|
The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete. |
|
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION WASHINGTON, DC 20549 FORM NPORT-P Monthly Portfolio Investments Report |
| Confidential | ☐ |
| Filer CIK | 0001388485 |
| Filer CCC | ******** |
| Filer Investment Company Type | |
| Is this a LIVE or TEST Filing? | ☐ LIVE ☐ TEST |
| Would you like a Return Copy? | ☐ |
| Is this an electronic copy of an official filing submitted in paper format? | ☐ |
| Name | |
| Phone | |
| E-Mail Address |
| Notify via Filing Website only? | ☐ |
| Notification E-mail Address | |
| Series ID | S000051786 |
| Class (Contract) ID | C000162939 |
| a. Name of Registrant | FundVantage Trust |
| b. Investment Company Act file number for Registrant: (e.g., 811-______) | 811-22027 |
| c. CIK number of Registrant | 0001388485 |
| d. LEI of Registrant | 549300C6U7XKIL1IY249 |
| e. Address and telephone number of Registrant: |
| i. Street Address 1 | 103 Bellevue Parkway |
| ii. Street Address 2 | |
| iii. City | Wilmington |
| iv. State, if applicable | |
| v. Foreign country, if applicable | |
| vi. Zip / Postal Code | 19809 |
| vii. Telephone number | 856-528-3500 |
| a. Name of Series. | Gotham Large Value Fund |
| b. EDGAR series identifier (if any). | S000051786 |
| c. LEI of Series. | 5493000TBWZ0UBCYTO61 |
| a. Date of fiscal year-end. | 2026-09-30 |
| b. Date as of which information is reported. | 2025-12-31 |
| a. Does the Fund anticipate that this will be its final filing on Form N PORT? | ☐ Yes ☒ No |
| Report the following information for the Fund and its consolidated subsidiaries. |
| a. Total assets, including assets attributable to miscellaneous securities reported in Part D. | 34906322.93 |
| b. Total liabilities. | 45203.58 |
| c. Net assets. | 34861119.35 |
| a. Assets attributable to miscellaneous securities reported in Part D. | 0.00000000 |
| b. Assets invested in a Controlled Foreign Corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities. | 0.00000000 |
| c. Borrowings attributable to amounts payable for notes payable, bonds, and similar debt, as reported pursuant to rule 6-04(13)(a) of Regulation S-X [17 CFR 210.6-04(13)(a)]. |
| Amounts payable within one year. | |
| Banks or other financial institutions for borrowings. | 0.00000000 |
| Controlled companies. | 0.00000000 |
| Other affiliates. | 0.00000000 |
| Others. | 0.00000000 |
| Amounts payable after one year. | |
| Banks or other financial institutions for borrowings. | 0.00000000 |
| Controlled companies. | 0.00000000 |
| Other affiliates. | 0.00000000 |
| Others. | 0.00000000 |
| d. Payables for investments purchased either (i) on a delayed delivery, when-issued, or other firm commitment basis, or (ii) on a standby commitment basis. |
| (i) On a delayed delivery, when-issued, or other firm commitment basis: | 0.00000000 |
| (ii) On a standby commitment basis: | 0.00000000 |
| e. Liquidation preference of outstanding preferred stock issued by the Fund. | 0.00000000 |
| f. Cash and cash equivalents not reported in Parts C and D. | 6982.02000000 |
| If the average value of the Fund's debt securities positions for the previous three months, in the aggregate, exceeds 25% or more of the Fund's net asset value, provide: |
| a. Interest Rate Risk (DV01). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 1 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years. |
| b. Interest Rate Risk (DV100). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 100 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years. |
| Currency Metric Record | ISO Currency code | 3 month | 1 year | 5 years | 10 years | 30 years | — | — | — | — | — | — | — |
|---|
| c. Credit Spread Risk (SDV01, CR01 or CS01). Provide the change in value of the portfolio resulting from a 1 basis point change in credit spreads where the shift is applied to the option adjusted spread, aggregated by investment grade and non-investment grade exposures, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years. |
| Credit Spread Risk | 3 month | 1 year | 5 years | 10 years | 30 years | — | — | — | — | — | — |
|---|
|
For purposes of Item B.3., calculate value as the sum of the absolute values of: (i) the value of each debt security, (ii) the notional value of each swap, including, but not limited to, total return swaps, interest rate swaps, and credit default swaps, for which the underlying reference asset or assets are debt securities or an interest rate; (iii) the notional value of each futures contract for which the underlying reference asset or assets are debt securities or an interest rate; and (iv) the delta-adjusted notional value of any option for which the underlying reference asset is an asset described in clause (i),(ii), or (iii). Report zero for maturities to which the Fund has no exposure. For exposures that fall between any of the listed maturities in (a) and (b), use linear interpolation to approximate exposure to each maturity listed above. For exposures outside of the range of maturities listed above, include those exposures in the nearest maturity. |
| a. For each borrower in any securities lending transaction, provide the following information: |
| Borrower Information Record | Name of borrower | LEI (if any) of borrower | Aggregate value of all securities on loan to the borrower |
|---|---|---|---|
| — | — | — | — |
| b. Did any securities lending counterparty provide any non-cash collateral? | ☐ Yes ☒ No |
| a. Monthly total returns of the Fund for each of the preceding three months. If the Fund is a Multiple Class Fund, report returns for each class. Such returns shall be calculated in accordance with the methodologies outlined in Item 26(b) (1) of Form N-1A, Instruction 13 to sub-Item 1 of Item 4 of Form N-2, or Item 26(b) (i) of Form N-3, as applicable. |
| Monthly Total Return Record | Monthly total returns of the Fund for each of the preceding three months | Class identification number(s) (if any) of the Class(es) for which returns are reported | ||
| Month 1 | Month 2 | Month 3 | ||
| #1 | -0.79000000 | 2.58000000 | 1.39000000 | C000162939 |
| b. For each of the preceding three months, monthly net realized gain (loss) and net change in unrealized appreciation (or depreciation) attributable to derivatives for each of the following categories: commodity contracts, credit contracts, equity contracts, foreign exchange contracts, interest rate contracts, and other contracts. Within each such asset category, further report the same information for each of the following types of derivatives instrument: forward, future, option, swaption, swap, warrant, and other. Report in U.S. dollars. Losses and depreciation shall be reported as negative numbers. |
| Asset category | Instrument type | Month 1 | Month 2 | Month 3 | |||
| Monthly net realized gain(loss) | Monthly net change in unrealized appreciation (or depreciation) | Monthly net realized gain(loss) | Monthly net change in unrealized appreciation (or depreciation) | Monthly net realized gain(loss) | Monthly net change in unrealized appreciation (or depreciation) | ||
| Commodity Contracts | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Forward | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Future | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Option | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Swaption | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Swap | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Warrant | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Other | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Credit Contracts | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Forward | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Future | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Option | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Swaption | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Swap | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Warrant | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Other | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Equity Contracts | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Forward | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Future | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Option | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Swaption | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Swap | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Warrant | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Other | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Foreign Exchange Contracts | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Forward | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Future | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Option | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Swaption | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Swap | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Warrant | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Other | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Interest Rate Contracts | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Forward | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Future | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Option | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Swaption | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Swap | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Warrant | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Other | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Other Contracts | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Forward | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Future | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Option | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Swaption | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Swap | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Warrant | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| Other | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| c. For each of the preceding three months, monthly net realized gain (loss) and net change in unrealized appreciation (or depreciation) attributable to investment other than derivatives. Report in U.S. dollars. Losses and depreciation shall be reported as negative numbers. |
| Month | Monthly net realized gain(loss) | Monthly net change in unrealized appreciation (or depreciation) |
|---|---|---|
| Month 1 | 233578.72000000 | -541642.10000000 |
| Month 2 | 97694.71000000 | 754553.04000000 |
| Month 3 | 245110.33000000 | 190486.95000000 |
| a. Provide the aggregate dollar amounts for sales and redemptions/repurchases of Fund shares during each of the preceding three months. If shares of the Fund are held in omnibus accounts, for purposes of calculating the Fund's sales, redemptions, and repurchases, use net sales or redemptions/repurchases from such omnibus accounts. The amounts to be reported under this Item should be after any front-end sales load has been deducted and before any deferred or contingent deferred sales load or charge has been deducted. Shares sold shall include shares sold by the Fund to a registered unit investment trust. For mergers and other acquisitions, include in the value of shares sold any transaction in which the Fund acquired the assets of another investment company or of a personal holding company in exchange for its own shares. For liquidations, include in the value of shares redeemed any transaction in which the Fund liquidated all or part of its assets. Exchanges are defined as the redemption or repurchase of shares of one Fund or series and the investment of all or part of the proceeds in shares of another Fund or series in the same family of investment companies. |
| Month | Total net asset value of shares sold (including exchanges but excluding reinvestment of dividends and distributions) | Total net asset value of shares sold in connection with reinvestments of dividends and distributions | Total net asset value of shares redeemed or repurchased, including exchanges |
|---|---|---|---|
| Month 1 | 957028.10000000 | 0.00000000 | 233674.28000000 |
| Month 2 | 112597.89000000 | 0.00000000 | 264774.40000000 |
| Month 3 | 116257.84000000 | 3704549.00000000 | 1014985.67000000 |
| a. If applicable, provide the Fund's current Highly Liquid Investment Minimum. |
—
|
| b. If applicable, provide the number of days that the Fund's holdings in Highly Liquid Investments fell below the Fund's Highly Liquid Investment Minimum during the reporting period. |
—
|
| c. Did the Fund's Highly Liquid Investment Minimum change during the reporting period? | ☐ Yes ☐ No ☐ N/A |
| For portfolio investments of open-end management investment companies, provide the percentage of the Fund's Highly Liquid Investments that it has pledged as margin or collateral in connection with derivatives transactions that are classified among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]: |
| (1) Moderately Liquid Investments |
| (2) Less Liquid Investments |
| (3) Illiquid Investments |
| For purposes of Item B.8, when computing the required percentage, the denominator should only include assets (and exclude liabilities) that are categorized by the Fund as Highly Liquid Investments. |
| Classification |
—
|
| If the Fund is excepted from the rule 18f-4 [17 CFR 270.18f-4] program requirement and limit on fund leverage risk under rule 18f-4(c)(4) [17 CFR 270.18f-4(c)(4)], provide the following information: |
| a. Derivatives exposure (as defined in rule 18f-4(a) [17 CFR 270.18f-4(a)]), reported as a percentage of the Fund’s net asset value. |
—
|
| b. Exposure from currency derivatives that hedge currency risks, as provided in rule 18f-4(c)(4)(i)(B) [17 CFR 270.18f-4(c)(4)(i)(B)], reported as a percentage of the Fund's net asset value. |
—
|
| c. Exposure from interest rate derivatives that hedge interest rate risks, as provided in rule 18f-4(c)(4)(i)(B) [17 CFR 270.18f-4(c)(4)(i)(B)], reported as a percentage of the Fund's net asset value. |
—
|
| d. The number of business days, if any, in excess of the five-business-day period described in rule 18f-4(c)(4)(ii) [17 CFR 270.18f-4(c)(4)(ii)], that the Fund’s derivatives exposure exceeded 10 percent of its net assets during the reporting period. |
—
|
| For Funds subject to the limit on fund leverage risk described in rule 18f-4(c)(2) [17 CFR 270.18f-4(c)(2)], provide the following information, as determined in accordance with the requirement under rule 18f-4(c)(2)(ii) to determine the fund’s compliance with the applicable VaR test at least once each business day: |
| a. Median daily VaR during the reporting period, reported as a percentage of the Fund's net asset value. |
—
|
| b. For Funds that were subject to the Relative VaR Test during the reporting period, provide: | |
| i. As applicable, the name of the Fund’s Designated Index, or a statement that the Fund's Designated Reference Portfolio is the Fund’s Securities Portfolio. |
—
|
| ii. As applicable, the index identifier for the Fund’s Designated Index. |
—
|
| iii. Median VaR Ratio during the reporting period, reported as a percentage of the VaRof the Fund's Designated Reference Portfolio. |
—
|
| c. Backtesting Results. Number of exceptions that the Fund identified as a result of its backtesting of its VaR calculation model (as described in rule 18f-4(c)(1)(iv) [17 CFR 270.18f-4(c)(1)(iv)] during the reporting period. |
—
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
| Schedule of Portfolio Investments Record: 1 |
| a. Name of issuer (if any). | ON Semiconductor Corp |
| b. LEI (if any) of issuer. (1) | ZV20P4CNJVT8V1ZGJ064 |
| c. Title of the issue or description of the investment. | ON Semiconductor Corp |
| d. CUSIP (if any). | 682189105 |
| At least one of the following other identifiers: |
| - ISIN | US6821891057 |
| - Ticker (if ISIN is not available). | ON |
| Balance. (2) |
| a. Balance | 1171.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 63409.65000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.181892180120 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 2 |
| a. Name of issuer (if any). | Quest Diagnostics Inc |
| b. LEI (if any) of issuer. (1) | 8MCWUBXQ0WE04KMXBX50 |
| c. Title of the issue or description of the investment. | Quest Diagnostics Inc |
| d. CUSIP (if any). | 74834L100 |
| At least one of the following other identifiers: |
| - ISIN | US74834L1008 |
| - Ticker (if ISIN is not available). | DGX |
| Balance. (2) |
| a. Balance | 331.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 57438.43000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.164763584965 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 3 |
| a. Name of issuer (if any). | Amphenol Corp |
| b. LEI (if any) of issuer. (1) | 549300D3L3G0R4U4VT04 |
| c. Title of the issue or description of the investment. | Amphenol Corp |
| d. CUSIP (if any). | 032095101 |
| At least one of the following other identifiers: |
| - ISIN | US0320951017 |
| - Ticker (if ISIN is not available). | APH |
| Balance. (2) |
| a. Balance | 424.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 57299.36000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.164364659162 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 4 |
| a. Name of issuer (if any). | Wynn Resorts Ltd |
| b. LEI (if any) of issuer. (1) | 254900CEKKWIHTEAB172 |
| c. Title of the issue or description of the investment. | Wynn Resorts Ltd |
| d. CUSIP (if any). | 983134107 |
| At least one of the following other identifiers: |
| - ISIN | US9831341071 |
| - Ticker (if ISIN is not available). | WYNN |
| Balance. (2) |
| a. Balance | 375.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 45123.75000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.129438614827 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 5 |
| a. Name of issuer (if any). | Hormel Foods Corp |
| b. LEI (if any) of issuer. (1) | MSD54751OJP1FS2ND863 |
| c. Title of the issue or description of the investment. | Hormel Foods Corp |
| d. CUSIP (if any). | 440452100 |
| At least one of the following other identifiers: |
| - ISIN | US4404521001 |
| - Ticker (if ISIN is not available). | HRL |
| Balance. (2) |
| a. Balance | 1591.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 37706.70000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.108162619855 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 6 |
| a. Name of issuer (if any). | PayPal Holdings Inc |
| b. LEI (if any) of issuer. (1) | 5493005X2GO78EFZ3E94 |
| c. Title of the issue or description of the investment. | PayPal Holdings Inc |
| d. CUSIP (if any). | 70450Y103 |
| At least one of the following other identifiers: |
| - ISIN | US70450Y1038 |
| - Ticker (if ISIN is not available). | PYPL |
| Balance. (2) |
| a. Balance | 3633.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 212094.54000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.608398536692 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 7 |
| a. Name of issuer (if any). | Zebra Technologies Corp |
| b. LEI (if any) of issuer. (1) | PO0I32GKZ3HZMMDPZZ08 |
| c. Title of the issue or description of the investment. | Zebra Technologies Corp |
| d. CUSIP (if any). | 989207105 |
| At least one of the following other identifiers: |
| - ISIN | US9892071054 |
| - Ticker (if ISIN is not available). | ZBRA |
| Balance. (2) |
| a. Balance | 168.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 40793.76000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.117017929316 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 8 |
| a. Name of issuer (if any). | SLB Ltd |
| b. LEI (if any) of issuer. (1) | 213800ZUA17OK3QLGM62 |
| c. Title of the issue or description of the investment. | SLB Ltd |
| d. CUSIP (if any). | 806857108 |
| At least one of the following other identifiers: |
| - ISIN | AN8068571086 |
| - Ticker (if ISIN is not available). | SLB |
| Balance. (2) |
| a. Balance | 2956.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 113451.28000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.325437857749 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 9 |
| a. Name of issuer (if any). | HCA Healthcare Inc |
| b. LEI (if any) of issuer. (1) | 529900PH4ZGUH2MNEU89 |
| c. Title of the issue or description of the investment. | HCA Healthcare Inc |
| d. CUSIP (if any). | 40412C101 |
| At least one of the following other identifiers: |
| - ISIN | US40412C1018 |
| - Ticker (if ISIN is not available). | HCA |
| Balance. (2) |
| a. Balance | 665.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 310461.90000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.890567789527 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 10 |
| a. Name of issuer (if any). | Smurfit WestRock PLC |
| b. LEI (if any) of issuer. (1) | 635400EGSEOPDW2EXS14 |
| c. Title of the issue or description of the investment. | Smurfit WestRock PLC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | IE00028FXN24 |
| - Ticker (if ISIN is not available). | SW |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRK49M5 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 1510.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 58391.70000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.167498064000 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
IRELAND
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 11 |
| a. Name of issuer (if any). | ONEOK Inc |
| b. LEI (if any) of issuer. (1) | 2T3D6M0JSY48PSZI1Q41 |
| c. Title of the issue or description of the investment. | ONEOK Inc |
| d. CUSIP (if any). | 682680103 |
| At least one of the following other identifiers: |
| - ISIN | US6826801036 |
| - Ticker (if ISIN is not available). | OKE |
| Balance. (2) |
| a. Balance | 671.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 49318.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.141471360987 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 12 |
| a. Name of issuer (if any). | Gilead Sciences Inc |
| b. LEI (if any) of issuer. (1) | 549300WTZWR07K8MNV44 |
| c. Title of the issue or description of the investment. | Gilead Sciences Inc |
| d. CUSIP (if any). | 375558103 |
| At least one of the following other identifiers: |
| - ISIN | US3755581036 |
| - Ticker (if ISIN is not available). | GILD |
| Balance. (2) |
| a. Balance | 2709.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 332502.66000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.953792265422 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 13 |
| a. Name of issuer (if any). | Labcorp Holdings Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | Labcorp Holdings Inc |
| d. CUSIP (if any). | 504922105 |
| At least one of the following other identifiers: |
| - ISIN | US5049221055 |
| - Ticker (if ISIN is not available). | LH |
| Balance. (2) |
| a. Balance | 239.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 59960.32000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.171997690028 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 14 |
| a. Name of issuer (if any). | Regeneron Pharmaceuticals Inc |
| b. LEI (if any) of issuer. (1) | 549300RCBFWIRX3HYQ56 |
| c. Title of the issue or description of the investment. | Regeneron Pharmaceuticals Inc |
| d. CUSIP (if any). | 75886F107 |
| At least one of the following other identifiers: |
| - ISIN | US75886F1075 |
| - Ticker (if ISIN is not available). | REGN |
| Balance. (2) |
| a. Balance | 380.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 293310.60000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.841368852948 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 15 |
| a. Name of issuer (if any). | Genuine Parts Co |
| b. LEI (if any) of issuer. (1) | 549300D46DQVEU651W04 |
| c. Title of the issue or description of the investment. | Genuine Parts Co |
| d. CUSIP (if any). | 372460105 |
| At least one of the following other identifiers: |
| - ISIN | US3724601055 |
| - Ticker (if ISIN is not available). | GPC |
| Balance. (2) |
| a. Balance | 402.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 49429.92000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.141790972067 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 16 |
| a. Name of issuer (if any). | General Motors Co |
| b. LEI (if any) of issuer. (1) | 54930070NSV60J38I987 |
| c. Title of the issue or description of the investment. | General Motors Co |
| d. CUSIP (if any). | 37045V100 |
| At least one of the following other identifiers: |
| - ISIN | US37045V1008 |
| - Ticker (if ISIN is not available). | GM |
| Balance. (2) |
| a. Balance | 2697.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 219320.04000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.629125065658 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 17 |
| a. Name of issuer (if any). | Lowe's Cos Inc |
| b. LEI (if any) of issuer. (1) | WAFCR4OKGSC504WU3E95 |
| c. Title of the issue or description of the investment. | Lowe's Cos Inc |
| d. CUSIP (if any). | 548661107 |
| At least one of the following other identifiers: |
| - ISIN | US5486611073 |
| - Ticker (if ISIN is not available). | LOW |
| Balance. (2) |
| a. Balance | 582.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 140355.12000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.402612201263 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 18 |
| a. Name of issuer (if any). | Fox Corp |
| b. LEI (if any) of issuer. (1) | 549300DDU6FDRBIELS05 |
| c. Title of the issue or description of the investment. | Fox Corp |
| d. CUSIP (if any). | 35137L105 |
| At least one of the following other identifiers: |
| - ISIN | US35137L1052 |
| - Ticker (if ISIN is not available). | FOXA |
| Balance. (2) |
| a. Balance | 1717.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 125461.19000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.359888587455 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 19 |
| a. Name of issuer (if any). | Cognizant Technology Solutions |
| b. LEI (if any) of issuer. (1) | 5493006IEVQEFQO40L83 |
| c. Title of the issue or description of the investment. | Cognizant Technology Solutions Corp |
| d. CUSIP (if any). | 192446102 |
| At least one of the following other identifiers: |
| - ISIN | US1924461023 |
| - Ticker (if ISIN is not available). | CTSH |
| Balance. (2) |
| a. Balance | 1434.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 119022.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.341417608554 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 20 |
| a. Name of issuer (if any). | W R Berkley Corp |
| b. LEI (if any) of issuer. (1) | SQOAGCLKBDWNVYV1OV80 |
| c. Title of the issue or description of the investment. | W R Berkley Corp |
| d. CUSIP (if any). | 084423102 |
| At least one of the following other identifiers: |
| - ISIN | US0844231029 |
| - Ticker (if ISIN is not available). | WRB |
| Balance. (2) |
| a. Balance | 1181.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 82811.72000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.237547507205 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 21 |
| a. Name of issuer (if any). | Kroger Co/The |
| b. LEI (if any) of issuer. (1) | 6CPEOKI6OYJ13Q6O7870 |
| c. Title of the issue or description of the investment. | Kroger Co/The |
| d. CUSIP (if any). | 501044101 |
| At least one of the following other identifiers: |
| - ISIN | US5010441013 |
| - Ticker (if ISIN is not available). | KR |
| Balance. (2) |
| a. Balance | 1856.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 115962.88000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.332642445687 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 22 |
| a. Name of issuer (if any). | Bristol-Myers Squibb Co |
| b. LEI (if any) of issuer. (1) | HLYYNH7UQUORYSJQCN42 |
| c. Title of the issue or description of the investment. | Bristol-Myers Squibb Co |
| d. CUSIP (if any). | 110122108 |
| At least one of the following other identifiers: |
| - ISIN | US1101221083 |
| - Ticker (if ISIN is not available). | BMY |
| Balance. (2) |
| a. Balance | 6293.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 339444.42000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.973704879043 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 23 |
| a. Name of issuer (if any). | McKesson Corp |
| b. LEI (if any) of issuer. (1) | 549300WZWOM80UCFSF54 |
| c. Title of the issue or description of the investment. | McKesson Corp |
| d. CUSIP (if any). | 58155Q103 |
| At least one of the following other identifiers: |
| - ISIN | US58155Q1031 |
| - Ticker (if ISIN is not available). | MCK |
| Balance. (2) |
| a. Balance | 367.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 301046.43000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.863559276389 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 24 |
| a. Name of issuer (if any). | Incyte Corp |
| b. LEI (if any) of issuer. (1) | 549300Z4WN6JVZ3T4680 |
| c. Title of the issue or description of the investment. | Incyte Corp |
| d. CUSIP (if any). | 45337C102 |
| At least one of the following other identifiers: |
| - ISIN | US45337C1027 |
| - Ticker (if ISIN is not available). | INCY |
| Balance. (2) |
| a. Balance | 633.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 62521.41000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.179344241280 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 25 |
| a. Name of issuer (if any). | General Mills Inc |
| b. LEI (if any) of issuer. (1) | 2TGYMUGI08PO8X8L6150 |
| c. Title of the issue or description of the investment. | General Mills Inc |
| d. CUSIP (if any). | 370334104 |
| At least one of the following other identifiers: |
| - ISIN | US3703341046 |
| - Ticker (if ISIN is not available). | GIS |
| Balance. (2) |
