_EQS GOLDUS33 2280220                                                                                                                | CUSIP: 233331107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         722 | NC      | $93123.56     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DOVER COR                        | CFD_EQS GOLDUS33 2278407                                                                                                                | CUSIP: 260003108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -251 | NC      | $-49005.24    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PERKINELM                        | CFD_EQS GOLDUS33 2305844                                                                                                                | CUSIP: 714046109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3473 | NC      | $-336012.75   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EQUIFAX I                        | CFD_EQS GOLDUS33 2319146                                                                                                                | CUSIP: 294429105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         509 | NC      | $110442.82    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AXON ENTE                        | CFD_EQS GOLDUS33 BDT5S35                                                                                                                | CUSIP: 05464C101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -498 | NC      | $-282829.14   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ACCENTURE                        | CFD_EQS GOLDUS33 B4BNMY3                                                                                                                | CUSIP: G1151C101<br>LEI: N/A                  | N/A              | DE               | CORP              | IE        |        1159 | NC      | $310959.70    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ZIMMER BI                        | CFD_EQS GOLDUS33 2783815                                                                                                                | CUSIP: 98956P102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         114 | NC      | $10250.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BUNGE LTD                        | CFD_EQS GOLDUS33 2788713                                                                                                                | CUSIP: H11356104<br>LEI: N/A                  | N/A              | DE               | CORP              | CH        |       -5446 | NC      | $-485129.68   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PRUDENTIA                        | CFD_EQS GOLDUS33 2819118                                                                                                                | CUSIP: 744320102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -377 | NC      | $-42555.76    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SYNAPTICS                        | CFD_EQS GOLDUS33 2839268                                                                                                                | CUSIP: 87157D109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -5155 | NC      | $-381573.10   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BWX TECHN                        | CFD_EQS GOLDUS33 BZ0W624                                                                                                                | CUSIP: 05605H100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -93 | NC      | $-16074.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CBOE GLOB                        | CFD_EQS GOLDUS33 B5834C5                                                                                                                | CUSIP: 12503M108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         191 | NC      | $47941.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TRANSDIGM                        | CFD_EQS GOLDUS33 B11FJK3                                                                                                                | CUSIP: 893641100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -160 | NC      | $-212776.00   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ASSURED G                        | CFD_EQS GOLDUS33 B00V7H8                                                                                                                | CUSIP: G0585R106<br>LEI: N/A                  | N/A              | DE               | CORP              | BM        |       -1033 | NC      | $-92835.71    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ALPHABET                         | CFD_EQS GOLDUS33 BYVY8G0                                                                                                                | CUSIP: 02079K305<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4026 | NC      | $-1260138.00  | -0.45%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BECTON DI                        | CFD_EQS GOLDUS33 2087807                                                                                                                | CUSIP: 075887109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         160 | NC      | $31051.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VERIZON C                        | CFD_EQS GOLDUS33 2090571                                                                                                                | CUSIP: 92343V104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2368 | NC      | $-96448.64    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG REGIONS F                        | CFD_EQS GOLDUS33 B01R311                                                                                                                | CUSIP: 7591EP100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3374 | NC      | $91435.40     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ULTA BEAU                        | CFD_EQS GOLDUS33 B28TS42                                                                                                                | CUSIP: 90384S303<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -326 | NC      | $-197233.26   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ENTEGRIS                         | CFD_EQS GOLDUS33 2599700                                                                                                                | CUSIP: 29362U104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4331 | NC      | $-364886.75   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CHIPOTLE                         | CFD_EQS GOLDUS33 B0X7DZ3                                                                                                                | CUSIP: 169656105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1929 | NC      | $71373.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CUBESMART                        | CFD_EQS GOLDUS33 B6SW913                                                                                                                | CUSIP: 229663109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2899 | NC      | $104508.95    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MORNINGST                        | CFD_EQS GOLDUS33 B081VR8                                                                                                                | CUSIP: 617700109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1899 | NC      | $412671.69    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG REGENERON                        | CFD_EQS GOLDUS33 2730190                                                                                                                | CUSIP: 75886F107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -121 | NC      | $-93396.27    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NVIDIA CO                        | CFD_EQS GOLDUS33 2379504                                                                                                                | CUSIP: 67066G104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1661 | NC      | $-309776.50   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SCHLUMBER                        | CFD_EQS GOLDUS33 2779201                                                                                                                | CUSIP: 806857108<br>LEI: N/A                  | N/A              | DE               | CORP              | CW        |      -12909 | NC      | $-495447.42   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG KEYCORP                          | CFD_EQS GOLDUS33 2490911                                                                                                                | CUSIP: 493267108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        9162 | NC      | $189103.68    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BILL.COM                         | CFD_EQS GOLDUS33 BKDS4H5                                                                                                                | CUSIP: 090043100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -9583 | NC      | $-522656.82   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SOUTHWEST                        | CFD_EQS GOLDUS33 2831888                                                                                                                | CUSIP: 844895102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        4091 | NC      | $327361.82    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NORTONLIF                        | CFD_EQS GOLDUS33 BJN4XN5                                                                                                                | CUSIP: 668771108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4792 | NC      | $-130294.48   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TORO CO                          | CFD_EQS GOLDUS33 2897040                                                                                                                | CUSIP: 891092108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3246 | NC      | $255525.12    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TREX COMP                        | CFD_EQS GOLDUS33 2483074                                                                                                                | CUSIP: 89531P105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1219 | NC      | $42762.52     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CORPORATE                        | CFD_EQS GOLDUS33 2756152                                                                                                                | CUSIP: 22002T108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3583 | NC      | $99607.40     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG OMEGA HEA                        | CFD_EQS GOLDUS33 2043274                                                                                                                | CUSIP: 681936100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3289 | NC      | $145834.26    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MID-AMERI                        | CFD_EQS GOLDUS33 2589132                                                                                                                | CUSIP: 59522J103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1412 | NC      | $196140.92    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LENNOX IN                        | CFD_EQS GOLDUS33 2442053                                                                                                                | CUSIP: 526107107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -465 | NC      | $-225794.70   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG COPART IN                        | CFD_EQS GOLDUS33 2208073                                                                                                                | CUSIP: 217204106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        6064 | NC      | $237405.60    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DEVON ENE                        | CFD_EQS GOLDUS33 2480677                                                                                                                | CUSIP: 25179M103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -422 | NC      | $-15457.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AKAMAI TE                        | CFD_EQS GOLDUS33 2507457                                                                                                                | CUSIP: 00971T101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2937 | NC      | $-256253.25   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AUTOLIV I                        | CFD_EQS GOLDUS33 2064253                                                                                                                | CUSIP: 052800109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1551 | NC      | $184103.70    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CHOICE HO                        | CFD_EQS GOLDUS33 2106780                                                                                                                | CUSIP: 169905106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -6154 | NC      | $-586230.04   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MOODY S C                        | CFD_EQS GOLDUS33 2252058                                                                                                                | CUSIP: 615369105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -175 | NC      | $-89398.75    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NORWEGIAN                        | CFD_EQS GOLDUS33 B9CGTC3                                                                                                                | CUSIP: G66721104<br>LEI: N/A                  | N/A              | DE               | CORP              | BM        |       -7750 | NC      | $-172980.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WESTERN A                        | CFD_EQS GOLDUS33 B0CCGJ4                                                                                                                | CUSIP: 957638109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2542 | NC      | $-213705.94   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HEALTHEQU                        | CFD_EQS GOLDUS33 BP8XZL1                                                                                                                | CUSIP: 42226A107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1330 | NC      | $121841.30    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DICK S SP                        | CFD_EQS GOLDUS33 2969637                                                                                                                | CUSIP: 253393102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2516 | NC      | $-498092.52   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ERIE INDE                        | CFD_EQS GOLDUS33 2311711                                                                                                                | CUSIP: 29530P102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -541 | NC      | $-155077.65   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MAPLEBEAR                        | CFD_EQS GOLDUS33 BN4L6W3                                                                                                                | CUSIP: 565394103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -962 | NC      | $-43270.76    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FLEX LTD                         | CFD_EQS GOLDUS33 2353058                                                                                                                | CUSIP: Y2573F102<br>LEI: N/A                  | N/A              | DE               | CORP              | SG        |       -2323 | NC      | $-140355.66   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG APPLE INC                        | CFD_EQS GOLDUS33 2046251                                                                                                                | CUSIP: 037833100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3096 | NC      | $-841678.56   | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FREEDOM H                        | CFD_EQS GOLDUS33 BF242Z3                                                                                                                | CUSIP: 356390104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         966 | NC      | $117542.88    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AMCOR PLC                        | CFD_EQS GOLDUS33 BJ1F307                                                                                                                | CUSIP: G0250X107<br>LEI: N/A                  | N/A              | DE               | CORP              | JE        |      -73194 | NC      | $-610437.96   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG REVOLUTIO                        | CFD_EQS GOLDUS33 BL71K91                                                                                                                | CUSIP: 76155X100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -790 | NC      | $-62923.50    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                               | Post Holdings Inc. COM USD0.01                                                                                                          | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |         378 | NS      | $37440.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Markets Inc                      | Sprouts Farmers Markets Inc COM USD0.001                                                                                                | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |         947 | NS      | $75447.49     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co                           | Abercrombie & Fitch Co CL'A'COM USD0.01                                                                                                 | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |        1236 | NS      | $155575.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| The Allstate Corporation                         | The Allstate Corporation COM USD0.01                                                                                                    | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |         887 | NS      | $184629.05    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations Inc.                          | Power Integrations Inc. COM USD0.001                                                                                                    | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |        1377 | NS      | $48938.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Incorporated                  | Jones Lang LaSalle Incorporated COM USD0.01                                                                                             | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |         923 | NS      | $310561.81    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptargroup Inc.                                  | Aptargroup Inc. COM USD0.01                                                                                                             | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |        2195 | NS      | $267702.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics, Inc.                          | Arrow Electronics, Inc. COM USD1                                                                                                        | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |         994 | NS      | $109518.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corporation                       | Avery Dennison Corporation COM USD1                                                                                                     | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |        1186 | NS      | $215709.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira Biosciences Inc                           | Pacira Biosciences Inc COM USD0.001                                                                                                     | CUSIP: 695127100<br>LEI: 549300P56LERYBDHCF69 | Short            | EC               | CORP              | US        |       -4286 | NS      | $-110921.68   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Avnet, Inc.                                      | Avnet, Inc. COM USD1.00                                                                                                                 | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |        4927 | NS      | $236890.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc.                                  | BorgWarner Inc. COM USD0.01                                                                                                             | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |        6399 | NS      | $288338.94    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                                     | Tapestry Inc COM USD0.01                                                                                                                | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |        1902 | NS      | $243018.54    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Companies Inc.                        | Albertsons Companies Inc. COMMON STOCK                                                                                                  | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |       11770 | NS      | $202090.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif, Inc.                                      | Greif, Inc. CLASS'A'COM NPV                                                                                                             | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |        2471 | NS      | $167286.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group, Inc.                   | American Financial Group, Inc. COM NPV                                                                                                  | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |        1554 | NS      | $212400.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corporation                                | FedEx Corporation COM USD0.10                                                                                                           | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |         263 | NS      | $75970.18     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corporation                             | Amphenol Corporation CL'A'COM USD0.001                                                                                                  | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |        5365 | NS      | $725026.10    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corporation                            | Brunswick Corporation COM USD0.75                                                                                                       | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |         117 | NS      | $8686.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corporation                 | Cincinnati Financial Corporation COM USD2.00                                                                                            | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |        2748 | NS      | $448803.36    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Wayfair Inc                                      | Wayfair Inc COM USD0.001 A                                                                                                              | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Long             | EC               | CORP              | US        |        3301 | NS      | $331453.41    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                       | Garmin Ltd COM CHF10.00                                                                                                                 | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |         868 | NS      | $176073.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidestone Funds                                 | Guidestone Funds MONEY MKT INSTL                                                                                                        | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |     1255126 | NS      | $1255126.27   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills                     | B 0 02/10/26                                                                                                                            | CUSIP: 912797SQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    32775000 | PA      | $32649556.47  | 11.55%            | 2026-02-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TARGA RES                        | CFD_EQS GOLDUS33 B55PZY3                                                                                                                | CUSIP: 87612G101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         301 | NC      | $55534.50     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CIGNA COR                        | CFD_EQS GOLDUS33 BHJ0775                                                                                                                | CUSIP: 125523100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1446 | NC      | $397982.58    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DEXCOM IN                        | CFD_EQS GOLDUS33 B0796X4                                                                                                                | CUSIP: 252131107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        5732 | NC      | $380432.84    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FORTUNE B                        | CFD_EQS GOLDUS33 B3MC7D6                                                                                                                | CUSIP: 34964C106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2467 | NC      | $-123399.34   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG INSULET C                        | CFD_EQS GOLDUS33 B1XGNW4                                                                                                                | CUSIP: 45784P101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1175 | NC      | $333982.00    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG UNDER ARM                        | CFD_EQS GOLDUS33 B0PZN11                                                                                                                | CUSIP: 904311107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -62588 | NC      | $-311062.36   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ZILLOW GR                        | CFD_EQS GOLDUS33 BYXJF62                                                                                                                | CUSIP: 98954M200<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2042 | NC      | $-139305.24   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AMERICAN                         | CFD_EQS GOLDUS33 2026242                                                                                                                | CUSIP: 025537101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1200 | NC      | $138372.