| a. Balance | 1590.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 73935.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.212084412028 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 26 |
| a. Name of issuer (if any). | Charter Communications Inc |
| b. LEI (if any) of issuer. (1) | 0J0XRGZE3PBRFEZ7MV65 |
| c. Title of the issue or description of the investment. | Charter Communications Inc |
| d. CUSIP (if any). | 16119P108 |
| At least one of the following other identifiers: |
| - ISIN | US16119P1084 |
| - Ticker (if ISIN is not available). | CHTR |
| Balance. (2) |
| a. Balance | 387.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 80786.25000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.231737395431 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 27 |
| a. Name of issuer (if any). | Avery Dennison Corp |
| b. LEI (if any) of issuer. (1) | 549300PW7VPFCYKLIV37 |
| c. Title of the issue or description of the investment. | Avery Dennison Corp |
| d. CUSIP (if any). | 053611109 |
| At least one of the following other identifiers: |
| - ISIN | US0536111091 |
| - Ticker (if ISIN is not available). | AVY |
| Balance. (2) |
| a. Balance | 301.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 54745.88000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.157039937388 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 28 |
| a. Name of issuer (if any). | J M Smucker Co/The |
| b. LEI (if any) of issuer. (1) | 5493000WDH6A0LHDJD55 |
| c. Title of the issue or description of the investment. | J M Smucker Co/The |
| d. CUSIP (if any). | 832696405 |
| At least one of the following other identifiers: |
| - ISIN | US8326964058 |
| - Ticker (if ISIN is not available). | SJM |
| Balance. (2) |
| a. Balance | 298.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 29147.38000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.083609994582 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 29 |
| a. Name of issuer (if any). | Adobe Inc |
| b. LEI (if any) of issuer. (1) | FU4LY2G4933NH2E1CP29 |
| c. Title of the issue or description of the investment. | Adobe Inc |
| d. CUSIP (if any). | 00724F101 |
| At least one of the following other identifiers: |
| - ISIN | US00724F1012 |
| - Ticker (if ISIN is not available). | ADBE |
| Balance. (2) |
| a. Balance | 949.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 332140.51000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.952753429014 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 30 |
| a. Name of issuer (if any). | Keurig Dr Pepper Inc |
| b. LEI (if any) of issuer. (1) | DYTQ8KRTKO7Y2BVU5K74 |
| c. Title of the issue or description of the investment. | Keurig Dr Pepper Inc |
| d. CUSIP (if any). | 49271V100 |
| At least one of the following other identifiers: |
| - ISIN | US49271V1008 |
| - Ticker (if ISIN is not available). | KDP |
| Balance. (2) |
| a. Balance | 4311.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 120751.11000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.346377604194 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 31 |
| a. Name of issuer (if any). | Prologis Inc |
| b. LEI (if any) of issuer. (1) | 529900DFH19P073LZ636 |
| c. Title of the issue or description of the investment. | Prologis Inc |
| d. CUSIP (if any). | 74340W103 |
| At least one of the following other identifiers: |
| - ISIN | US74340W1036 |
| - Ticker (if ISIN is not available). | PLD |
| Balance. (2) |
| a. Balance | 1457.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 186000.62000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.533547469123 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 32 |
| a. Name of issuer (if any). | PTC Inc |
| b. LEI (if any) of issuer. (1) | 54930050SSMU8SKDJ030 |
| c. Title of the issue or description of the investment. | PTC Inc |
| d. CUSIP (if any). | 69370C100 |
| At least one of the following other identifiers: |
| - ISIN | US69370C1009 |
| - Ticker (if ISIN is not available). | PTC |
| Balance. (2) |
| a. Balance | 346.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 60276.66000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.172905119295 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 33 |
| a. Name of issuer (if any). | Lam Research Corp |
| b. LEI (if any) of issuer. (1) | 549300I4GMO6D34U1T02 |
| c. Title of the issue or description of the investment. | Lam Research Corp |
| d. CUSIP (if any). | 512807306 |
| At least one of the following other identifiers: |
| - ISIN | US5128073062 |
| - Ticker (if ISIN is not available). | LRCX |
| Balance. (2) |
| a. Balance | 3640.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 623095.20000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.787364294715 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 34 |
| a. Name of issuer (if any). | Caterpillar Inc |
| b. LEI (if any) of issuer. (1) | WRJR7GS4GTRECRRTVX92 |
| c. Title of the issue or description of the investment. | Caterpillar Inc |
| d. CUSIP (if any). | 149123101 |
| At least one of the following other identifiers: |
| - ISIN | US1491231015 |
| - Ticker (if ISIN is not available). | CAT |
| Balance. (2) |
| a. Balance | 1009.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 578025.83000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.658081670289 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 35 |
| a. Name of issuer (if any). | IQVIA Holdings Inc |
| b. LEI (if any) of issuer. (1) | 549300W3R20NM4KQPH86 |
| c. Title of the issue or description of the investment. | IQVIA Holdings Inc |
| d. CUSIP (if any). | 46266C105 |
| At least one of the following other identifiers: |
| - ISIN | US46266C1053 |
| - Ticker (if ISIN is not available). | IQV |
| Balance. (2) |
| a. Balance | 535.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 120594.35000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.345927934181 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 36 |
| a. Name of issuer (if any). | Jabil Inc |
| b. LEI (if any) of issuer. (1) | 5493000CGCQY2OQU7669 |
| c. Title of the issue or description of the investment. | Jabil Inc |
| d. CUSIP (if any). | 466313103 |
| At least one of the following other identifiers: |
| - ISIN | US4663131039 |
| - Ticker (if ISIN is not available). | JBL |
| Balance. (2) |
| a. Balance | 413.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 94172.26000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.270135502691 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 37 |
| a. Name of issuer (if any). | A O Smith Corp |
| b. LEI (if any) of issuer. (1) | 549300XG4US7UJNECY36 |
| c. Title of the issue or description of the investment. | A O Smith Corp |
| d. CUSIP (if any). | 831865209 |
| At least one of the following other identifiers: |
| - ISIN | US8318652091 |
| - Ticker (if ISIN is not available). | AOS |
| Balance. (2) |
| a. Balance | 539.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 36048.32000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.103405515003 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 38 |
| a. Name of issuer (if any). | Keysight Technologies Inc |
| b. LEI (if any) of issuer. (1) | 549300GLKVIO8YRCYN02 |
| c. Title of the issue or description of the investment. | Keysight Technologies Inc |
| d. CUSIP (if any). | 49338L103 |
| At least one of the following other identifiers: |
| - ISIN | US49338L1035 |
| - Ticker (if ISIN is not available). | KEYS |
| Balance. (2) |
| a. Balance | 496.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 100782.24000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.289096397015 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 39 |
| a. Name of issuer (if any). | Dover Corp |
| b. LEI (if any) of issuer. (1) | 549300FMC2ALGA7N9E80 |
| c. Title of the issue or description of the investment. | Dover Corp |
| d. CUSIP (if any). | 260003108 |
| At least one of the following other identifiers: |
| - ISIN | US2600031080 |
| - Ticker (if ISIN is not available). | DOV |
| Balance. (2) |
| a. Balance | 258.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 50371.92000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.144493122823 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 40 |
| a. Name of issuer (if any). | Analog Devices Inc |
| b. LEI (if any) of issuer. (1) | GYVOE5EZ4GDAVTU4CQ61 |
| c. Title of the issue or description of the investment. | Analog Devices Inc |
| d. CUSIP (if any). | 032654105 |
| At least one of the following other identifiers: |
| - ISIN | US0326541051 |
| - Ticker (if ISIN is not available). | ADI |
| Balance. (2) |
| a. Balance | 18.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 4881.60000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.014002992706 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 41 |
| a. Name of issuer (if any). | Brown & Brown Inc |
| b. LEI (if any) of issuer. (1) | 549300PC8KTJ71XKFY89 |
| c. Title of the issue or description of the investment. | Brown & Brown Inc |
| d. CUSIP (if any). | 115236101 |
| At least one of the following other identifiers: |
| - ISIN | US1152361010 |
| - Ticker (if ISIN is not available). | BRO |
| Balance. (2) |
| a. Balance | 975.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 77707.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.222905923415 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 42 |
| a. Name of issuer (if any). | TJX Cos Inc/The |
| b. LEI (if any) of issuer. (1) | V167QI9I69W364E2DY52 |
| c. Title of the issue or description of the investment. | TJX Cos Inc/The |
| d. CUSIP (if any). | 872540109 |
| At least one of the following other identifiers: |
| - ISIN | US8725401090 |
| - Ticker (if ISIN is not available). | TJX |
| Balance. (2) |
| a. Balance | 1205.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 185100.05000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.530964161367 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 43 |
| a. Name of issuer (if any). | VICI Properties Inc |
| b. LEI (if any) of issuer. (1) | 254900RKH6RY9KCJQH63 |
| c. Title of the issue or description of the investment. | VICI Properties Inc |
| d. CUSIP (if any). | 925652109 |
| At least one of the following other identifiers: |
| - ISIN | US9256521090 |
| - Ticker (if ISIN is not available). | VICI |
| Balance. (2) |
| a. Balance | 3089.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 86862.68000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.249167788124 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 44 |
| a. Name of issuer (if any). | Qnity Electronics Inc |
| b. LEI (if any) of issuer. (1) | 254900RSUG4J9TFFZX53 |
| c. Title of the issue or description of the investment. | Qnity Electronics Inc |
| d. CUSIP (if any). | 74743L100 |
| At least one of the following other identifiers: |
| - ISIN | US74743L1008 |
| - Ticker (if ISIN is not available). | Q |
| Balance. (2) |
| a. Balance | 605.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 49398.25000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.141700125873 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 45 |
| a. Name of issuer (if any). | Lululemon Athletica Inc |
| b. LEI (if any) of issuer. (1) | 549300D9GZ4BMLDW5T40 |
| c. Title of the issue or description of the investment. | Lululemon Athletica Inc |
| d. CUSIP (if any). | 550021109 |
| At least one of the following other identifiers: |
| - ISIN | US5500211090 |
| - Ticker (if ISIN is not available). | LULU |
| Balance. (2) |
| a. Balance | 341.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 70863.21000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.203272904947 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
CANADA (FEDERAL LEVEL)
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 46 |
| a. Name of issuer (if any). | Devon Energy Corp |
| b. LEI (if any) of issuer. (1) | 54930042348RKR3ZPN35 |
| c. Title of the issue or description of the investment. | Devon Energy Corp |
| d. CUSIP (if any). | 25179M103 |
| At least one of the following other identifiers: |
| - ISIN | US25179M1036 |
| - Ticker (if ISIN is not available). | DVN |
| Balance. (2) |
| a. Balance | 1818.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 66593.34000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.191024675172 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 47 |
| a. Name of issuer (if any). | AutoZone Inc |
| b. LEI (if any) of issuer. (1) | GA3JGKJ41LJKXDN23E90 |
| c. Title of the issue or description of the investment. | AutoZone Inc |
| d. CUSIP (if any). | 053332102 |
| At least one of the following other identifiers: |
| - ISIN | US0533321024 |
| - Ticker (if ISIN is not available). | AZO |
| Balance. (2) |
| a. Balance | 13.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 44089.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.126471842620 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 48 |
| a. Name of issuer (if any). | AT&T Inc |
| b. LEI (if any) of issuer. (1) | 549300Z40J86GGSTL398 |
| c. Title of the issue or description of the investment. | AT&T Inc |
| d. CUSIP (if any). | 00206R102 |
| At least one of the following other identifiers: |
| - ISIN | US00206R1023 |
| - Ticker (if ISIN is not available). | T |
| Balance. (2) |
| a. Balance | 20553.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 510536.52000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.464486882576 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 49 |
| a. Name of issuer (if any). | IFF |
| b. LEI (if any) of issuer. (1) | BZLRL03D3GPGMOGFO832 |
| c. Title of the issue or description of the investment. | International Flavors & Fragrances Inc |
| d. CUSIP (if any). | 459506101 |
| At least one of the following other identifiers: |
| - ISIN | US4595061015 |
| - Ticker (if ISIN is not available). | IFF |
| Balance. (2) |
| a. Balance | 822.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 55394.58000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.158900749697 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 50 |
| a. Name of issuer (if any). | Hartford Insurance Group Inc/T |
| b. LEI (if any) of issuer. (1) | IU7C3FTM7Y3BQM112U94 |
| c. Title of the issue or description of the investment. | Hartford Insurance Group Inc/The |
| d. CUSIP (if any). | 416515104 |
| At least one of the following other identifiers: |
| - ISIN | US4165151048 |
| - Ticker (if ISIN is not available). | HIG |
| Balance. (2) |
| a. Balance | 807.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 111204.60000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.318993199511 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 51 |
| a. Name of issuer (if any). | Vistra Corp |
| b. LEI (if any) of issuer. (1) | 549300KP43CPCUJOOG15 |
| c. Title of the issue or description of the investment. | Vistra Corp |
| d. CUSIP (if any). | 92840M102 |
| At least one of the following other identifiers: |
| - ISIN | US92840M1027 |
| - Ticker (if ISIN is not available). | VST |
| Balance. (2) |
| a. Balance | 334.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 53884.22000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.154568243948 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 52 |
| a. Name of issuer (if any). | Ross Stores Inc |
| b. LEI (if any) of issuer. (1) | 549300ENZFLPGRDFZQ60 |
| c. Title of the issue or description of the investment. | Ross Stores Inc |
| d. CUSIP (if any). | 778296103 |
| At least one of the following other identifiers: |
| - ISIN | US7782961038 |
| - Ticker (if ISIN is not available). | ROST |
| Balance. (2) |
| a. Balance | 935.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 168430.90000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.483148284221 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 53 |
| a. Name of issuer (if any). | Principal Financial Group Inc |
| b. LEI (if any) of issuer. (1) | CUMYEZJOAF02RYZ1JJ85 |
| c. Title of the issue or description of the investment. | Principal Financial Group Inc |
| d. CUSIP (if any). | 74251V102 |
| At least one of the following other identifiers: |
| - ISIN | US74251V1026 |
| - Ticker (if ISIN is not available). | PFG |
| Balance. (2) |
| a. Balance | 33.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 2910.93000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.008350076114 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 54 |
| a. Name of issuer (if any). | United Airlines Holdings Inc |
| b. LEI (if any) of issuer. (1) | 98450079DA0B78DD6764 |
| c. Title of the issue or description of the investment. | United Airlines Holdings Inc |
| d. CUSIP (if any). | 910047109 |
| At least one of the following other identifiers: |
| - ISIN | US9100471096 |
| - Ticker (if ISIN is not available). | UAL |
| Balance. (2) |
| a. Balance | 239.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 26724.98000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.076661279093 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 55 |
| a. Name of issuer (if any). | Align Technology Inc |
| b. LEI (if any) of issuer. (1) | 549300N5YSE0U3LCP840 |
| c. Title of the issue or description of the investment. | Align Technology Inc |
| d. CUSIP (if any). | 016255101 |
| At least one of the following other identifiers: |
| - ISIN | US0162551016 |
| - Ticker (if ISIN is not available). | ALGN |
| Balance. (2) |
| a. Balance | 208.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 32479.20000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.093167404276 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 56 |
| a. Name of issuer (if any). | Deckers Outdoor Corp |
| b. LEI (if any) of issuer. (1) | 5493008LG4W3I6K8J118 |
| c. Title of the issue or description of the investment. | Deckers Outdoor Corp |
| d. CUSIP (if any). | 243537107 |
| At least one of the following other identifiers: |
| - ISIN | US2435371073 |
| - Ticker (if ISIN is not available). | DECK |
| Balance. (2) |
| a. Balance | 422.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 43748.74000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.125494363966 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 57 |
| a. Name of issuer (if any). | Roper Technologies Inc |
| b. LEI (if any) of issuer. (1) | 54930003T4SXCIWVXY35 |
| c. Title of the issue or description of the investment. | Roper Technologies Inc |
| d. CUSIP (if any). | 776696106 |
| At least one of the following other identifiers: |
| - ISIN | US7766961061 |
| - Ticker (if ISIN is not available). | ROP |
| Balance. (2) |
| a. Balance | 311.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 138435.43000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.397105522086 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 58 |
| a. Name of issuer (if any). | Expedia Group Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | Expedia Group Inc |
| d. CUSIP (if any). | 30212P303 |
| At least one of the following other identifiers: |
| - ISIN | US30212P3038 |
| - Ticker (if ISIN is not available). | EXPE |
| Balance. (2) |
| a. Balance | 355.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 100575.05000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.288502067275 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 59 |
| a. Name of issuer (if any). | Norfolk Southern Corp |
| b. LEI (if any) of issuer. (1) | 54930036C8MWP850MI84 |
| c. Title of the issue or description of the investment. | Norfolk Southern Corp |
| d. CUSIP (if any). | 655844108 |
| At least one of the following other identifiers: |
| - ISIN | US6558441084 |
| - Ticker (if ISIN is not available). | NSC |
| Balance. (2) |
| a. Balance | 658.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 189977.76000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.544955995510 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 60 |
| a. Name of issuer (if any). | Western Digital Corp |
| b. LEI (if any) of issuer. (1) | 549300QQXOOYEF89IC56 |
| c. Title of the issue or description of the investment. | Western Digital Corp |
| d. CUSIP (if any). | 958102105 |
| At least one of the following other identifiers: |
| - ISIN | US9581021055 |
| - Ticker (if ISIN is not available). | WDC |
| Balance. (2) |
| a. Balance | 1131.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 194837.37000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.558895909347 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 61 |
| a. Name of issuer (if any). | Nasdaq Inc |
| b. LEI (if any) of issuer. (1) | 549300L8X1Q78ERXFD06 |
| c. Title of the issue or description of the investment. | Nasdaq Inc |
| d. CUSIP (if any). | 631103108 |
| At least one of the following other identifiers: |
| - ISIN | US6311031081 |
| - Ticker (if ISIN is not available). | NDAQ |
| Balance. (2) |
| a. Balance | 1730.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 168034.90000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.482012348235 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 62 |
| a. Name of issuer (if any). | Airbnb Inc |
| b. LEI (if any) of issuer. (1) | 549300HMUDNO0RY56D37 |
| c. Title of the issue or description of the investment. | Airbnb Inc |
| d. CUSIP (if any). | 009066101 |
| At least one of the following other identifiers: |
| - ISIN | US0090661010 |
| - Ticker (if ISIN is not available). | ABNB |
| Balance. (2) |
| a. Balance | 149.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 20222.28000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.058008120155 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 63 |
| a. Name of issuer (if any). | Cummins Inc |
| b. LEI (if any) of issuer. (1) | ZUNI8PYC725B6H8JU438 |
| c. Title of the issue or description of the investment. | Cummins Inc |
| d. CUSIP (if any). | 231021106 |
| At least one of the following other identifiers: |
| - ISIN | US2310211063 |
| - Ticker (if ISIN is not available). | CMI |
| Balance. (2) |
| a. Balance | 399.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 203669.55000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.584231240411 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 64 |
| a. Name of issuer (if any). | Ford Motor Co |
| b. LEI (if any) of issuer. (1) | 20S05OYHG0MQM4VUIC57 |
| c. Title of the issue or description of the investment. | Ford Motor Co |
| d. CUSIP (if any). | 345370860 |
| At least one of the following other identifiers: |
| - ISIN | US3453708600 |
| - Ticker (if ISIN is not available). | F |
| Balance. (2) |
| a. Balance | 11669.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 153097.28000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.439163408561 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 65 |
| a. Name of issuer (if any). | Textron Inc |
| b. LEI (if any) of issuer. (1) | 3PPKBHUG1HD6BO7RNR87 |
| c. Title of the issue or description of the investment. | Textron Inc |
| d. CUSIP (if any). | 883203101 |
| At least one of the following other identifiers: |
| - ISIN | US8832031012 |
| - Ticker (if ISIN is not available). | TXT |
| Balance. (2) |
| a. Balance | 597.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 52040.49000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.149279457947 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 66 |
| a. Name of issuer (if any). | PNC Financial Services Group I |
| b. LEI (if any) of issuer. (1) | CFGNEKW0P8842LEUIA51 |
| c. Title of the issue or description of the investment. | PNC Financial Services Group Inc/The |
| d. CUSIP (if any). | 693475105 |
| At least one of the following other identifiers: |
| - ISIN | US6934751057 |
| - Ticker (if ISIN is not available). | PNC |
| Balance. (2) |
| a. Balance | 669.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 139640.37000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.400561922863 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 67 |
| a. Name of issuer (if any). | KeyCorp |
| b. LEI (if any) of issuer. (1) | RKPI3RZGV1V1FJTH5T61 |
| c. Title of the issue or description of the investment. | KeyCorp |
| d. CUSIP (if any). | 493267108 |
| At least one of the following other identifiers: |
| - ISIN | US4932671088 |
| - Ticker (if ISIN is not available). | KEY |
| Balance. (2) |
| a. Balance | 2381.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 49143.84000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.140970344373 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 68 |
| a. Name of issuer (if any). | Veralto Corp |
| b. LEI (if any) of issuer. (1) | 635400FJE6GSOJUSNY27 |
| c. Title of the issue or description of the investment. | Veralto Corp |
| d. CUSIP (if any). | 92338C103 |
| At least one of the following other identifiers: |
| - ISIN | US92338C1036 |
| - Ticker (if ISIN is not available). | VLTO |
| Balance. (2) |
| a. Balance | 809.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 80722.02000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.231553150056 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 69 |
| a. Name of issuer (if any). | Cincinnati Financial Corp |
| b. LEI (if any) of issuer. (1) | 254900Q4WEDMZBOZ0002 |
| c. Title of the issue or description of the investment. | Cincinnati Financial Corp |
| d. CUSIP (if any). | 172062101 |
| At least one of the following other identifiers: |
| - ISIN | US1720621010 |
| - Ticker (if ISIN is not available). | CINF |
| Balance. (2) |
| a. Balance | 238.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 38870.16000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.111500034206 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 70 |
| a. Name of issuer (if any). | EMCOR Group Inc |
| b. LEI (if any) of issuer. (1) | 529900X0SQJB2J7YDU43 |
| c. Title of the issue or description of the investment. | EMCOR Group Inc |
| d. CUSIP (if any). | 29084Q100 |
| At least one of the following other identifiers: |
| - ISIN | US29084Q1004 |
| - Ticker (if ISIN is not available). | EME |
| Balance. (2) |
| a. Balance | 129.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 78920.91000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.226386620600 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 71 |
| a. Name of issuer (if any). | Visa Inc |
| b. LEI (if any) of issuer. (1) | 549300JZ4OKEHW3DPJ59 |
| c. Title of the issue or description of the investment. | Visa Inc |
| d. CUSIP (if any). | 92826C839 |
| At least one of the following other identifiers: |
| - ISIN | US92826C8394 |
| - Ticker (if ISIN is not available). | V |
| Balance. (2) |
| a. Balance | 225.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 78909.75000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.226354607859 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 72 |
| a. Name of issuer (if any). | PepsiCo Inc |
| b. LEI (if any) of issuer. (1) | FJSUNZKFNQ5YPJ5OT455 |
| c. Title of the issue or description of the investment. | PepsiCo Inc |
| d. CUSIP (if any). | 713448108 |
| At least one of the following other identifiers: |
| - ISIN | US7134481081 |
| - Ticker (if ISIN is not available). | PEP |
| Balance. (2) |
| a. Balance | 1869.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 268238.88000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.769449991857 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 73 |
| a. Name of issuer (if any). | Arthur J Gallagher & Co |
| b. LEI (if any) of issuer. (1) | 54930049QLLMPART6V29 |
| c. Title of the issue or description of the investment. | Arthur J Gallagher & Co |
| d. CUSIP (if any). | 363576109 |
| At least one of the following other identifiers: |
| - ISIN | US3635761097 |
| - Ticker (if ISIN is not available). | AJG |
| Balance. (2) |
| a. Balance | 442.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 114385.18000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.328116773450 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 74 |
| a. Name of issuer (if any). | UnitedHealth Group Inc |
| b. LEI (if any) of issuer. (1) | 549300GHBMY8T5GXDE41 |
| c. Title of the issue or description of the investment. | UnitedHealth Group Inc |
| d. CUSIP (if any). | 91324P102 |
| At least one of the following other identifiers: |
| - ISIN | US91324P1021 |
| - Ticker (if ISIN is not available). | UNH |
| Balance. (2) |
| a. Balance | 1596.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 526855.56000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.511298460357 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 75 |
| a. Name of issuer (if any). | Kimberly-Clark Corp |
| b. LEI (if any) of issuer. (1) | MP3J6QPYPGN75NVW2S34 |
| c. Title of the issue or description of the investment. | Kimberly-Clark Corp |
| d. CUSIP (if any). | 494368103 |
| At least one of the following other identifiers: |
| - ISIN | US4943681035 |
| - Ticker (if ISIN is not available). | KMB |
| Balance. (2) |
| a. Balance | 1279.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 129038.31000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.370149646385 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 76 |
| a. Name of issuer (if any). | APA Corp |
| b. LEI (if any) of issuer. (1) | 549300VCIWLRHYVSHC79 |
| c. Title of the issue or description of the investment. | APA Corp |
| d. CUSIP (if any). | 03743Q108 |
| At least one of the following other identifiers: |
| - ISIN | US03743Q1085 |
| - Ticker (if ISIN is not available). | APA |
| Balance. (2) |
| a. Balance | 1184.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 28960.64000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.083074326183 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 77 |
| a. Name of issuer (if any). | Progressive Corp/The |
| b. LEI (if any) of issuer. (1) | 529900TACNVLY9DCR586 |
| c. Title of the issue or description of the investment. | Progressive Corp/The |
| d. CUSIP (if any). | 743315103 |
| At least one of the following other identifiers: |
| - ISIN | US7433151039 |