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CERIDIAN                         | CFD_EQS GOLDUS33 BFX1V56                                                                                                                | CUSIP: 15677J108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -663 | NC      | $-45853.08    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EQUITABLE                        | CFD_EQS GOLDUS33 BKRMR96                                                                                                                | CUSIP: 29452E101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2060 | NC      | $98159.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FORTIVE C                        | CFD_EQS GOLDUS33 BYT3MK1                                                                                                                | CUSIP: 34959J108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3290 | NC      | $-181640.90   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG INVITATIO                        | CFD_EQS GOLDUS33 BD81GW9                                                                                                                | CUSIP: 46187W107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3385 | NC      | $94069.15     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TENET HEA                        | CFD_EQS GOLDUS33 B8DMK08                                                                                                                | CUSIP: 88033G407<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1204 | NC      | $239258.88    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EVERSOURC                        | CFD_EQS GOLDUS33 BVVN4Q8                                                                                                                | CUSIP: 30040W108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -384 | NC      | $-25854.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WELLS FAR                        | CFD_EQS GOLDUS33 2649100                                                                                                                | CUSIP: 949746101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2160 | NC      | $-201312.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ONEOK INC                        | CFD_EQS GOLDUS33 2130109                                                                                                                | CUSIP: 682680103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4573 | NC      | $-336115.50   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Indie Semiconductor Inc.                         | INDI 4.5 11/15/27                                                                                                                       | CUSIP: 45569UAA9<br>LEI: 254900L1MFXFYGB1PV53 | Long             | DBT              | CORP              | US        |      352000 | PA      | $365094.40    | 0.13%             | 2027-11-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                  | LYV 3.125 01/15/29                                                                                                                      | CUSIP: 538034BA6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      733000 | PA      | $1066881.50   | 0.38%             | 2029-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Pagaya Technologies Ltd.                         | Pagaya Technologies Ltd. CL A NEW                                                                                                       | CUSIP: M7S64L123<br>LEI: N/A                  | Short            | EC               | CORP              | IL        |      -23688 | NS      | $-495079.20   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| DexCom Inc                                       | DXCM 0.375 05/15/28                                                                                                                     | CUSIP: 252131AM9<br>LEI: 549300YSK3QDSFR5EU59 | Long             | DBT              | CORP              | US        |      312000 | PA      | $287274.00    | 0.10%             | 2028-05-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ORACLE CO                        | CFD_EQS GOLDUS33 2661568                                                                                                                | CUSIP: 68389X105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2574 | NC      | $-501698.34   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PENTAIR P                        | CFD_EQS GOLDUS33 BLS09M3                                                                                                                | CUSIP: G7S00T104<br>LEI: N/A                  | N/A              | DE               | CORP              | IE        |        -727 | NC      | $-75709.78    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CONOCOPHI                        | CFD_EQS GOLDUS33 2685717                                                                                                                | CUSIP: 20825C104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         343 | NC      | $32108.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PVH CORP                         | CFD_EQS GOLDUS33 B3V9F12                                                                                                                | CUSIP: 693656100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3584 | NC      | $-240199.68   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG RAYMOND J                        | CFD_EQS GOLDUS33 2718992                                                                                                                | CUSIP: 754730109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1810 | NC      | $290667.90    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG REGAL BEL                        | CFD_EQS GOLDUS33 2730082                                                                                                                | CUSIP: 758750103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1219 | NC      | $-171050.08   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SNAP-ON I                        | CFD_EQS GOLDUS33 2818740                                                                                                                | CUSIP: 833034101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         911 | NC      | $313930.60    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SOUTHWEST                        | CFD_EQS GOLDUS33 2831543                                                                                                                | CUSIP: 844741108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3605 | NC      | $-148994.65   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TRIMBLE I                        | CFD_EQS GOLDUS33 2903958                                                                                                                | CUSIP: 896239100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -706 | NC      | $-55315.10    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TETRA TEC                        | CFD_EQS GOLDUS33 2883890                                                                                                                | CUSIP: 88162G103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1691 | NC      | $56716.14     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ALLY FINA                        | CFD_EQS GOLDUS33 B72XK05                                                                                                                | CUSIP: 02005N100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2906 | NC      | $-131612.74   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GODADDY I                        | CFD_EQS GOLDUS33 BWFRFC6                                                                                                                | CUSIP: 380237107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3986 | NC      | $494582.88    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HYATT HOT                        | CFD_EQS GOLDUS33 B5B82X4                                                                                                                | CUSIP: 448579102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4090 | NC      | $-655708.80   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TRANSUNIO                        | CFD_EQS GOLDUS33 BYMWL86                                                                                                                | CUSIP: 89400J107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -412 | NC      | $-35329.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Ziff Davis Inc                                   | ZD 3.625 03/01/28                                                                                                                       | CUSIP: 48123VAH5<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |      298000 | PA      | $292263.50    | 0.10%             | 2028-03-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Pebblebrook Hotel Trust                          | Pebblebrook Hotel Trust COM USD0.01 SBI                                                                                                 | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Short            | EC               | CORP              | US        |      -13882 | NS      | $-157144.24   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP Inc.                                      | EZPW 3.75 12/15/29                                                                                                                      | CUSIP: 302301AG1<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |      229000 | PA      | $426054.50    | 0.15%             | 2029-12-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Tempus AI Inc.                                   | Tempus AI Inc. CL A                                                                                                                     | CUSIP: 88023B103<br>LEI: 2549009LA0KWRAGQBX50 | Short            | EC               | CORP              | US        |       -1366 | NS      | $-80662.30    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| SiriusXM Holdings Inc                            | SiriusXM Holdings Inc COMMON STOCK                                                                                                      | CUSIP: 829933100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -9381 | NS      | $-187581.59   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc.                        | Super Micro Computer Inc. COM NEW                                                                                                       | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Short            | EC               | CORP              | US        |       -5382 | NS      | $-157531.14   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                              | Arista Networks Inc COM SHS                                                                                                             | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |        6099 | NS      | $799151.97    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortuna Mining Corp.                             | FVICN 3.75 06/30/29                                                                                                                     | CUSIP: 349915AE8<br>LEI: 5493003Q88RVK7CW4735 | Long             | DBT              | CORP              | CA        |      396000 | PA      | $672012.00    | 0.24%             | 2029-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AST SpaceMobile Inc.                             | ASTS 2.375 10/15/32                                                                                                                     | CUSIP: 00217DAC4<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |      177000 | PA      | $234082.50    | 0.08%             | 2032-10-15      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Evolent Health, Inc.                             | EVH 4.5 08/15/31                                                                                                                        | CUSIP: 30050BAJ0<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | DBT              | CORP              | US        |       73000 | PA      | $51830.00     | 0.02%             | 2031-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| OSI System Inc.                                  | OSI System Inc. COM NPV                                                                                                                 | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Short            | EC               | CORP              | US        |       -2343 | NS      | $-597605.58   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group, Inc.                  | Affiliated Managers Group, Inc. COM USD0.01                                                                                             | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Short            | EC               | CORP              | US        |       -3501 | NS      | $-1009268.28  | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corporation of America                 | Packaging Corporation of America COM USD0.01                                                                                            | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |         538 | NS      | $110951.74    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                               | Conagra Brands Inc COM USD5.00                                                                                                          | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |        1402 | NS      | $24268.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group Ltd                                | Everest Group Ltd COM USD0.01                                                                                                           | CUSIP: G3223R108<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |         833 | NS      | $282678.55    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co.                          | Columbia Sportswear Co. COM NPV                                                                                                         | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |        1742 | NS      | $95966.78     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology, Inc.                           | Amkor Technology, Inc. COM STK USD0.001                                                                                                 | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |        1297 | NS      | $51205.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                                | Omnicom Group Inc COM USD0.15                                                                                                           | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |         642 | NS      | $51841.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| J. B. Hunt Transport Services, Inc.              | J. B. Hunt Transport Services, Inc. COM USD0.01                                                                                         | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |        1697 | NS      | $329794.98    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hartford Insurance Group Inc.                | The Hartford Insurance Group Inc. COM USD0.01                                                                                           | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |        2404 | NS      | $331271.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corporation                       | Kimberly-Clark Corporation COM USD1.25                                                                                                  | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |        2286 | NS      | $230634.54    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System Inc.                             | Landstar System Inc. COM USD0.01                                                                                                        | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |         115 | NS      | $16525.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc.                   | Principal Financial Group Inc. COM USD0.01                                                                                              | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |         964 | NS      | $85034.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Companies, Inc.                 | Marsh & McLennan Companies, Inc. COM USD1.00                                                                                            | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |        1315 | NS      | $243958.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc                    | Martin Marietta Materials Inc COM USD0.01                                                                                               | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |         252 | NS      | $156910.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc.                           | Micron Technology Inc. COM USD0.10                                                                                                      | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |         810 | NS      | $231182.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| The New York Times Company                       | The New York Times Company CLASS'A'COM USD0.10                                                                                          | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |        5209 | NS      | $361608.78    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corporation                              | Newmont Corporation COM USD1.60                                                                                                         | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |        2187 | NS      | $218371.95    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                          | NVR Inc COM USD0.01                                                                                                                     | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |           1 | NS      | $7292.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pepsico Inc                                      | Pepsico Inc CAP USD0.016666                                                                                                             | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |         373 | NS      | $53532.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Progressive Corporation                      | The Progressive Corporation COM USD1.00                                                                                                 | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |        1175 | NS      | $267571.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc.                                    | QUALCOMM Inc. COM USD0.0001                                                                                                             | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |          87 | NS      | $14881.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carmax Inc                                       | Carmax Inc COM USD0.50                                                                                                                  | CUSIP: 143130102<br>LEI: 529900F60CID3NCZM330 | Long             | EC               | CORP              | US        |        6920 | NS      | $267388.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co.                                     | Southern Co. COM USD5                                                                                                                   | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Short            | EC               | CORP              | US        |        -587 | NS      | $-51186.40    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corporation                                | Sysco Corporation COM USD1                                                                                                              | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |        2678 | NS      | $197341.82    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                 | Duke Energy Corp COM USD0.001                                                                                                           | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Short            | EC               | CORP              | US        |       -2297 | NS      | $-269231.37   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                          | Aon PLC SHS CL A                                                                                                                        | CUSIP: G0403H108<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |          43 | NS      | $15173.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Peloton Interactive Inc                          | PTON 0 02/15/26                                                                                                                         | CUSIP: 70614WAB6<br>LEI: 5493002YS021166W0339 | Long             | DBT              | CORP              | US        |      135000 | PA      | $133481.25    | 0.05%             | 2026-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Greenbrier Companies, Inc.                   | GBX 2.875 04/15/28                                                                                                                      | CUSIP: 393657AM3<br>LEI: 5493001GAGGFR30BP390 | Long             | DBT              | CORP              | US        |      477000 | PA      | $514229.85    | 0.18%             | 2028-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Peabody Energy Corp.                             | BTU 3.25 03/01/28                                                                                                                       | CUSIP: 704551AD2<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | DBT              | CORP              | US        |      279000 | PA      | $468720.00    | 0.17%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PROS Holdings Inc.                               | PRO 2.25 09/15/27                                                                                                                       | CUSIP: 74346YAG8<br>LEI: 549300LPE1KNL5RWKQ48 | Long             | DBT              | CORP              | US        |      356000 | PA      | $357068.00    | 0.13%             | 2027-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Terawulf Inc                                     | WULF 2.75 02/01/30                                                                                                                      | CUSIP: 88080TAB0<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |      391000 | PA      | $639695.55    | 0.23%             | 2030-02-01      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Sandisk Corporation                              | Sandisk Corporation COM                                                                                                                 | CUSIP: 80004C200<br>LEI: N/A                  | Short            | EC               | CORP              | US        |          -1 | NS      | $-151.33      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP Inc.                                      | EZCORP Inc. CL'A'COM NON VTG USD0.01                                                                                                    | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Short            | EC               | CORP              | US        |      -18504 | NS      | $-359347.68   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                      | Corteva Inc COM USD0.01                                                                                                                 | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |        2303 | NS      | $154370.09    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chewy Inc                                        | Chewy Inc COM USD0.01 CL A                                                                                                              | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |       18204 | NS      | $601642.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Array Technologies Inc                           | Array Technologies Inc COM SHS                                                                                                          | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Short            | EC               | CORP              | US        |      -10570 | NS      | $-97455.40    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb Inc                                       | ABNB 0 03/15/26                                                                                                                         | CUSIP: 009066AB7<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |      209000 | PA      | $207328.00    | 0.07%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Array Technologies Inc                           | ARRY 1 12/01/28                                                                                                                         | CUSIP: 04271TAB6<br>LEI: 549300JM5FECYJQ85V37 | Long             | DBT              | CORP              | US        |      723000 | PA      | $657379.42    | 0.23%             | 2028-12-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Redwood Trust Inc                                | RWT 7.75 06/15/27                                                                                                                       | CUSIP: 758075AF2<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | DBT              | CORP              | US        |     1422000 | PA      | $1418445.00   | 0.50%             | 2027-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BrightSpring Health Services Inc.                | BrightSpring Health Services Inc. COM                                                                                                   | CUSIP: 10950A106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -31930 | NS      | $-1195778.50  | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| Mirum Pharmaceuticals Inc.                       | MIRM 4 05/01/29                                                                                                                         | CUSIP: 604749AB7<br>LEI: 254900YZKR40F7F27K81 | Long             | DBT              | CORP              | US        |      138000 | PA      | $356688.60    | 0.13%             | 2029-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BlackSky Technology Inc                          | BlackSky Technology Inc CL A NEW                                                                                                        | CUSIP: 09263B207<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2242 | NS      | $-42037.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Equinox Gold Corp                                | EQXCN 4.75 10/15/28                                                                                                                     | CUSIP: 29446YAC0<br>LEI: 5493005IN4V1SNP9PN75 | Long             | DBT              | CORP              | CA        |      541000 | PA      | $1273243.50   | 0.45%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sunrun Inc.                                      | RUN 4 03/01/30                                                                                                                          | CUSIP: 86771WAD7<br>LEI: 54930007SJ77CI66U531 | Long             | DBT              | CORP              | US        |      291000 | PA      | $413365.50    | 0.15%             | 2030-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hims & Hers Health Inc                           | HIMHER 0 05/15/30                                                                                                                       | CUSIP: 433000AA4<br>LEI: 254900V041EIVTSB6D58 | Long             | DBT              | CORP              | US        |      245000 | PA      | $211802.50    | 0.07%             | 2030-05-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BlackSky Technology Inc                          | BKSY 8.25 08/01/33                                                                                                                      | CUSIP: 09263BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      136000 | PA      | $145084.80    | 0.05%             | 2033-08-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Knight-Swift Transportation Holdings Inc.        | Knight-Swift Transportation Holdings Inc. COM USD0.01 CLASS A                                                                           | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1900 | NS      | $99332.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Roblox Corporation                               | Roblox Corporation CL A                                                                                                                 | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5120 | NS      | $414873.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Dayforce Inc                                     | DAY 0.25 03/15/26                                                                                                                       | CUSIP: 15677JAD0<br>LEI: 549300T64GVCHFJ8L449 | Long             | DBT              | CORP              | US        |      319000 | PA      | $316607.50    | 0.11%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| LIGAND PHARM CVR $15.00                          | LIGAND PHARM CVR $15.00                                                                                                                 | CUSIP: 532CNT029<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -29 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Roku Inc                                         | Roku Inc COM USD0.0001 CLASS A                                                                                                          | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |        1015 | NS      | $110117.35    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ Wholesale Club Holdings Inc                   | BJ Wholesale Club Holdings Inc COM USD0.01                                                                                              | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |         721 | NS      | $64911.63     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions Inc                            | Element Solutions Inc COM USD0.01                                                                                                       | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |        4182 | NS      | $104508.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyft Inc                                         | Lyft Inc COM USD0.00001 CLASS A                                                                                                         | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |       11541 | NS      | $223549.17    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pennymac Corporation                             | PMT 5.5 03/15/26                                                                                                                        | CUSIP: 70932AAF0<br>LEI: EWN0I878407TKQNXZ933 | Long             | DBT              | CORP              | US        |      673000 | PA      | $674009.50    | 0.24%             | 2026-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| F&G Annuities & Life Inc.                        | F&G Annuities & Life Inc. COMMON STOCK                                                                                                  | CUSIP: 30190A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         249 | NS      | $7696.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical Inc.                    | COLL 2.875 02/15/29                                                                                                                     | CUSIP: 19459JAC8<br>LEI: 54930049FXZMTLW8D496 | Long             | DBT              | CORP              | US        |      598000 | PA      | $845811.20    | 0.30%             | 2029-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp.                           | ON 0.5 03/01/29                                                                                                                         | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |      694000 | PA      | $658259.00    | 0.23%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Rapid7 Inc.                                      | RPD 1.25 03/15/29                                                                                                                       | CUSIP: 753422AH7<br>LEI: 549300GNVG5D60KEYN14 | Long             | DBT              | CORP              | US        |      553000 | PA      | $505829.10    | 0.18%             | 2029-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Enovis Corporation                               | ENOV 3.875 10/15/28                                                                                                                     | CUSIP: 194014AB2<br>LEI: 635400OP2DYYYMOIYL17 | Long             | DBT              | CORP              | US        |      784000 | PA      | $767732.00    | 0.27%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Snap Inc                                         | SNAP 0.5 05/01/30                                                                                                                       | CUSIP: 83304AAK2<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      591000 | PA      | $517568.25    | 0.18%             | 2030-05-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Oddity Finance LLC                               | ODD 0 06/15/30                                                                                                                          | CUSIP: 67579RAA8<br>LEI: 254900FTSJH2TRDJ3905 | Long             | DBT              | CORP              | US        |      250000 | PA      | $216250.00    | 0.08%             | 2030-06-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Gamestop Corp                                    | GME 0 06/15/32                                                                                                                          | CUSIP: 36467WAF6<br>LEI: 549300505KLOET039L77 | Long             | DBT              | CORP              | US        |      377000 | PA      | $368706.00    | 0.13%             | 2032-06-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Celcuity Inc.                                    | CELC 2.75 08/01/31                                                                                                                      | CUSIP: 15102KAA8<br>LEI: 25490070W7UU7W2SEY87 | Long             | DBT              | CORP              | US        |       66000 | PA      | $143345.40    | 0.05%             | 2031-08-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Onto Innovation Inc.                             | Onto Innovation Inc. COM                                                                                                                | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |         654 | NS      | $103240.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bentley Systems Incorporated                     | Bentley Systems Incorporated COM CL B                                                                                                   | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Short            | EC               | CORP              | US        |        -300 | NS      | $-11449.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DoubleVerify Holdings Inc                        | DoubleVerify Holdings Inc COM                                                                                                           | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4838 | NS      | $55346.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerpoint Energy Inc                           | CNP 4.25 08/15/26                                                                                                                       | CUSIP: 15189TBD8<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |      572000 | PA      | $626912.00    | 0.22%             | 2026-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Alarm.com Holdings Inc.                          | ALRM 2.25 06/01/29                                                                                                                      | CUSIP: 011642AD7<br>LEI: 549300HIH92U1EKIHZ32 | Long             | DBT              | CORP              | US        |      538000 | PA      | $513521.00    | 0.18%             | 2029-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Super Micro Computer Inc.                        | SMCI 0 06/15/30                                                                                                                         | CUSIP: 86800UAE4<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |      451000 | PA      | $382448.00    | 0.14%             | 2030-06-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| DigitalOcean Holdings Inc                        | DOCN 0 08/15/30                                                                                                                         | CUSIP: 25402DAC6<br>LEI: 549300EPISPY3RE3DL21 | Long             | DBT              | CORP              | US        |      293000 | PA      | $415181.00    | 0.15%             | 2030-08-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Solstice Advanced Materials Inc.                 | Solstice Advanced Materials Inc. COM SHS                                                                                                | CUSIP: 83443Q103<br>LEI: 2138004GZ4H9TW6HK435 | Long             | EC               | CORP              | US        |         246 | NS      | $11950.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                               | ENPH 0 03/01/26                                                                                                                         | CUSIP: 29355AAH0<br>LEI: 5493008U7KIGMI59Z314 | Long             | DBT              | CORP              | US        |      411000 | PA      | $406890.00    | 0.14%             | 2026-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Haemonetics Corp                                 | HAE 0 03/01/26                                                                                                                          | CUSIP: 405024AB6<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | DBT              | CORP              | US        |      356000 | PA      | $353330.00    | 0.13%             | 2026-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Liberty Broadband Corporation                    | LBRDA 3.125 03/31/53                                                                                                                    | CUSIP: 530307AE7<br>LEI: 549300MIX43II8JLN536 | Long             | DBT              | CORP              | US        |      773000 | PA      | $766429.50    | 0.27%             | 2053-03-31      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Ionis Pharmaceuticals, Inc.                      | IONS 1.75 06/15/28                                                                                                                      | CUSIP: 462222AF7<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |      324000 | PA      | $515824.20    | 0.18%             | 2028-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fortuna Mining Corp.                             | Fortuna Mining Corp. COM NEW                                                                                                            | CUSIP: 349942102<br>LEI: 5493003Q88RVK7CW4735 | Short            | EC               | CORP              | CA        |      -50217 | NS      | $-492628.77   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc.                   | CSGS 3.875 09/15/28                                                                                                                     | CUSIP: 126349AH2<br>LEI: 549300D7FJZUOHHXUA81 | Long             | DBT              | CORP              | US        |      732000 | PA      | $867969.00    | 0.31%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Pennymac Corporation                             | PMT 8.5 06/01/29                                                                                                                        | CUSIP: 70932AAH6<br>LEI: EWN0I878407TKQNXZ933 | Long             | DBT              | CORP              | US        |      177000 | PA      | $188151.00    | 0.07%             | 2029-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Tempus AI Inc.                                   | TEM 0.75 07/15/30                                                                                                                       | CUSIP: 88023BAD5<br>LEI: 2549009LA0KWRAGQBX50 | Long             | DBT              | CORP              | US        |      165000 | PA      | $176220.00    | 0.06%             | 2030-07-15      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| OSI System Inc.                                  | OSIS 2.25 08/01/29                                                                                                                      | CUSIP: 671044AF2<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |      477000 | PA      | $709776.00    | 0.25%             | 2029-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WisdomTree, Inc.                                 | WT 4.625 08/15/30                                                                                                                       | CUSIP: 97717PAJ3<br>LEI: 549300WIU8IS7UFO7871 | Long             | DBT              | CORP              | US        |      586000 | PA      | $602701.00    | 0.21%             | 2030-08-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Solaredge Technologies Inc                       | SEDG 2.25 07/01/29                                                                                                                      | CUSIP: 83417MAE4<br>LEI: 5493000K6Y58XXPDF853 | Long             | DBT              | CORP              | US        |      217000 | PA      | $253022.00    | 0.09%             | 2029-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Guardant Health Inc                              | GH 0 05/15/33                                                                                                                           | CUSIP: 40131MAE9<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |       40000 | PA      | $44050.00     | 0.02%             | 2033-05-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Exact Sciences Corporation                       | EXAS 0.375 03/15/27                                                                                                                     | CUSIP: 30063PAB1<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |      166000 | PA      | $173669.20    | 0.06%             | 2027-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Summit Hotel Properties, Inc.                    | INN 1.5 02/15/26                                                                                                                        | CUSIP: 866082AA8<br>LEI: 254900OBQWJK6X20LS71 | Long             | DBT              | CORP              | US        |     1061000 | PA      | $1057817.00   | 0.37%             | 2026-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Affirm Holdings Inc                              | AFRM 0 11/15/26                                                                                                                         | CUSIP: 00827BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      274000 | PA      | $264410.00    | 0.09%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Wayfair Inc                                      | W 3.5 11/15/28                                                                                                                          | CUSIP: 94419LAR2<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |      273000 | PA      | $625443.00    | 0.22%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Progress Software Corp.                          | PRGS 3.5 03/01/30                                                                                                                       | CUSIP: 743312AD2<br>LEI: 549300R65B3JG6972S24 | Long             | DBT              | CORP              | US        |      651000 | PA      | $660276.75    | 0.23%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AST SpaceMobile Inc.                             | ASTS 2 01/15/36                                                                                                                         | CUSIP: 00217DAE0<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |      109000 | PA      | $109059.95    | 0.04%             | 2036-01-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Pebblebrook Hotel Trust                          | PEB 1.75 12/15/26                                                                                                                       | CUSIP: 70509VAA8<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | DBT              | CORP              | US        |      219000 | PA      | $211882.50    | 0.07%             | 2026-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Exact Sciences Corporation                       | EXAS 2 03/01/30                                                                                                                         | CUSIP: 30063PAD7<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |      459000 | PA      | $636816.60    | 0.23%             | 2030-03-01      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Ziff Davis Inc                                   | ZD 1.75 11/01/26                                                                                                                        | CUSIP: 48123VAE2<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |      274000 | PA      | $268520.00    | 0.10%             | 2026-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Evolent Health, Inc.                             | EVH 3.5 12/01/29                                                                                                                        | CUSIP: 30050BAH4<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | DBT              | CORP              | US        |      681000 | PA      | $459675.00    | 0.16%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Jazz Investments I LTD                           | JAZZ 3.125 09/15/30                                                                                                                     | CUSIP: 472145AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      723000 | PA      | $964120.50    | 0.34%             | 2030-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                  | LYV 2.875 10/15/31                                                                                                                      | CUSIP: 538034BD0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      108000 | PA      | $106650.00    | 0.04%             | 2031-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Plug Power Inc                                   | PLUG 6.75 12/01/33                                                                                                                      | CUSIP: 72919PAG8<br>LEI: 549300JPDKRSJ8JSM954 | Long             | DBT              | CORP              | US        |      134000 | PA      | $134134.00    | 0.05%             | 2033-12-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| IREN Ltd.                                        | IREN 0.25 06/01/32                                                                                                                      | CUSIP: 46270CAG4<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |      105000 | PA      | $97912.50     | 0.03%             | 2032-06-01      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Conmed Corporation                               | CNMD 2.25 06/15/27                                                                                                                      | CUSIP: 207410AH4<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | DBT              | CORP              | US        |      851000 | PA      | $816960.00    | 0.29%             | 2027-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Century Aluminum Company                         | CENX 2.75 05/01/28                                                                                                                      | CUSIP: 156431AQ1<br>LEI: 549300U5ODNGEYWKSW73 | Long             | DBT              | CORP              | US        |      363000 | PA      | $763933.50    | 0.27%             | 2028-05-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Sphere Entertainment Co.                         | SPHR 3.5 12/01/28                                                                                                                       | CUSIP: 55826TAB8<br>LEI: 254900ZW4JWKYRZZ9A91 | Long             | DBT              | CORP              | US        |      528000 | PA      | $1448730.15   | 0.51%             | 2028-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pebblebrook Hotel Trust                          | PEB 1.625 01/15/30                                                                                                                      | CUSIP: 70509VAB6<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | DBT              | CORP              | US        |      358000 | PA      | $348334.00    | 0.12%             | 2030-01-15      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| OSI System Inc.                                  | OSIS 0.5 02/01/31                                                                                                                       | CUSIP: 671044AG0<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |      134000 | PA      | $132083.80    | 0.05%             | 2031-02-01      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Lemaitre Vascular Inc.                           | LMAT 2.5 02/01/30                                                                                                                       | CUSIP: 525558AB8<br>LEI: 549300FZUBUB7MHY8R17 | Long             | DBT              | CORP              | US        |      576000 | PA      | $577440.00    | 0.20%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Teladoc Health Inc                               | TDOC 1.25 06/01/27                                                                                                                      | CUSIP: 87918AAF2<br>LEI: 549300I2PVFBC9MFAC61 | Long             | DBT              | CORP              | US        |      338000 | PA      | $322790.00    | 0.11%             | 2027-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Block Inc                                        | XYZ 0.25 11/01/27                                                                                                                       | CUSIP: 852234AK9<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      365000 | PA      | $338811.25    | 0.12%             | 2027-11-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Marriott Vacations Worldwide Corp                | VAC 3.25 12/15/27                                                                                                                       | CUSIP: 57164YAF4<br>LEI: 549300WA6BT5H4F7IO94 | Long             | DBT              | CORP              | US        |      752000 | PA      | $716280.00    | 0.25%             | 2027-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Cheesecake Factory Inc                           | CAKE 2 03/15/30                                                                                                                         | CUSIP: 163072AB7<br>LEI: 529900872XMLK10SY247 | Long             | DBT              | CORP              | US        |      829000 | PA      | $814078.00    | 0.29%             | 2030-03-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| IREN Ltd.                                        | IREN 0 07/01/31                                                                                                                         | CUSIP: 46270CAE9<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |      131000 | PA      | $97333.00     | 0.03%             | 2031-07-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Bloom Energy Corporation                         | BE 0 11/15/30                                                                                                                           | CUSIP: 093712AN7<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |      268000 | PA      | $234500.00    | 0.08%             | 2030-11-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Cogent Biosciences Inc.                          | COGT 1.625 11/15/31                                                                                                                     | CUSIP: 19240QAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       27000 | PA      | $31746.60     | 0.01%             | 2031-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Bentley Systems Incorporated                     | BSY 0.375 07/01/27                                                                                                                      | CUSIP: 08265TAD1<br>LEI: 549300WVEHPGE0Z56F71 | Long             | DBT              | CORP              | US        |      605000 | PA      | $570515.00    | 0.20%             | 2027-07-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Fubotv Inc.                                      | FUBO 3.25 02/15/26                                                                                                                      | CUSIP: 35953DAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      301000 | PA      | $301481.60    | 0.11%             | 2026-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Unity Software Inc                               | U 0 03/15/30                                                                                                                            | CUSIP: 91332UAG6<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |      295000 | PA      | $427012.50    | 0.15%             | 2030-03-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Five9 Inc.                                       | FIVN 1 03/15/29                                                                                                                         | CUSIP: 338307AF8<br>LEI: 254900MXP6EWY0SFFR59 | Long             | DBT              | CORP              | US        |      577000 | PA      | $520742.50    | 0.18%             | 2029-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ADTRAN Holdings Inc                              | ADTN 3.75 09/15/30                                                                                                                      | CUSIP: 00486HAA3<br>LEI: 549300VV36J86CRRWF77 | Long             | DBT              | CORP              | US        |      143000 | PA      | $154583.00    | 0.05%             | 2030-09-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Nebius Group N.V.                                | NBIS 1 09/15/30                                                                                                                         | CUSIP: 63954QAE6<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | NL        |      326000 | PA      | $320132.00    | 0.11%             | 2030-09-15      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| BWX Technologies Inc.                            | BWXT 0 11/01/30                                                                                                                         | CUSIP: 05605HAD2<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |      134000 | PA      | $128037.00    | 0.05%             | 2030-11-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Jamf Holding Corp                                | JAMF 0.125 09/01/26                                                                                                                     | CUSIP: 47074LAB1<br>LEI: 254900IHLXZU4Z5ANA12 | Long             | DBT              | CORP              | US        |       72000 | PA      | $71136.00     | 0.03%             | 2026-09-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Applied Optoelectronics Inc                      | AAOI 2.75 01/15/30                                                                                                                      | CUSIP: 03823UAE2<br>LEI: 529900I8U6Q5SYDNLT48 | Long             | DBT              | CORP              | US        |      337000 | PA      | $390010.10    | 0.14%             | 2030-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Integer Holdings Corp.                           | ITGR 1.875 03/15/30                                                                                                                     | CUSIP: 45826HAC3<br>LEI: 549300SUD2ED5XG6X569 | Long             | DBT              | CORP              | US        |      696000 | PA      | $645888.00    | 0.23%             | 2030-03-15      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Parsons Corporation                              | PSN 2.625 03/01/29                                                                                                                      | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |      291000 | PA      | $299875.50    | 0.11%             | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Oscar Health Inc                                 | OSCR 2.25 09/01/30                                                                                                                      | CUSIP: 687793AD1<br>LEI: 254900AE8KDLFDOPKZ19 | Long             | DBT              | CORP              | US        |      143000 | PA      | $140197.20    | 0.05%             | 2030-09-01      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Eos Energy Enterprises Inc.                      | EOSE 1.75 12/01/31                                                                                                                      | CUSIP: 29415CAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      199000 | PA      | $193527.50    | 0.07%             | 2031-12-01      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| T1 Energy Inc.                                   | TE 5.25 12/01/30                                                                                                                        | CUSIP: 35834FAB0<br>LEI: 529900H0645VFXNMJ693 | Long             | DBT              | CORP              | US        |       65000 | PA      | $83336.50     | 0.03%             | 2030-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Blackstone Mortgage Trust, Inc                   | BXMT 5.5 03/15/27                                                                                                                       | CUSIP: 09257WAE0<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |      751000 | PA      | $743865.50    | 0.26%             | 2027-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mitek Systems Inc.                               | MITK 0.75 02/01/26                                                                                                                      | CUSIP: 606710AA9<br>LEI: 549300ABZAQ3R25XG118 | Long             | DBT              | CORP              | US        |      261000 | PA      | $258651.00    | 0.09%             | 2026-02-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Cohu Inc                                         | COHU 1.5 01/15/31                                                                                                                       | CUSIP: 192576AA4<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | DBT              | CORP              | US        |       73000 | PA      | $81358.50     | 0.03%             | 2031-01-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Pagaya US Holding Co. LLC                        | PGY 6.125 10/01/29                                                                                                                      | CUSIP: 69549FAB5<br>LEI: 254900M9VGE3HM0OYH17 | Long             | DBT              | CORP              | US        |      378000 | PA      | $690190.20    | 0.24%             | 2029-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Centrus Energy Corp.                             | LEU 2.25 11/01/30                                                                                                                       | CUSIP: 15643UAE4<br>LEI: 549300G6VDK9G8276661 | Long             | DBT              | CORP              | US        |      227000 | PA      | $609608.50    | 0.22%             | 2030-11-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG IONIS PHA                        | CFD_EQS GOLDUS33 BDJ0LS6                                                                                                                | CUSIP: 462222100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2410 | NC      | $-190655.10   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG KB HOME                          | CFD_EQS GOLDUS33 2485070                                                                                                                | CUSIP: 48666K109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1766 | NC      | $-99620.06    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MONDELEZ                         | CFD_EQS GOLDUS33 B8CKK03                                                                                                                | CUSIP: 609207105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4277 | NC      | $-230230.91   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LANCASTER                        | CFD_EQS GOLDUS33 2503206                                                                                                                | CUSIP: 513847103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         496 | NC      | $81552.32     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NORTHERN                         | CFD_EQS GOLDUS33 2648668                                                                                                                | CUSIP: 665859104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -184 | NC      | $-25132.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NORTHROP                         | CFD_EQS GOLDUS33 2648806                                                                                                                | CUSIP: 666807102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         348 | NC      | $198433.08    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CORPAY                           | CFD_EQS GOLDUS33 BMX5GK7                                                                                                                | CUSIP: 219948106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         244 | NC      | $73426.92     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG OSHKOSH C                        | CFD_EQS GOLDUS33 2663520                                                                                                                | CUSIP: 688239201<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -239 | NC      | $-30025.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NVENT ELE                        | CFD_EQS GOLDUS33 BDVJJQ5                                                                                                                | CUSIP: G6700G107<br>LEI: N/A                  | N/A              | DE               | CORP              | IE        |       -1121 | NC      | $-114308.37   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CLOUDFLAR                        | CFD_EQS GOLDUS33 BJXC5M2                                                                                                                | CUSIP: 18915M107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2361 | NC      | $465471.15    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ENVISTA H                        | CFD_EQS GOLDUS33 BK63SF3                                                                                                                | CUSIP: 29415F104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1139 | NC      | $-24727.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AVALONBAY                        | CFD_EQS GOLDUS33 2131179                                                                                                                | CUSIP: 053484101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         597 | NC      | $108242.07    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ESSEX PRO                        | CFD_EQS GOLDUS33 2316619                                                                                                                | CUSIP: 297178105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -588 | NC      | $-153867.84   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DAVITA IN                        | CFD_EQS GOLDUS33 2898087                                                                                                                | CUSIP: 23918K108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1014 | NC      | $115200.54    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NOV INC                          | CFD_EQS GOLDUS33 BN2RYW9                                                                                                                | CUSIP: 62955J103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        7524 | NC      | $117600.12    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Monster Beverage Corp                            | Monster Beverage Corp COM USD0.005                                                                                                      | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |        4973 | NS      | $381279.91    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightSpring Health Services Inc.                | BTSG 6.75 02/01/27                                                                                                                      | CUSIP: 10950A205<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10173 | PA      | $1283934.33   | 0.45%             | 2027-02-01      | Fixed         | 6.75%                 | No            |                  1 | On Loan: No      |
| Pure Storage Inc                                 | Pure Storage Inc COM USD0.0001 CL A                                                                                                     | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |        3535 | NS      | $236880.35    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management Inc                     | Apollo Global Management Inc 6.75% SERIES A MANDATORY CONVERTIBLE PREFERRED STOCK                                                       | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |       10047 | PA      | $758749.44    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| AMG Capital Tr Ii                                | AMG Capital Tr Ii 5.15% CONV PRF 15/10/2037                                                                                             | CUSIP: 00170F209<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       13578 | PA      | $997983.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc                                         | Etsy Inc USD0.001                                                                                                                       | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |        3666 | NS      | $203243.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                           | HP Inc COM USD0.01                                                                                                                      | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |        5846 | NS      | $130248.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Voyix Corporation                            | NCR Voyix Corporation 5.5% PFD CONV SER A                                                                                               | CUSIP: 62886E207<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EP               | CORP              | US        |         523 | PA      | $537382.50    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Albemarle Corp                                   | Albemarle Corp DEPOSITARY SHARES EACH REPRESENTING A 1/20TH INTEREST IN A SHARE OF 7.25% SERIES A MANDATORY CONVERTIBLE PREFERRED STOCK | CUSIP: 012653200<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EP               | CORP              | US        |       20062 | PA      | $1191482.18   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG ENERSYS                          | CFD_EQS GOLDUS33 B020GQ5                                                                                                                | CUSIP: 29275Y102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         935 | NC      | $137211.25    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SUMMIT TH                        | CFD_EQS GOLDUS33 BMTVQS7                                                                                                                | CUSIP: 86627T108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1374 | NC      | $24031.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MADISON S                        | CFD_EQS GOLDUS33 BYQCZ35                                                                                                                | CUSIP: 55825T103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         459 | NC      | $118720.35    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AVIS BUDG                        | CFD_EQS GOLDUS33 B1CL8J2                                                                                                                | CUSIP: 053774105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4781 | NC      | $-613497.92   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VONTIER C                        | CFD_EQS GOLDUS33 BH4GV32                                                                                                                | CUSIP: 928881101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -5652 | NC      | $-210141.36   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG KRATOS DE                        | CFD_EQS GOLDUS33 2512149                                                                                                                | CUSIP: 50077B207<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2379 | NC      | $-180589.89   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LINEAGE I                        | CFD_EQS GOLDUS33 BP5DSY8                                                                                                                | CUSIP: 53566V106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3947 | NC      | $138145.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AEROVIRON                        | CFD_EQS GOLDUS33 B1P5YY8                                                                                                                | CUSIP: 008073108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1441 | NC      | $-348563.49   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CADENCE D                        | CFD_EQS GOLDUS33 2302232                                                                                                                | CUSIP: 127387108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1223 | NC      | $-382285.34   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CAMPBELL                         | CFD_EQS GOLDUS33 2162845                                                                                                                | CUSIP: 134429109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -5891 | NC      | $-164182.17   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AST SPACE                        | CFD_EQS GOLDUS33 BNLZ3X8                                                                                                                | CUSIP: 00217D100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2946 | NC      | $-213967.98   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ROCKET LA                        | CFD_EQS GOLDUS33 BT6C8Z3                                                                                                                | CUSIP: 773121108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1486 | NC      | $-103663.36   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CARDINAL                         | CFD_EQS GOLDUS33 2175672                                                                                                                | CUSIP: 14149Y108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2551 | NC      | $524230.50    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DOLLAR GE                        | CFD_EQS GOLDUS33 B5B1S13                                                                                                                | CUSIP: 256677105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1719 | NC      | $-228231.63   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG COGNEX CO                        | CFD_EQS GOLDUS33 2208288                                                                                                                | CUSIP: 192422103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3196 | NC      | $-114992.08   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AURORA IN                        | CFD_EQS GOLDUS33 BMF0P92                                                                                                                | CUSIP: 051774107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -92833 | NC      | $-356478.72   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CHEMED CO                        | CFD_EQS GOLDUS33 2190084                                                                                                                | CUSIP: 16359R103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         891 | NC      | $381223.26    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG COMCAST C                        | CFD_EQS GOLDUS33 2044545                                                                                                                | CUSIP: 20030N101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -992 | NC      | $-29650.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG REDDIT IN                        | CFD_EQS GOLDUS33 BMVNLY2                                                                                                                | CUSIP: 75734B100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -371 | NC      | $-85281.77    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ASTERA LA                        | CFD_EQS GOLDUS33 BMTQ7V2                                                                                                                | CUSIP: 04626A103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -723 | NC      | $-120278.28   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG INTUITIVE                        | CFD_EQS GOLDUS33 2871301                                                                                                                | CUSIP: 46120E602<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -544 | NC      | $-308099.84   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FIFTH THI                        | CFD_EQS GOLDUS33 2336747                                                                                                                | CUSIP: 316773100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -449 | NC      | $-21017.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG STERLING                         | CFD_EQS GOLDUS33 2632876                                                                                                                | CUSIP: 859241101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -735 | NC      | $-225079.05   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LOAR HOLD                        | CFD_EQS GOLDUS33 BLDCK32                                                                                                                | CUSIP: 53947R105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2376 | NC      | $-161568.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MARVELL T                        | CFD_EQS GOLDUS33 BNKJSM5                                                                                                                | CUSIP: 573874104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -310 | NC      | $-26343.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BROADRIDG                        | CFD_EQS GOLDUS33 B1VP7R6                                                                                                                | CUSIP: 11133T103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         749 | NC      | $167154.33    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG QNITY ELE                        | CFD_EQS GOLDUS33 BW1P234                                                                                                                | CUSIP: 74743L100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3441 | NC      | $-280957.65   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GENPACT L                        | CFD_EQS GOLDUS33 B23DBK6                                                                                                                | CUSIP: G3922B107<br>LEI: N/A                  | N/A              | DE               | CORP              | BM        |         232 | NC      | $10852.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TWILIO IN                        | CFD_EQS GOLDUS33 BD6P5Q0                                                                                                                | CUSIP: 90138F102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1500 | NC      | $-213360.00   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FIRST HAW                        | CFD_EQS GOLDUS33 BDC6HG1                                                                                                                | CUSIP: 32051X108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2324 | NC      | $58797.20     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG IPG PHOTO                        | CFD_EQS GOLDUS33 2698782                                                                                                                | CUSIP: 44980X109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -317 | NC      | $-22697.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TE CONNEC                        | CFD_EQS GOLDUS33 BRC3N84                                                                                                                | CUSIP: G87052109<br>LEI: N/A                  | N/A              | DE               | CORP              | IE        |        -133 | NC      | $-30258.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VISTRA CO                        | CFD_EQS GOLDUS33 BZ8VJQ8                                                                                                                | CUSIP: 92840M102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1190 | NC      | $-191982.70   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MONGODB I                        | CFD_EQS GOLDUS33 BF2FJ99                                                                                                                | CUSIP: 60937P106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -295 | NC      | $-123808.55   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LIBERTY M                        | CFD_EQS GOLDUS33 BPLYVM4                                                                                                                | CUSIP: 531229771<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -279 | NC      | $-24937.