| - Ticker (if ISIN is not available). | PGR |
| Balance. (2) |
| a. Balance | 363.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 82662.36000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.237119064279 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 78 |
| a. Name of issuer (if any). | Howmet Aerospace Inc |
| b. LEI (if any) of issuer. (1) | 549300HO5WFZUT5N2T22 |
| c. Title of the issue or description of the investment. | Howmet Aerospace Inc |
| d. CUSIP (if any). | 443201108 |
| At least one of the following other identifiers: |
| - ISIN | US4432011082 |
| - Ticker (if ISIN is not available). | HWM |
| Balance. (2) |
| a. Balance | 52.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 10661.04000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.030581462095 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 79 |
| a. Name of issuer (if any). | Campbell's Company/The |
| b. LEI (if any) of issuer. (1) | 5493007JDSMX8Z5Z1902 |
| c. Title of the issue or description of the investment. | Campbell's Company/The |
| d. CUSIP (if any). | 134429109 |
| At least one of the following other identifiers: |
| - ISIN | US1344291091 |
| - Ticker (if ISIN is not available). | CPB |
| Balance. (2) |
| a. Balance | 946.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 26365.02000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.075628724755 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 80 |
| a. Name of issuer (if any). | Occidental Petroleum Corp |
| b. LEI (if any) of issuer. (1) | IM7X0T3ECJW4C1T7ON55 |
| c. Title of the issue or description of the investment. | Occidental Petroleum Corp |
| d. CUSIP (if any). | 674599105 |
| At least one of the following other identifiers: |
| - ISIN | US6745991058 |
| - Ticker (if ISIN is not available). | OXY |
| Balance. (2) |
| a. Balance | 2849.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 117150.88000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.336050253647 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 81 |
| a. Name of issuer (if any). | Chubb Ltd |
| b. LEI (if any) of issuer. (1) | E0JAN6VLUDI1HITHT809 |
| c. Title of the issue or description of the investment. | Chubb Ltd |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | CH0044328745 |
| - Ticker (if ISIN is not available). | CB |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B3BQMF6 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 360.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 112363.20000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.322316672829 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
SWITZERLAND
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 82 |
| a. Name of issuer (if any). | GE HealthCare Technologies Inc |
| b. LEI (if any) of issuer. (1) | 549300OI9J7XOWZMUN85 |
| c. Title of the issue or description of the investment. | GE HealthCare Technologies Inc |
| d. CUSIP (if any). | 36266G107 |
| At least one of the following other identifiers: |
| - ISIN | US36266G1076 |
| - Ticker (if ISIN is not available). | GEHC |
| Balance. (2) |
| a. Balance | 1488.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 122045.76000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.350091340368 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 83 |
| a. Name of issuer (if any). | Republic Services Inc |
| b. LEI (if any) of issuer. (1) | NKNQHM6BLECKVOQP7O46 |
| c. Title of the issue or description of the investment. | Republic Services Inc |
| d. CUSIP (if any). | 760759100 |
| At least one of the following other identifiers: |
| - ISIN | US7607591002 |
| - Ticker (if ISIN is not available). | RSG |
| Balance. (2) |
| a. Balance | 712.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 150894.16000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.432843703281 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 84 |
| a. Name of issuer (if any). | Constellation Brands Inc |
| b. LEI (if any) of issuer. (1) | 5493005GKEG8QCVY7037 |
| c. Title of the issue or description of the investment. | Constellation Brands Inc |
| d. CUSIP (if any). | 21036P108 |
| At least one of the following other identifiers: |
| - ISIN | US21036P1084 |
| - Ticker (if ISIN is not available). | STZ |
| Balance. (2) |
| a. Balance | 506.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 69807.76000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.200245320005 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 85 |
| a. Name of issuer (if any). | Marriott International Inc/MD |
| b. LEI (if any) of issuer. (1) | 225YDZ14ZO8E1TXUSU86 |
| c. Title of the issue or description of the investment. | Marriott International Inc/MD |
| d. CUSIP (if any). | 571903202 |
| At least one of the following other identifiers: |
| - ISIN | US5719032022 |
| - Ticker (if ISIN is not available). | MAR |
| Balance. (2) |
| a. Balance | 787.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 244158.88000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.700375904596 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 86 |
| a. Name of issuer (if any). | Verisk Analytics Inc |
| b. LEI (if any) of issuer. (1) | 549300I1YSWNIRKBWP67 |
| c. Title of the issue or description of the investment. | Verisk Analytics Inc |
| d. CUSIP (if any). | 92345Y106 |
| At least one of the following other identifiers: |
| - ISIN | US92345Y1064 |
| - Ticker (if ISIN is not available). | VRSK |
| Balance. (2) |
| a. Balance | 406.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 90818.14000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.260514124885 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 87 |
| a. Name of issuer (if any). | Brown-Forman Corp |
| b. LEI (if any) of issuer. (1) | 549300873K3LXF7ARU34 |
| c. Title of the issue or description of the investment. | Brown-Forman Corp |
| d. CUSIP (if any). | 115637209 |
| At least one of the following other identifiers: |
| - ISIN | US1156372096 |
| - Ticker (if ISIN is not available). | BF/B |
| Balance. (2) |
| a. Balance | 1545.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 40262.70000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.115494570314 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 88 |
| a. Name of issuer (if any). | Amgen Inc |
| b. LEI (if any) of issuer. (1) | 62QBXGPJ34PQ72Z12S66 |
| c. Title of the issue or description of the investment. | Amgen Inc |
| d. CUSIP (if any). | 031162100 |
| At least one of the following other identifiers: |
| - ISIN | US0311621009 |
| - Ticker (if ISIN is not available). | AMGN |
| Balance. (2) |
| a. Balance | 225.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 73644.75000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.211251822583 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 89 |
| a. Name of issuer (if any). | Verizon Communications Inc |
| b. LEI (if any) of issuer. (1) | 2S72QS2UO2OESLG6Y829 |
| c. Title of the issue or description of the investment. | Verizon Communications Inc |
| d. CUSIP (if any). | 92343V104 |
| At least one of the following other identifiers: |
| - ISIN | US92343V1044 |
| - Ticker (if ISIN is not available). | VZ |
| Balance. (2) |
| a. Balance | 12190.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 496498.70000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.424219041893 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 90 |
| a. Name of issuer (if any). | Hilton Worldwide Holdings Inc |
| b. LEI (if any) of issuer. (1) | 549300HVGPK36ICB0B89 |
| c. Title of the issue or description of the investment. | Hilton Worldwide Holdings Inc |
| d. CUSIP (if any). | 43300A203 |
| At least one of the following other identifiers: |
| - ISIN | US43300A2033 |
| - Ticker (if ISIN is not available). | HLT |
| Balance. (2) |
| a. Balance | 190.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 54577.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.156556935111 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 91 |
| a. Name of issuer (if any). | CH Robinson Worldwide Inc |
| b. LEI (if any) of issuer. (1) | 529900WNWN5L0OVDHA79 |
| c. Title of the issue or description of the investment. | CH Robinson Worldwide Inc |
| d. CUSIP (if any). | 12541W209 |
| At least one of the following other identifiers: |
| - ISIN | US12541W2098 |
| - Ticker (if ISIN is not available). | CHRW |
| Balance. (2) |
| a. Balance | 346.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 55622.96000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.159555863486 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 92 |
| a. Name of issuer (if any). | Zoetis Inc |
| b. LEI (if any) of issuer. (1) | 549300HD9Q1LOC9KLJ48 |
| c. Title of the issue or description of the investment. | Zoetis Inc |
| d. CUSIP (if any). | 98978V103 |
| At least one of the following other identifiers: |
| - ISIN | US98978V1035 |
| - Ticker (if ISIN is not available). | ZTS |
| Balance. (2) |
| a. Balance | 1280.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 161049.60000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.461974839026 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 93 |
| a. Name of issuer (if any). | Motorola Solutions Inc |
| b. LEI (if any) of issuer. (1) | 6S552MUG6KGJVEBSEC55 |
| c. Title of the issue or description of the investment. | Motorola Solutions Inc |
| d. CUSIP (if any). | 620076307 |
| At least one of the following other identifiers: |
| - ISIN | US6200763075 |
| - Ticker (if ISIN is not available). | MSI |
| Balance. (2) |
| a. Balance | 65.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 24915.80000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.071471600638 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 94 |
| a. Name of issuer (if any). | Parker-Hannifin Corp |
| b. LEI (if any) of issuer. (1) | 5493002CONDB4N2HKI23 |
| c. Title of the issue or description of the investment. | Parker-Hannifin Corp |
| d. CUSIP (if any). | 701094104 |
| At least one of the following other identifiers: |
| - ISIN | US7010941042 |
| - Ticker (if ISIN is not available). | PH |
| Balance. (2) |
| a. Balance | 267.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 234682.32000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.673192153251 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 95 |
| a. Name of issuer (if any). | Citizens Financial Group Inc |
| b. LEI (if any) of issuer. (1) | 2138004JDDA4ZQUPFW65 |
| c. Title of the issue or description of the investment. | Citizens Financial Group Inc |
| d. CUSIP (if any). | 174610105 |
| At least one of the following other identifiers: |
| - ISIN | US1746101054 |
| - Ticker (if ISIN is not available). | CFG |
| Balance. (2) |
| a. Balance | 1247.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 72837.27000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.208935545840 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 96 |
| a. Name of issuer (if any). | Fastenal Co |
| b. LEI (if any) of issuer. (1) | 529900PP0C7H2HHPSJ32 |
| c. Title of the issue or description of the investment. | Fastenal Co |
| d. CUSIP (if any). | 311900104 |
| At least one of the following other identifiers: |
| - ISIN | US3119001044 |
| - Ticker (if ISIN is not available). | FAST |
| Balance. (2) |
| a. Balance | 67.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 2688.71000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.007712632440 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 97 |
| a. Name of issuer (if any). | Universal Health Services Inc |
| b. LEI (if any) of issuer. (1) | 549300YGMGQDO0NMJD09 |
| c. Title of the issue or description of the investment. | Universal Health Services Inc |
| d. CUSIP (if any). | 913903100 |
| At least one of the following other identifiers: |
| - ISIN | US9139031002 |
| - Ticker (if ISIN is not available). | UHS |
| Balance. (2) |
| a. Balance | 224.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 48836.48000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.140088674461 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 98 |
| a. Name of issuer (if any). | Tyson Foods Inc |
| b. LEI (if any) of issuer. (1) | WD6L6041MNRW1JE49D58 |
| c. Title of the issue or description of the investment. | Tyson Foods Inc |
| d. CUSIP (if any). | 902494103 |
| At least one of the following other identifiers: |
| - ISIN | US9024941034 |
| - Ticker (if ISIN is not available). | TSN |
| Balance. (2) |
| a. Balance | 1167.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 68409.54000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.196234490674 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 99 |
| a. Name of issuer (if any). | Simon Property Group Inc |
| b. LEI (if any) of issuer. (1) | 529900GQL5X8H7AO3T64 |
| c. Title of the issue or description of the investment. | Simon Property Group Inc |
| d. CUSIP (if any). | 828806109 |
| At least one of the following other identifiers: |
| - ISIN | US8288061091 |
| - Ticker (if ISIN is not available). | SPG |
| Balance. (2) |
| a. Balance | 943.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 174558.73000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.500726119111 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 100 |
| a. Name of issuer (if any). | Coca-Cola Co/The |
| b. LEI (if any) of issuer. (1) | UWJKFUJFZ02DKWI3RY53 |
| c. Title of the issue or description of the investment. | Coca-Cola Co/The |
| d. CUSIP (if any). | 191216100 |
| At least one of the following other identifiers: |
| - ISIN | US1912161007 |
| - Ticker (if ISIN is not available). | KO |
| Balance. (2) |
| a. Balance | 6586.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 460427.26000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.320747206586 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 101 |
| a. Name of issuer (if any). | Hubbell Inc |
| b. LEI (if any) of issuer. (1) | 54930088VDQ6840Y6597 |
| c. Title of the issue or description of the investment. | Hubbell Inc |
| d. CUSIP (if any). | 443510607 |
| At least one of the following other identifiers: |
| - ISIN | US4435106079 |
| - Ticker (if ISIN is not available). | HUBB |
| Balance. (2) |
| a. Balance | 27.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 11990.97000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.034396399839 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 102 |
| a. Name of issuer (if any). | Becton Dickinson & Co |
| b. LEI (if any) of issuer. (1) | ICE2EP6D98PQUILVRZ91 |
| c. Title of the issue or description of the investment. | Becton Dickinson & Co |
| d. CUSIP (if any). | 075887109 |
| At least one of the following other identifiers: |
| - ISIN | US0758871091 |
| - Ticker (if ISIN is not available). | BDX |
| Balance. (2) |
| a. Balance | 889.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 172528.23000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.494901578655 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 103 |
| a. Name of issuer (if any). | Biogen Inc |
| b. LEI (if any) of issuer. (1) | W8J5WZB5IY3K0NDQT671 |
| c. Title of the issue or description of the investment. | Biogen Inc |
| d. CUSIP (if any). | 09062X103 |
| At least one of the following other identifiers: |
| - ISIN | US09062X1037 |
| - Ticker (if ISIN is not available). | BIIB |
| Balance. (2) |
| a. Balance | 425.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 74795.75000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.214553495110 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 104 |
| a. Name of issuer (if any). | CDW Corp/DE |
| b. LEI (if any) of issuer. (1) | 9845001B052ABF0B6755 |
| c. Title of the issue or description of the investment. | CDW Corp/DE |
| d. CUSIP (if any). | 12514G108 |
| At least one of the following other identifiers: |
| - ISIN | US12514G1085 |
| - Ticker (if ISIN is not available). | CDW |
| Balance. (2) |
| a. Balance | 436.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 59383.20000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.170342206754 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 105 |
| a. Name of issuer (if any). | Apple Inc |
| b. LEI (if any) of issuer. (1) | HWUPKR0MPOU8FGXBT394 |
| c. Title of the issue or description of the investment. | Apple Inc |
| d. CUSIP (if any). | 037833100 |
| At least one of the following other identifiers: |
| - ISIN | US0378331005 |
| - Ticker (if ISIN is not available). | AAPL |
| Balance. (2) |
| a. Balance | 320.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 86995.20000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.249547925086 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 106 |
| a. Name of issuer (if any). | Seagate Technology Holdings PL |
| b. LEI (if any) of issuer. (1) | 635400RUXIFEZSRU8X70 |
| c. Title of the issue or description of the investment. | Seagate Technology Holdings PLC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | IE00BKVD2N49 |
| - Ticker (if ISIN is not available). | STX |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BKVD2N4 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 691.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 190294.49000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.545864543503 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 107 |
| a. Name of issuer (if any). | AMETEK Inc |
| b. LEI (if any) of issuer. (1) | 549300WZDEF9KKE40E98 |
| c. Title of the issue or description of the investment. | AMETEK Inc |
| d. CUSIP (if any). | 031100100 |
| At least one of the following other identifiers: |
| - ISIN | US0311001004 |
| - Ticker (if ISIN is not available). | AME |
| Balance. (2) |
| a. Balance | 643.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 132014.33000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.378686434806 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 108 |
| a. Name of issuer (if any). | S&P Global Inc |
| b. LEI (if any) of issuer. (1) | Y6X4K52KMJMZE7I7MY94 |
| c. Title of the issue or description of the investment. | S&P Global Inc |
| d. CUSIP (if any). | 78409V104 |
| At least one of the following other identifiers: |
| - ISIN | US78409V1044 |
| - Ticker (if ISIN is not available). | SPGI |
| Balance. (2) |
| a. Balance | 281.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 146847.79000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.421236588893 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 109 |
| a. Name of issuer (if any). | Omnicom Group Inc |
| b. LEI (if any) of issuer. (1) | HKUPACFHSSASQK8HLS17 |
| c. Title of the issue or description of the investment. | Omnicom Group Inc |
| d. CUSIP (if any). | 681919106 |
| At least one of the following other identifiers: |
| - ISIN | US6819191064 |
| - Ticker (if ISIN is not available). | OMC |
| Balance. (2) |
| a. Balance | 754.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 60885.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.174651592189 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 110 |
| a. Name of issuer (if any). | LyondellBasell Industries NV |
| b. LEI (if any) of issuer. (1) | BN6WCCZ8OVP3ITUUVN49 |
| c. Title of the issue or description of the investment. | LyondellBasell Industries NV |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | NL0009434992 |
| - Ticker (if ISIN is not available). | LYB |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B3SPXZ3 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 930.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 40269.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.115512642023 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 111 |
| a. Name of issuer (if any). | Eversource Energy |
| b. LEI (if any) of issuer. (1) | SJ7XXD41SQU3ZNWUJ746 |
| c. Title of the issue or description of the investment. | Eversource Energy |
| d. CUSIP (if any). | 30040W108 |
| At least one of the following other identifiers: |
| - ISIN | US30040W1080 |
| - Ticker (if ISIN is not available). | ES |
| Balance. (2) |
| a. Balance | 127.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 8550.91000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.024528500975 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 112 |
| a. Name of issuer (if any). | Newmont Corp |
| b. LEI (if any) of issuer. (1) | 549300VSP3RIX7FGDZ51 |
| c. Title of the issue or description of the investment. | Newmont Corp |
| d. CUSIP (if any). | 651639106 |
| At least one of the following other identifiers: |
| - ISIN | US6516391066 |
| - Ticker (if ISIN is not available). | NEM |
| Balance. (2) |
| a. Balance | 3683.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 367747.55000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.054893121210 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 113 |
| a. Name of issuer (if any). | Cigna Group/The |
| b. LEI (if any) of issuer. (1) | 549300VIWYMSIGT1U456 |
| c. Title of the issue or description of the investment. | Cigna Group/The |
| d. CUSIP (if any). | 125523100 |
| At least one of the following other identifiers: |
| - ISIN | US1255231003 |
| - Ticker (if ISIN is not available). | CI |
| Balance. (2) |
| a. Balance | 773.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 212752.79000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.610286743417 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 114 |
| a. Name of issuer (if any). | Citigroup Inc |
| b. LEI (if any) of issuer. (1) | 6SHGI4ZSSLCXXQSBB395 |
| c. Title of the issue or description of the investment. | Citigroup Inc |
| d. CUSIP (if any). | 172967424 |
| At least one of the following other identifiers: |
| - ISIN | US1729674242 |
| - Ticker (if ISIN is not available). | C |
| Balance. (2) |
| a. Balance | 4816.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 561979.04000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.612051048498 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 115 |
| a. Name of issuer (if any). | Gartner Inc |
| b. LEI (if any) of issuer. (1) | PP55B5R38BFB8O8HH686 |
| c. Title of the issue or description of the investment. | Gartner Inc |
| d. CUSIP (if any). | 366651107 |
| At least one of the following other identifiers: |
| - ISIN | US3666511072 |
| - Ticker (if ISIN is not available). | IT |
| Balance. (2) |
| a. Balance | 216.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 54492.48000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.156313053097 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 116 |
| a. Name of issuer (if any). | VeriSign Inc |
| b. LEI (if any) of issuer. (1) | LMPL4N8ZOJRMF0KOF759 |
| c. Title of the issue or description of the investment. | VeriSign Inc |
| d. CUSIP (if any). | 92343E102 |
| At least one of the following other identifiers: |
| - ISIN | US92343E1029 |
| - Ticker (if ISIN is not available). | VRSN |
| Balance. (2) |
| a. Balance | 359.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 87219.05000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.250190044457 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 117 |
| a. Name of issuer (if any). | Solventum Corp |
| b. LEI (if any) of issuer. (1) | 254900I70403OSGY4M28 |
| c. Title of the issue or description of the investment. | Solventum Corp |
| d. CUSIP (if any). | 83444M101 |
| At least one of the following other identifiers: |
| - ISIN | US83444M1018 |
| - Ticker (if ISIN is not available). | SOLV |
| Balance. (2) |
| a. Balance | 521.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 41284.04000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.118424309860 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 118 |
| a. Name of issuer (if any). | Kenvue Inc |
| b. LEI (if any) of issuer. (1) | 5493008HSF8L4M2LIJ82 |
| c. Title of the issue or description of the investment. | Kenvue Inc |
| d. CUSIP (if any). | 49177J102 |
| At least one of the following other identifiers: |
| - ISIN | US49177J1025 |
| - Ticker (if ISIN is not available). | KVUE |
| Balance. (2) |
| a. Balance | 5539.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 95547.75000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.274081130444 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 119 |
| a. Name of issuer (if any). | Sandisk Corp/DE |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | Sandisk Corp/DE |
| d. CUSIP (if any). | 80004C200 |
| At least one of the following other identifiers: |
| - ISIN | US80004C2008 |
| - Ticker (if ISIN is not available). | SNDK |
| Balance. (2) |
| a. Balance | 422.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 100174.36000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.287352677905 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 120 |
| a. Name of issuer (if any). | JB Hunt Transport Services Inc |
| b. LEI (if any) of issuer. (1) | 549300XCD1MPI1C5GK90 |
| c. Title of the issue or description of the investment. | JB Hunt Transport Services Inc |
| d. CUSIP (if any). | 445658107 |
| At least one of the following other identifiers: |
| - ISIN | US4456581077 |
| - Ticker (if ISIN is not available). | JBHT |
| Balance. (2) |
| a. Balance | 283.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 54998.22000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.157763781041 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 121 |
| a. Name of issuer (if any). | Dell Technologies Inc |
| b. LEI (if any) of issuer. (1) | 549300TJB5YBRUPOG437 |
| c. Title of the issue or description of the investment. | Dell Technologies Inc |
| d. CUSIP (if any). | 24703L202 |
| At least one of the following other identifiers: |
| - ISIN | US24703L2025 |
| - Ticker (if ISIN is not available). | DELL |
| Balance. (2) |
| a. Balance | 2293.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 288642.84000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.827979265674 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 122 |
| a. Name of issuer (if any). | Fiserv Inc |
| b. LEI (if any) of issuer. (1) | GI7UBEJLXYLGR2C7GV83 |
| c. Title of the issue or description of the investment. | Fiserv Inc |
| d. CUSIP (if any). | 337738108 |
| At least one of the following other identifiers: |
| - ISIN | US3377381088 |
| - Ticker (if ISIN is not available). | FISV |
| Balance. (2) |
| a. Balance | 1553.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 104315.01000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.299230236851 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 123 |
| a. Name of issuer (if any). | Broadridge Financial Solutions |
| b. LEI (if any) of issuer. (1) | 549300KZDJZQ2YIHRC28 |
| c. Title of the issue or description of the investment. | Broadridge Financial Solutions Inc |
| d. CUSIP (if any). | 11133T103 |
| At least one of the following other identifiers: |
| - ISIN | US11133T1034 |
| - Ticker (if ISIN is not available). | BR |
| Balance. (2) |
| a. Balance | 326.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 72753.42000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.208695020000 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 124 |
| a. Name of issuer (if any). | Philip Morris International In |
| b. LEI (if any) of issuer. (1) | HL3H1H2BGXWVG3BSWR90 |
| c. Title of the issue or description of the investment. | Philip Morris International Inc |
| d. CUSIP (if any). | 718172109 |
| At least one of the following other identifiers: |
| - ISIN | US7181721090 |
| - Ticker (if ISIN is not available). | PM |
| Balance. (2) |
| a. Balance | 2942.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 471896.80000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.353647871321 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 125 |
| a. Name of issuer (if any). | Allegion plc |
| b. LEI (if any) of issuer. (1) | 984500560CAC2E6FB757 |
| c. Title of the issue or description of the investment. | Allegion plc |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | IE00BFRT3W74 |
| - Ticker (if ISIN is not available). | ALLE |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BFRT3W7 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 285.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 45377.70000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.130167076806 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
IRELAND
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 126 |
| a. Name of issuer (if any). | Tapestry Inc |
| b. LEI (if any) of issuer. (1) | 549300LJNVY5SW3VTN33 |
| c. Title of the issue or description of the investment. | Tapestry Inc |
| d. CUSIP (if any). | 876030107 |
| At least one of the following other identifiers: |
| - ISIN | US8760301072 |
| - Ticker (if ISIN is not available). | TPR |
| Balance. (2) |
| a. Balance | 800.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 102216.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.293209173732 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 127 |
| a. Name of issuer (if any). | Welltower Inc |
| b. LEI (if any) of issuer. (1) | 254900F33BIAR82QTA19 |
| c. Title of the issue or description of the investment. | Welltower Inc |
| d. CUSIP (if any). | 95040Q104 |
| At least one of the following other identifiers: |
| - ISIN | US95040Q1040 |
| - Ticker (if ISIN is not available). | WELL |
| Balance. (2) |
| a. Balance | 1562.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 289922.82000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.831650920583 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 128 |
| a. Name of issuer (if any). | Garmin Ltd |
| b. LEI (if any) of issuer. (1) | 2549001E0HIPIJQ0W046 |
| c. Title of the issue or description of the investment. | Garmin Ltd |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | CH0114405324 |