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AMERICOLD                        | CFD_EQS GOLDUS33 B3SKZK7                                                                                                                | CUSIP: 03064D108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -21561 | NC      | $-277274.46   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ADT INC                          | CFD_EQS GOLDUS33 BFWCP81                                                                                                                | CUSIP: 00090Q103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       11987 | NC      | $96735.09     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ZSCALER I                        | CFD_EQS GOLDUS33 BZ00V34                                                                                                                | CUSIP: 98980G102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3309 | NC      | $744260.28    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ELASTIC N                        | CFD_EQS GOLDUS33 BFXCLC6                                                                                                                | CUSIP: N14506104<br>LEI: N/A                  | N/A              | DE               | CORP              | NL        |        8249 | NC      | $622304.56    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MODERNA I                        | CFD_EQS GOLDUS33 BGSXTS3                                                                                                                | CUSIP: 60770K107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -10679 | NC      | $-314923.71   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TRADEWEB                         | CFD_EQS GOLDUS33 BJXMVK2                                                                                                                | CUSIP: 892672106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1331 | NC      | $143135.74    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FOX CORP                         | CFD_EQS GOLDUS33 BJJMGL2                                                                                                                | CUSIP: 35137L105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1781 | NC      | $-130137.67   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DOW INC                          | CFD_EQS GOLDUS33 BHXCF84                                                                                                                | CUSIP: 260557103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -6046 | NC      | $-141355.48   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LYFT INC-                        | CFD_EQS GOLDUS33 BJT1RW7                                                                                                                | CUSIP: 55087P104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       15549 | NC      | $301184.13    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ZOOM VIDE                        | CFD_EQS GOLDUS33 BGSP7M9                                                                                                                | CUSIP: 98980L101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        6938 | NC      | $598680.02    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GNR 2019-110 SD                                                                                                                         | CUSIP: 38381YXM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      190296 | PA      | $22625.57     | 0.01%             | 2049-09-20      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GNR 2019-20 SF                                                                                                                          | CUSIP: 38381RAZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      275354 | PA      | $5984.48      | 0.00%             | 2049-02-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PAYCHEX I                        | CFD_EQS GOLDUS33 2674458                                                                                                                | CUSIP: 704326107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1942 | NC      | $-217853.56   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG RYDER SYS                        | CFD_EQS GOLDUS33 2760669                                                                                                                | CUSIP: 783549108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         673 | NC      | $128805.47    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GNR 2020-21 SA                                                                                                                          | CUSIP: 38382DJV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      240648 | PA      | $30097.84     | 0.01%             | 2050-02-20      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FHR 4468 SY                                                                                                                             | CUSIP: 3137BJMU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      162528 | PA      | $16390.07     | 0.01%             | 2045-05-15      | Floating      | 2.00%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ROCKWELL                         | CFD_EQS GOLDUS33 2754060                                                                                                                | CUSIP: 773903109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -196 | NC      | $-76257.72    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TEXTRON I                        | CFD_EQS GOLDUS33 2885937                                                                                                                | CUSIP: 883203101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -803 | NC      | $-69997.51    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG II-VI INC                        | CFD_EQS GOLDUS33 BNG8Z81                                                                                                                | CUSIP: 19247G107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2003 | NC      | $-369693.71   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VF CORP                          | CFD_EQS GOLDUS33 2928683                                                                                                                | CUSIP: 918204108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -5141 | NC      | $-92949.28    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GNR 2020-146 IM                                                                                                                         | CUSIP: 38382KWP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      252579 | PA      | $36327.59     | 0.01%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | G2 785764                                                                                                                               | CUSIP: 3622ABJH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      465580 | PA      | $401811.36    | 0.14%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VALERO EN                        | CFD_EQS GOLDUS33 2041364                                                                                                                | CUSIP: 91913Y100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         876 | NC      | $142604.04    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VORNADO R                        | CFD_EQS GOLDUS33 2933632                                                                                                                | CUSIP: 929042109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1012 | NC      | $-33679.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | G2 785788                                                                                                                               | CUSIP: 3622ABJ94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      266717 | PA      | $230185.18    | 0.08%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB7143                                                                                                                               | CUSIP: 3140QS5D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1323327 | PA      | $1382985.18   | 0.49%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GRAHAM HO                        | CFD_EQS GOLDUS33 BGM1B98                                                                                                                | CUSIP: 384637104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          11 | NC      | $12084.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WATSCO IN                        | CFD_EQS GOLDUS33 2943039                                                                                                                | CUSIP: 942622200<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         304 | NC      | $102432.80    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | G2-30YR-Multi                                                                                                                           | CUSIP: 21H042612<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2000000 | PA      | $1951329.12   | 0.69%             | 2049-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GNR 2019-6 SA                                                                                                                           | CUSIP: 38381BG65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      104878 | PA      | $11981.95     | 0.00%             | 2049-01-20      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WILLIAMS                         | CFD_EQS GOLDUS33 2967181                                                                                                                | CUSIP: 969457100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1828 | NC      | $109881.08    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WOODWARD                         | CFD_EQS GOLDUS33 2948089                                                                                                                | CUSIP: 980745103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         775 | NC      | $234298.00    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GNR 2018-7 DS                                                                                                                           | CUSIP: 38380UM67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      653167 | PA      | $79161.77     | 0.03%             | 2048-01-20      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GNR 2020-78 DI                                                                                                                          | CUSIP: 38382FV84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      410526 | PA      | $89963.62     | 0.03%             | 2050-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SYNOPSYS                         | CFD_EQS GOLDUS33 2867719                                                                                                                | CUSIP: 871607107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1785 | NC      | $-838450.20   | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG STARBUCKS                        | CFD_EQS GOLDUS33 2842255                                                                                                                | CUSIP: 855244109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -5539 | NC      | $-466439.19   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FNS 405 S5                                                                                                                              | CUSIP: 3136FGV87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      392852 | PA      | $22213.21     | 0.01%             | 2040-10-25      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GNR 2019-151 NI                                                                                                                         | CUSIP: 38382BDB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      515893 | PA      | $95656.27     | 0.03%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LIVANOVA                         | CFD_EQS GOLDUS33 BYMT0J1                                                                                                                | CUSIP: G5509L101<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |        6515 | NC      | $400867.95    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG INTUIT IN                        | CFD_EQS GOLDUS33 2459020                                                                                                                | CUSIP: 461202103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -459 | NC      | $-304050.78   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG JABIL INC                        | CFD_EQS GOLDUS33 2471789                                                                                                                | CUSIP: 466313103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -384 | NC      | $-87559.68    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ROYAL CAR                        | CFD_EQS GOLDUS33 2754907                                                                                                                | CUSIP: V7780T103<br>LEI: N/A                  | N/A              | DE               | CORP              | LR        |         -37 | NC      | $-10320.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA8423                                                                                                                               | CUSIP: 3133KQLC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      683531 | PA      | $708680.18    | 0.25%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GNR 2019-110 SE                                                                                                                         | CUSIP: 38381YXT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      252083 | PA      | $29340.40     | 0.01%             | 2049-09-20      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SABRA HEA                        | CFD_EQS GOLDUS33 B5NLBP6                                                                                                                | CUSIP: 78573L106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4852 | NC      | $-91896.88    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CAMDEN PR                        | CFD_EQS GOLDUS33 2166320                                                                                                                | CUSIP: 133131102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1812 | NC      | $199464.96    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NEW YORK                         | CFD_EQS GOLDUS33 BT6MM39                                                                                                                | CUSIP: 649445400<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -9610 | NC      | $-120989.90   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SIMON PRO                        | CFD_EQS GOLDUS33 2812452                                                                                                                | CUSIP: 828806109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -682 | NC      | $-126245.02   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LEAR CORP                        | CFD_EQS GOLDUS33 B570P91                                                                                                                | CUSIP: 521865204<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -758 | NC      | $-86866.80    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HIGHWOODS                        | CFD_EQS GOLDUS33 2420640                                                                                                                | CUSIP: 431284108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -941 | NC      | $-24296.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MCKESSON                         | CFD_EQS GOLDUS33 2378534                                                                                                                | CUSIP: 58155Q103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1110 | NC      | $910521.90    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LOCKHEED                         | CFD_EQS GOLDUS33 2522096                                                                                                                | CUSIP: 539830109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1405 | NC      | $679556.35    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CAPITAL O                        | CFD_EQS GOLDUS33 2654461                                                                                                                | CUSIP: 14040H105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1455 | NC      | $352633.80    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EMCOR GRO                        | CFD_EQS GOLDUS33 2474164                                                                                                                | CUSIP: 29084Q100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         329 | NC      | $201278.91    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG RESMED IN                        | CFD_EQS GOLDUS33 2732903                                                                                                                | CUSIP: 761152107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         398 | NC      | $95866.26     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SIMPSON M                        | CFD_EQS GOLDUS33 2809250                                                                                                                | CUSIP: 829073105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1142 | NC      | $-184398.74   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HENRY SCH                        | CFD_EQS GOLDUS33 2416962                                                                                                                | CUSIP: 806407102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4898 | NC      | $-370190.84   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ITT INC                          | CFD_EQS GOLDUS33 BZBY209                                                                                                                | CUSIP: 45073V108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         276 | NC      | $47888.76     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FACTSET R                        | CFD_EQS GOLDUS33 2329770                                                                                                                | CUSIP: 303075105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -506 | NC      | $-146836.14   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PEGASYSTE                        | CFD_EQS GOLDUS33 2675860                                                                                                                | CUSIP: 705573103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1736 | NC      | $103673.92    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LAMAR ADV                        | CFD_EQS GOLDUS33 BSPHGN6                                                                                                                | CUSIP: 512816109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1190 | NC      | $150630.20    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TAKE-TWO                         | CFD_EQS GOLDUS33 2122117                                                                                                                | CUSIP: 874054109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         620 | NC      | $158738.60    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG RALPH LAU                        | CFD_EQS GOLDUS33 B4V9661                                                                                                                | CUSIP: 751212101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         489 | NC      | $172915.29    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG IRON MOUN                        | CFD_EQS GOLDUS33 BVFTF03                                                                                                                | CUSIP: 46284V101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -109 | NC      | $-9041.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MAXIMUS I                        | CFD_EQS GOLDUS33 2018669                                                                                                                | CUSIP: 577933104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2479 | NC      | $-213987.28   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FIRSTENER                        | CFD_EQS GOLDUS33 2100920                                                                                                                | CUSIP: 337932107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1468 | NC      | $-65722.36    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PROLOGIS                         | CFD_EQS GOLDUS33 B44WZD7                                                                                                                | CUSIP: 74340W103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -134 | NC      | $-17106.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG UNITED RE                        | CFD_EQS GOLDUS33 2134781                                                                                                                | CUSIP: 911363109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -184 | NC      | $-148914.88   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WP CAREY                         | CFD_EQS GOLDUS33 B826YT8                                                                                                                | CUSIP: 92936U109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -287 | NC      | $-18471.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MARRIOTT                         | CFD_EQS GOLDUS33 2210614                                                                                                                | CUSIP: 571903202<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1502 | NC      | $-465980.48   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG QUALYS IN                        | CFD_EQS GOLDUS33 B7XJTN8                                                                                                                | CUSIP: 74758T303<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1665 | NC      | $221278.50    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ZOETIS IN                        | CFD_EQS GOLDUS33 B95WG16                                                                                                                | CUSIP: 98978V103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1010 | NC      | $127078.20    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AMERICAN                         | CFD_EQS GOLDUS33 BCF5RR9                                                                                                                | CUSIP: 02665T306<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        5335 | NC      | $171253.50    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ALLEGION                         | CFD_EQS GOLDUS33 BFRT3W7                                                                                                                | CUSIP: G0176J109<br>LEI: N/A                  | N/A              | DE               | CORP              | IE        |         122 | NC      | $19424.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PAYLOCITY                        | CFD_EQS GOLDUS33 BKM4N88                                                                                                                | CUSIP: 70438V106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -156 | NC      | $-23790.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PAYPAL HO                        | CFD_EQS GOLDUS33 BYW36M8                                                                                                                | CUSIP: 70450Y103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2017 | NC      | $-117752.46   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LUMENTUM                         | CFD_EQS GOLDUS33 BYM9ZP2                                                                                                                | CUSIP: 55024U109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1140 | NC      | $-420192.60   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PLUG POWE                        | CFD_EQS GOLDUS33 2508386                                                                                                                | CUSIP: 72919P202<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -61694 | NC      | $-121537.18   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG IRIDIUM C                        | CFD_EQS GOLDUS33 B2QH310                                                                                                                | CUSIP: 46269C102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4628 | NC      | $-80434.64    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CLEVELAND                        | CFD_EQS GOLDUS33 BYVZ186                                                                                                                | CUSIP: 185899101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -20531 | NC      | $-272651.68   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG P G & E C                        | CFD_EQS GOLDUS33 2689560                                                                                                                | CUSIP: 69331C108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       51495 | NC      | $827524.65    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CLARIVATE                        | CFD_EQS GOLDUS33 BJJN444                                                                                                                | CUSIP: G21810109<br>LEI: N/A                  | N/A              | DE               | CORP              | JE        |      -83102 | NC      | $-277560.68   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GNR 2020-55 PI                                                                                                                          | CUSIP: 38382EPY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      220682 | PA      | $41963.21     | 0.01%             | 2050-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                     | TII 1.5 02/15/53                                                                                                                        | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5850000 | PA      | $5013810.56   | 1.77%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LATTICE S                        | CFD_EQS GOLDUS33 2506658                                                                                                                | CUSIP: 518415104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3520 | NC      | $-259001.60   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ASGN INC                         | CFD_EQS GOLDUS33 BFY8W20                                                                                                                | CUSIP: 00191U102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1200 | NC      | $-57804.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LITHIA MO                        | CFD_EQS GOLDUS33 2515030                                                                                                                | CUSIP: 536797103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -904 | NC      | $-300426.32   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DT MIDSTR                        | CFD_EQS GOLDUS33 BN7L880                                                                                                                | CUSIP: 23345M107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         603 | NC      | $72167.04     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DIGITAL R                        | CFD_EQS GOLDUS33 B03GQS4                                                                                                                | CUSIP: 253868103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2130 | NC      | $-329532.30   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CENTENE C                        | CFD_EQS GOLDUS33 2807061                                                                                                                | CUSIP: 15135B101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       26158 | NC      | $1076401.70   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EQUITY RE                        | CFD_EQS GOLDUS33 2319157                                                                                                                | CUSIP: 29476L107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2789 | NC      | $175818.56    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG STERIS PL                        | CFD_EQS GOLDUS33 BFY8C75                                                                                                                | CUSIP: G8473T100<br>LEI: N/A                  | N/A              | DE               | CORP              | IE        |        1265 | NC      | $320702.80    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | G2 785622                                                                                                                               | CUSIP: 3622ABD33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      125975 | PA      | $108264.89    | 0.04%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GNR 2023-70 SE                                                                                                                          | CUSIP: 38384AEN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      450661 | PA      | $27627.77     | 0.01%             | 2053-05-20      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG INTERNATI                        | CFD_EQS GOLDUS33 2243911                                                                                                                | CUSIP: 459044103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3658 | NC      | $243037.52    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ESSENT GR                        | CFD_EQS GOLDUS33 BFWGXR8                                                                                                                | CUSIP: G3198U102<br>LEI: N/A                  | N/A              | DE               | CORP              | BM        |        5206 | NC      | $338442.06    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ULTRAGENY                        | CFD_EQS GOLDUS33 BJ62Z18                                                                                                                | CUSIP: 90400D108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3132 | NC      | $72036.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FRESHPET                         | CFD_EQS GOLDUS33 BS7K7M9                                                                                                                | CUSIP: 358039105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -160 | NC      | $-9748.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SHIFT4 PA                        | CFD_EQS GOLDUS33 BLF0L75                                                                                                                | CUSIP: 82452J109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -7028 | NC      | $-442553.16   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ORGANON &                        | CFD_EQS GOLDUS33 BLDC8J4                                                                                                                | CUSIP: 68622V106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -38779 | NC      | $-278045.43   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GNR 2020-79 AI                                                                                                                          | CUSIP: 38382FYD0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      130763 | PA      | $27590.63     | 0.01%             | 2050-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FNR 2018-8 SA                                                                                                                           | CUSIP: 3136B0WA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      134863 | PA      | $16030.37     | 0.01%             | 2048-02-25      | Floating      | 2.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GNR 2019-151 IA                                                                                                                         | CUSIP: 38382BBF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      295502 | PA      | $55273.52     | 0.02%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GNR 2019-111 AS                                                                                                                         | CUSIP: 38381YND2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      363449 | PA      | $45233.80     | 0.02%             | 2049-01-20      | Floating      | 2.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | G2 MA5192                                                                                                                               | CUSIP: 36179TXV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      762742 | PA      | $735880.02    | 0.26%             | 2048-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GNR 2015-110 SE                                                                                                                         | CUSIP: 38379MTL8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |       91766 | PA      | $9378.85      | 0.00%             | 2045-08-20      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GNR 2020-61 SW                                                                                                                          | CUSIP: 38382EW52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      509253 | PA      | $59173.14     | 0.02%             | 2049-08-20      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| Autozone, Inc.                                   | Autozone, Inc. COM USD0.01                                                                                                              | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |          84 | NS      | $284886.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| W.R. Berkley Corporation                         | W.R. Berkley Corporation COM USD0.20                                                                                                    | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |        7753 | NS      | $543640.36    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc.                                 | Best Buy Co Inc. COM USD0.10                                                                                                            | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |        5983 | NS      | $400442.19    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                       | Unum Group COM USD0.10                                                                                                                  | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |        1965 | NS      | $152287.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corporation                                | Cabot Corporation COM USD1                                                                                                              | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |        3823 | NS      | $253388.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corporation                 | Carpenter Technology Corporation COM USD5                                                                                               | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |          72 | NS      | $22668.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Clorox Company                               | The Clorox Company COM USD1.00                                                                                                          | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |        1660 | NS      | $167377.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co.                            | Colgate-Palmolive Co. COM USD1.00                                                                                                       | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |        3126 | NS      | $247016.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Company                        | Commercial Metals Company COM USD5                                                                                                      | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |        1619 | NS      | $112067.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                           | F5 Inc COM STK NPV                                                                                                                      | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |         409 | NS      | $104401.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories, Inc.                       | Silicon Laboratories, Inc. COM USD0.0001                                                                                                | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |        3515 | NS      | $459410.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| D.R. Horton, Inc.                                | D.R. Horton, Inc. COM USD0.01                                                                                                           | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |         292 | NS      | $42056.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc.                                     | MetLife Inc. COM USD0.01                                                                                                                | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |        4381 | NS      | $345836.14    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp.                                     | Target Corp. COM STK USD0.0833                                                                                                          | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |         202 | NS      | $19745.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc.                                      | Ecolab Inc. COM USD1                                                                                                                    | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |        1138 | NS      | $298747.76    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc.                            | Freeport-McMoRan Inc. COM USD0.10                                                                                                       | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |        4057 | NS      | $206055.03    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| The Gap Inc.                                     | The Gap Inc. COM USD0.05                                                                                                                | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |        2626 | NS      | $67225.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries, Inc.                          | Mohawk Industries, Inc. COM USD0.01                                                                                                     | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |        3232 | NS      | $353257.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc.                                      | Rambus Inc. COM USD0.001                                                                                                                | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |        1972 | NS      | $181207.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Inc                                     | Reliance Inc COM NPV                                                                                                                    | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |         142 | NS      | $41019.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                                  | Ross Stores Inc COM USD0.01                                                                                                             | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |        1893 | NS      | $341005.02    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc.                   | Selective Insurance Group Inc. COM USD2                                                                                                 | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |        7000 | NS      | $585690.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc.                                  | Murphy USA Inc. COM USD0.01                                                                                                             | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |         483 | NS      | $194900.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial, Inc.                | Fidelity National Financial, Inc. FNF GROUP COM USD0.0001                                                                               | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |        4479 | NS      | $244508.61    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CURRENCY CONTRACT - AUD                          | CURRENCY CONTRACT - AUD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -265396 | NC      | $6598.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                          | CURRENCY CONTRACT - AUD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -347809 | NC      | $8647.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                          | CURRENCY CONTRACT - AUD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -161228 | NC      | $2988.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                          | CURRENCY CONTRACT - AUD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -703472 | NC      | $13305.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                          | CURRENCY CONTRACT - AUD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -561967 | NC      | $3082.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                          | CURRENCY CONTRACT - AUD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -271000 | NC      | $1283.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                          | CURRENCY CONTRACT - BRL                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -294891 | NC      | $-2474.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                          | CURRENCY CONTRACT - BRL                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -287802 | NC      | $5553.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                          | CURRENCY CONTRACT - BRL                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -138029 | NC      | $1614.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                          | CURRENCY CONTRACT - CAD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -140119 | NC      | $2274.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                          | CURRENCY CONTRACT - CAD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1881856 | NC      | $26575.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                          | CURRENCY CONTRACT - CAD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -340000 | NC      | $3323.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                          | CURRENCY CONTRACT - CAD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -313000 | NC      | $2390.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                          | CURRENCY CONTRACT - CAD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -339000 | NC      | $2431.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                          | CURRENCY CONTRACT - CAD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -472853 | NC      | $669.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                          | CURRENCY CONTRACT - CAD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -128946 | NC      | $410.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                          | CURRENCY CONTRACT - CAD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -386032 | NC      | $717.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                          | CURRENCY CONTRACT - CAD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -461918 | NC      | $1546.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                          | CURRENCY CONTRACT - CAD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -477991 | NC      | $-2088.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                          | CURRENCY CONTRACT - CHF                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -126900 | NC      | $-498.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                          | CURRENCY CONTRACT - CHF                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -715040 | NC      | $5048.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                          | CURRENCY CONTRACT - CHF                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2407853 | NC      | $17116.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                          | CURRENCY CONTRACT - CHF                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -200106 | NC      | $-859.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CLP                          | CURRENCY CONTRACT - CLP                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -137998 | NC      | $2787.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                          | CURRENCY CONTRACT - CNH                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -490932 | NC      | $9223.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                          | CURRENCY CONTRACT - CNH                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2389992 | NC      | $23492.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                          | CURRENCY CONTRACT - CNH                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -126680 | NC      | $702.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - COP                          | CURRENCY CONTRACT - COP                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -278608 | NC      | $-4993.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CZK                          | CURRENCY CONTRACT - CZK                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -224858 | NC      | $514.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CZK                          | CURRENCY CONTRACT - CZK                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2168927 | NC      | $16678.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                          | CURRENCY CONTRACT - EUR                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -490932 | NC      | $3829.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                          | CURRENCY CONTRACT - EUR                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -365443 | NC      | $3783.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                          | CURRENCY CONTRACT - EUR                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -601699 | NC      | $3649.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                          | CURRENCY CONTRACT - EUR                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -73412 | NC      | $453.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                          | CURRENCY CONTRACT - EUR                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -697685 | NC      | $3537.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                          | CURRENCY CONTRACT - EUR                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1481197 | NC      | $10024.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                          | CURRENCY CONTRACT - EUR                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -340000 | NC      | $2798.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                          | CURRENCY CONTRACT - EUR                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -807282 | NC      | $6086.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                          | CURRENCY CONTRACT - EUR                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -340000 | NC      | $2096.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                          | CURRENCY CONTRACT - EUR                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -271000 | NC      | $986.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                          | CURRENCY CONTRACT - EUR                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -309837 | NC      | $-435.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                          | CURRENCY CONTRACT - EUR                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -386849 | NC      | $-550.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                          | CURRENCY CONTRACT - EUR                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -542000 | NC      | $816.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                          | CURRENCY CONTRACT - EUR                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -57083 | NC      | $-100.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                          | CURRENCY CONTRACT - EUR                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -141931 | NC      | $-135.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                          | CURRENCY CONTRACT - EUR                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -207386 | NC      | $326.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                          | CURRENCY CONTRACT - EUR                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -64333 | NC      | $196.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                          | CURRENCY CONTRACT - EUR                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -213216 | NC      | $654.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                          | CURRENCY CONTRACT - EUR                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -65653 | NC      | $-262.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                          | CURRENCY CONTRACT - EUR                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -273000 | NC      | $-1075.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                          | CURRENCY CONTRACT - EUR                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -41503 | NC      | $-90.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                          | CURRENCY CONTRACT - GBP                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -252145 | NC      | $357.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                          | CURRENCY CONTRACT - GBP                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -678855 | NC      | $17826.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                          | CURRENCY CONTRACT - GBP                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1098481 | NC      | $34239.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                          | CURRENCY CONTRACT - GBP                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -645924 | NC      | $10998.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                          | CURRENCY CONTRACT - GBP                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -470710 | NC      | $9984.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                          | CURRENCY CONTRACT - GBP                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -263733 | NC      | $2906.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                          | CURRENCY CONTRACT - GBP                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -43311 | NC      | $476.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                          | CURRENCY CONTRACT - GBP                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -82877 | NC      | $754.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                          | CURRENCY CONTRACT - GBP                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -78491 | NC      | $259.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                          | CURRENCY CONTRACT - GBP                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -269020 | NC      | $1722.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                          | CURRENCY CONTRACT - GBP                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -42078 | NC      | $269.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                          | CURRENCY CONTRACT - HUF                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1338782 | NC      | $-251.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                          | CURRENCY CONTRACT - HUF                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -340000 | NC      | $2024.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ILS                          | CURRENCY CONTRACT - ILS                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -640102 | NC      | $8084.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                          | CURRENCY CONTRACT - INR                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1291430 | NC      | $746.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                          | CURRENCY CONTRACT - INR                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -305372 | NC      | $1484.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                          | CURRENCY CONTRACT - INR                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1079891 | NC      | $3934.