| - Ticker (if ISIN is not available). | GRMN |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B3Z5T14 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 556.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 112784.60000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.323525469356 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
SWITZERLAND
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 129 |
| a. Name of issuer (if any). | Colgate-Palmolive Co |
| b. LEI (if any) of issuer. (1) | YMEGZFW4SBUSS5BQXF88 |
| c. Title of the issue or description of the investment. | Colgate-Palmolive Co |
| d. CUSIP (if any). | 194162103 |
| At least one of the following other identifiers: |
| - ISIN | US1941621039 |
| - Ticker (if ISIN is not available). | CL |
| Balance. (2) |
| a. Balance | 2582.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 204029.64000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.585264167657 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 130 |
| a. Name of issuer (if any). | Ball Corp |
| b. LEI (if any) of issuer. (1) | 0BGI85ALH27ZJP15DY16 |
| c. Title of the issue or description of the investment. | Ball Corp |
| d. CUSIP (if any). | 058498106 |
| At least one of the following other identifiers: |
| - ISIN | US0584981064 |
| - Ticker (if ISIN is not available). | BALL |
| Balance. (2) |
| a. Balance | 88.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 4661.36000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.013371228712 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 131 |
| a. Name of issuer (if any). | Cencora Inc |
| b. LEI (if any) of issuer. (1) | AI8GXW8LG5WK7E9UD086 |
| c. Title of the issue or description of the investment. | Cencora Inc |
| d. CUSIP (if any). | 03073E105 |
| At least one of the following other identifiers: |
| - ISIN | US03073E1055 |
| - Ticker (if ISIN is not available). | COR |
| Balance. (2) |
| a. Balance | 566.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 191166.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.548365926179 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 132 |
| a. Name of issuer (if any). | Ingersoll Rand Inc |
| b. LEI (if any) of issuer. (1) | 5299004C02FMZCUOIR50 |
| c. Title of the issue or description of the investment. | Ingersoll Rand Inc |
| d. CUSIP (if any). | 45687V106 |
| At least one of the following other identifiers: |
| - ISIN | US45687V1061 |
| - Ticker (if ISIN is not available). | IR |
| Balance. (2) |
| a. Balance | 367.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 29073.74000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.083398756385 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 133 |
| a. Name of issuer (if any). | Federal Realty Investment Trus |
| b. LEI (if any) of issuer. (1) | 549300FHEI1SLVZ0RB48 |
| c. Title of the issue or description of the investment. | Federal Realty Investment Trust |
| d. CUSIP (if any). | 313745101 |
| At least one of the following other identifiers: |
| - ISIN | US3137451015 |
| - Ticker (if ISIN is not available). | FRT |
| Balance. (2) |
| a. Balance | 279.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 28123.20000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.080672108424 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 134 |
| a. Name of issuer (if any). | HP Inc |
| b. LEI (if any) of issuer. (1) | WHKXQACZ14C5XRO8LW03 |
| c. Title of the issue or description of the investment. | HP Inc |
| d. CUSIP (if any). | 40434L105 |
| At least one of the following other identifiers: |
| - ISIN | US40434L1052 |
| - Ticker (if ISIN is not available). | HPQ |
| Balance. (2) |
| a. Balance | 3616.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 80564.48000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.231101242593 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 135 |
| a. Name of issuer (if any). | Honeywell International Inc |
| b. LEI (if any) of issuer. (1) | ISRPG12PN4EIEOEMW547 |
| c. Title of the issue or description of the investment. | Honeywell International Inc |
| d. CUSIP (if any). | 438516106 |
| At least one of the following other identifiers: |
| - ISIN | US4385161066 |
| - Ticker (if ISIN is not available). | HON |
| Balance. (2) |
| a. Balance | 1836.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 358185.24000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.027463393828 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 136 |
| a. Name of issuer (if any). | Las Vegas Sands Corp |
| b. LEI (if any) of issuer. (1) | 549300DUOO1KXOHPM605 |
| c. Title of the issue or description of the investment. | Las Vegas Sands Corp |
| d. CUSIP (if any). | 517834107 |
| At least one of the following other identifiers: |
| - ISIN | US5178341070 |
| - Ticker (if ISIN is not available). | LVS |
| Balance. (2) |
| a. Balance | 1960.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 127576.40000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.365956120683 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 137 |
| a. Name of issuer (if any). | Pentair PLC |
| b. LEI (if any) of issuer. (1) | 549300EVR9D56WPSRP15 |
| c. Title of the issue or description of the investment. | Pentair PLC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | IE00BLS09M33 |
| - Ticker (if ISIN is not available). | PNR |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BLS09M3 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 481.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 50091.34000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.143688272017 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 138 |
| a. Name of issuer (if any). | Emerson Electric Co |
| b. LEI (if any) of issuer. (1) | FGLT0EWZSUIRRITFOA30 |
| c. Title of the issue or description of the investment. | Emerson Electric Co |
| d. CUSIP (if any). | 291011104 |
| At least one of the following other identifiers: |
| - ISIN | US2910111044 |
| - Ticker (if ISIN is not available). | EMR |
| Balance. (2) |
| a. Balance | 1627.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 215935.44000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.619416255204 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 139 |
| a. Name of issuer (if any). | Huntington Ingalls Industries |
| b. LEI (if any) of issuer. (1) | 5TZLZ6WJTBVJ0QWBG121 |
| c. Title of the issue or description of the investment. | Huntington Ingalls Industries Inc |
| d. CUSIP (if any). | 446413106 |
| At least one of the following other identifiers: |
| - ISIN | US4464131063 |
| - Ticker (if ISIN is not available). | HII |
| Balance. (2) |
| a. Balance | 113.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 38427.91000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.110231428928 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 140 |
| a. Name of issuer (if any). | CF Industries Holdings Inc |
| b. LEI (if any) of issuer. (1) | 529900CG8YAQFZ2JMV97 |
| c. Title of the issue or description of the investment. | CF Industries Holdings Inc |
| d. CUSIP (if any). | 125269100 |
| At least one of the following other identifiers: |
| - ISIN | US1252691001 |
| - Ticker (if ISIN is not available). | CF |
| Balance. (2) |
| a. Balance | 578.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 44702.52000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.128230305949 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 141 |
| a. Name of issuer (if any). | Stanley Black & Decker Inc |
| b. LEI (if any) of issuer. (1) | 549300DJ09SMTO561131 |
| c. Title of the issue or description of the investment. | Stanley Black & Decker Inc |
| d. CUSIP (if any). | 854502101 |
| At least one of the following other identifiers: |
| - ISIN | US8545021011 |
| - Ticker (if ISIN is not available). | SWK |
| Balance. (2) |
| a. Balance | 597.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 44345.16000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.127205209777 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 142 |
| a. Name of issuer (if any). | Willis Towers Watson PLC |
| b. LEI (if any) of issuer. (1) | 549300WHC56FF48KL350 |
| c. Title of the issue or description of the investment. | Willis Towers Watson PLC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | IE00BDB6Q211 |
| - Ticker (if ISIN is not available). | WTW |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BDB6Q21 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 327.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 107452.20000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.308229345481 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 143 |
| a. Name of issuer (if any). | Molina Healthcare Inc |
| b. LEI (if any) of issuer. (1) | 549300NQQCEQ46YHZ591 |
| c. Title of the issue or description of the investment. | Molina Healthcare Inc |
| d. CUSIP (if any). | 60855R100 |
| At least one of the following other identifiers: |
| - ISIN | US60855R1005 |
| - Ticker (if ISIN is not available). | MOH |
| Balance. (2) |
| a. Balance | 152.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 26378.08000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.075666187695 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 144 |
| a. Name of issuer (if any). | CVS Health Corp |
| b. LEI (if any) of issuer. (1) | 549300EJG376EN5NQE29 |
| c. Title of the issue or description of the investment. | CVS Health Corp |
| d. CUSIP (if any). | 126650100 |
| At least one of the following other identifiers: |
| - ISIN | US1266501006 |
| - Ticker (if ISIN is not available). | CVS |
| Balance. (2) |
| a. Balance | 3901.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 309583.36000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.888047675382 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 145 |
| a. Name of issuer (if any). | Baker Hughes Co |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | Baker Hughes Co |
| d. CUSIP (if any). | 05722G100 |
| At least one of the following other identifiers: |
| - ISIN | US05722G1004 |
| - Ticker (if ISIN is not available). | BKR |
| Balance. (2) |
| a. Balance | 2850.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 129789.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.372303019581 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 146 |
| a. Name of issuer (if any). | AvalonBay Communities Inc |
| b. LEI (if any) of issuer. (1) | K9G90K85RBWD2LAGQX17 |
| c. Title of the issue or description of the investment. | AvalonBay Communities Inc |
| d. CUSIP (if any). | 053484101 |
| At least one of the following other identifiers: |
| - ISIN | US0534841012 |
| - Ticker (if ISIN is not available). | AVB |
| Balance. (2) |
| a. Balance | 407.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 73793.17000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.211677569096 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 147 |
| a. Name of issuer (if any). | Jacobs Solutions Inc |
| b. LEI (if any) of issuer. (1) | 254900E3KHXCC2C8K272 |
| c. Title of the issue or description of the investment. | Jacobs Solutions Inc |
| d. CUSIP (if any). | 46982L108 |
| At least one of the following other identifiers: |
| - ISIN | US46982L1089 |
| - Ticker (if ISIN is not available). | J |
| Balance. (2) |
| a. Balance | 461.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 61064.06000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.175163796052 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 148 |
| a. Name of issuer (if any). | Leidos Holdings Inc |
| b. LEI (if any) of issuer. (1) | 549300IUTGTP6EJP8124 |
| c. Title of the issue or description of the investment. | Leidos Holdings Inc |
| d. CUSIP (if any). | 525327102 |
| At least one of the following other identifiers: |
| - ISIN | US5253271028 |
| - Ticker (if ISIN is not available). | LDOS |
| Balance. (2) |
| a. Balance | 376.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 67830.40000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.194573212979 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 149 |
| a. Name of issuer (if any). | Gen Digital Inc |
| b. LEI (if any) of issuer. (1) | YF6ZV0M6AU4FY94MK914 |
| c. Title of the issue or description of the investment. | Gen Digital Inc |
| d. CUSIP (if any). | 668771108 |
| At least one of the following other identifiers: |
| - ISIN | US6687711084 |
| - Ticker (if ISIN is not available). | GEN |
| Balance. (2) |
| a. Balance | 2376.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 64603.44000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.185316596840 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 150 |
| a. Name of issuer (if any). | Xylem Inc/NY |
| b. LEI (if any) of issuer. (1) | 549300DF5MV96DRYLQ48 |
| c. Title of the issue or description of the investment. | Xylem Inc/NY |
| d. CUSIP (if any). | 98419M100 |
| At least one of the following other identifiers: |
| - ISIN | US98419M1009 |
| - Ticker (if ISIN is not available). | XYL |
| Balance. (2) |
| a. Balance | 703.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 95734.54000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.274616942269 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 151 |
| a. Name of issuer (if any). | T-Mobile US Inc |
| b. LEI (if any) of issuer. (1) | 549300QHIJYOHPACPG31 |
| c. Title of the issue or description of the investment. | T-Mobile US Inc |
| d. CUSIP (if any). | 872590104 |
| At least one of the following other identifiers: |
| - ISIN | US8725901040 |
| - Ticker (if ISIN is not available). | TMUS |
| Balance. (2) |
| a. Balance | 1378.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 279789.12000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.802582146577 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 152 |
| a. Name of issuer (if any). | General Dynamics Corp |
| b. LEI (if any) of issuer. (1) | 9C1X8XOOTYY2FNYTVH06 |
| c. Title of the issue or description of the investment. | General Dynamics Corp |
| d. CUSIP (if any). | 369550108 |
| At least one of the following other identifiers: |
| - ISIN | US3695501086 |
| - Ticker (if ISIN is not available). | GD |
| Balance. (2) |
| a. Balance | 789.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 265624.74000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.761951265342 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 153 |
| a. Name of issuer (if any). | Dreyfus Government Cash Management |
| b. LEI (if any) of issuer. (1) | 5493000Q69I5Q3QZIA91 |
| c. Title of the issue or description of the investment. | Dreyfus Government Cash Management |
| d. CUSIP (if any). | 262006208 |
| At least one of the following other identifiers: |
| - ISIN | US2620062081 |
| - Ticker (if ISIN is not available). | DGCXX |
| Balance. (2) |
| a. Balance | 264691.19000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 264691.19000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.759273353625 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle)
|
| b. Issuer type. (7) |
Registered fund
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 154 |
| a. Name of issuer (if any). | Marsh & McLennan Cos Inc |
| b. LEI (if any) of issuer. (1) | 549300XMP3KDCKJXIU47 |
| c. Title of the issue or description of the investment. | Marsh & McLennan Cos Inc |
| d. CUSIP (if any). | 571748102 |
| At least one of the following other identifiers: |
| - ISIN | US5717481023 |
| - Ticker (if ISIN is not available). | MMC |
| Balance. (2) |
| a. Balance | 1420.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 263438.40000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.755679693916 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 155 |
| a. Name of issuer (if any). | Huntington Bancshares Inc/OH |
| b. LEI (if any) of issuer. (1) | 549300XTVCVV9I7B5T19 |
| c. Title of the issue or description of the investment. | Huntington Bancshares Inc/OH |
| d. CUSIP (if any). | 446150104 |
| At least one of the following other identifiers: |
| - ISIN | US4461501045 |
| - Ticker (if ISIN is not available). | HBAN |
| Balance. (2) |
| a. Balance | 5621.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 97524.35000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.279751057391 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 156 |
| a. Name of issuer (if any). | Aptiv PLC |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | Aptiv PLC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | JE00BTDN8H13 |
| - Ticker (if ISIN is not available). | APTV |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BTDN8H1 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 836.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 63611.24000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.182470446118 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
IRELAND
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 157 |
| a. Name of issuer (if any). | Yum! Brands Inc |
| b. LEI (if any) of issuer. (1) | 549300JE8XHZZ7OHN517 |
| c. Title of the issue or description of the investment. | Yum! Brands Inc |
| d. CUSIP (if any). | 988498101 |
| At least one of the following other identifiers: |
| - ISIN | US9884981013 |
| - Ticker (if ISIN is not available). | YUM |
| Balance. (2) |
| a. Balance | 911.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 137816.08000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.395328900992 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 158 |
| a. Name of issuer (if any). | Block Inc |
| b. LEI (if any) of issuer. (1) | 549300OHIIUWSTIZME52 |
| c. Title of the issue or description of the investment. | Block Inc |
| d. CUSIP (if any). | 852234103 |
| At least one of the following other identifiers: |
| - ISIN | US8522341036 |
| - Ticker (if ISIN is not available). | XYZ |
| Balance. (2) |
| a. Balance | 1766.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 114948.94000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.329733933227 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 159 |
| a. Name of issuer (if any). | Host Hotels & Resorts Inc |
| b. LEI (if any) of issuer. (1) | N6EL63S0K3PB1YFTDI24 |
| c. Title of the issue or description of the investment. | Host Hotels & Resorts Inc |
| d. CUSIP (if any). | 44107P104 |
| At least one of the following other identifiers: |
| - ISIN | US44107P1049 |
| - Ticker (if ISIN is not available). | HST |
| Balance. (2) |
| a. Balance | 1501.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 26612.73000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.076339287137 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 160 |
| a. Name of issuer (if any). | Mid-America Apartment Communit |
| b. LEI (if any) of issuer. (1) | 549300FQZKFR5YNSHZ21 |
| c. Title of the issue or description of the investment. | Mid-America Apartment Communities Inc |
| d. CUSIP (if any). | 59522J103 |
| At least one of the following other identifiers: |
| - ISIN | US59522J1034 |
| - Ticker (if ISIN is not available). | MAA |
| Balance. (2) |
| a. Balance | 338.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 46951.58000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.134681791277 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 161 |
| a. Name of issuer (if any). | F5 Inc |
| b. LEI (if any) of issuer. (1) | 54930015FPK9KT966303 |
| c. Title of the issue or description of the investment. | F5 Inc |
| d. CUSIP (if any). | 315616102 |
| At least one of the following other identifiers: |
| - ISIN | US3156161024 |
| - Ticker (if ISIN is not available). | FFIV |
| Balance. (2) |
| a. Balance | 223.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 56922.98000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.163285003641 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 162 |
| a. Name of issuer (if any). | Snap-on Inc |
| b. LEI (if any) of issuer. (1) | HHWAT5TDOYZMM26KKQ73 |
| c. Title of the issue or description of the investment. | Snap-on Inc |
| d. CUSIP (if any). | 833034101 |
| At least one of the following other identifiers: |
| - ISIN | US8330341012 |
| - Ticker (if ISIN is not available). | SNA |
| Balance. (2) |
| a. Balance | 201.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 69264.60000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.198687251848 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 163 |
| a. Name of issuer (if any). | Cboe Global Markets Inc |
| b. LEI (if any) of issuer. (1) | 529900RLNSGA90UPEH54 |
| c. Title of the issue or description of the investment. | Cboe Global Markets Inc |
| d. CUSIP (if any). | 12503M108 |
| At least one of the following other identifiers: |
| - ISIN | US12503M1080 |
| - Ticker (if ISIN is not available). | CBOE |
| Balance. (2) |
| a. Balance | 303.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 76053.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.218159948441 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 164 |
| a. Name of issuer (if any). | T Rowe Price Group Inc |
| b. LEI (if any) of issuer. (1) | 549300SIV6FPS9Y7IH33 |
| c. Title of the issue or description of the investment. | T Rowe Price Group Inc |
| d. CUSIP (if any). | 74144T108 |
| At least one of the following other identifiers: |
| - ISIN | US74144T1088 |
| - Ticker (if ISIN is not available). | TROW |
| Balance. (2) |
| a. Balance | 845.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 86511.10000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.248159272028 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 165 |
| a. Name of issuer (if any). | Loews Corp |
| b. LEI (if any) of issuer. (1) | R8V1FN4M5ITGZOG7BS19 |
| c. Title of the issue or description of the investment. | Loews Corp |
| d. CUSIP (if any). | 540424108 |
| At least one of the following other identifiers: |
| - ISIN | US5404241086 |
| - Ticker (if ISIN is not available). | L |
| Balance. (2) |
| a. Balance | 802.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 84458.62000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.242271681388 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 166 |
| a. Name of issuer (if any). | Assurant Inc |
| b. LEI (if any) of issuer. (1) | H3F39CAXWQRVWURFXL38 |
| c. Title of the issue or description of the investment. | Assurant Inc |
| d. CUSIP (if any). | 04621X108 |
| At least one of the following other identifiers: |
| - ISIN | US04621X1081 |
| - Ticker (if ISIN is not available). | AIZ |
| Balance. (2) |
| a. Balance | 70.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 16859.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.048361900921 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 167 |
| a. Name of issuer (if any). | Procter & Gamble Co/The |
| b. LEI (if any) of issuer. (1) | 2572IBTT8CCZW6AU4141 |
| c. Title of the issue or description of the investment. | Procter & Gamble Co/The |
| d. CUSIP (if any). | 742718109 |
| At least one of the following other identifiers: |
| - ISIN | US7427181091 |
| - Ticker (if ISIN is not available). | PG |
| Balance. (2) |
| a. Balance | 3359.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 481378.29000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.380845764494 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 168 |
| a. Name of issuer (if any). | Match Group Inc |
| b. LEI (if any) of issuer. (1) | 15OMOPB0A8K0EFUVD031 |
| c. Title of the issue or description of the investment. | Match Group Inc |
| d. CUSIP (if any). | 57667L107 |
| At least one of the following other identifiers: |
| - ISIN | US57667L1070 |
| - Ticker (if ISIN is not available). | MTCH |
| Balance. (2) |
| a. Balance | 888.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 28673.52000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.082250715222 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 169 |
| a. Name of issuer (if any). | Ulta Beauty Inc |
| b. LEI (if any) of issuer. (1) | 529900CIV6HN8M28YM82 |
| c. Title of the issue or description of the investment. | Ulta Beauty Inc |
| d. CUSIP (if any). | 90384S303 |
| At least one of the following other identifiers: |
| - ISIN | US90384S3031 |
| - Ticker (if ISIN is not available). | ULTA |
| Balance. (2) |
| a. Balance | 151.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 91356.51000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.262058452807 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 170 |
| a. Name of issuer (if any). | FactSet Research Systems Inc |
| b. LEI (if any) of issuer. (1) | 549300ZSJE7NBK6K9P30 |
| c. Title of the issue or description of the investment. | FactSet Research Systems Inc |
| d. CUSIP (if any). | 303075105 |
| At least one of the following other identifiers: |
| - ISIN | US3030751057 |
| - Ticker (if ISIN is not available). | FDS |
| Balance. (2) |
| a. Balance | 110.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 31920.90000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.091565906646 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 171 |
| a. Name of issuer (if any). | DaVita Inc |
| b. LEI (if any) of issuer. (1) | M2XHYMU3TZNEZURC6H66 |
| c. Title of the issue or description of the investment. | DaVita Inc |
| d. CUSIP (if any). | 23918K108 |
| At least one of the following other identifiers: |
| - ISIN | US23918K1088 |
| - Ticker (if ISIN is not available). | DVA |
| Balance. (2) |
| a. Balance | 276.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 31356.36000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.089946509419 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 172 |
| a. Name of issuer (if any). | Ventas Inc |
| b. LEI (if any) of issuer. (1) | ORQTRC074CWLT3DKHT41 |
| c. Title of the issue or description of the investment. | Ventas Inc |
| d. CUSIP (if any). | 92276F100 |
| At least one of the following other identifiers: |
| - ISIN | US92276F1003 |
| - Ticker (if ISIN is not available). | VTR |
| Balance. (2) |
| a. Balance | 1357.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 105004.66000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.301208515268 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 173 |
| a. Name of issuer (if any). | Masco Corp |
| b. LEI (if any) of issuer. (1) | 5GCSNMQXHEYA1JO8QN11 |
| c. Title of the issue or description of the investment. | Masco Corp |
| d. CUSIP (if any). | 574599106 |
| At least one of the following other identifiers: |
| - ISIN | US5745991068 |
| - Ticker (if ISIN is not available). | MAS |
| Balance. (2) |
| a. Balance | 644.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 40868.24000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.117231577074 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 174 |
| a. Name of issuer (if any). | CME Group Inc |
| b. LEI (if any) of issuer. (1) | LCZ7XYGSLJUHFXXNXD88 |
| c. Title of the issue or description of the investment. | CME Group Inc |
| d. CUSIP (if any). | 12572Q105 |
| At least one of the following other identifiers: |
| - ISIN | US12572Q1058 |
| - Ticker (if ISIN is not available). | CME |
| Balance. (2) |
| a. Balance | 561.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 153197.88000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.439451982198 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 175 |
| a. Name of issuer (if any). | Hasbro Inc |
| b. LEI (if any) of issuer. (1) | 549300NUB6D2R1ITYR45 |
| c. Title of the issue or description of the investment. | Hasbro Inc |
| d. CUSIP (if any). | 418056107 |
| At least one of the following other identifiers: |
| - ISIN | US4180561072 |
| - Ticker (if ISIN is not available). | HAS |
| Balance. (2) |
| a. Balance | 540.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 44280.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.127018296674 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 176 |
| a. Name of issuer (if any). | Realty Income Corp |
| b. LEI (if any) of issuer. (1) | 549300CUWDAUZSH43859 |
| c. Title of the issue or description of the investment. | Realty Income Corp |
| d. CUSIP (if any). | 756109104 |
| At least one of the following other identifiers: |
| - ISIN | US7561091049 |
| - Ticker (if ISIN is not available). | O |
| Balance. (2) |
| a. Balance | 2659.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 149887.83000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.429957020298 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 177 |
| a. Name of issuer (if any). | Corteva Inc |
| b. LEI (if any) of issuer. (1) | 549300WZN9I2QKLS0O94 |
| c. Title of the issue or description of the investment. | Corteva Inc |
| d. CUSIP (if any). | 22052L104 |
| At least one of the following other identifiers: |
| - ISIN | US22052L1044 |
| - Ticker (if ISIN is not available). | CTVA |
| Balance. (2) |
| a. Balance | 2245.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 150482.35000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.431662415911 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 178 |
| a. Name of issuer (if any). | Johnson & Johnson |
| b. LEI (if any) of issuer. (1) | 549300G0CFPGEF6X2043 |
| c. Title of the issue or description of the investment. | Johnson & Johnson |
| d. CUSIP (if any). | 478160104 |
| At least one of the following other identifiers: |
| - ISIN | US4781601046 |
| - Ticker (if ISIN is not available). | JNJ |
| Balance. (2) |
| a. Balance | 2027.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 419487.65000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.203310902866 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 179 |
| a. Name of issuer (if any). | Conagra Brands Inc |
| b. LEI (if any) of issuer. (1) | 54930035UDEIH090K650 |
| c. Title of the issue or description of the investment. | Conagra Brands Inc |
| d. CUSIP (if any). | 205887102 |
| At least one of the following other identifiers: |
| - ISIN | US2058871029 |
| - Ticker (if ISIN is not available). | CAG |
| Balance. (2) |
| a. Balance | 1384.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 23957.04000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.068721373400 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 180 |