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                          | CURRENCY CONTRACT - INR                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -342000 | NC      | $187.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                          | CURRENCY CONTRACT - JPY                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -262335 | NC      | $-566.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                          | CURRENCY CONTRACT - JPY                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -201707 | NC      | $-435.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                          | CURRENCY CONTRACT - JPY                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -903325 | NC      | $-6100.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                          | CURRENCY CONTRACT - JPY                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -132034 | NC      | $-1487.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                          | CURRENCY CONTRACT - JPY                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -534091 | NC      | $-6258.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                          | CURRENCY CONTRACT - JPY                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -88723 | NC      | $-1008.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                          | CURRENCY CONTRACT - JPY                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -95310 | NC      | $-1077.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                          | CURRENCY CONTRACT - JPY                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -271520 | NC      | $-2187.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                          | CURRENCY CONTRACT - JPY                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -51095 | NC      | $-411.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                          | CURRENCY CONTRACT - KRW                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -818299 | NC      | $-27744.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                          | CURRENCY CONTRACT - KRW                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2383494 | NC      | $42172.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                          | CURRENCY CONTRACT - KRW                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -136000 | NC      | $2647.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                          | CURRENCY CONTRACT - KRW                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -274000 | NC      | $245.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                          | CURRENCY CONTRACT - MXN                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -280758 | NC      | $5743.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                          | CURRENCY CONTRACT - MXN                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -85802 | NC      | $1721.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                          | CURRENCY CONTRACT - MXN                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -669120 | NC      | $12048.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                          | CURRENCY CONTRACT - MXN                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -890176 | NC      | $16021.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                          | CURRENCY CONTRACT - NOK                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -125118 | NC      | $-2148.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                          | CURRENCY CONTRACT - NOK                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -886043 | NC      | $13398.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                          | CURRENCY CONTRACT - NOK                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -553628 | NC      | $-840.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                          | CURRENCY CONTRACT - NOK                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -445373 | NC      | $-3897.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                          | CURRENCY CONTRACT - NZD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -155598 | NC      | $936.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                          | CURRENCY CONTRACT - NZD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1809410 | NC      | $-6468.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                          | CURRENCY CONTRACT - NZD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -598671 | NC      | $-8934.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                          | CURRENCY CONTRACT - PLN                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1625356 | NC      | $20918.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                          | CURRENCY CONTRACT - PLN                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -81672 | NC      | $105.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                          | CURRENCY CONTRACT - PLN                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -340000 | NC      | $-266.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                          | CURRENCY CONTRACT - SEK                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1424593 | NC      | $27500.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                          | CURRENCY CONTRACT - SEK                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -338000 | NC      | $1144.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                          | CURRENCY CONTRACT - SEK                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -72149 | NC      | $-249.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SGD                          | CURRENCY CONTRACT - SGD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1204817 | NC      | $4884.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TRY                          | CURRENCY CONTRACT - TRY                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -271249 | NC      | $2460.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                          | CURRENCY CONTRACT - TWD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -154467 | NC      | $-3233.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                          | CURRENCY CONTRACT - TWD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -68684 | NC      | $-580.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                          | CURRENCY CONTRACT - TWD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -158514 | NC      | $-1311.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                          | CURRENCY CONTRACT - TWD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -164453 | NC      | $918.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                          | CURRENCY CONTRACT - TWD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -170171 | NC      | $-101.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -159609 | NC      | $675.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -16358730 | NC      | $-24533.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -43853583 | NC      | $21464.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1842713 | NC      | $9837.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -134265 | NC      | $300.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1303355 | NC      | $-16227.39    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -4968707 | NC      | $-6139.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -4711302 | NC      | $7137.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -6182348 | NC      | $-5734.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1783367 | NC      | $2641.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -315962988 | NC      | $6359.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -225219341 | NC      | $2817.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1487393 | NC      | $-4600.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -377451 | NC      | $-1115.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2648783 | NC      | $-8835.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -704288 | NC      | $-8121.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -232641 | NC      | $-637.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -648969 | NC      | $-1778.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -579357 | NC      | $-1587.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -3062153 | NC      | $-3077.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1229401 | NC      | $-1235.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1153233 | NC      | $-18674.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -296179 | NC      | $-3867.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -419393 | NC      | $-3201.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -837557 | NC      | $-28886.51    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -7383875 | NC      | $-15172.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -6500472 | NC      | $-13357.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -141761 | NC      | $-1507.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -271592 | NC      | $-3784.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -7816163 | NC      | $969.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -631578 | NC      | $-25732.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -66523300 | NC      | $923.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -74675674 | NC      | $1036.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -519594 | NC      | $-11725.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -3014692 | NC      | $-2197.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -197051781 | NC      | $-1871.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -883653 | NC      | $-7075.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1116965 | NC      | $-7662.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -37726268 | NC      | $2819.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -17301178 | NC      | $1215.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -613610 | NC      | $-5225.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -26811730 | NC      | $-52380.37    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -262642 | NC      | $-2987.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -17794275 | NC      | $-24503.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -57063 | NC      | $283.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -659165 | NC      | $-7010.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -534963590 | NC      | $135.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -45763 | NC      | $0.03         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -165519 | NC      | $-2318.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1576543 | NC      | $-4860.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2717120 | NC      | $5026.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2716539 | NC      | $-29888.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -189263112 | NC      | $-560.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -825810 | NC      | $-3828.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -5001944 | NC      | $-13054.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -293445 | NC      | $-1744.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -99639 | NC      | $-592.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -41735 | NC      | $-261.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -134401044 | NC      | $-2898.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -642837 | NC      | $-8494.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1602086 | NC      | $-23378.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -308856 | NC      | $916.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -3386367 | NC      | $-5742.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -4274648 | NC      | $-3155.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -290276 | NC      | $-2370.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -44486489 | NC      | $3559.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -482530 | NC      | $-5103.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -29558208 | NC      | $-13737.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1262287 | NC      | $46.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -409900 | NC      | $-1562.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -3444047 | NC      | $-1574.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -201682 | NC      | $-2271.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -9188892 | NC      | $440.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -43385 | NC      | $-724.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -3815627 | NC      | $-7718.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -7065618 | NC      | $-4110.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2456883 | NC      | $-7987.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -270232 | NC      | $-3974.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        | -1798095489 | NC      | $-18696.54    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1019514 | NC      | $-204.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        | -1605925368 | NC      | $-3320.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -7402121 | NC      | $2217.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -3412103 | NC      | $-405.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        | -1794989486 | NC      | $-19755.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -44271900 | NC      | $325.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -27744604 | NC      | $-1136.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -262315 | NC      | $429.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -647763 | NC      | $-675.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -849559 | NC      | $-230.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1368510 | NC      | $-257.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -344700 | NC      | $-562.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -76317 | NC      | $-90.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -3124269 | NC      | $-2740.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -6339311 | NC      | $-3484.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -4760 | NC      | $-14.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -59324 | NC      | $-54.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -3045 | NC      | $0.06         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -466396 | NC      | $-931.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -234080 | NC      | $834.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -7016920 | NC      | $-1739.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2379656 | NC      | $-2704.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -30400102 | NC      | $-2551.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -285683 | NC      | $306.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -549530 | NC      | $-3391.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -42421 | NC      | $-342.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -10644303 | NC      | $595.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -5205486 | NC      | $-1099.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -176101 | NC      | $-329.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -7885761 | NC      | $410.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -41908278 | NC      | $2185.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -200899 | NC      | $-1725.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -31423 | NC      | $-269.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -24268066 | NC      | $65.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -181322 | NC      | $-658.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -505749600 | NC      | $-8669.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -111476 | NC      | $932.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -129904 | NC      | $187.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -95889578 | NC      | $2753.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1609631 | NC      | $-5545.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -771243 | NC      | $-1481.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -5349819 | NC      | $113.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -156534 | NC      | $855.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -651020 | NC      | $2080.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -4451514 | NC      | $3880.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                          | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -438342 | NC      | $260.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                          | CURRENCY CONTRACT - ZAR                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -674087 | NC      | $30095.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                          | CURRENCY CONTRACT - ZAR                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -547952 | NC      | $19437.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                          | CURRENCY CONTRACT - ZAR                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -229365 | NC      | $8401.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                          | CURRENCY CONTRACT - ZAR                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -760541 | NC      | $20979.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                          | CURRENCY CONTRACT - ZAR                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -82853 | NC      | $1634.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe                               | FUT. 3MO EURO E ICF JUN26                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |         164 | NC      | $47200267.85  | 16.70%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                               | FUT. 3MO EURO E ICF SEP26                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |         164 | NC      | $47190631.21  | 16.70%            |  |  |  | No            |                  1 | On Loan: No      |
| International Monetary Market                    | FUT. CDN DOLLAR MAR26                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CA        |          -1 | NC      | $-73120.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| International Monetary Market                    | FUT. IMM EUR FX MAR26                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |        -164 | NC      | $-24149000.00 | -8.54%            |  |  |  | No            |                  1 | On Loan: No      |
| International Monetary Market                    | FUT. JAPANESE YEN MAR26                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | JP        |         -26 | NC      | $-2086012.50  | -0.74%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                               | FUT. ICE SONIA SO3 MAR26                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |         212 | NC      | $68890901.23  | 24.38%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                               | FUT. ICE SONIA SO3 DEC25                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |         221 | NC      | $71688908.73  | 25.37%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                               | FUT. ICE SONIA SO3 DEC26                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |         211 | NC      | $68736594.63  | 24.32%            |  |  |  | No            |                  1 | On Loan: No      |
| International Monetary Market                    | FUT. AST DOLLAR MAR26                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | AU        |        -126 | NC      | $-8407980.00  | -2.98%            |  |  |  | No            |                  1 | On Loan: No      |
| International Monetary Market                    | FUT. BRITISH POUND MAR26                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |         -10 | NC      | $-841125.00   | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| International Monetary Market                    | FUT. IMM BRL FEB26                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | BR        |           2 | NC      | $36160.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| International Monetary Market                    | FUT. SWISS FRANC MAR26                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CH        |          -1 | NC      | $-158843.75   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| International Monetary Market                    | FUT. SA RAND MAR26                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | ZA        |          -1 | NC      | $-30025.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| International Monetary Market                    | FUT. IMM MEX PESO MAR26                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | MX        |          -5 | NC      | $-137800.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| International Monetary Market                    | FUT. IMM NZD MAR26                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | NZ        |         -10 | NC      | $-576800.00   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures US futures                           | FUT. ICEUS SM US/NK MAR26                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | NO        |           1 | NC      | $100107.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures US futures                           | FUT. ICEUS SM US/SK MAR26                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | SE        |          -2 | NC      | $-199438.44   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Montreal Exchange                                | MAR 26 ME 10Y CDN MAR 26                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |          -2 | NC      | $-176183.02   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | FUT. YR T-NOTES MAR26                                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         229 | NC      | $25748187.50  | 9.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | FUT. YR T-NOTES MAR26                                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -23 | NC      | $-2586062.50  | -0.92%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | FUT. U.S. T-BONDS MAR26                                                                                                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          87 | NC      | $10056656.25  | 3.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | FUT. CBT ULT TNOTE MAR26                                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -264 | NC      | $-30364125.00 | -10.74%           |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | FUT. CBT UL T-BONDS MAR26                                                                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -35 | NC      | $-4130000.00  | -1.46%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | FUT. YR T NOTE MAR26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          58 | NC      | $6339671.88   | 2.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                               | FUT. LIF LONG GILT MAR26                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |          75 | NC      | $9237165.36   | 3.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | FUT. US 2YR T-NOTE MAR26                                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         213 | NC      | $44472070.29  | 15.74%            |  |  |  | No            |                  1 | On Loan: No      |