| a. Name of issuer (if any). | McDonald's Corp |
| b. LEI (if any) of issuer. (1) | UE2136O97NLB5BYP9H04 |
| c. Title of the issue or description of the investment. | McDonald's Corp |
| d. CUSIP (if any). | 580135101 |
| At least one of the following other identifiers: |
| - ISIN | US5801351017 |
| - Ticker (if ISIN is not available). | MCD |
| Balance. (2) |
| a. Balance | 286.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 87410.18000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.250738305682 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 181 |
| a. Name of issuer (if any). | Illinois Tool Works Inc |
| b. LEI (if any) of issuer. (1) | 76NA4I14SZCFAYMNSV04 |
| c. Title of the issue or description of the investment. | Illinois Tool Works Inc |
| d. CUSIP (if any). | 452308109 |
| At least one of the following other identifiers: |
| - ISIN | US4523081093 |
| - Ticker (if ISIN is not available). | ITW |
| Balance. (2) |
| a. Balance | 1059.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 260831.70000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.748202309229 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 182 |
| a. Name of issuer (if any). | Exxon Mobil Corp |
| b. LEI (if any) of issuer. (1) | J3WHBG0MTS7O8ZVMDC91 |
| c. Title of the issue or description of the investment. | Exxon Mobil Corp |
| d. CUSIP (if any). | 30231G102 |
| At least one of the following other identifiers: |
| - ISIN | US30231G1022 |
| - Ticker (if ISIN is not available). | XOM |
| Balance. (2) |
| a. Balance | 758.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 91217.72000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.261660330192 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 183 |
| a. Name of issuer (if any). | FedEx Corp |
| b. LEI (if any) of issuer. (1) | 549300E707U7WNPZN687 |
| c. Title of the issue or description of the investment. | FedEx Corp |
| d. CUSIP (if any). | 31428X106 |
| At least one of the following other identifiers: |
| - ISIN | US31428X1063 |
| - Ticker (if ISIN is not available). | FDX |
| Balance. (2) |
| a. Balance | 688.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 198735.68000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.570078309892 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 184 |
| a. Name of issuer (if any). | KLA Corp |
| b. LEI (if any) of issuer. (1) | 549300H0BF5JCG96TJ81 |
| c. Title of the issue or description of the investment. | KLA Corp |
| d. CUSIP (if any). | 482480100 |
| At least one of the following other identifiers: |
| - ISIN | US4824801009 |
| - Ticker (if ISIN is not available). | KLAC |
| Balance. (2) |
| a. Balance | 19.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 23086.52000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.066224264826 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 185 |
| a. Name of issuer (if any). | Expeditors International of Wa |
| b. LEI (if any) of issuer. (1) | 984500B055A804AB6E40 |
| c. Title of the issue or description of the investment. | Expeditors International of Washington Inc |
| d. CUSIP (if any). | 302130109 |
| At least one of the following other identifiers: |
| - ISIN | US3021301094 |
| - Ticker (if ISIN is not available). | EXPD |
| Balance. (2) |
| a. Balance | 443.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 66011.43000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.189355451663 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 186 |
| a. Name of issuer (if any). | Molson Coors Beverage Co |
| b. LEI (if any) of issuer. (1) | 54930073LBBH6ZCBE225 |
| c. Title of the issue or description of the investment. | Molson Coors Beverage Co |
| d. CUSIP (if any). | 60871R209 |
| At least one of the following other identifiers: |
| - ISIN | US60871R2094 |
| - Ticker (if ISIN is not available). | TAP |
| Balance. (2) |
| a. Balance | 572.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 26700.96000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.076592377117 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 187 |
| a. Name of issuer (if any). | Chipotle Mexican Grill Inc |
| b. LEI (if any) of issuer. (1) | 529900REP5VGTPCP1J71 |
| c. Title of the issue or description of the investment. | Chipotle Mexican Grill Inc |
| d. CUSIP (if any). | 169656105 |
| At least one of the following other identifiers: |
| - ISIN | US1696561059 |
| - Ticker (if ISIN is not available). | CMG |
| Balance. (2) |
| a. Balance | 3832.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 141784.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.406710979577 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 188 |
| a. Name of issuer (if any). | AbbVie Inc |
| b. LEI (if any) of issuer. (1) | FR5LCKFTG8054YNNRU85 |
| c. Title of the issue or description of the investment. | AbbVie Inc |
| d. CUSIP (if any). | 00287Y109 |
| At least one of the following other identifiers: |
| - ISIN | US00287Y1091 |
| - Ticker (if ISIN is not available). | ABBV |
| Balance. (2) |
| a. Balance | 604.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 138007.96000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.395879313611 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 189 |
| a. Name of issuer (if any). | Mastercard Inc |
| b. LEI (if any) of issuer. (1) | AR5L2ODV9HN37376R084 |
| c. Title of the issue or description of the investment. | Mastercard Inc |
| d. CUSIP (if any). | 57636Q104 |
| At least one of the following other identifiers: |
| - ISIN | US57636Q1040 |
| - Ticker (if ISIN is not available). | MA |
| Balance. (2) |
| a. Balance | 83.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 47383.04000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.135919445168 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 190 |
| a. Name of issuer (if any). | Dollar Tree Inc |
| b. LEI (if any) of issuer. (1) | 549300PMSTQITB1WHR43 |
| c. Title of the issue or description of the investment. | Dollar Tree Inc |
| d. CUSIP (if any). | 256746108 |
| At least one of the following other identifiers: |
| - ISIN | US2567461080 |
| - Ticker (if ISIN is not available). | DLTR |
| Balance. (2) |
| a. Balance | 700.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 86107.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.247000100987 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 191 |
| a. Name of issuer (if any). | EPAM Systems Inc |
| b. LEI (if any) of issuer. (1) | 549300XCR4R530HJP604 |
| c. Title of the issue or description of the investment. | EPAM Systems Inc |
| d. CUSIP (if any). | 29414B104 |
| At least one of the following other identifiers: |
| - ISIN | US29414B1044 |
| - Ticker (if ISIN is not available). | EPAM |
| Balance. (2) |
| a. Balance | 159.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 32575.92000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.093444848035 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 192 |
| a. Name of issuer (if any). | Monster Beverage Corp |
| b. LEI (if any) of issuer. (1) | 52990090AP0E7HCB6F33 |
| c. Title of the issue or description of the investment. | Monster Beverage Corp |
| d. CUSIP (if any). | 61174X109 |
| At least one of the following other identifiers: |
| - ISIN | US61174X1090 |
| - Ticker (if ISIN is not available). | MNST |
| Balance. (2) |
| a. Balance | 2614.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 200415.38000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.574896571701 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 193 |
| a. Name of issuer (if any). | Jack Henry & Associates Inc |
| b. LEI (if any) of issuer. (1) | 529900X1QS8C54W0JB21 |
| c. Title of the issue or description of the investment. | Jack Henry & Associates Inc |
| d. CUSIP (if any). | 426281101 |
| At least one of the following other identifiers: |
| - ISIN | US4262811015 |
| - Ticker (if ISIN is not available). | JKHY |
| Balance. (2) |
| a. Balance | 209.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 38138.32000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.109400732710 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 194 |
| a. Name of issuer (if any). | Cardinal Health Inc |
| b. LEI (if any) of issuer. (1) | CCU46N3GJMF4OK4N7U60 |
| c. Title of the issue or description of the investment. | Cardinal Health Inc |
| d. CUSIP (if any). | 14149Y108 |
| At least one of the following other identifiers: |
| - ISIN | US14149Y1082 |
| - Ticker (if ISIN is not available). | CAH |
| Balance. (2) |
| a. Balance | 777.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 159673.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.458027461473 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 195 |
| a. Name of issuer (if any). | Booking Holdings Inc |
| b. LEI (if any) of issuer. (1) | FXM8FAOHMYDIPD38UZ17 |
| c. Title of the issue or description of the investment. | Booking Holdings Inc |
| d. CUSIP (if any). | 09857L108 |
| At least one of the following other identifiers: |
| - ISIN | US09857L1089 |
| - Ticker (if ISIN is not available). | BKNG |
| Balance. (2) |
| a. Balance | 40.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 214213.20000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.614475966331 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 196 |
| a. Name of issuer (if any). | Carnival Corp |
| b. LEI (if any) of issuer. (1) | F1OF2ZSX47CR0BCWA982 |
| c. Title of the issue or description of the investment. | Carnival Corp |
| d. CUSIP (if any). | 143658300 |
| At least one of the following other identifiers: |
| - ISIN | PA1436583006 |
| - Ticker (if ISIN is not available). | CCL |
| Balance. (2) |
| a. Balance | 3866.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 118067.64000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.338680002826 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 197 |
| a. Name of issuer (if any). | Erie Indemnity Co |
| b. LEI (if any) of issuer. (1) | 549300WA5KP94KRUFZ80 |
| c. Title of the issue or description of the investment. | Erie Indemnity Co |
| d. CUSIP (if any). | 29530P102 |
| At least one of the following other identifiers: |
| - ISIN | US29530P1021 |
| - Ticker (if ISIN is not available). | ERIE |
| Balance. (2) |
| a. Balance | 151.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 43284.15000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.124161675835 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 198 |
| a. Name of issuer (if any). | Kraft Heinz Co/The |
| b. LEI (if any) of issuer. (1) | 9845007488EC87F5AF14 |
| c. Title of the issue or description of the investment. | Kraft Heinz Co/The |
| d. CUSIP (if any). | 500754106 |
| At least one of the following other identifiers: |
| - ISIN | US5007541064 |
| - Ticker (if ISIN is not available). | KHC |
| Balance. (2) |
| a. Balance | 3426.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 83080.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.238318509414 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 199 |
| a. Name of issuer (if any). | TE Connectivity PLC |
| b. LEI (if any) of issuer. (1) | 6367003TB6K484NFHE54 |
| c. Title of the issue or description of the investment. | TE Connectivity PLC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | IE000IVNQZ81 |
| - Ticker (if ISIN is not available). | TEL |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRC3N84 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 1138.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 258906.38000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.742679480255 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
IRELAND
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 200 |
| a. Name of issuer (if any). | Builders FirstSource Inc |
| b. LEI (if any) of issuer. (1) | 549300W0SKP6L3H7DP63 |
| c. Title of the issue or description of the investment. | Builders FirstSource Inc |
| d. CUSIP (if any). | 12008R107 |
| At least one of the following other identifiers: |
| - ISIN | US12008R1077 |
| - Ticker (if ISIN is not available). | BLDR |
| Balance. (2) |
| a. Balance | 319.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 32821.91000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.094150476553 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 201 |
| a. Name of issuer (if any). | Corpay Inc |
| b. LEI (if any) of issuer. (1) | 549300DG6RR0NQSFLN74 |
| c. Title of the issue or description of the investment. | Corpay Inc |
| d. CUSIP (if any). | 219948106 |
| At least one of the following other identifiers: |
| - ISIN | US2199481068 |
| - Ticker (if ISIN is not available). | CPAY |
| Balance. (2) |
| a. Balance | 272.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 81852.96000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.234797279967 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 202 |
| a. Name of issuer (if any). | Altria Group Inc |
| b. LEI (if any) of issuer. (1) | XSGZFLO9YTNO9VCQV219 |
| c. Title of the issue or description of the investment. | Altria Group Inc |
| d. CUSIP (if any). | 02209S103 |
| At least one of the following other identifiers: |
| - ISIN | US02209S1033 |
| - Ticker (if ISIN is not available). | MO |
| Balance. (2) |
| a. Balance | 6475.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 373348.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.070959587532 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 203 |
| a. Name of issuer (if any). | UDR Inc |
| b. LEI (if any) of issuer. (1) | P3CH2EG5X6Z1XWU1OO74 |
| c. Title of the issue or description of the investment. | UDR Inc |
| d. CUSIP (if any). | 902653104 |
| At least one of the following other identifiers: |
| - ISIN | US9026531049 |
| - Ticker (if ISIN is not available). | UDR |
| Balance. (2) |
| a. Balance | 956.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 35066.08000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.100587934793 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 204 |
| a. Name of issuer (if any). | Baxter International Inc |
| b. LEI (if any) of issuer. (1) | J5OIVXX3P24RJRW5CK77 |
| c. Title of the issue or description of the investment. | Baxter International Inc |
| d. CUSIP (if any). | 071813109 |
| At least one of the following other identifiers: |
| - ISIN | US0718131099 |
| - Ticker (if ISIN is not available). | BAX |
| Balance. (2) |
| a. Balance | 1483.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 28340.13000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.081294377600 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 205 |
| a. Name of issuer (if any). | United Parcel Service Inc |
| b. LEI (if any) of issuer. (1) | D01LMJZU09ULLNCY6Z23 |
| c. Title of the issue or description of the investment. | United Parcel Service Inc |
| d. CUSIP (if any). | 911312106 |
| At least one of the following other identifiers: |
| - ISIN | US9113121068 |
| - Ticker (if ISIN is not available). | UPS |
| Balance. (2) |
| a. Balance | 2452.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 243213.88000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.697665148264 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 206 |
| a. Name of issuer (if any). | Alexandria Real Estate Equitie |
| b. LEI (if any) of issuer. (1) | MGCJBT4MKTQBVLNUIS88 |
| c. Title of the issue or description of the investment. | Alexandria Real Estate Equities Inc |
| d. CUSIP (if any). | 015271109 |
| At least one of the following other identifiers: |
| - ISIN | US0152711091 |
| - Ticker (if ISIN is not available). | ARE |
| Balance. (2) |
| a. Balance | 555.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 27161.70000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.077914021426 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 207 |
| a. Name of issuer (if any). | Pfizer Inc |
| b. LEI (if any) of issuer. (1) | 765LHXWGK1KXCLTFYQ30 |
| c. Title of the issue or description of the investment. | Pfizer Inc |
| d. CUSIP (if any). | 717081103 |
| At least one of the following other identifiers: |
| - ISIN | US7170811035 |
| - Ticker (if ISIN is not available). | PFE |
| Balance. (2) |
| a. Balance | 17799.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 443195.10000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.271316321057 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 208 |
| a. Name of issuer (if any). | Fortive Corp |
| b. LEI (if any) of issuer. (1) | 549300MU9YQJYHDQEF63 |
| c. Title of the issue or description of the investment. | Fortive Corp |
| d. CUSIP (if any). | 34959J108 |
| At least one of the following other identifiers: |
| - ISIN | US34959J1088 |
| - Ticker (if ISIN is not available). | FTV |
| Balance. (2) |
| a. Balance | 1114.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 61503.94000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.176425602926 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 209 |
| a. Name of issuer (if any). | Valero Energy Corp |
| b. LEI (if any) of issuer. (1) | 549300XTO5VR8SKV1V74 |
| c. Title of the issue or description of the investment. | Valero Energy Corp |
| d. CUSIP (if any). | 91913Y100 |
| At least one of the following other identifiers: |
| - ISIN | US91913Y1001 |
| - Ticker (if ISIN is not available). | VLO |
| Balance. (2) |
| a. Balance | 882.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 143580.78000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.411865088319 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 210 |
| a. Name of issuer (if any). | Cisco Systems Inc |
| b. LEI (if any) of issuer. (1) | 549300LKFJ962MZ46593 |
| c. Title of the issue or description of the investment. | Cisco Systems Inc |
| d. CUSIP (if any). | 17275R102 |
| At least one of the following other identifiers: |
| - ISIN | US17275R1023 |
| - Ticker (if ISIN is not available). | CSCO |
| Balance. (2) |
| a. Balance | 5632.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 433832.96000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.244460786368 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 211 |
| a. Name of issuer (if any). | Franklin Resources Inc |
| b. LEI (if any) of issuer. (1) | RIFQSET379FOGTEFKS80 |
| c. Title of the issue or description of the investment. | Franklin Resources Inc |
| d. CUSIP (if any). | 354613101 |
| At least one of the following other identifiers: |
| - ISIN | US3546131018 |
| - Ticker (if ISIN is not available). | BEN |
| Balance. (2) |
| a. Balance | 1997.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 47708.33000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.136852547736 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 212 |
| a. Name of issuer (if any). | Invitation Homes Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | Invitation Homes Inc |
| d. CUSIP (if any). | 46187W107 |
| At least one of the following other identifiers: |
| - ISIN | US46187W1071 |
| - Ticker (if ISIN is not available). | INVH |
| Balance. (2) |
| a. Balance | 1772.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 49243.88000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.141257311635 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 213 |
| a. Name of issuer (if any). | Bath & Body Works Inc |
| b. LEI (if any) of issuer. (1) | GR3KVMWVCR54YWQNXU90 |
| c. Title of the issue or description of the investment. | Bath & Body Works Inc |
| d. CUSIP (if any). | 070830104 |
| At least one of the following other identifiers: |
| - ISIN | US0708301041 |
| - Ticker (if ISIN is not available). | BBWI |
| Balance. (2) |
| a. Balance | 717.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 14397.36000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.041299190239 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 214 |
| a. Name of issuer (if any). | United Rentals Inc |
| b. LEI (if any) of issuer. (1) | 5323X5O7RN0NKFCDRY08 |
| c. Title of the issue or description of the investment. | United Rentals Inc |
| d. CUSIP (if any). | 911363109 |
| At least one of the following other identifiers: |
| - ISIN | US9113631090 |
| - Ticker (if ISIN is not available). | URI |
| Balance. (2) |
| a. Balance | 203.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 164291.96000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.471275630453 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 215 |
| a. Name of issuer (if any). | NetApp Inc |
| b. LEI (if any) of issuer. (1) | QTX3D84DZDD5JYOCYH15 |
| c. Title of the issue or description of the investment. | NetApp Inc |
| d. CUSIP (if any). | 64110D104 |
| At least one of the following other identifiers: |
| - ISIN | US64110D1046 |
| - Ticker (if ISIN is not available). | NTAP |
| Balance. (2) |
| a. Balance | 770.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 82459.30000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.236536581548 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 216 |
| a. Name of issuer (if any). | GoDaddy Inc |
| b. LEI (if any) of issuer. (1) | 549300J8H1TB0I2CB447 |
| c. Title of the issue or description of the investment. | GoDaddy Inc |
| d. CUSIP (if any). | 380237107 |
| At least one of the following other identifiers: |
| - ISIN | US3802371076 |
| - Ticker (if ISIN is not available). | GDDY |
| Balance. (2) |
| a. Balance | 407.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 50500.56000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.144862129907 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 217 |
| a. Name of issuer (if any). | Dollar General Corp |
| b. LEI (if any) of issuer. (1) | OPX52SQVOZI8IVSWYU66 |
| c. Title of the issue or description of the investment. | Dollar General Corp |
| d. CUSIP (if any). | 256677105 |
| At least one of the following other identifiers: |
| - ISIN | US2566771059 |
| - Ticker (if ISIN is not available). | DG |
| Balance. (2) |
| a. Balance | 727.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 96523.79000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.276880925798 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 218 |
| a. Name of issuer (if any). | Global Payments Inc |
| b. LEI (if any) of issuer. (1) | 549300NOMHGVQBX6S778 |
| c. Title of the issue or description of the investment. | Global Payments Inc |
| d. CUSIP (if any). | 37940X102 |
| At least one of the following other identifiers: |
| - ISIN | US37940X1028 |
| - Ticker (if ISIN is not available). | GPN |
| Balance. (2) |
| a. Balance | 723.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 55960.20000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.160523244931 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 219 |
| a. Name of issuer (if any). | Rockwell Automation Inc |
| b. LEI (if any) of issuer. (1) | VH3R4HHBHH12O0EXZJ88 |
| c. Title of the issue or description of the investment. | Rockwell Automation Inc |
| d. CUSIP (if any). | 773903109 |
| At least one of the following other identifiers: |
| - ISIN | US7739031091 |
| - Ticker (if ISIN is not available). | ROK |
| Balance. (2) |
| a. Balance | 328.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 127614.96000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.366066731015 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 220 |
| a. Name of issuer (if any). | Comcast Corp |
| b. LEI (if any) of issuer. (1) | 51M0QTTNCGUN7KFCFZ59 |
| c. Title of the issue or description of the investment. | Comcast Corp |
| d. CUSIP (if any). | 20030N101 |
| At least one of the following other identifiers: |
| - ISIN | US20030N1019 |
| - Ticker (if ISIN is not available). | CMCSA |
| Balance. (2) |
| a. Balance | 11783.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 352193.87000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.010276997889 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 221 |
| a. Name of issuer (if any). | Intercontinental Exchange Inc |
| b. LEI (if any) of issuer. (1) | 5493000F4ZO33MV32P92 |
| c. Title of the issue or description of the investment. | Intercontinental Exchange Inc |
| d. CUSIP (if any). | 45866F104 |
| At least one of the following other identifiers: |
| - ISIN | US45866F1049 |
| - Ticker (if ISIN is not available). | ICE |
| Balance. (2) |
| a. Balance | 1656.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 268205.76000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.769354986302 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 222 |
| a. Name of issuer (if any). | Automatic Data Processing Inc |
| b. LEI (if any) of issuer. (1) | HGBOLILQXWER4SAL2I23 |
| c. Title of the issue or description of the investment. | Automatic Data Processing Inc |
| d. CUSIP (if any). | 053015103 |
| At least one of the following other identifiers: |
| - ISIN | US0530151036 |
| - Ticker (if ISIN is not available). | ADP |
| Balance. (2) |
| a. Balance | 1205.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 309962.15000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.889134244050 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 223 |
| a. Name of issuer (if any). | Target Corp |
| b. LEI (if any) of issuer. (1) | 8WDDFXB5T1Z6J0XC1L66 |
| c. Title of the issue or description of the investment. | Target Corp |
| d. CUSIP (if any). | 87612E106 |
| At least one of the following other identifiers: |
| - ISIN | US87612E1064 |
| - Ticker (if ISIN is not available). | TGT |
| Balance. (2) |
| a. Balance | 1310.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 128052.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.367321825539 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 224 |
| a. Name of issuer (if any). | Travelers Cos Inc/The |
| b. LEI (if any) of issuer. (1) | 549300Y650407RU8B149 |
| c. Title of the issue or description of the investment. | Travelers Cos Inc/The |
| d. CUSIP (if any). | 89417E109 |
| At least one of the following other identifiers: |
| - ISIN | US89417E1091 |
| - Ticker (if ISIN is not available). | TRV |
| Balance. (2) |
| a. Balance | 348.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 100940.88000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.289551459855 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 225 |
| a. Name of issuer (if any). | Ralph Lauren Corp |
| b. LEI (if any) of issuer. (1) | HO1QNWM0IXBZ0QSMMO20 |
| c. Title of the issue or description of the investment. | Ralph Lauren Corp |
| d. CUSIP (if any). | 751212101 |
| At least one of the following other identifiers: |
| - ISIN | US7512121010 |
| - Ticker (if ISIN is not available). | RL |
| Balance. (2) |
| a. Balance | 115.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 40665.15000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.116649008288 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 226 |
| a. Name of issuer (if any). | Agilent Technologies Inc |
| b. LEI (if any) of issuer. (1) | QUIX8Y7A2WP0XRMW7G29 |
| c. Title of the issue or description of the investment. | Agilent Technologies Inc |
| d. CUSIP (if any). | 00846U101 |
| At least one of the following other identifiers: |
| - ISIN | US00846U1016 |
| - Ticker (if ISIN is not available). | A |
| Balance. (2) |
| a. Balance | 794.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 108039.58000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.309914259824 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 227 |
| a. Name of issuer (if any). | QUALCOMM Inc |
| b. LEI (if any) of issuer. (1) | H1J8DDZKZP6H7RWC0H53 |
| c. Title of the issue or description of the investment. | QUALCOMM Inc |
| d. CUSIP (if any). | 747525103 |
| At least one of the following other identifiers: |
| - ISIN | US7475251036 |
| - Ticker (if ISIN is not available). | QCOM |
| Balance. (2) |
| a. Balance | 1709.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 292324.45000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.838540056803 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 228 |
| a. Name of issuer (if any). | Estee Lauder Cos Inc/The |
| b. LEI (if any) of issuer. (1) | 549300VFZ8XJ9NUPU221 |
| c. Title of the issue or description of the investment. | Estee Lauder Cos Inc/The |
| d. CUSIP (if any). | 518439104 |
| At least one of the following other identifiers: |
| - ISIN | US5184391044 |
| - Ticker (if ISIN is not available). | EL |
| Balance. (2) |
| a. Balance | 852.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 89221.44000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.255933950669 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 229 |
| a. Name of issuer (if any). | PPG Industries Inc |
| b. LEI (if any) of issuer. (1) | 549300BKPEP01R3V6C59 |
| c. Title of the issue or description of the investment. | PPG Industries Inc |
| d. CUSIP (if any). | 693506107 |
| At least one of the following other identifiers: |
| - ISIN | US6935061076 |
| - Ticker (if ISIN is not available). | PPG |
| Balance. (2) |
| a. Balance | 648.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 66394.08000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.190453092837 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 230 |
| a. Name of issuer (if any). | DuPont de Nemours Inc |
| b. LEI (if any) of issuer. (1) | 5493004JF0SDFLM8GD76 |
| c. Title of the issue or description of the investment. | DuPont de Nemours Inc |
| d. CUSIP (if any). | 26614N102 |
| At least one of the following other identifiers: |
| - ISIN | US26614N1028 |
| - Ticker (if ISIN is not available). | DD |
| Balance. (2) |
| a. Balance | 1613.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 64842.60000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.186002633331 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 231 |
| a. Name of issuer (if any). | Pool Corp |
| b. LEI (if any) of issuer. (1) | 5493005VZK1KMN6CO617 |
| c. Title of the issue or description of the investment. | Pool Corp |
| d. CUSIP (if any). | 73278L105 |
| At least one of the following other identifiers: |
| - ISIN | US73278L1052 |
| - Ticker (if ISIN is not available). | POOL |
| Balance. (2) |
| a. Balance | 107.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 24476.25000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.070210740378 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 232 |
| a. Name of issuer (if any). | Merck & Co Inc |
| b. LEI (if any) of issuer. (1) | 4YV9Y5M8S0BRK1RP0397 |
| c. Title of the issue or description of the investment. | Merck & Co Inc |
| d. CUSIP (if any). | 58933Y105 |
| At least one of the following other identifiers: |
| - ISIN | US58933Y1055 |
| - Ticker (if ISIN is not available). | MRK |
| Balance. (2) |
| a. Balance | 3089.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 325148.14000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.932695639332 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 233 |
| a. Name of issuer (if any). | Union Pacific Corp |
| b. LEI (if any) of issuer. (1) | 549300LMMRSZZCZ8CL11 |
| c. Title of the issue or description of the investment. | Union Pacific Corp |
| d. CUSIP (if any). | 907818108 |
| At least one of the following other identifiers: |
| - ISIN | US9078181081 |
| - Ticker (if ISIN is not available). | UNP |
| Balance. (2) |
| a. Balance | 1529.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 353688.28000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.014563750661 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 234 |
| a. Name of issuer (if any). | Sysco Corp |
| b. LEI (if any) of issuer. (1) | 5RGWIFLMGH3YS7KWI652 |
| c. Title of the issue or description of the investment. | Sysco Corp |
| d. CUSIP (if any). | 871829107 |
| At least one of the following other identifiers: |
| - ISIN | US8718291078 |
| - Ticker (if ISIN is not available). | SYY |
| Balance. (2) |
| a. Balance | 1507.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 111050.83000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.318552106388 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 235 |
| a. Name of issuer (if any). | Regency Centers Corp |
| b. LEI (if any) of issuer. (1) | 529900053A7X7FJ97S58 |
| c. Title of the issue or description of the investment. | Regency Centers Corp |
| d. CUSIP (if any). | 758849103 |
| At least one of the following other identifiers: |
| - ISIN | US7588491032 |
| - Ticker (if ISIN is not available). | REG |
| Balance. (2) |
| a. Balance | 440.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 30373.20000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.087126290166 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 236 |
| a. Name of issuer (if any). | Northrop Grumman Corp |
| b. LEI (if any) of issuer. (1) | RIMU48P07456QXSO0R61 |
| c. Title of the issue or description of the investment. | Northrop Grumman Corp |
| d. CUSIP (if any). | 666807102 |
| At least one of the following other identifiers: |
| - ISIN | US6668071029 |
| - Ticker (if ISIN is not available). | NOC |
| Balance. (2) |
| a. Balance | 413.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 235496.73000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.675528308875 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 237 |
| a. Name of issuer (if any). | Trimble Inc |
| b. LEI (if any) of issuer. (1) | 549300E2MI7NSZFQWS19 |
| c. Title of the issue or description of the investment. | Trimble Inc |
| d. CUSIP (if any). | 896239100 |
| At least one of the following other identifiers: |
| - ISIN | US8962391004 |
| - Ticker (if ISIN is not available). | TRMB |
| Balance. (2) |
| a. Balance | 465.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 36432.75000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.104508262153 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 238 |
| a. Name of issuer (if any). | Royal Caribbean Cruises Ltd |
| b. LEI (if any) of issuer. (1) | K2NEH8QNVW44JIWK7Z55 |
| c. Title of the issue or description of the investment. | Royal Caribbean Cruises Ltd |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | LR0008862868 |
| - Ticker (if ISIN is not available). | RCL |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 2754907 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 21.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 5857.32000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.016801870132 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 239 |
| a. Name of issuer (if any). | Lamb Weston Holdings Inc |
| b. LEI (if any) of issuer. (1) | 5493005SMYID1D2OY946 |
| c. Title of the issue or description of the investment. | Lamb Weston Holdings Inc |
| d. CUSIP (if any). | 513272104 |
| At least one of the following other identifiers: |
| - ISIN | US5132721045 |
| - Ticker (if ISIN is not available). | LW |
| Balance. (2) |
| a. Balance | 409.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 17133.01000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.049146471253 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 240 |
| a. Name of issuer (if any). | Charles River Laboratories Int |
| b. LEI (if any) of issuer. (1) | 549300BSQ0R4UZ5KX287 |
| c. Title of the issue or description of the investment. | Charles River Laboratories International Inc |
| d. CUSIP (if any). | 159864107 |
| At least one of the following other identifiers: |
| - ISIN | US1598641074 |
| - Ticker (if ISIN is not available). | CRL |
| Balance. (2) |
| a. Balance | 142.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 28326.16000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.081254304302 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 241 |
| a. Name of issuer (if any). | Carrier Global Corp |
| b. LEI (if any) of issuer. (1) | 549300JE3W6CWY2NAN77 |
| c. Title of the issue or description of the investment. | Carrier Global Corp |
| d. CUSIP (if any). | 14448C104 |
| At least one of the following other identifiers: |
| - ISIN | US14448C1045 |
| - Ticker (if ISIN is not available). | CARR |
| Balance. (2) |
| a. Balance | 2348.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 124068.32000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.355893104734 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 242 |
| a. Name of issuer (if any). | Paychex Inc |
| b. LEI (if any) of issuer. (1) | 529900K900DW6SUBM174 |
| c. Title of the issue or description of the investment. | Paychex Inc |
| d. CUSIP (if any). | 704326107 |
| At least one of the following other identifiers: |
| - ISIN | US7043261079 |
| - Ticker (if ISIN is not available). | PAYX |
| Balance. (2) |
| a. Balance | 1067.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 119696.06000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.343351166662 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 243 |
| a. Name of issuer (if any). | Williams-Sonoma Inc |
| b. LEI (if any) of issuer. (1) | 549300IARG6YWVTZ1I92 |
| c. Title of the issue or description of the investment. | Williams-Sonoma Inc |
| d. CUSIP (if any). | 969904101 |
| At least one of the following other identifiers: |
| - ISIN | US9699041011 |
| - Ticker (if ISIN is not available). | WSM |
| Balance. (2) |
| a. Balance | 348.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 62149.32000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.178276891731 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 244 |
| a. Name of issuer (if any). | News Corp |
| b. LEI (if any) of issuer. (1) | 549300ITS31QK8VRBQ14 |
| c. Title of the issue or description of the investment. | News Corp |
| d. CUSIP (if any). | 65249B109 |
| At least one of the following other identifiers: |
| - ISIN | US65249B1098 |
| - Ticker (if ISIN is not available). | NWSA |
| Balance. (2) |
| a. Balance | 1663.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 43437.56000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.124601736289 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 245 |
| a. Name of issuer (if any). | Accenture PLC |
| b. LEI (if any) of issuer. (1) | 5493000EWHDSR3MZWH98 |
| c. Title of the issue or description of the investment. | Accenture PLC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | IE00B4BNMY34 |
| - Ticker (if ISIN is not available). | ACN |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B4BNMY3 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 1826.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 489915.80000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.405335827232 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
IRELAND
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 246 |
| a. Name of issuer (if any). | Nordson Corp |
| b. LEI (if any) of issuer. (1) | 14OS6Q5N55N95WM84M53 |
| c. Title of the issue or description of the investment. | Nordson Corp |
| d. CUSIP (if any). | 655663102 |
| At least one of the following other identifiers: |
| - ISIN | US6556631025 |
| - Ticker (if ISIN is not available). | NDSN |
| Balance. (2) |
| a. Balance | 173.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 41594.39000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.119314556662 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 247 |
| a. Name of issuer (if any). | Skyworks Solutions Inc |
| b. LEI (if any) of issuer. (1) | 549300WZ3ORQ2BVKBD96 |
| c. Title of the issue or description of the investment. | Skyworks Solutions Inc |
| d. CUSIP (if any). | 83088M102 |
| At least one of the following other identifiers: |
| - ISIN | US83088M1027 |
| - Ticker (if ISIN is not available). | SWKS |
| Balance. (2) |
| a. Balance | 526.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 33353.66000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.095675814838 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 248 |
| a. Name of issuer (if any). | IDEX Corp |
| b. LEI (if any) of issuer. (1) | 549300U5Y5EL6PHYLF13 |
| c. Title of the issue or description of the investment. | IDEX Corp |
| d. CUSIP (if any). | 45167R104 |
| At least one of the following other identifiers: |
| - ISIN | US45167R1041 |
| - Ticker (if ISIN is not available). | IEX |
| Balance. (2) |
| a. Balance | 248.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 44129.12000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.126585493589 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 249 |
| a. Name of issuer (if any). | RTX Corp |
| b. LEI (if any) of issuer. (1) | I07WOS4YJ0N7YRFE7309 |
| c. Title of the issue or description of the investment. | RTX Corp |
| d. CUSIP (if any). | 75513E101 |
| At least one of the following other identifiers: |
| - ISIN | US75513E1010 |
| - Ticker (if ISIN is not available). | RTX |
| Balance. (2) |
| a. Balance | 132.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 24208.80000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.069443553309 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 250 |
| a. Name of issuer (if any). | Microchip Technology Inc |
| b. LEI (if any) of issuer. (1) | 5493007PTFULNYZJ1R12 |
| c. Title of the issue or description of the investment. | Microchip Technology Inc |
| d. CUSIP (if any). | 595017104 |
| At least one of the following other identifiers: |
| - ISIN | US5950171042 |
| - Ticker (if ISIN is not available). | MCHP |
| Balance. (2) |
| a. Balance | 182.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 11597.04000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.033266401699 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 251 |
| a. Name of issuer (if any). | Otis Worldwide Corp |
| b. LEI (if any) of issuer. (1) | 549300ZLBKR8VSU25153 |
| c. Title of the issue or description of the investment. | Otis Worldwide Corp |
| d. CUSIP (if any). | 68902V107 |
| At least one of the following other identifiers: |
| - ISIN | US68902V1070 |
| - Ticker (if ISIN is not available). | OTIS |
| Balance. (2) |
| a. Balance | 1150.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 100452.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.288150529509 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 252 |
| a. Name of issuer (if any). | Aflac Inc |
| b. LEI (if any) of issuer. (1) | 549300N0B7DOGLXWPP39 |
| c. Title of the issue or description of the investment. | Aflac Inc |
| d. CUSIP (if any). | 001055102 |
| At least one of the following other identifiers: |
| - ISIN | US0010551028 |
| - Ticker (if ISIN is not available). | AFL |
| Balance. (2) |
| a. Balance | 862.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 95052.74000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.272661181775 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 253 |
| a. Name of issuer (if any). | Hewlett Packard Enterprise Co |
| b. LEI (if any) of issuer. (1) | 549300BX44RGX6ANDV88 |
| c. Title of the issue or description of the investment. | Hewlett Packard Enterprise Co |
| d. CUSIP (if any). | 42824C109 |
| At least one of the following other identifiers: |
| - ISIN | US42824C1099 |
| - Ticker (if ISIN is not available). | HPE |
| Balance. (2) |
| a. Balance | 3813.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 91588.26000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.262723233526 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 254 |
| a. Name of issuer (if any). | Applied Materials Inc |
| b. LEI (if any) of issuer. (1) | 41BNNE1AFPNAZELZ6K07 |
| c. Title of the issue or description of the investment. | Applied Materials Inc |
| d. CUSIP (if any). | 038222105 |
| At least one of the following other identifiers: |
| - ISIN | US0382221051 |
| - Ticker (if ISIN is not available). | AMAT |
| Balance. (2) |
| a. Balance | 1368.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 351562.32000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.008465380788 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 255 |
| a. Name of issuer (if any). | Copart Inc |
| b. LEI (if any) of issuer. (1) | 549300KVYX3JWMYEHU61 |
| c. Title of the issue or description of the investment. | Copart Inc |
| d. CUSIP (if any). | 217204106 |
| At least one of the following other identifiers: |
| - ISIN | US2172041061 |
| - Ticker (if ISIN is not available). | CPRT |
| Balance. (2) |
| a. Balance | 2799.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 109580.85000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.314335431687 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 256 |
| a. Name of issuer (if any). | Best Buy Co Inc |
| b. LEI (if any) of issuer. (1) | HL5XPTVRV0O8TUN5LL90 |
| c. Title of the issue or description of the investment. | Best Buy Co Inc |
| d. CUSIP (if any). | 086516101 |
| At least one of the following other identifiers: |
| - ISIN | US0865161014 |
| - Ticker (if ISIN is not available). | BBY |
| Balance. (2) |
| a. Balance | 813.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 54414.09000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.156088189405 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 257 |
| a. Name of issuer (if any). | eBay Inc |
| b. LEI (if any) of issuer. (1) | OML71K8X303XQONU6T67 |
| c. Title of the issue or description of the investment. | eBay Inc |
| d. CUSIP (if any). | 278642103 |
| At least one of the following other identifiers: |
| - ISIN | US2786421030 |
| - Ticker (if ISIN is not available). | EBAY |
| Balance. (2) |
| a. Balance | 1379.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 120110.90000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.344541145664 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 258 |
| a. Name of issuer (if any). | Walt Disney Co/The |
| b. LEI (if any) of issuer. (1) | 549300GZKULIZ0WOW665 |
| c. Title of the issue or description of the investment. | Walt Disney Co/The |
| d. CUSIP (if any). | 254687106 |
| At least one of the following other identifiers: |
| - ISIN | US2546871060 |
| - Ticker (if ISIN is not available). | DIS |
| Balance. (2) |
| a. Balance | 3461.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 393757.97000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.129504666923 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 259 |
| a. Name of issuer (if any). | Archer-Daniels-Midland Co |
| b. LEI (if any) of issuer. (1) | 549300LO13MQ9HYSTR83 |
| c. Title of the issue or description of the investment. | Archer-Daniels-Midland Co |
| d. CUSIP (if any). | 039483102 |
| At least one of the following other identifiers: |
| - ISIN | US0394831020 |
| - Ticker (if ISIN is not available). | ADM |
| Balance. (2) |
| a. Balance | 559.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 32136.91000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.092185536779 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 260 |
| a. Name of issuer (if any). | Fifth Third Bancorp |
| b. LEI (if any) of issuer. (1) | THRNG6BD57P9QWTQLG42 |
| c. Title of the issue or description of the investment. | Fifth Third Bancorp |
| d. CUSIP (if any). | 316773100 |
| At least one of the following other identifiers: |
| - ISIN | US3167731005 |
| - Ticker (if ISIN is not available). | FITB |
| Balance. (2) |
| a. Balance | 2551.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 119412.31000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.342537222632 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 261 |
| a. Name of issuer (if any). | Delta Air Lines Inc |
| b. LEI (if any) of issuer. (1) | Q2CCMS6R0AS67HJMBN42 |
| c. Title of the issue or description of the investment. | Delta Air Lines Inc |
| d. CUSIP (if any). | 247361702 |
| At least one of the following other identifiers: |
| - ISIN | US2473617023 |
| - Ticker (if ISIN is not available). | DAL |
| Balance. (2) |
| a. Balance | 2159.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 149834.60000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.429804328701 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 262 |
| a. Name of issuer (if any). | Church & Dwight Co Inc |
| b. LEI (if any) of issuer. (1) | POOXSI30AWAQGYJZC921 |
| c. Title of the issue or description of the investment. | Church & Dwight Co Inc |
| d. CUSIP (if any). | 171340102 |
| At least one of the following other identifiers: |
| - ISIN | US1713401024 |
| - Ticker (if ISIN is not available). | CHD |
| Balance. (2) |
| a. Balance | 695.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 58275.75000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.167165458500 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 263 |
| a. Name of issuer (if any). | Elevance Health Inc |
| b. LEI (if any) of issuer. (1) | 8MYN82XMYQH89CTMTH67 |
| c. Title of the issue or description of the investment. | Elevance Health Inc |
| d. CUSIP (if any). | 036752103 |
| At least one of the following other identifiers: |
| - ISIN | US0367521038 |
| - Ticker (if ISIN is not available). | ELV |
| Balance. (2) |
| a. Balance | 647.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 226805.85000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.650598300424 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 264 |
| a. Name of issuer (if any). | Paramount Skydance Corp |
| b. LEI (if any) of issuer. (1) | 529900B6VAJG54Y9QF02 |
| c. Title of the issue or description of the investment. | Paramount Skydance Corp |
| d. CUSIP (if any). | 69932A204 |
| At least one of the following other identifiers: |
| - ISIN | US69932A2042 |
| - Ticker (if ISIN is not available). | PSKY |
| Balance. (2) |
| a. Balance | 3175.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 42545.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.122041405420 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 265 |
| a. Name of issuer (if any). | Johnson Controls International |
| b. LEI (if any) of issuer. (1) | 549300XQ6S1GYKGBL205 |
| c. Title of the issue or description of the investment. | Johnson Controls International plc |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | IE00BY7QL619 |
| - Ticker (if ISIN is not available). | JCI |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BY7QL61 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 1958.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 234470.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.672584542240 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 266 |
| a. Name of issuer (if any). | CSX Corp |
| b. LEI (if any) of issuer. (1) | 549300JVQR4N1MMP3Q88 |
| c. Title of the issue or description of the investment. | CSX Corp |
| d. CUSIP (if any). | 126408103 |
| At least one of the following other identifiers: |
| - ISIN | US1264081035 |
| - Ticker (if ISIN is not available). | CSX |
| Balance. (2) |
| a. Balance | 5383.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 195133.75000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.559746082852 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 267 |
| a. Name of issuer (if any). | Humana Inc |
| b. LEI (if any) of issuer. (1) | 529900YLDW34GJAO4J06 |
| c. Title of the issue or description of the investment. | Humana Inc |
| d. CUSIP (if any). | 444859102 |
| At least one of the following other identifiers: |
| - ISIN | US4448591028 |
| - Ticker (if ISIN is not available). | HUM |
| Balance. (2) |
| a. Balance | 374.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 95792.62000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.274783546214 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 268 |
| a. Name of issuer (if any). | Clorox Co/The |
| b. LEI (if any) of issuer. (1) | 54930044KVSC06Z79I06 |
| c. Title of the issue or description of the investment. | Clorox Co/The |
| d. CUSIP (if any). | 189054109 |
| At least one of the following other identifiers: |
| - ISIN | US1890541097 |
| - Ticker (if ISIN is not available). | CLX |
| Balance. (2) |
| a. Balance | 353.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 35592.99000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.102099389416 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 269 |
| a. Name of issuer (if any). | ResMed Inc |
| b. LEI (if any) of issuer. (1) | 529900T3QE5253CCXF22 |
| c. Title of the issue or description of the investment. | ResMed Inc |
| d. CUSIP (if any). | 761152107 |
| At least one of the following other identifiers: |
| - ISIN | US7611521078 |
| - Ticker (if ISIN is not available). | RMD |
| Balance. (2) |
| a. Balance | 424.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 102128.88000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.292959267815 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 270 |
| a. Name of issuer (if any). | Halliburton Co |
| b. LEI (if any) of issuer. (1) | ENYF8GB5SMQZ25S06U51 |
| c. Title of the issue or description of the investment. | Halliburton Co |
| d. CUSIP (if any). | 406216101 |
| At least one of the following other identifiers: |
| - ISIN | US4062161017 |
| - Ticker (if ISIN is not available). | HAL |
| Balance. (2) |
| a. Balance | 2438.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 68897.88000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.197635306279 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| The Fund may provide any information it believes would be helpful in understanding the information reported in response to any Item of this Form. The Fund may also explain any assumptions that it made in responding to any Item of this Form. To the extent responses relate to a particular Item, provide the Item number(s), as applicable. |
| Explanatory Note Record | Note Item | Explanatory Notes |
|---|---|---|
| #1 | B.5.a | Monthly returns presented in Item B.5(a) have been calculated without deducting any applicable sales loads or redemption fees. |
| The Registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized. |
| Registrant: | FundVantage Trust |
| By (Signature): | Christine S. Catanzaro |
| Name: | Christine S. Catanzaro |
| Title: | Treasurer and Chief Financial Officer |
| Date: | 2026-02-24 |
| (a) | Security position is either entirely or partially designated as collateral for total return swaps. |
| (b) | Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. This security was purchased in accordance with the guidelines approved by the Fund’s Board of Trustees and may be resold, in transactions exempt from registration, to qualified institutional buyers. At December 31, 2025, this security amounted to $93,331 or 0.01% of net assets. This security has been determined by the Fund's adviser to be a liquid security. |
| (c) | Rate disclosed is the 7-day yield at December 31, 2025. |
| * | Non-income producing. |
| PLC | Public Limited Company |
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Capital Goods — (continued) | ||||||||||||||||
| Donaldson Co., Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 2,633 | $238,592 | $233,442 | $2,156 | ||||||||
| Dycom Industries, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 675 | 230,945 | 228,083 | 4,209 | ||||||||
| EMCOR Group, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 664 | 417,658 | 406,229 | 1,389 | ||||||||
| Emerson Electric Co. | USFF +0.250% | Weekly | MS | 07/23/30 | 429 | 57,422 | 56,937 | 1,287 | ||||||||
| Enerpac Tool Group Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 1,321 | 53,317 | 50,515 | (1,176) | ||||||||
| ESCO Technologies, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 1,710 | 337,274 | 334,117 | 7,224 | ||||||||
| Fastenal Co. | USFF +0.250% | Weekly | MS | 07/23/30 | 6,084 | 252,115 | 244,151 | 370 | ||||||||
| Federal Signal Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 771 | 89,964 | 83,723 | (3,384) | ||||||||
| Flowserve Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 2,632 | 141,024 | 182,608 | 46,419 | ||||||||
| Fluor Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 4,397 | 177,973 | 174,253 | 1,728 | ||||||||
| Fortive Corp. | USFF +0.250% | Weekly | MS | 01/17/30 | 3,304 | 165,585 | 182,414 | 22,258 | ||||||||
| GE Vernova, Inc. | USFF +0.250% | Weekly | MS | 01/07/27 | 1,207 | 557,468 | 788,859 | 249,496 | ||||||||
| General Dynamics Corp. | USFF +0.250% | Weekly | MS | 01/10/28 | 10,594 | 3,047,337 | 3,566,576 | 643,980 | ||||||||
| General Electric Co. | USFF +0.250% | Weekly | MS | 07/23/30 | 266 | 82,517 | 81,936 | 2,785 | ||||||||
| Graco, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 3,242 | 265,159 | 265,747 | 9,301 | ||||||||
| Griffon Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 296 | 22,061 | 21,800 | 407 | ||||||||
| Hayward Holdings, Inc. | USFF +0.250% | Weekly | MS | 07/16/29 | 38,210 | 569,174 | 590,345 | 38,613 | ||||||||
| HEICO Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 1,323 | 436,900 | 428,110 | 4,596 | ||||||||
| Helios Technologies, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 90 | 4,814 | 4,814 | 138 | ||||||||
| Hexcel Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 2,660 | 195,531 | 196,574 | 6,933 | ||||||||
| Honeywell International, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 4,068 | 842,586 | 793,626 | (16,868) | ||||||||
| Howmet Aerospace, Inc. | USFF +0.250% | Weekly | MS | 01/12/29 | 2,615 | 344,889 | 536,127 | 203,604 | ||||||||
| Hubbell, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 683 | 297,085 | 303,327 | 16,303 | ||||||||
| Huntington Ingalls Industries, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 684 | 216,926 | 232,608 | 23,172 | ||||||||
| IDEX Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 2,035 | 337,928 | 362,108 | 35,598 | ||||||||
| IES Holdings, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 419 | 168,325 | 162,999 | (174) | ||||||||
| Illinois Tool Works, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 388 | 95,478 | 95,564 | 3,630 | ||||||||
| ITT, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 3,353 | 610,469 | 581,779 | (9,148) | ||||||||
| Johnson Controls International PLC (Ireland) | USFF +0.250% | Weekly | MS | 07/16/29 | 22,910 | 1,882,999 | 2,743,473 | 952,693 | ||||||||
| L3Harris Technologies, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 548 | 160,104 | 160,876 | 5,672 | ||||||||
| Lindsay Corp. | USFF +0.250% | Weekly | MS | 01/12/29 | 412 | 52,517 | 48,562 | (2,143) | ||||||||
| Lockheed Martin Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 145 | 70,345 | 70,132 | 2,495 | ||||||||
| Mercury Systems, Inc. | USFF +0.250% | Weekly | MS | 07/16/29 | 24,687 | 1,104,129 | 1,802,398 | 732,101 | ||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Capital Goods — (continued) | ||||||||||||||||
| Microvast Holdings, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 20,291 | $58,783 | $56,815 | $(176) | ||||||||
| Moog, Inc., Class A | USFF +0.250% | Weekly | MS | 07/23/30 | 143 | 35,469 | 34,828 | 437 | ||||||||
| Mueller Industries, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 1,161 | 120,629 | 133,283 | 19,024 | ||||||||
| Mueller Water Products, Inc., Class A | USFF +0.250% | Weekly | MS | 07/16/29 | 25,919 | 584,665 | 617,391 | 58,010 | ||||||||
| MYR Group, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 2,018 | 387,971 | 440,933 | 64,849 | ||||||||
| Nextpower, Inc., Class A | USFF +0.250% | Weekly | MS | 07/16/29 | 5,266 | 188,406 | 458,721 | 276,082 | ||||||||
| Nordson Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 1,811 | 428,071 | 435,419 | 20,846 | ||||||||
| Northrop Grumman Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 2,033 | 1,202,488 | 1,159,237 | 365 | ||||||||
| nVent Electric PLC (Ireland) | USFF +0.250% | Weekly | MS | 07/23/30 | 3,969 | 414,827 | 404,719 | (1,595) | ||||||||
| Otis Worldwide Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 5,187 | 454,370 | 453,084 | 15,129 | ||||||||
| Owens Corning | USFF +0.250% | Weekly | MS | 07/23/30 | 389 | 48,984 | 43,533 | (3,818) | ||||||||
| Pentair PLC (Ireland) | USFF +0.250% | Weekly | MS | 07/16/29 | 3,594 | 364,231 | 374,279 | 23,226 | ||||||||