| Sydney Futures Exchange                          | FUT. SFE 3Y T-BOND MAR26                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |         145 | NC      | $10159975.03  | 3.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex                                            | FUT. EURO-BUND EUX MAR26                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |           3 | NC      | $449760.84    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex                                            | FUT. EURO-BUND EUX MAR26                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          -9 | NC      | $-1349282.52  | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex                                            | FUT. EURO BUXL BND MAR26                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          73 | NC      | $9447151.77   | 3.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex                                            | FUT. EUR FOAT MAR26                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |        -162 | NC      | $-22958216.11 | -8.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex                                            | FUT. EUR FOAT MAR26                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          -2 | NC      | $-283434.77   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex                                            | 06 MAR 26 EUX 06 MAR                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          -1 | NC      | $-141235.55   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| GAMESTOP CORP                                    | GAMESTOP CORP                                                                                                                           | CUSIP: 000000000<br>LEI: 549300505KLOET039L77 | N/A              | DE               | CORP              | US        |         355 | NC      | $1067.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPT. BLOOM C 145 16/1/26                         | OPT. BLOOM C 145 16/1/26                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          -1 | NC      | $-12.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| OPT. SUPER M C 49 16/1/26                        | OPT. SUPER M C 49 16/1/26                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -16 | NC      | $-32.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SWO EUR RCV 1.75 PAY EURI                        | SWO EUR RCV 1.75 PAY EURI                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    13450000 | NC      | $3.16         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO EUR RCV 1.95 PAY EURI                        | SWO EUR RCV 1.95 PAY EURI                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     4470000 | NC      | $1053.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO EUR RCV 2.25 PAY EURI                        | SWO EUR RCV 2.25 PAY EURI                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     2430000 | NC      | $2226.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO EUR RCV 2.45 PAY EURI                        | SWO EUR RCV 2.45 PAY EURI                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     2280000 | NC      | $1016.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO EUR RCV EURIB 6M PAY                         | SWO EUR RCV EURIB 6M PAY                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     -630000 | NC      | $-3353.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO EUR RCV EURIB 6M PAY                         | SWO EUR RCV EURIB 6M PAY                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    -1330000 | NC      | $-1574.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO EUR RCV EURIB 6M PAY                         | SWO EUR RCV EURIB 6M PAY                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     -960000 | NC      | $-526.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO EUR RCV EURIB 6M PAY                         | SWO EUR RCV EURIB 6M PAY                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    -1030000 | NC      | $-15642.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO EUR RCV EURIB 6M PAY                         | SWO EUR RCV EURIB 6M PAY                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |   -26900000 | NC      | $-290.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO EUR RCV EURIB 6M PAY                         | SWO EUR RCV EURIB 6M PAY                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    -1364898 | NC      | $-731.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO EUR RCV EURIB 6M PAY                         | SWO EUR RCV EURIB 6M PAY                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     -560000 | NC      | $-1012.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO GBP RCV 3.4 PAY SONIA                        | SWO GBP RCV 3.4 PAY SONIA                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     6870000 | NC      | $19261.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO GBP RCV SONIA 1D PAY                         | SWO GBP RCV SONIA 1D PAY                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    -1600000 | NC      | $-18904.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO JPY RCV 3.336 PAY TON                        | SWO JPY RCV 3.336 PAY TON                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |  -561120000 | NC      | $-195335.24   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO JPY RCV TONAR 1D PAY                         | SWO JPY RCV TONAR 1D PAY                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |  1834870000 | NC      | $212721.46    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 3                        | SWO USD RCV SOFR 1D PAY 3                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     8990000 | NC      | $10582.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO EUR RCV 2 PAY EURIB 6                        | SWO EUR RCV 2 PAY EURIB 6                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     6350000 | NC      | $4902.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO EUR RCV 2 PAY EURIB 6                        | SWO EUR RCV 2 PAY EURIB 6                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     4520000 | NC      | $5605.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO EUR RCV 2.25 PAY EURI                        | SWO EUR RCV 2.25 PAY EURI                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    13450000 | NC      | $7498.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO EUR RCV 2.25 PAY EURI                        | SWO EUR RCV 2.25 PAY EURI                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    11070000 | NC      | $28534.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP GBP RCV SONIA1D PAY 3.5% 27-OCT-2030     | OIS_CCP GBP RCV SONIA1D PAY 3.5% 27-OCT-2030                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |    57700000 | OU      | $441724.34    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV 3.264771% PAY SOFR1D 30-JAN-2031 | OIS_CCP USD RCV 3.264771% PAY SOFR1D 30-JAN-2031                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    16650000 | OU      | $-154332.01   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.827939% 30-JAN-2056 | OIS_CCP USD RCV SOFR1D PAY 3.827939% 30-JAN-2056                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     4730000 | OU      | $275872.00    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV EURIB6M PAY 2.25% 18-MAR-2028    | IRS_CCP EUR RCV EURIB6M PAY 2.25% 18-MAR-2028                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     5200000 | OU      | $6365.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV 2.4% PAY EURIB6M 11-AUG-2029     | IRS_CCP EUR RCV 2.4% PAY EURIB6M 11-AUG-2029                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    27053471 | OU      | $-137775.70   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV EURIB6M PAY 2.8% 13-AUG-2055     | IRS_CCP EUR RCV EURIB6M PAY 2.8% 13-AUG-2055                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    10940000 | OU      | $605754.37    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.52786% 15-JUL-2030  | OIS_CCP USD RCV SOFR1D PAY 3.52786% 15-JUL-2030                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     7000000 | OU      | $-8142.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV 4.57424% PAY SOFR1D 16-JUL-2040  | OIS_CCP USD RCV 4.57424% PAY SOFR1D 16-JUL-2040                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    40140000 | OU      | $-188657.60   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.848264% 17-JUL-2055 | OIS_CCP USD RCV SOFR1D PAY 3.848264% 17-JUL-2055                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    32500000 | OU      | $387760.42    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV 4.098119% PAY SOFR1D 24-JUN-2035 | OIS_CCP USD RCV 4.098119% PAY SOFR1D 24-JUN-2035                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    26190000 | OU      | $-34049.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.599954% 23-JUN-2030 | OIS_CCP USD RCV SOFR1D PAY 3.599954% 23-JUN-2030                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |   106760000 | OU      | $-43172.67    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV 3.367623% PAY SOFR1D 23-JUN-2028 | OIS_CCP USD RCV 3.367623% PAY SOFR1D 23-JUN-2028                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |   101280000 | OU      | $86481.98     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP BRL RCV 13.25% PAY BZDIO1D 02-JAN-2029   | OIS_CCP BRL RCV 13.25% PAY BZDIO1D 02-JAN-2029                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    25310268 | OU      | $-29713.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 4.21304% 21-MAY-2055  | OIS_CCP USD RCV SOFR1D PAY 4.21304% 21-MAY-2055                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     5870000 | OU      | $168326.30    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV 3.845191% PAY SOFR1D 21-MAY-2032 | OIS_CCP USD RCV 3.845191% PAY SOFR1D 21-MAY-2032                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     8580000 | OU      | $81685.80     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP EUR RCV 2.53% PAY ESTR1D 19-MAR-2056     | OIS_CCP EUR RCV 2.53% PAY ESTR1D 19-MAR-2056                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    10580000 | OU      | $-1325264.33  | -0.47%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP BRL RCV BZDIO1D PAY 13.25% 02-JAN-2030   | OIS_CCP BRL RCV BZDIO1D PAY 13.25% 02-JAN-2030                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     8507169 | OU      | $15541.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP BRL RCV BZDIO1D PAY 13.75% 04-JAN-2027   | OIS_CCP BRL RCV BZDIO1D PAY 13.75% 04-JAN-2027                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    33662991 | OU      | $37550.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP ZAR RCV 10.5% PAY JIBAR3M 18-DEC-2034    | IRS_CCP ZAR RCV 10.5% PAY JIBAR3M 18-DEC-2034                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | ZA        |   111210000 | OU      | $513706.86    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP JPY RCV TONAR1D PAY 1.295% 02-AUG-2034   | OIS_CCP JPY RCV TONAR1D PAY 1.295% 02-AUG-2034                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | JP        |  2305128612 | OU      | $512624.61    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP JPY RCV 2.16% PAY TONAR1D 02-AUG-2044    | OIS_CCP JPY RCV 2.16% PAY TONAR1D 02-AUG-2044                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | JP        |  3415229669 | OU      | $-1097000.59  | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP GBP RCV 0.4% PAY SONIA1D 17-JUN-2040     | OIS_CCP GBP RCV 0.4% PAY SONIA1D 17-JUN-2040                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |       10000 | OU      | $-5865.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP MXN RCV 7.25% PAY MXIBTIEF1D 15-MAR-2028 | OIS_CCP MXN RCV 7.25% PAY MXIBTIEF1D 15-MAR-2028                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | MX        |   174970000 | OU      | $-4247.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV EURIB6M PAY 2.5% 18-MAR-2036     | IRS_CCP EUR RCV EURIB6M PAY 2.5% 18-MAR-2036                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     3200000 | OU      | $150885.13    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV 2.25% PAY EURIB6M 18-MAR-2031    | IRS_CCP EUR RCV 2.25% PAY EURIB6M 18-MAR-2031                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    18360000 | OU      | $-360369.09   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP CAD RCV 2.75% PAY CORRA1D 18-MAR-2028    | OIS_CCP CAD RCV 2.75% PAY CORRA1D 18-MAR-2028                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |      800000 | OU      | $2357.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP GBP RCV 4% PAY SONIA1D 18-MAR-2028       | OIS_CCP GBP RCV 4% PAY SONIA1D 18-MAR-2028                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |     3890000 | OU      | $52998.37     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP AUD RCV BBSW6M PAY 4.25% 18-MAR-2036     | IRS_CCP AUD RCV BBSW6M PAY 4.25% 18-MAR-2036                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |     3240000 | OU      | $96011.15     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP AUD RCV 3.75% PAY BBSW6M 18-MAR-2031     | IRS_CCP AUD RCV 3.75% PAY BBSW6M 18-MAR-2031                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |    17050000 | OU      | $-387876.52   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP JPY RCV TONAR1D PAY 1% 18-MAR-2028       | OIS_CCP JPY RCV TONAR1D PAY 1% 18-MAR-2028                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | JP        | 12357000000 | OU      | $369360.23    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP NZD RCV 3.5% PAY BBR3M 18-MAR-2031       | IRS_CCP NZD RCV 3.5% PAY BBR3M 18-MAR-2031                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | NZ        |    21260000 | OU      | $-77785.46    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP NZD RCV 4% PAY BBR3M 18-MAR-2036         | IRS_CCP NZD RCV 4% PAY BBR3M 18-MAR-2036                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | NZ        |     9650000 | OU      | $-65939.51    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP JPY RCV 2.25% PAY TONAR1D 18-MAR-2056    | OIS_CCP JPY RCV 2.25% PAY TONAR1D 18-MAR-2056                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | JP        |   369000000 | OU      | $-303990.81   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP JPY RCV TONAR1D PAY 1% 18-MAR-2031       | OIS_CCP JPY RCV TONAR1D PAY 1% 18-MAR-2031                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | JP        |  3428000000 | OU      | $584269.81    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP EUR RCV 2.5% PAY ESTR1D 15-FEB-2035      | OIS_CCP EUR RCV 2.5% PAY ESTR1D 15-FEB-2035                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    20060000 | OU      | $-275892.30   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP GBP RCV 3.5% PAY SONIA1D 27-OCT-2028     | OIS_CCP GBP RCV 3.5% PAY SONIA1D 27-OCT-2028                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |    61960000 | OU      | $-64626.16    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP GBP RCV 0.308% PAY SONIA1D 17-JUN-2030   | OIS_CCP GBP RCV 0.308% PAY SONIA1D 17-JUN-2030                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |       10000 | OU      | $-2085.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP HUF RCV 6.5% PAY BUBOR6M 18-MAR-2036     | IRS_CCP HUF RCV 6.5% PAY BUBOR6M 18-MAR-2036                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | HU        |    44950000 | OU      | $-163.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP HUF RCV 6% PAY BUBOR6M 18-MAR-2028       | IRS_CCP HUF RCV 6% PAY BUBOR6M 18-MAR-2028                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | HU        |  1972280000 | OU      | $18912.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV EURIB6M PAY 2.5% 10-SEP-2028     | IRS_CCP EUR RCV EURIB6M PAY 2.5% 10-SEP-2028                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |   150324591 | OU      | $81863.17     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP EUR RCV 2% PAY ESTR1D 10-SEP-2028        | OIS_CCP EUR RCV 2% PAY ESTR1D 10-SEP-2028                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |   150324591 | OU      | $-479227.84   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP COP RCV COOVI1D PAY 9.25% 18-MAR-2036    | OIS_CCP COP RCV COOVI1D PAY 9.25% 18-MAR-2036                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |  6916360000 | OU      | $184520.04    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP COP RCV 8.75% PAY COOVI1D 18-MAR-2031    | OIS_CCP COP RCV 8.75% PAY COOVI1D 18-MAR-2031                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |  3753110000 | OU      | $-78702.02    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP ZAR RCV 7.25% PAY JIBAR3M 18-MAR-2031    | IRS_CCP ZAR RCV 7.25% PAY JIBAR3M 18-MAR-2031                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | ZA        |    33240000 | OU      | $51200.62     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP ZAR RCV 6.75% PAY JIBAR3M 18-MAR-2028    | IRS_CCP ZAR RCV 6.75% PAY JIBAR3M 18-MAR-2028                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | ZA        |   211100000 | OU      | $105512.90    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP CZK RCV PRBOR6M PAY 4% 18-MAR-2036       | IRS_CCP CZK RCV PRBOR6M PAY 4% 18-MAR-2036                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CZ        |    14040000 | OU      | $8037.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP PLN RCV 4.5% PAY WIBOR6M 18-MAR-2036     | IRS_CCP PLN RCV 4.5% PAY WIBOR6M 18-MAR-2036                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | PL        |     5650000 | OU      | $37735.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP ZAR RCV JIBAR3M PAY 8.5% 18-MAR-2036     | IRS_CCP ZAR RCV JIBAR3M PAY 8.5% 18-MAR-2036                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | ZA        |    47030000 | OU      | $-213538.32   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP CZK RCV 3.75% PAY PRBOR6M 18-MAR-2028    | IRS_CCP CZK RCV 3.75% PAY PRBOR6M 18-MAR-2028                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CZ        |   254730000 | OU      | $40325.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP PLN RCV 3.75% PAY WIBOR6M 18-MAR-2028    | IRS_CCP PLN RCV 3.75% PAY WIBOR6M 18-MAR-2028                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | PL        |    29900000 | OU      | $38445.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP INR RCV MIBOR1D PAY 5.5% 18-MAR-2028     | OIS_CCP INR RCV MIBOR1D PAY 5.5% 18-MAR-2028                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |   224390000 | OU      | $4220.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV 3.379352% PAY SOFR1D 31-AUG-2031 | OIS_CCP USD RCV 3.379352% PAY SOFR1D 31-AUG-2031                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    55290000 | OU      | $-315334.91   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.805361% 31-AUG-2036 | OIS_CCP USD RCV SOFR1D PAY 3.805361% 31-AUG-2036                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    30520000 | OU      | $146376.66    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.061886% 31-AUG-2027 | OIS_CCP USD RCV SOFR1D PAY 3.061886% 31-AUG-2027                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    39080000 | OU      | $44496.10     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP THB RCV 1% PAY THBRO1D 18-MAR-2028       | OIS_CCP THB RCV 1% PAY THBRO1D 18-MAR-2028                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |   258600000 | OU      | $-8590.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP KRW RCV KWCDC3M PAY 2.25% 18-MAR-2028    | IRS_CCP KRW RCV KWCDC3M PAY 2.25% 18-MAR-2028                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |  2966140000 | OU      | $28596.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP THB RCV THBRO1D PAY 1.25% 18-MAR-2031    | OIS_CCP THB RCV THBRO1D PAY 1.25% 18-MAR-2031                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    98210000 | OU      | $-1337.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV 2.9% PAY EURIB6M 15-AUG-2055     | IRS_CCP EUR RCV 2.9% PAY EURIB6M 15-AUG-2055                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     6410000 | OU      | $-135181.71   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV EURIB6M PAY 2.6% 16-AUG-2075     | IRS_CCP EUR RCV EURIB6M PAY 2.6% 16-AUG-2075                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     4450000 | OU      | $53250.77     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP MXN RCV 7.5% PAY MXIBTIEF1D 12-MAR-2031  | OIS_CCP MXN RCV 7.5% PAY MXIBTIEF1D 12-MAR-2031                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | MX        |   113450000 | OU      | $-72334.51    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP CNY RCV 1.5% PAY CNRR07D 18-MAR-2028     | IRS_CCP CNY RCV 1.5% PAY CNRR07D 18-MAR-2028                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    46710000 | OU      | $1302.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV 3.201206% PAY SOFR1D 07-OCT-2028 | OIS_CCP USD RCV 3.201206% PAY SOFR1D 07-OCT-2028                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    33270000 | OU      | $-44195.54    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV 4.438143% PAY SOFR1D 09-OCT-2040 | OIS_CCP USD RCV 4.438143% PAY SOFR1D 09-OCT-2040                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    15380000 | OU      | $-141834.21   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.576848% 10-OCT-2032 | OIS_CCP USD RCV SOFR1D PAY 3.576848% 10-OCT-2032                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    22880000 | OU      | $169751.07    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP ZAR RCV JIBAR3M PAY 7.938% 18-MAR-2036   | IRS_CCP ZAR RCV JIBAR3M PAY 7.938% 18-MAR-2036                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | ZA        |     2980000 | OU      | $-6330.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP GBP RCV 4.5% PAY SONIA1D 28-OCT-2035     | OIS_CCP GBP RCV 4.5% PAY SONIA1D 28-OCT-2035                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |    11460000 | OU      | $65667.21     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.135572% 15-DEC-2027 | OIS_CCP USD RCV SOFR1D PAY 3.135572% 15-DEC-2027                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    48490000 | OU      | $91951.11     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP AUD RCV 5% PAY BBSW6M 27-NOV-2035        | IRS_CCP AUD RCV 5% PAY BBSW6M 27-NOV-2035                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |    27360000 | OU      | $-88718.83    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 4% 27-NOV-2035        | OIS_CCP USD RCV SOFR1D PAY 4% 27-NOV-2035                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    16470818 | OU      | $120581.05    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV EURIB6M PAY 3.1% 15-AUG-2056     | IRS_CCP EUR RCV EURIB6M PAY 3.1% 15-AUG-2056                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     8190000 | OU      | $298091.38    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP JPY RCV 1.25% PAY TONAR1D 18-MAR-2036    | OIS_CCP JPY RCV 1.25% PAY TONAR1D 18-MAR-2036                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | JP        |  3554000000 | OU      | $1384852.72   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV EURIB6M PAY 2% 18-MAR-2028       | IRS_CCP EUR RCV EURIB6M PAY 2% 18-MAR-2028                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     3890000 | OU      | $26906.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP CAD RCV 3% PAY CORRA1D 18-MAR-2036       | OIS_CCP CAD RCV 3% PAY CORRA1D 18-MAR-2036                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |     2630000 | OU      | $-32979.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP NOK RCV NIBOR6M PAY 4% 18-MAR-2036       | IRS_CCP NOK RCV NIBOR6M PAY 4% 18-MAR-2036                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | NO        |    41990000 | OU      | $47678.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP CHF RCV SARON1D PAY 0% 18-MAR-2028       | OIS_CCP CHF RCV SARON1D PAY 0% 18-MAR-2028                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CH        |    39230000 | OU      | $69252.52     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP NOK RCV 4% PAY NIBOR6M 18-MAR-2028       | IRS_CCP NOK RCV 4% PAY NIBOR6M 18-MAR-2028                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | NO        |  1070850000 | OU      | $-204416.56   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP CHF RCV SARON1D PAY 0.5% 18-MAR-2036     | OIS_CCP CHF RCV SARON1D PAY 0.5% 18-MAR-2036                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CH        |      990000 | OU      | $22860.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP EUR RCV 1.75% PAY ESTR1D 18-MAR-2028     | OIS_CCP EUR RCV 1.75% PAY ESTR1D 18-MAR-2028                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    31240000 | OU      | $-212433.53   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP GBP RCV SONIA1D PAY 4.25% 31-JAN-2039    | OIS_CCP GBP RCV SONIA1D PAY 4.25% 31-JAN-2039                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |     7950000 | OU      | $-71950.62    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP GBP RCV 3.75% PAY SONIA1D 18-MAR-2028    | OIS_CCP GBP RCV 3.75% PAY SONIA1D 18-MAR-2028                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |    62870000 | OU      | $455447.56    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP JPY RCV TONAR1D PAY 1.25% 15-DEC-2027    | OIS_CCP JPY RCV TONAR1D PAY 1.25% 15-DEC-2027                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | JP        |  5470870000 | OU      | $42560.95     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP SEK RCV 3% PAY STBOR3M 18-MAR-2036       | IRS_CCP SEK RCV 3% PAY STBOR3M 18-MAR-2036                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | SE        |    26280000 | OU      | $10803.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 4% 18-MAR-2036        | OIS_CCP USD RCV SOFR1D PAY 4% 18-MAR-2036                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     1490000 | OU      | $-22724.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP GBP RCV 3.75% PAY SONIA1D 18-MAR-2031    | OIS_CCP GBP RCV 3.75% PAY SONIA1D 18-MAR-2031                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |    10160000 | OU      | $52790.65     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP GBP RCV SONIA1D PAY 4.25% 18-MAR-2036    | OIS_CCP GBP RCV SONIA1D PAY 4.25% 18-MAR-2036                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |     2800000 | OU      | $-71955.86    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.5% 18-MAR-2028      | OIS_CCP USD RCV SOFR1D PAY 3.5% 18-MAR-2028                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    79270000 | OU      | $-347788.41   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP MXN RCV 8% PAY MXIBTIEF1D 05-MAR-2036    | OIS_CCP MXN RCV 8% PAY MXIBTIEF1D 05-MAR-2036                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | MX        |    40830000 | OU      | $-36082.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV EURIB6M PAY 2.61% 19-MAR-2056    | IRS_CCP EUR RCV EURIB6M PAY 2.61% 19-MAR-2056                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    10580000 | OU      | $1574123.19   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV EURIB6M PAY 2.5% 18-MAR-2056     | IRS_CCP EUR RCV EURIB6M PAY 2.5% 18-MAR-2056                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     3010000 | OU      | $523518.91    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP COP RCV COOVI1D PAY 8.5% 18-MAR-2028     | OIS_CCP COP RCV COOVI1D PAY 8.5% 18-MAR-2028                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        | 26622631687 | OU      | $320296.49    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP CLP RCV 5.25% PAY CAMAR1D 18-MAR-2036    | OIS_CCP CLP RCV 5.25% PAY CAMAR1D 18-MAR-2036                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |   733750000 | OU      | $3085.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP CLP RCV CAMAR1D PAY 4.5% 18-MAR-2028     | OIS_CCP CLP RCV CAMAR1D PAY 4.5% 18-MAR-2028                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |  3967620000 | OU      | $-4292.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV 2.75% PAY EURIB6M 18-MAR-2046    | IRS_CCP EUR RCV 2.75% PAY EURIB6M 18-MAR-2046                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     2310000 | OU      | $-206316.76   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV EURIB6M PAY 3% 18-MAR-2076       | IRS_CCP EUR RCV EURIB6M PAY 3% 18-MAR-2076                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     1310000 | OU      | $55255.23     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP AUD RCV BBSW3M PAY 3.5% 18-MAR-2028      | IRS_CCP AUD RCV BBSW3M PAY 3.5% 18-MAR-2028                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |     9730000 | OU      | $71523.80     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-26

**Name of Applicant:** GuideStone Funds

**Signature:** Erin Wynne

**Name of Signer:** Erin Wynne

**Title:** Treasurer