| Powell Industries, Inc. | USFF +0.250% | Weekly | MS | 01/10/28 | 475 | 74,159 | 151,421 | 80,722 | ||||||||
| Primoris Services Corp. | USFF +0.250% | Weekly | MS | 01/17/30 | 22 | 2,333 | 2,731 | 462 | ||||||||
| Regal Rexnord Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 2,842 | 391,516 | 398,789 | 20,436 | ||||||||
| REV Group, Inc. | USFF +0.250% | Weekly | MS | 07/16/29 | 13,994 | 537,119 | 850,975 | 345,872 | ||||||||
| Rockwell Automation, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 3,088 | 1,108,009 | 1,201,448 | 131,253 | ||||||||
| RTX Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 2,554 | 398,346 | 468,404 | 84,955 | ||||||||
| Rush Enterprises, Inc., Class A | USFF +0.250% | Weekly | MS | 07/23/30 | 1,901 | 91,118 | 102,540 | 14,393 | ||||||||
| Simpson Manufacturing Co., Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 42 | 6,834 | 6,782 | 148 | ||||||||
| SiteOne Landscape Supply, Inc. | USFF +0.250% | Weekly | MS | 07/06/26 | 3,016 | 379,436 | 375,673 | 7,862 | ||||||||
| SPX Technologies, Inc. | USFF +0.250% | Weekly | MS | 01/10/28 | 2,175 | 300,264 | 435,131 | 144,064 | ||||||||
| Stantec, Inc. (Canada) | USFF +0.250% | Weekly | MS | 07/23/30 | 751 | 72,590 | 70,864 | 596 | ||||||||
| Sterling Infrastructure, Inc. | USFF +0.250% | Weekly | MS | 01/10/28 | 1,172 | 307,365 | 358,902 | 60,951 | ||||||||
| Textron, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 5,053 | 404,254 | 440,470 | 48,703 | ||||||||
| Toro Co. (The) | USFF +0.250% | Weekly | MS | 07/23/30 | 1,222 | 94,352 | 96,196 | 5,190 | ||||||||
| Tutor Perini Corp. | USFF +0.250% | Weekly | MS | 01/12/29 | 21,843 | 742,665 | 1,463,918 | 750,228 | ||||||||
| V2X, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 2,100 | 97,563 | 114,555 | 19,974 | ||||||||
| Valmont Industries, Inc. | USFF +0.250% | Weekly | MS | 07/16/29 | 1 | 365 | 402 | 43 | ||||||||
| Vertiv Holdings Co., Class A | USFF +0.250% | Weekly | MS | 07/23/30 | 4,928 | 783,600 | 798,385 | 38,803 | ||||||||
| Vicor Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 1,022 | 48,187 | 112,011 | 65,292 | ||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Capital Goods — (continued) | ||||||||||||||||
| VSE Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 1,369 | $220,474 | $236,522 | $22,926 | ||||||||
| Watts Water Technologies, Inc., Class A | USFF +0.250% | Weekly | MS | 01/17/30 | 211 | 43,562 | 58,240 | 16,334 | ||||||||
| Woodward, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 972 | 286,178 | 293,855 | 16,442 | ||||||||
| Worthington Enterprises, Inc. | USFF +0.250% | Weekly | MS | 07/16/29 | 1,233 | 50,908 | 63,586 | 15,047 | ||||||||
| WW Grainger, Inc. | USFF +0.250% | Weekly | MS | 07/06/26 | 138 | 128,128 | 139,249 | 22,922 | ||||||||
| Xylem, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 6,349 | 917,195 | 864,607 | (22,536) | ||||||||
| Zurn Elkay Water Solutions Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 3,287 | 153,169 | 152,813 | 4,520 | ||||||||
| 375,804 | 35,300,518 | 40,323,659 | 6,272,852 | |||||||||||||
| Commercial & Professional Services | ||||||||||||||||
| Amentum Holdings, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 36,181 | 935,629 | 1,049,249 | 142,298 | ||||||||
| Automatic Data Processing, Inc. | USFF +0.250% | Weekly | MS | 01/05/26 | 3,932 | 981,634 | 1,011,428 | 88,679 | ||||||||
| BOYD GROUP, Inc. (Canada) | USFF +0.250% | Weekly | MS | 07/23/30 | 16 | 2,575 | 2,549 | 44 | ||||||||
| Brink's Co. (The) | USFF +0.250% | Weekly | MS | 07/23/30 | 1,537 | 173,719 | 179,414 | 11,044 | ||||||||
| Broadridge Financial Solutions, Inc. | USFF +0.250% | Weekly | MS | 07/16/29 | 2,666 | 588,824 | 594,971 | 29,235 | ||||||||
| CACI International, Inc., Class A | USFF +0.250% | Weekly | MS | 07/23/30 | 1,015 | 554,511 | 540,802 | 3,284 | ||||||||
| Cimpress PLC (Ireland) | USFF +0.250% | Weekly | MS | 07/23/30 | 22 | 1,464 | 1,465 | 37 | ||||||||
| Cintas Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 1,885 | 356,530 | 354,512 | 8,904 | ||||||||
| Copart, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 27,709 | 1,165,529 | 1,084,807 | (53,731) | ||||||||
| CRA International, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 770 | 137,801 | 154,535 | 22,130 | ||||||||
| CSG Systems International, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 2,911 | 186,789 | 223,245 | 43,903 | ||||||||
| Exponent, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 853 | 59,685 | 59,249 | 1,385 | ||||||||
| Healthcare Services Group, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 8,547 | 129,457 | 163,419 | 37,922 | ||||||||
| Jacobs Solutions, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 683 | 91,735 | 90,470 | 1,539 | ||||||||
| KBR, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 6,324 | 277,448 | 254,225 | (13,699) | ||||||||
| Leidos Holdings, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 1,106 | 204,177 | 199,522 | 1,941 | ||||||||
| Montrose Environmental Group, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 2,365 | 59,772 | 58,723 | 774 | ||||||||
| Paychex, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 5,265 | 594,262 | 590,628 | 14,577 | ||||||||
| Pitney Bowes, Inc. | USFF +0.250% | Weekly | MS | 07/16/29 | 11,028 | 100,060 | 116,566 | 24,512 | ||||||||
| Planet Labs PBC | USFF +0.250% | Weekly | MS | 07/23/30 | 11,296 | 158,339 | 222,757 | 69,264 | ||||||||
| Republic Services, Inc. | USFF +0.250% | Weekly | MS | 01/10/28 | 3,663 | 798,313 | 776,300 | 13,395 | ||||||||
| Tetra Tech, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 3,989 | 134,944 | 133,791 | 3,188 | ||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Commercial & Professional Services — (continued) | ||||||||||||||||
| Thomson Reuters Corp. (Canada) | USFF +0.250% | Weekly | MS | 07/23/30 | 762 | $99,412 | $100,500 | $4,327 | ||||||||
| UniFirst Corp. | USFF +0.250% | Weekly | MS | 07/16/29 | 150 | 25,173 | 28,935 | 4,747 | ||||||||
| Upwork, Inc. | USFF +0.250% | Weekly | MS | 07/16/29 | 75,984 | 1,088,003 | 1,506,003 | 451,350 | ||||||||
| Veralto Corp. | USFF +0.250% | Weekly | MS | 07/11/28 | 6,134 | 549,814 | 612,051 | 83,107 | ||||||||
| Verisk Analytics, Inc. | USFF +0.250% | Weekly | MS | 01/07/27 | 1,202 | 266,844 | 268,875 | 10,724 | ||||||||
| Willdan Group, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 3,089 | 293,646 | 320,206 | 36,042 | ||||||||
| 221,084 | 10,016,089 | 10,699,197 | 1,040,922 | |||||||||||||
| Consumer Discretionary Distribution & Retail | ||||||||||||||||
| Advance Auto Parts, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 22,562 | 1,016,942 | 886,687 | (97,785) | ||||||||
| Amazon.com, Inc. | USFF +0.250% | Weekly | MS | 07/08/27 | 17,893 | 3,787,264 | 4,130,062 | 458,912 | ||||||||
| AutoNation, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 1,927 | 375,074 | 397,887 | 36,072 | ||||||||
| AutoZone, Inc. | USFF +0.250% | Weekly | MS | 07/11/28 | 337 | 1,228,368 | 1,142,936 | (47,779) | ||||||||
| Bath & Body Works, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 11,022 | 219,102 | 221,322 | 10,311 | ||||||||
| Best Buy Co., Inc. | USFF +0.250% | Weekly | MS | 01/07/27 | 187 | 13,616 | 12,516 | 351 | ||||||||
| Buckle, Inc. (The) | USFF +0.250% | Weekly | MS | 07/23/30 | 5,648 | 304,438 | 301,716 | 7,269 | ||||||||
| CarMax, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 4,708 | 183,850 | 181,917 | 3,695 | ||||||||
| Chewy, Inc., Class A | USFF +0.250% | Weekly | MS | 07/23/30 | 8,183 | 270,359 | 270,448 | 8,369 | ||||||||
| Dillard's, Inc., Class A | USFF +0.250% | Weekly | MS | 07/23/30 | 129 | 79,142 | 78,218 | 1,545 | ||||||||
| eBay, Inc. | USFF +0.250% | Weekly | MS | 07/08/27 | 1,673 | 120,717 | 145,718 | 33,462 | ||||||||
| Five Below, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 1 | 122 | 188 | 60 | ||||||||
| GigaCloud Technology, Inc., Class A (Cayman Islands) | USFF +0.250% | Weekly | MS | 07/23/30 | 5,450 | 146,399 | 214,076 | 72,156 | ||||||||
| Gold.com, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 1,275 | 35,246 | 43,414 | 9,376 | ||||||||
| Groupon, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 10,021 | 208,926 | 176,470 | (27,698) | ||||||||
| Home Depot, Inc. (The) | USFF +0.250% | Weekly | MS | 07/23/30 | 353 | 121,262 | 121,467 | 4,674 | ||||||||
| Kohl's Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 13,935 | 259,188 | 284,413 | 35,066 | ||||||||
| Lithia Motors, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 394 | 118,644 | 130,938 | 16,109 | ||||||||
| Lowe's Cos., Inc. | USFF +0.250% | Weekly | MS | 01/12/29 | 1,437 | 321,939 | 346,547 | 38,707 | ||||||||
| Macy's, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 5,047 | 56,560 | 111,286 | 58,292 | ||||||||
| National Vision Holdings, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 1,448 | 37,487 | 37,387 | 1,040 | ||||||||
| O'Reilly Automotive, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 1,513 | 141,821 | 138,001 | 519 | ||||||||
| Penske Automotive Group, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 358 | 56,900 | 56,668 | 1,997 | ||||||||
| Petco Health & Wellness Co., Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 28,360 | 83,106 | 79,692 | (876) | ||||||||
| Pool Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 415 | 99,338 | 94,931 | (1,303) | ||||||||
| RealReal, Inc. (The) | USFF +0.250% | Weekly | MS | 07/23/30 | 3,924 | 57,815 | 61,921 | 5,869 | ||||||||
| Ross Stores, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 702 | 120,053 | 126,458 | 10,258 | ||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Consumer Discretionary Distribution & Retail — (continued) | ||||||||||||||||
| Sally Beauty Holdings, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 14,667 | $148,255 | $209,151 | $65,433 | ||||||||
| Signet Jewelers Ltd. (Bermuda) | USFF +0.250% | Weekly | MS | 07/23/30 | 2,498 | 214,534 | 207,034 | (931) | ||||||||
| Sonic Automotive, Inc., Class A | USFF +0.250% | Weekly | MS | 07/23/30 | 1,362 | 96,836 | 84,253 | (9,079) | ||||||||
| Stitch Fix, Inc., Class A | USFF +0.250% | Weekly | MS | 07/23/30 | 6,410 | 34,100 | 33,653 | 589 | ||||||||
| ThredUp, Inc., Class A | USFF +0.250% | Weekly | MS | 01/17/30 | 4,440 | 32,237 | 28,372 | (2,887) | ||||||||
| TJX Cos., Inc. (The) | USFF +0.250% | Weekly | MS | 01/17/30 | 2,455 | 346,307 | 377,113 | 42,330 | ||||||||
| Tractor Supply Co. | USFF +0.250% | Weekly | MS | 07/23/30 | 5,554 | 293,748 | 277,756 | (6,621) | ||||||||
| Ulta Beauty, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 457 | 197,469 | 276,490 | 85,066 | ||||||||
| Winmark Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 87 | 35,644 | 35,230 | 669 | ||||||||
| 186,832 | 10,862,808 | 11,322,336 | 813,237 | |||||||||||||
| Consumer Durables & Apparel | ||||||||||||||||
| BRP, Inc. (Canada) | USFF +0.250% | Weekly | MS | 07/23/30 | 1,298 | 85,672 | 91,846 | 9,106 | ||||||||
| Brunswick Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 1,208 | 74,463 | 89,682 | 19,148 | ||||||||
| Cricut, Inc., Class A | USFF +0.250% | Weekly | MS | 07/23/30 | 231 | 1,148 | 1,143 | 21 | ||||||||
| Deckers Outdoor Corp. | USFF +0.250% | Weekly | MS | 01/17/30 | 6,267 | 595,112 | 649,700 | 72,826 | ||||||||
| DR Horton, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 788 | 114,801 | 113,496 | 2,205 | ||||||||
| Garmin Ltd. (Switzerland) | USFF +0.250% | Weekly | MS | 07/23/30 | 950 | 194,419 | 192,708 | 5,089 | ||||||||
| Hasbro, Inc. | USFF +0.250% | Weekly | MS | 07/16/29 | 8,747 | 514,455 | 717,254 | 241,147 | ||||||||
| Installed Building Products, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 193 | 47,993 | 50,062 | 3,579 | ||||||||
| La-Z-Boy, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 323 | 12,223 | 12,038 | 243 | ||||||||
| Leggett & Platt, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 21,700 | 191,030 | 238,700 | 57,201 | ||||||||
| Levi Strauss & Co., Class A | USFF +0.250% | Weekly | MS | 07/23/30 | 1,469 | 29,512 | 30,467 | 1,873 | ||||||||
| Lululemon Athletica, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 3,096 | 643,807 | 643,380 | 19,303 | ||||||||
| NVR, Inc. | USFF +0.250% | Weekly | MS | 01/07/27 | 67 | 491,348 | 488,616 | 12,323 | ||||||||
| Peloton Interactive, Inc., Class A | USFF +0.250% | Weekly | MS | 07/16/29 | 98,882 | 523,183 | 609,113 | 100,282 | ||||||||
| Polaris, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 2,577 | 169,670 | 162,995 | 471 | ||||||||
| Somnigroup International, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 965 | 84,500 | 86,155 | 3,851 | ||||||||
| Sonos, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 2,898 | 48,920 | 50,889 | 3,460 | ||||||||
| Topgolf Callaway Brands Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 7,792 | 84,065 | 90,933 | 9,436 | ||||||||
| 159,451 | 3,906,321 | 4,319,177 | 561,564 | |||||||||||||
| Consumer Services | ||||||||||||||||
| ADT, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 8,208 | 67,681 | 66,239 | 1,527 | ||||||||
| American Public Education, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 2,183 | 82,433 | 82,517 | 2,603 | ||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Consumer Services — (continued) | ||||||||||||||||
| BJ's Restaurants, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 6,959 | $230,312 | $274,185 | $50,925 | ||||||||
| Booking Holdings, Inc. | USFF +0.250% | Weekly | MS | 07/08/27 | 313 | 1,526,780 | 1,676,218 | 209,212 | ||||||||
| Bright Horizons Family Solutions, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 10,439 | 1,052,741 | 1,058,515 | 38,043 | ||||||||
| Brightstar Lottery PLC (United Kingdom) | USFF +0.250% | Weekly | MS | 07/23/30 | 1,423 | 22,035 | 22,028 | (9,623) | ||||||||
| Choice Hotels International, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 5,587 | 518,785 | 532,218 | 29,330 | ||||||||
| Churchill Downs, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 1,812 | 180,849 | 206,169 | 33,650 | ||||||||
| Darden Restaurants, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 1,873 | 352,326 | 344,669 | 3,269 | ||||||||
| Driven Brands Holdings, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 6,662 | 103,861 | 98,731 | (1,955) | ||||||||
| Expedia Group, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 3,039 | 782,643 | 860,979 | 103,419 | ||||||||
| Hilton Worldwide Holdings, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 59 | 16,992 | 16,948 | 467 | ||||||||
| Las Vegas Sands Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 7,171 | 465,745 | 466,760 | 15,522 | ||||||||
| Marriott International, Inc., Class A | USFF +0.250% | Weekly | MS | 07/23/30 | 765 | 219,043 | 237,334 | 24,997 | ||||||||
| McDonald's Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 1,878 | 573,401 | 573,973 | 20,176 | ||||||||
| Monarch Casino & Resort, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 43 | 4,135 | 4,115 | 97 | ||||||||
| Rush Street Interactive, Inc. | USFF +0.250% | Weekly | MS | 01/12/29 | 11,873 | 117,452 | 230,692 | 120,377 | ||||||||
| Shake Shack, Inc., Class A | USFF +0.250% | Weekly | MS | 07/23/30 | 802 | 63,625 | 65,098 | 3,415 | ||||||||
| Strategic Education, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 769 | 60,394 | 61,674 | 3,393 | ||||||||
| Vail Resorts, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 2,861 | 412,930 | 379,941 | (12,312) | ||||||||
| Viking Holdings Ltd. (Bermuda) | USFF +0.250% | Weekly | MS | 07/23/30 | 1,648 | 114,391 | 117,684 | 6,791 | ||||||||
| Wingstop, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 2,171 | 493,487 | 517,762 | 39,826 | ||||||||
| Wynn Resorts Ltd. | USFF +0.250% | Weekly | MS | 07/16/29 | 5,330 | 525,371 | 641,359 | 134,961 | ||||||||
| Yum! Brands, Inc. | USFF +0.250% | Weekly | MS | 07/08/27 | 5,615 | 753,099 | 849,437 | 138,860 | ||||||||
| 89,483 | 8,740,511 | 9,385,245 | 956,970 | |||||||||||||
| Consumer Staples Distribution & Retail | ||||||||||||||||
| Costco Wholesale Corp. | USFF +0.250% | Weekly | MS | 01/07/27 | 1,388 | 1,227,768 | 1,196,928 | 16,690 | ||||||||
| Dollar General Corp. | USFF +0.250% | Weekly | MS | 07/16/29 | 8,761 | 737,930 | 1,163,198 | 474,612 | ||||||||
| Dollar Tree, Inc. | USFF +0.250% | Weekly | MS | 07/16/29 | 10,596 | 775,299 | 1,303,414 | 551,878 | ||||||||
| Kroger Co. (The) | USFF +0.250% | Weekly | MS | 07/16/29 | 25,870 | 1,604,786 | 1,616,358 | 83,149 | ||||||||
| Sysco Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 3,502 | 260,570 | 258,062 | 5,521 | ||||||||
| Target Corp. | USFF +0.250% | Weekly | MS | 07/11/28 | 6,047 | 609,452 | 591,094 | 16,718 | ||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Consumer Staples Distribution & Retail — (continued) | ||||||||||||||||
| United Natural Foods, Inc. | USFF +0.250% | Weekly | MS | 07/16/29 | 17,355 | $483,413 | $584,343 | $115,743 | ||||||||
| Walmart, Inc. | USFF +0.250% | Weekly | MS | 01/07/27 | 9,264 | 940,034 | 1,032,102 | 131,863 | ||||||||
| 82,783 | 6,639,252 | 7,745,499 | 1,396,174 | |||||||||||||
| Energy | ||||||||||||||||
| Antero Midstream Corp. | USFF +0.250% | Weekly | MS | 01/17/30 | 28,667 | 503,288 | 509,986 | 26,005 | ||||||||
| APA Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 26,328 | 603,981 | 643,983 | 62,443 | ||||||||
| Baker Hughes Co. | USFF +0.250% | Weekly | MS | 07/08/27 | 6,933 | 295,315 | 315,729 | 32,381 | ||||||||
| Borr Drilling Ltd. (Bermuda) | USFF +0.250% | Weekly | MS | 07/23/30 | 24,392 | 75,564 | 98,300 | 25,044 | ||||||||
| California Resources Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 4,105 | 192,253 | 183,535 | (1,643) | ||||||||
| Cenovus Energy, Inc. (Canada) | USFF +0.250% | Weekly | MS | 07/23/30 | 38,941 | 659,071 | 658,882 | 20,674 | ||||||||
| Centrus Energy Corp., Class A | USFF +0.250% | Weekly | MS | 01/17/30 | 16,209 | 1,232,354 | 3,934,897 | 2,740,319 | ||||||||
| Civitas Resources, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 30,050 | 832,625 | 814,055 | 17,931 | ||||||||
| CNX Resources Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 17,863 | 639,229 | 656,823 | 37,184 | ||||||||
| Core Laboratories, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 193 | 3,086 | 3,094 | 93 | ||||||||
| CVR Energy, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 4,805 | 99,006 | 122,239 | 26,260 | ||||||||
| Devon Energy Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 29,632 | 1,056,290 | 1,085,420 | 68,103 | ||||||||
| DHT Holdings, Inc. (Marshall Islands) | USFF +0.250% | Weekly | MS | 01/17/30 | 23,739 | 275,885 | 289,853 | 26,574 | ||||||||
| Enbridge, Inc. (Canada) | USFF +0.250% | Weekly | MS | 07/23/30 | 8,637 | 412,032 | 413,108 | 15,030 | ||||||||
| EQT Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 3,025 | 162,942 | 162,140 | 4,185 | ||||||||
| Expand Energy Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 6,500 | 714,441 | 717,340 | 26,900 | ||||||||
| Expro Group Holdings NV (Netherlands) | USFF +0.250% | Weekly | MS | 07/23/30 | 4,594 | 60,837 | 61,330 | 2,348 | ||||||||
| Exxon Mobil Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 6,781 | 803,710 | 816,026 | 41,342 | ||||||||
| Gulfport Energy Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 1,499 | 258,377 | 311,777 | 61,313 | ||||||||
| Halliburton Co. | USFF +0.250% | Weekly | MS | 01/17/30 | 16,648 | 378,235 | 470,472 | 107,428 | ||||||||
| Helix Energy Solutions Group, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 1,450 | 9,134 | 9,092 | 228 | ||||||||
| HF Sinclair Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 9,341 | 413,970 | 430,433 | 36,820 | ||||||||
| Imperial Oil Ltd. (Canada) | USFF +0.250% | Weekly | MS | 07/23/30 | 1,014 | 86,977 | 87,518 | 3,201 | ||||||||
| Innovex International, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 1,858 | 40,215 | 40,634 | 1,643 | ||||||||
| Kinder Morgan, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 1,430 | 38,899 | 39,311 | 1,595 | ||||||||
| Kodiak Gas Services, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 6,641 | 223,600 | 248,373 | 33,451 | ||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Energy — (continued) | ||||||||||||||||
| Murphy Oil Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 5,021 | $156,876 | $156,906 | $4,830 | ||||||||
| Noble Corp. PLC (United Kingdom) | USFF +0.250% | Weekly | MS | 07/23/30 | 2,491 | 73,916 | 70,346 | (364) | ||||||||
| Occidental Petroleum Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 14,541 | 610,197 | 597,926 | 9,919 | ||||||||
| Oceaneering International, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 4,136 | 96,418 | 99,388 | 5,917 | ||||||||
| Okeanis Eco Tankers Corp. (Marshall Islands) | USFF +0.250% | Weekly | MS | 07/23/30 | 760 | 26,866 | 25,718 | (177) | ||||||||
| Patterson-UTI Energy, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 1,368 | 7,314 | 8,358 | 906 | ||||||||
| Range Resources Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 6,959 | 244,326 | 245,374 | 8,874 | ||||||||
| Suncor Energy, Inc. (Canada) | USFF +0.250% | Weekly | MS | 07/23/30 | 2,441 | 104,871 | 108,283 | 6,867 | ||||||||
| TC Energy Corp. (Canada) | USFF +0.250% | Weekly | MS | 01/17/30 | 40,674 | 1,827,629 | 2,237,477 | 547,747 | ||||||||
| TechnipFMC PLC (United Kingdom) | USFF +0.250% | Weekly | MS | 07/11/28 | 19,025 | 644,521 | 847,754 | 225,116 | ||||||||
| Texas Pacific Land Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 426 | 117,591 | 122,356 | 8,361 | ||||||||
| Tidewater, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 9,289 | 421,422 | 469,187 | 60,678 | ||||||||
| Transocean Ltd. (Switzerland) | USFF +0.250% | Weekly | MS | 07/23/30 | 111,447 | 326,442 | 460,276 | 143,834 | ||||||||
| Valaris Ltd. (Bermuda) | USFF +0.250% | Weekly | MS | 07/23/30 | 4,127 | 194,356 | 208,001 | 19,595 | ||||||||
| Valero Energy Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 5,657 | 850,277 | 920,903 | 103,583 | ||||||||
| World Kinect Corp. | USFF +0.250% | Weekly | MS | 01/17/30 | 3,843 | 98,172 | 90,041 | (4,114) | ||||||||
| 553,480 | 15,872,510 | 19,792,644 | 4,558,424 | |||||||||||||
| Financial Services | ||||||||||||||||
| Berkshire Hathaway, Inc., Class B | USFF +0.250% | Weekly | MS | 07/23/30 | 11,792 | 5,691,173 | 5,927,249 | 410,567 | ||||||||
| Blackrock, Inc. | USFF +0.250% | Weekly | MS | 01/10/28 | 230 | 162,811 | 246,178 | 93,222 | ||||||||
| Block, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 9,788 | 585,794 | 637,101 | 69,259 | ||||||||
| Cboe Global Markets, Inc. | USFF +0.250% | Weekly | MS | 01/10/28 | 2,986 | 719,317 | 749,486 | 55,878 | ||||||||
| CME Group, Inc. | USFF +0.250% | Weekly | MS | 07/08/27 | 2,693 | 719,383 | 735,404 | 57,459 | ||||||||
| Coinbase Global, Inc., Class A | USFF +0.250% | Weekly | MS | 07/23/30 | 12,442 | 3,020,230 | 2,813,634 | (114,001) | ||||||||
| Corpay, Inc. | USFF +0.250% | Weekly | MS | 07/16/29 | 2,615 | 830,448 | 786,932 | (18,063) | ||||||||
| FactSet Research Systems, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 759 | 246,087 | 220,254 | (17,635) | ||||||||
| Fidelity National Information Services, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 1,911 | 123,035 | 127,005 | 8,498 | ||||||||
| Fiserv, Inc. | USFF +0.250% | Weekly | MS | 07/11/28 | 7,993 | 973,824 | 536,890 | (407,085) | ||||||||
| Flywire Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 4,722 | 64,552 | 66,864 | 4,281 | ||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Financial Services — (continued) | ||||||||||||||||
| Franklin Resources, Inc. | USFF +0.250% | Weekly | MS | 01/07/27 | 7,589 | $172,324 | $181,301 | $46,502 | ||||||||
| Global Payments, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 1,132 | 93,017 | 87,617 | (1,992) | ||||||||
| Intercontinental Exchange, Inc. | USFF +0.250% | Weekly | MS | 07/16/29 | 1,901 | 295,659 | 307,886 | 38,882 | ||||||||
| Jack Henry & Associates, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 1,981 | 308,984 | 361,493 | 63,409 | ||||||||
| Mastercard, Inc., Class A | USFF +0.250% | Weekly | MS | 07/23/30 | 468 | 254,611 | 267,172 | 20,359 | ||||||||
| Morningstar, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 126 | 27,647 | 27,381 | 45 | ||||||||
| Paymentus Holdings, Inc., Class A | USFF +0.250% | Weekly | MS | 01/17/30 | 10,861 | 340,118 | 343,099 | 13,401 | ||||||||
| PayPal Holdings, Inc. | USFF +0.250% | Weekly | MS | 07/11/28 | 17,336 | 1,134,293 | 1,012,076 | (85,647) | ||||||||
| Sezzle, Inc. | USFF +0.250% | Weekly | MS | 07/16/29 | 19,049 | 730,658 | 1,209,135 | 500,871 | ||||||||
| T Rowe Price Group, Inc. | USFF +0.250% | Weekly | MS | 01/07/27 | 3,157 | 337,851 | 323,214 | 49,833 | ||||||||
| Toast, Inc., Class A | USFF +0.250% | Weekly | MS | 07/23/30 | 753 | 25,571 | 26,739 | 1,943 | ||||||||
| Visa, Inc., Class A | USFF +0.250% | Weekly | MS | 01/17/30 | 1,803 | 610,539 | 632,330 | 42,364 | ||||||||
| 124,087 | 17,467,926 | 17,626,440 | 832,350 | |||||||||||||
| Food, Beverage & Tobacco | ||||||||||||||||
| Altria Group, Inc. | USFF +0.250% | Weekly | MS | 01/05/26 | 30,299 | 1,585,477 | 1,747,040 | 377,014 | ||||||||
| Archer-Daniels-Midland Co. | USFF +0.250% | Weekly | MS | 07/23/30 | 15,032 | 892,749 | 864,190 | 5,711 | ||||||||
| Boston Beer Co., Inc. (The), Class A | USFF +0.250% | Weekly | MS | 01/17/30 | 370 | 76,904 | 72,198 | (2,357) | ||||||||
| Brown-Forman Corp., Class B | USFF +0.250% | Weekly | MS | 07/23/30 | 2,989 | 78,623 | 77,893 | 1,671 | ||||||||
| Cal-Maine Foods, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 14,918 | 1,282,789 | 1,187,025 | 8,302 | ||||||||
| Campbell's Company (The) | USFF +0.250% | Weekly | MS | 01/17/30 | 8,501 | 265,365 | 236,923 | (20,313) | ||||||||
| Coca-Cola Co. (The) | USFF +0.250% | Weekly | MS | 01/05/26 | 20,651 | 1,381,007 | 1,443,711 | 141,287 | ||||||||
| Coca-Cola Consolidated, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | 493 | 75,981 | 75,577 | 1,917 | ||||||||
| Constellation Brands, Inc., Class A | USFF +0.250% | Weekly | MS | 07/16/29 | 5,372 | 948,747 | 741,121 | (162,972) | ||||||||
| Dole PLC (Ireland) | USFF +0.250% | Weekly | MS | 07/23/30 | 3,717 | 53,000 | 55,718 | 4,561 | ||||||||
| Fresh Del Monte Produce, Inc. (Cayman Islands) | USFF +0.250% | Weekly | MS | 01/17/30 | 9,111 | 296,923 | 324,625 | 42,372 | ||||||||
| Freshpet, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 2,403 | 149,636 | 146,415 | 1,358 | ||||||||
| J & J Snack Foods Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 1,823 | 166,565 | 164,745 | 3,777 | ||||||||
| John B Sanfilippo & Son, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 52 | 3,719 | 3,671 | 57 | ||||||||
| Keurig Dr Pepper, Inc. | USFF +0.250% | Weekly | MS | 01/12/29 | 23,428 | 691,348 | 656,218 | (1,811) | ||||||||
| Kraft Heinz Co. (The) | USFF +0.250% | Weekly | MS | 01/12/29 | 13,561 | 403,988 | 328,854 | (45,919) | ||||||||
| Lamb Weston Holdings, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 7,025 | 360,241 | 294,277 | (51,901) | ||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Food, Beverage & Tobacco — (continued) | ||||||||||||||||
| Marzetti Company (The) | USFF +0.250% | Weekly | MS | 07/23/30 | 153 | $25,264 | $25,156 | $658 | ||||||||
| Mission Produce, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 701 | 8,161 | 8,132 | 211 | ||||||||
| Molson Coors Beverage Co., Class B | USFF +0.250% | Weekly | MS | 07/08/27 | 4,334 | 228,330 | 202,311 | (6,569) | ||||||||
| Monster Beverage Corp. | USFF +0.250% | Weekly | MS | 01/17/30 | 2,689 | 177,724 | 206,166 | 33,882 | ||||||||
| National Beverage Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 2,720 | 95,023 | 86,741 | (5,378) | ||||||||
| PepsiCo, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 824 | 118,483 | 118,260 | 3,716 | ||||||||
| Philip Morris International, Inc. | USFF +0.250% | Weekly | MS | 01/12/29 | 2,429 | 357,009 | 389,612 | 51,804 | ||||||||
| Seneca Foods Corp., Class A | USFF +0.250% | Weekly | MS | 07/23/30 | 117 | 12,999 | 12,944 | 334 | ||||||||
| Tyson Foods, Inc., Class A | USFF +0.250% | Weekly | MS | 01/12/29 | 6,325 | 348,210 | 370,772 | 40,253 | ||||||||
| 180,037 | 10,084,265 | 9,840,295 | 421,665 | |||||||||||||
| Health Care Equipment & Services | ||||||||||||||||
| AdaptHealth Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 8,774 | 78,738 | 87,389 | 11,056 | ||||||||
| Align Technology, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 2,377 | 310,015 | 371,169 | 70,650 | ||||||||
| Alphatec Holdings, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 7,299 | 146,069 | 153,571 | 11,972 | ||||||||
| Artivion, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 3,105 | 140,506 | 141,619 | 5,431 | ||||||||
| Becton Dickinson & Co. | USFF +0.250% | Weekly | MS | 01/17/30 | 2,535 | 446,492 | 491,967 | 62,722 | ||||||||
| Butterfly Network, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 51,406 | 178,700 | 195,343 | 22,113 | ||||||||
| Cardinal Health, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 1,271 | 250,778 | 261,191 | 18,130 | ||||||||
| Cencora, Inc. | USFF +0.250% | Weekly | MS | 01/10/28 | 4,307 | 1,280,889 | 1,454,689 | 219,235 | ||||||||
| Chemed Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 176 | 74,294 | 75,303 | 3,278 | ||||||||
| CONMED Corp. | USFF +0.250% | Weekly | MS | 01/17/30 | 7,137 | 333,400 | 289,762 | (32,792) | ||||||||
| Cooper Cos., Inc. (The) | USFF +0.250% | Weekly | MS | 07/23/30 | 4,006 | 329,874 | 328,332 | 8,563 | ||||||||
| CorVel Corp. | USFF +0.250% | Weekly | MS | 07/08/27 | 3,233 | 258,078 | 218,777 | (31,397) | ||||||||
| CVS Health Corp. | USFF +0.250% | Weekly | MS | 07/16/29 | 17,911 | 964,284 | 1,421,417 | 519,949 | ||||||||
| Edwards Lifesciences Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 1,194 | 101,120 | 101,789 | 3,760 | ||||||||
| Elevance Health, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 1,911 | 611,165 | 669,901 | 80,956 | ||||||||
| Embecta Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 5,993 | 83,345 | 71,197 | (8,529) | ||||||||
| Envista Holdings Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 5,569 | 109,675 | 120,903 | 15,799 | ||||||||
| GE HealthCare Technologies, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 803 | 66,451 | 65,862 | 1,439 | ||||||||
| Guardant Health, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 1,598 | 152,707 | 163,220 | 15,185 | ||||||||
| Guardian Pharmacy Services, Inc., Class A | USFF +0.250% | Weekly | MS | 07/23/30 | 1,378 | 40,696 | 41,464 | 2,006 | ||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Household & Personal Products | ||||||||||||||||
| Central Garden & Pet Co., Class A | USFF +0.250% | Weekly | MS | 07/23/30 | 69 | $2,014 | $2,014 | $52 | ||||||||
| Church & Dwight Co., Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 7,151 | 607,023 | 599,611 | 12,490 | ||||||||
| Clorox Co. (The) | USFF +0.250% | Weekly | MS | 07/23/30 | 2,758 | 276,103 | 278,089 | 10,443 | ||||||||
| Colgate-Palmolive Co. | USFF +0.250% | Weekly | MS | 07/11/28 | 4,298 | 329,295 | 339,628 | 31,094 | ||||||||
| Kenvue, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 21,897 | 365,021 | 377,723 | 28,428 | ||||||||
| Kimberly-Clark Corp. | USFF +0.250% | Weekly | MS | 07/08/27 | 8,973 | 1,072,503 | 905,286 | (77,151) | ||||||||
| Procter & Gamble Co. (The) | USFF +0.250% | Weekly | MS | 07/16/29 | 7,727 | 1,251,357 | 1,107,356 | (81,766) | ||||||||
| 52,873 | 3,903,316 | 3,609,707 | (76,410) | |||||||||||||
| Materials | ||||||||||||||||
| Agnico Eagle Mines Ltd. (Canada) | USFF +0.250% | Weekly | MS | 07/23/30 | 10,589 | 1,697,845 | 1,795,153 | 153,369 | ||||||||
| Americas Gold & Silver Corp. (Canada) | USFF +0.250% | Weekly | MS | 07/23/30 | 5,995 | 33,825 | 30,634 | (2,163) | ||||||||
| Aura Minerals, Inc. (British Virgin Islands) | USFF +0.250% | Weekly | MS | 07/23/30 | 3,036 | 106,931 | 153,060 | 50,236 | ||||||||
| Avery Dennison Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 3,923 | 646,497 | 713,515 | 91,589 | ||||||||
| Ball Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 4,541 | 224,218 | 240,537 | 17,578 | ||||||||
| Cabot Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 7,040 | 456,439 | 466,611 | 27,535 | ||||||||
| CF Industries Holdings, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 22,841 | 1,780,049 | 1,766,523 | 74,900 | ||||||||
| Compass Minerals International, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 6,527 | 126,497 | 128,190 | 5,617 | ||||||||
| Corteva, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 4,721 | 288,883 | 316,449 | 38,816 | ||||||||
| CRH PLC (Ireland) | USFF +0.250% | Weekly | MS | 07/23/30 | 1,103 | 139,730 | 137,654 | 2,200 | ||||||||
| DuPont de Nemours, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 27,283 | 1,075,653 | 1,096,777 | 59,745 | ||||||||
| Fortuna Mining Corp. (Canada) | USFF +0.250% | Weekly | MS | 01/12/29 | 74,079 | 434,818 | 726,715 | 314,494 | ||||||||
| Freeport-McMoRan, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 6,873 | 247,650 | 349,080 | 110,044 | ||||||||
| Huntsman Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 8,421 | 74,058 | 84,210 | 13,037 | ||||||||
| Hycroft Mining Holding Corp., Class A | USFF +0.250% | Weekly | MS | 07/23/30 | 817 | 19,531 | 19,420 | 478 | ||||||||
| Ingevity Corp. | USFF +0.250% | Weekly | MS | 07/16/29 | 5,363 | 232,808 | 317,382 | 95,483 | ||||||||
| International Flavors & Fragrances, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 5,163 | 335,228 | 347,935 | 27,106 | ||||||||
| Kinross Gold Corp. (Canada) | USFF +0.250% | Weekly | MS | 07/23/30 | 3,701 | 88,256 | 104,220 | 18,771 | ||||||||
| Linde PLC (Ireland) | USFF +0.250% | Weekly | MS | 01/05/26 | 1,948 | 747,009 | 830,608 | 129,287 | ||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Materials — (continued) | ||||||||||||||||
| LyondellBasell Industries NV, Class A (Netherlands) | USFF +0.250% | Weekly | MS | 07/23/30 | 4,033 | $187,958 | $174,629 | $(2,050) | ||||||||
| Mativ Holdings, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 444 | 5,532 | 5,395 | 23 | ||||||||
| Metalla Royalty & Streaming Ltd. (Canada) | USFF +0.250% | Weekly | MS | 07/23/30 | 132 | 1,029 | 1,027 | 20 | ||||||||
| New Gold, Inc. (Canada) | USFF +0.250% | Weekly | MS | 07/16/29 | 108,117 | 286,358 | 941,699 | 672,947 | ||||||||
| NewMarket Corp. | USFF +0.250% | Weekly | MS | 01/10/28 | 927 | 580,436 | 637,090 | 81,170 | ||||||||
| Newmont Corp. | USFF +0.250% | Weekly | MS | 07/16/29 | 30,210 | 1,240,666 | 3,016,469 | 1,842,453 | ||||||||
| Novagold Resources, Inc. (Canada) | USFF +0.250% | Weekly | MS | 07/23/30 | 9,827 | 96,156 | 91,588 | (1,986) | ||||||||
| Nutrien Ltd. (Canada) | USFF +0.250% | Weekly | MS | 07/23/30 | 1,794 | 103,443 | 110,726 | 11,276 | ||||||||
| O-I Glass, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 4,203 | 57,565 | 62,036 | 6,227 | ||||||||
| Pan American Silver Corp. (Canada) | USFF +0.250% | Weekly | MS | 01/17/30 | 12,224 | 289,320 | 633,325 | 356,887 | ||||||||
| PPG Industries, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 1,979 | 190,333 | 202,768 | 19,499 | ||||||||
| Sherwin-Williams Co. (The) | USFF +0.250% | Weekly | MS | 07/23/30 | 426 | 137,952 | 138,037 | 4,305 | ||||||||
| Smurfit WestRock PLC (Ireland) | USFF +0.250% | Weekly | MS | 07/23/30 | 4,939 | 175,805 | 190,991 | 21,167 | ||||||||
| Steel Dynamics, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 2,500 | 375,664 | 423,625 | 60,720 | ||||||||
| United States Lime & Minerals, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 1,449 | 133,242 | 173,503 | 44,597 | ||||||||
| Vulcan Materials Co. | USFF +0.250% | Weekly | MS | 01/17/30 | 551 | 156,681 | 157,156 | 5,546 | ||||||||
| 387,719 | 12,774,065 | 16,584,737 | 4,350,923 | |||||||||||||
| Media & Entertainment | ||||||||||||||||
| Alphabet, Inc., Class A | USFF +0.250% | Weekly | MS | 01/05/26 | 11,142 | 2,203,169 | 3,487,446 | 1,365,749 | ||||||||
| Cargurus, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 1,675 | 50,249 | 64,236 | 15,519 | ||||||||
| Cars.com, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 7,061 | 81,323 | 86,144 | 7,306 | ||||||||
| Charter Communications, Inc., Class A | USFF +0.250% | Weekly | MS | 07/23/30 | 835 | 174,065 | 174,306 | 5,569 | ||||||||
| Clear Channel Outdoor Holdings, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 6,393 | 13,283 | 14,129 | 1,244 | ||||||||
| Comcast Corp., Class A | USFF +0.250% | Weekly | MS | 07/08/27 | 23,575 | 766,931 | 704,657 | (16,252) | ||||||||
| Electronic Arts, Inc. | USFF +0.250% | Weekly | MS | 07/11/28 | 5,636 | 820,034 | 1,151,604 | 361,621 | ||||||||
| EverQuote, Inc., Class A | USFF +0.250% | Weekly | MS | 07/16/29 | 10,921 | 226,182 | 294,867 | 75,611 | ||||||||
| Fox Corp., Class A | USFF +0.250% | Weekly | MS | 01/12/29 | 9,678 | 481,719 | 707,171 | 245,406 | ||||||||
| Match Group, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 14,681 | 479,188 | 474,049 | 9,545 | ||||||||
| Meta Platforms, Inc., Class A | USFF +0.250% | Weekly | MS | 07/08/27 | 2,575 | 1,600,273 | 1,699,732 | 153,575 | ||||||||
| Netflix, Inc. | USFF +0.250% | Weekly | MS | 01/07/27 | 14,364 | 1,423,191 | 1,346,769 | (32,795) | ||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Media & Entertainment — (continued) | ||||||||||||||||
| News Corp., Class A | USFF +0.250% | Weekly | MS | 01/10/28 | 13,520 | $355,841 | $353,142 | $9,688 | ||||||||
| Omnicom Group, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 1,837 | 129,480 | 148,338 | 25,712 | ||||||||
| Paramount Skydance Corp., Class B | USFF +0.250% | Weekly | MS | 07/23/30 | 4,487 | 61,637 | 60,126 | 758 | ||||||||
| QuinStreet, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 104 | 1,498 | 1,494 | 33 | ||||||||
| Roku, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 6,164 | 658,050 | 668,732 | 30,850 | ||||||||
| Spotify Technology SA (Luxembourg) | USFF +0.250% | Weekly | MS | 01/12/29 | 1 | 451 | 581 | 134 | ||||||||
| Stagwell, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 2,286 | 11,638 | 11,179 | (112) | ||||||||
| TripAdvisor, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 10,242 | 150,507 | 149,124 | 3,222 | ||||||||
| USA TODAY Co., Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 678 | 3,576 | 3,492 | 16 | ||||||||
| Warner Music Group Corp., Class A | USFF +0.250% | Weekly | MS | 07/23/30 | 9,630 | 282,856 | 295,352 | 21,851 | ||||||||
| Yelp, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 4,452 | 151,468 | 135,296 | (11,537) | ||||||||
| Ziff Davis, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 521 | 16,536 | 18,313 | 2,545 | ||||||||
| 162,458 | 10,143,145 | 12,050,279 | 2,275,258 | |||||||||||||
| Pharmaceuticals, Biotechnology & Life Sciences | ||||||||||||||||
| 10X Genomics, Inc., Class A | USFF +0.250% | Weekly | MS | 07/23/30 | 7,560 | 123,149 | 123,304 | 3,922 | ||||||||
| Adaptive Biotechnologies Corp. | USFF +0.250% | Weekly | MS | 01/17/30 | 23,605 | 304,753 | 383,345 | 87,928 | ||||||||
| Agilent Technologies, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 12,615 | 1,767,554 | 1,716,523 | 3,156 | ||||||||
| Alkermes PLC (Ireland) | USFF +0.250% | Weekly | MS | 07/23/30 | 15,030 | 422,294 | 420,539 | 11,184 | ||||||||
| Alnylam Pharmaceuticals, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 1,563 | 630,927 | 621,527 | 9,936 | ||||||||
| Amneal Pharmaceuticals, Inc. | USFF +0.250% | Weekly | MS | 07/16/29 | 1,632 | 12,876 | 20,563 | 8,740 | ||||||||
| ANI Pharmaceuticals, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 8,147 | 713,232 | 643,124 | (48,249) | ||||||||
| Arrowhead Pharmaceuticals, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 4,600 | 309,092 | 305,394 | 5,770 | ||||||||
| Aurinia Pharmaceuticals, Inc. (Canada) | USFF +0.250% | Weekly | MS | 07/23/30 | 11,933 | 156,915 | 190,331 | 38,218 | ||||||||
| Azenta, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 12,042 | 351,475 | 400,517 | 59,809 | ||||||||
| BioCryst Pharmaceuticals, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 23,169 | 173,478 | 180,718 | 9,130 | ||||||||
| Biogen, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 571 | 70,105 | 100,490 | 32,525 | ||||||||
| Bristol-Myers Squibb Co. | USFF +0.250% | Weekly | MS | 07/23/30 | 72,918 | 3,258,155 | 3,933,197 | 793,900 | ||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Pharmaceuticals, Biotechnology & Life Sciences — (continued) | ||||||||||||||||
| CareDx, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 16,080 | $271,743 | $302,947 | $39,527 | ||||||||
| Charles River Laboratories International, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 1 | 162 | 199 | 33 | ||||||||
| Collegium Pharmaceutical, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 312 | 14,435 | 14,446 | 444 | ||||||||
| Dynavax Technologies Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 8,013 | 88,568 | 123,240 | 37,378 | ||||||||
| Exact Sciences Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 53 | 5,396 | 5,383 | 143 | ||||||||
| Gilead Sciences, Inc. | USFF +0.250% | Weekly | MS | 01/12/29 | 5,165 | 591,404 | 633,952 | 74,851 | ||||||||
| GRAIL, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 285 | 13,105 | 24,393 | 11,680 | ||||||||
| Harmony Biosciences Holdings, Inc. | USFF +0.250% | Weekly | MS | 07/11/28 | 2,202 | 58,716 | 82,399 | 25,474 | ||||||||
| Incyte Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 3,301 | 296,597 | 326,040 | 38,527 | ||||||||
| Innoviva, Inc. | USFF +0.250% | Weekly | MS | 07/16/29 | 21,082 | 379,722 | 421,429 | 53,340 | ||||||||
| IQVIA Holdings, Inc. | USFF +0.250% | Weekly | MS | 01/12/29 | 1,779 | 350,530 | 401,004 | 61,213 | ||||||||
| Johnson & Johnson | USFF +0.250% | Weekly | MS | 01/17/30 | 6,099 | 1,090,173 | 1,262,188 | 217,573 | ||||||||
| Ligand Pharmaceuticals, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 683 | 112,034 | 129,135 | 20,527 | ||||||||
| MannKind Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 1,778 | 10,121 | 10,081 | 262 | ||||||||
| Omeros Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 500 | 8,281 | 8,588 | 551 | ||||||||
| Pfizer, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 16,527 | 395,390 | 411,522 | 34,214 | ||||||||
| Regeneron Pharmaceuticals, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 30 | 16,476 | 23,156 | 7,229 | ||||||||
| Theravance Biopharma, Inc. (Cayman Islands) | USFF +0.250% | Weekly | MS | 07/23/30 | 2,083 | 36,760 | 38,973 | 3,331 | ||||||||
| Travere Therapeutics, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 3,451 | 119,986 | 131,863 | 15,546 | ||||||||
| Veracyte, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 5,583 | 230,297 | 235,044 | 11,799 | ||||||||
| Zoetis, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 4,053 | 487,373 | 509,948 | 37,510 | ||||||||
| 294,445 | 12,871,274 | 14,135,502 | 1,707,121 | |||||||||||||
| Semiconductors & Semiconductor Equipment | ||||||||||||||||
| Advanced Micro Devices, Inc. | USFF +0.250% | Weekly | MS | 01/10/28 | 29,612 | 3,321,444 | 6,341,706 | 3,122,093 | ||||||||
| Analog Devices, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 9,731 | 2,232,370 | 2,639,047 | 489,906 | ||||||||
| Applied Materials, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 13,098 | 2,988,170 | 3,366,055 | 474,945 | ||||||||
| AXT, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 30,445 | 455,468 | 497,776 | 56,264 | ||||||||
| Broadcom, Inc. | USFF +0.250% | Weekly | MS | 01/10/28 | 27,785 | 6,726,977 | 9,616,389 | 3,156,792 | ||||||||
| Cirrus Logic, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 87 | 10,336 | 10,310 | 281 | ||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Semiconductors & Semiconductor Equipment — (continued) | ||||||||||||||||
| Credo Technology Group Holding Ltd. (Cayman Islands) | USFF +0.250% | Weekly | MS | 07/23/30 | 1 | $136 | $144 | $3 | ||||||||
| Diodes, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 1,620 | 72,538 | 79,931 | 9,608 | ||||||||
| First Solar, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 1,884 | 488,559 | 492,157 | 18,569 | ||||||||
| GLOBALFOUNDRIES, Inc. (Cayman Islands) | USFF +0.250% | Weekly | MS | 07/23/30 | 4,755 | 168,292 | 166,045 | 2,903 | ||||||||
| Intel Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 6,160 | 224,917 | 227,304 | 9,274 | ||||||||
| KLA Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 242 | 293,155 | 294,049 | 10,317 | ||||||||
| Lam Research Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 5,788 | 585,882 | 990,790 | 425,671 | ||||||||
| Marvell Technology, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 11,078 | 986,650 | 941,408 | (14,999) | ||||||||
| Micron Technology, Inc. | USFF +0.250% | Weekly | MS | 07/16/29 | 22,684 | 3,495,016 | 6,474,240 | 3,221,035 | ||||||||
| Monolithic Power Systems, Inc. | USFF +0.250% | Weekly | MS | 01/10/28 | 2,663 | 1,821,126 | 2,413,637 | 665,555 | ||||||||
| NVIDIA Corp. | USFF +0.250% | Weekly | MS | 01/10/28 | 13,892 | 2,189,380 | 2,590,858 | 469,229 | ||||||||
| NXP Semiconductors NV (Netherlands) | USFF +0.250% | Weekly | MS | 07/23/30 | 2,008 | 442,729 | 435,856 | 6,698 | ||||||||
| ON Semiconductor Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 8,742 | 428,083 | 473,379 | 58,412 | ||||||||
| QUALCOMM, Inc. | USFF +0.250% | Weekly | MS | 07/08/27 | 15,215 | 2,235,148 | 2,602,526 | 531,711 | ||||||||
| Rambus, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 1,568 | 147,905 | 144,084 | 704 | ||||||||
| Semtech Corp. | USFF +0.250% | Weekly | MS | 01/17/30 | 3,025 | 96,113 | 222,912 | 129,737 | ||||||||
| SiTime Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 701 | 256,506 | 247,586 | (1,064) | ||||||||
| Skyworks Solutions, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 6,153 | 418,386 | 390,162 | (7,946) | ||||||||
| Texas Instruments, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 5,746 | 956,575 | 996,874 | 76,820 | ||||||||
| Veeco Instruments, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 29 | 829 | 829 | 16 | ||||||||
| 224,712 | 31,042,690 | 42,656,054 | 12,912,534 | |||||||||||||
| Software & Services | ||||||||||||||||
| A10 Networks, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 4,754 | 81,398 | 84,098 | 5,522 | ||||||||
| Accenture PLC, Class A (Ireland) | USFF +0.250% | Weekly | MS | 01/12/29 | 8,505 | 2,103,759 | 2,281,892 | 264,068 | ||||||||
| Adobe, Inc. | USFF +0.250% | Weekly | MS | 07/08/27 | 5,270 | 1,785,025 | 1,844,447 | 114,145 | ||||||||
| Agilysys, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 355 | 42,592 | 42,188 | 893 | ||||||||
| Alarm.com Holdings, Inc. | USFF +0.250% | Weekly | MS | 07/16/29 | 547 | 28,710 | 27,908 | 68 | ||||||||
| Amdocs Ltd. (Guernsey) | USFF +0.250% | Weekly | MS | 07/23/30 | 46 | 3,529 | 3,703 | 451 | ||||||||
| Appian Corp., Class A | USFF +0.250% | Weekly | MS | 07/16/29 | 18,003 | 655,919 | 637,666 | 1,849 | ||||||||
| AppLovin Corp., Class A | USFF +0.250% | Weekly | MS | 07/23/30 | 2,471 | 1,315,933 | 1,665,009 | 389,415 | ||||||||
| Autodesk, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 2,142 | 637,693 | 634,053 | 15,904 | ||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Software & Services — (continued) | ||||||||||||||||
| Bentley Systems, Inc., Class B | USFF +0.250% | Weekly | MS | 07/23/30 | 4,884 | $190,055 | $186,398 | $2,161 | ||||||||
| BitMine Immersion Technologies, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 2,532 | 78,906 | 68,744 | (7,752) | ||||||||
| Blackbaud, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 4,082 | 249,618 | 258,472 | 16,498 | ||||||||
| BlackBerry Ltd. (Canada) | USFF +0.250% | Weekly | MS | 01/17/30 | 128,509 | 576,269 | 487,049 | (71,561) | ||||||||
| Braze, Inc., Class A | USFF +0.250% | Weekly | MS | 07/23/30 | 2,746 | 97,245 | 94,160 | (112) | ||||||||
| Clear Secure, Inc., Class A | USFF +0.250% | Weekly | MS | 07/23/30 | 4,674 | 144,465 | 163,964 | 24,479 | ||||||||
| Cognizant Technology Solutions Corp., Class A | USFF +0.250% | Weekly | MS | 07/23/30 | 13,689 | 971,438 | 1,136,187 | 198,861 | ||||||||
| Crowdstrike Holdings, Inc., Class A | USFF +0.250% | Weekly | MS | 07/16/29 | 4,587 | 1,648,950 | 2,150,202 | 551,802 | ||||||||
| Datadog, Inc., Class A | USFF +0.250% | Weekly | MS | 07/23/30 | 2,198 | 310,503 | 298,906 | (2,086) | ||||||||
| Descartes Systems Group, Inc. (The) (Canada) | USFF +0.250% | Weekly | MS | 07/23/30 | 2,558 | 223,700 | 224,234 | 7,383 | ||||||||
| Dolby Laboratories, Inc., Class A | USFF +0.250% | Weekly | MS | 01/17/30 | 5,474 | 370,246 | 351,540 | (6,156) | ||||||||
| Dropbox, Inc., Class A | USFF +0.250% | Weekly | MS | 07/23/30 | 13,394 | 379,473 | 372,353 | 4,506 | ||||||||
| Fastly, Inc., Class A | USFF +0.250% | Weekly | MS | 07/23/30 | 8,054 | 90,557 | 81,990 | (5,801) | ||||||||
| Fortinet, Inc. | USFF +0.250% | Weekly | MS | 07/16/29 | 13,742 | 1,133,378 | 1,091,252 | (7,384) | ||||||||
| Gartner, Inc. | USFF +0.250% | Weekly | MS | 07/16/29 | 1,788 | 587,532 | 451,077 | (123,105) | ||||||||
| Gen Digital, Inc. | USFF +0.250% | Weekly | MS | 07/08/27 | 34,987 | 888,535 | 951,297 | 118,491 | ||||||||
| GoDaddy, Inc., Class A | USFF +0.250% | Weekly | MS | 01/17/30 | 7,453 | 1,195,903 | 924,768 | (234,476) | ||||||||
| Guidewire Software, Inc. | USFF +0.250% | Weekly | MS | 01/12/29 | 1,150 | 255,309 | 231,162 | (16,329) | ||||||||
| I3 Verticals, Inc., Class A | USFF +0.250% | Weekly | MS | 07/23/30 | 1,780 | 54,406 | 44,838 | (7,909) | ||||||||
| InterDigital, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 2,184 | 738,222 | 695,342 | (20,216) | ||||||||
| International Business Machines Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 323 | 97,229 | 95,676 | 1,878 | ||||||||
| JFrog Ltd. (Israel) | USFF +0.250% | Weekly | MS | 07/23/30 | 6,936 | 434,289 | 433,223 | 12,240 | ||||||||
| LiveRamp Holdings, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 7,399 | 196,164 | 217,309 | 27,150 | ||||||||
| Microsoft Corp. | USFF +0.250% | Weekly | MS | 07/08/27 | 7,040 | 2,868,731 | 3,404,685 | 663,679 | ||||||||
| MongoDB, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 219 | 44,443 | 91,912 | 48,822 | ||||||||
| NCR Voyix Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 7,236 | 74,608 | 73,807 | 1,477 | ||||||||
| Okta, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 6,982 | 621,785 | 603,734 | 1,004 | ||||||||
| Oracle Corp. | USFF +0.250% | Weekly | MS | 01/05/26 | 2,362 | 510,565 | 460,377 | (29,157) | ||||||||
| Palantir Technologies, Inc., Class A | USFF +0.250% | Weekly | MS | 07/16/29 | 30,374 | 2,153,980 | 5,398,979 | 3,311,034 | ||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Software & Services — (continued) | ||||||||||||||||
| Palo Alto Networks, Inc. | USFF +0.250% | Weekly | MS | 01/10/28 | 10,405 | $1,815,127 | $1,916,601 | $157,119 | ||||||||
| Pegasystems, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 987 | 53,374 | 58,944 | 7,196 | ||||||||
| PTC, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 3,194 | 627,130 | 556,427 | (54,907) | ||||||||
| Q2 Holdings, Inc. | USFF +0.250% | Weekly | MS | 01/10/28 | 6,267 | 382,074 | 452,227 | 81,858 | ||||||||
| Qualys, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 1,167 | 160,692 | 155,094 | (680) | ||||||||
| RingCentral, Inc., Class A | USFF +0.250% | Weekly | MS | 01/17/30 | 6,651 | 179,001 | 192,081 | 18,559 | ||||||||
| Roper Technologies, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 1,364 | 638,554 | 607,157 | (11,584) | ||||||||
| Salesforce, Inc. | USFF +0.250% | Weekly | MS | 07/08/27 | 3,237 | 753,262 | 857,514 | 129,738 | ||||||||
| ServiceNow, Inc. | USFF +0.250% | Weekly | MS | 07/08/27 | 16,833 | 2,797,249 | 2,578,647 | (132,843) | ||||||||
| ServiceTitan, Inc., Class A | USFF +0.250% | Weekly | MS | 07/23/30 | 324 | 34,980 | 34,506 | 589 | ||||||||
| Sprinklr, Inc., Class A | USFF +0.250% | Weekly | MS | 07/23/30 | 11,836 | 92,320 | 92,084 | 2,585 | ||||||||
| Tenable Holdings, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 5,259 | 142,023 | 123,744 | (13,933) | ||||||||
| UiPath, Inc., Class A | USFF +0.250% | Weekly | MS | 07/23/30 | 8,554 | 153,352 | 140,200 | (8,459) | ||||||||
| Unity Software, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 1,913 | 93,204 | 84,497 | (5,858) | ||||||||
| VeriSign, Inc. | USFF +0.250% | Weekly | MS | 01/12/29 | 901 | 231,619 | 218,898 | (4,097) | ||||||||
| Yext, Inc. | USFF +0.250% | Weekly | MS | 07/08/27 | 12,268 | 83,651 | 98,880 | 17,784 | ||||||||
| Zoom Communications, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 4,077 | 332,566 | 351,804 | 29,426 | ||||||||
| 466,666 | 32,411,240 | 36,783,906 | 5,464,229 | |||||||||||||
| Technology Hardware & Equipment | ||||||||||||||||
| Advanced Energy Industries, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 1,712 | 350,939 | 358,441 | 18,326 | ||||||||
| Amphenol Corp., Class A | USFF +0.250% | Weekly | MS | 01/17/30 | 9,876 | 1,154,831 | 1,334,643 | 216,908 | ||||||||
| Apple, Inc. | USFF +0.250% | Weekly | MS | 01/07/27 | 17,591 | 3,937,515 | 4,782,289 | 988,522 | ||||||||
| Arista Networks, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 14,192 | 1,855,215 | 1,859,578 | 61,237 | ||||||||
| Badger Meter, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 73 | 12,732 | 12,732 | 381 | ||||||||
| Calix, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 10,024 | 590,272 | 530,570 | (41,612) | ||||||||
| CDW Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 1,125 | 157,917 | 153,225 | 462 | ||||||||
| Celestica, Inc. (Canada) | USFF +0.250% | Weekly | MS | 07/23/30 | 298 | 86,295 | 88,092 | 4,434 | ||||||||
| Cisco Systems, Inc. | USFF +0.250% | Weekly | MS | 07/16/29 | 6,526 | 438,176 | 502,698 | 86,254 | ||||||||
| Cognex Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 18,103 | 689,351 | 651,346 | (16,235) | ||||||||
| CommScope Holding Co., Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 19,006 | 130,244 | 344,579 | 218,319 | ||||||||
| CompoSecure, Inc., Class A | USFF +0.250% | Weekly | MS | 07/16/29 | 20,666 | 253,375 | 398,440 | 152,825 | ||||||||
| Corning, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 2,351 | 192,372 | 205,854 | 19,370 | ||||||||
| Daktronics, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 4,572 | 87,325 | 90,388 | 5,724 | ||||||||
| Dell Technologies, Inc., Class C | USFF +0.250% | Weekly | MS | 07/16/29 | 34,498 | 3,810,922 | 4,342,608 | 686,685 | ||||||||
| Diebold Nixdorf, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 749 | 42,619 | 50,850 | 9,528 | ||||||||
| ePlus, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 443 | 29,609 | 38,851 | 10,362 | ||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Technology Hardware & Equipment — (continued) | ||||||||||||||||
| F5, Inc. | USFF +0.250% | Weekly | MS | 07/08/27 | 1,481 | $275,415 | $378,040 | $111,060 | ||||||||
| Hewlett Packard Enterprise Co. | USFF +0.250% | Weekly | MS | 07/23/30 | 40,819 | 976,154 | 980,472 | 39,986 | ||||||||
| HP, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 11,283 | 283,265 | 251,385 | (18,707) | ||||||||
| Jabil, Inc. | USFF +0.250% | Weekly | MS | 01/12/29 | 8,391 | 1,379,028 | 1,913,316 | 578,848 | ||||||||
| Keysight Technologies, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 600 | 96,133 | 121,914 | 28,720 | ||||||||
| Knowles Corp. | USFF +0.250% | Weekly | MS | 07/16/29 | 9,982 | 176,082 | 213,914 | 43,222 | ||||||||
| Littelfuse, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 442 | 106,562 | 111,791 | 8,822 | ||||||||
| Lumentum Holdings, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 90 | 35,573 | 33,173 | (1,319) | ||||||||
| Mirion Technologies, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 12,170 | 291,161 | 285,021 | 2,778 | ||||||||
| NetApp, Inc. | USFF +0.250% | Weekly | MS | 01/10/28 | 6,316 | 636,073 | 676,380 | 68,254 | ||||||||
| NetScout Systems, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 5,929 | 130,404 | 160,439 | 34,024 | ||||||||
| nLight, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 8,555 | 234,295 | 320,898 | 93,778 | ||||||||
| Ondas Holdings, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 2,703 | 26,926 | 26,381 | 271 | ||||||||
| OSI Systems, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 539 | 146,219 | 137,477 | (4,268) | ||||||||
| PC Connection, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 62 | 3,594 | 3,581 | 88 | ||||||||
| Rogers Corp. | USFF +0.250% | Weekly | MS | 01/17/30 | 953 | 74,570 | 87,266 | 14,973 | ||||||||
| Sandisk Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 1,418 | 281,461 | 336,605 | 63,765 | ||||||||
| Sanmina Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 1,760 | 241,688 | 264,123 | 29,837 | ||||||||
| ScanSource, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 32 | 1,214 | 1,250 | 82 | ||||||||
| Seagate Technology Holdings PLC (Ireland) | USFF +0.250% | Weekly | MS | 01/10/28 | 9,664 | 903,609 | 2,661,369 | 1,830,309 | ||||||||
| TD SYNNEX Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 1,151 | 174,699 | 172,915 | 3,634 | ||||||||
| TE Connectivity PLC (Ireland) | USFF +0.250% | Weekly | MS | 07/11/28 | 1,507 | 328,656 | 342,858 | 25,498 | ||||||||
| Trimble, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 1,396 | 111,199 | 109,377 | 1,578 | ||||||||
| Viasat, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 3,939 | 121,315 | 135,738 | 18,134 | ||||||||
| Western Digital Corp. | USFF +0.250% | Weekly | MS | 07/11/28 | 28,353 | 1,309,182 | 4,884,371 | 3,800,991 | ||||||||
| Zebra Technologies Corp., Class A | USFF +0.250% | Weekly | MS | 07/23/30 | 297 | 73,470 | 72,118 | 891 | ||||||||
| 321,637 | 22,237,656 | 30,427,356 | 9,196,739 | |||||||||||||
| Telecommunication Services | ||||||||||||||||
| AT&T, Inc. | USFF +0.250% | Weekly | MS | 01/10/28 | 50,554 | 1,102,522 | 1,255,761 | 246,727 | ||||||||
| IDT Corp., Class B | USFF +0.250% | Weekly | MS | 01/17/30 | 1,293 | 72,073 | 66,215 | (3,524) | ||||||||
| Iridium Communications, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 3,042 | 53,315 | 52,870 | 1,610 | ||||||||
| Lumen Technologies, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 24,159 | 191,760 | 187,715 | 1,826 | ||||||||
| Rogers Communications, Inc., Class B (Canada) | USFF +0.250% | Weekly | MS | 07/23/30 | 2,279 | 83,958 | 85,987 | 5,558 | ||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Telecommunication Services — (continued) | ||||||||||||||||
| TELUS Corp. (Canada) | USFF +0.250% | Weekly | MS | 07/23/30 | 3,163 | $40,682 | $41,657 | $2,326 | ||||||||
| T-Mobile US, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 668 | 134,222 | 135,631 | 5,514 | ||||||||
| Verizon Communications, Inc. | USFF +0.250% | Weekly | MS | 07/08/27 | 36,751 | 1,461,495 | 1,496,868 | 175,803 | ||||||||
| 121,909 | 3,140,027 | 3,322,704 | 435,840 | |||||||||||||
| Transportation | ||||||||||||||||
| Allegiant Travel Co. | USFF +0.250% | Weekly | MS | 01/17/30 | 3,184 | 192,456 | 271,500 | 84,936 | ||||||||
| CH Robinson Worldwide, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 4,897 | 682,488 | 787,242 | 128,250 | ||||||||
| CSX Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 8,263 | 283,462 | 299,534 | 25,833 | ||||||||
| Delta Air Lines, Inc. | USFF +0.250% | Weekly | MS | 07/11/28 | 19,264 | 939,468 | 1,336,922 | 439,381 | ||||||||
| JB Hunt Transport Services, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 1,883 | 257,127 | 365,942 | 117,586 | ||||||||
| Lyft, Inc., Class A | USFF +0.250% | Weekly | MS | 07/23/30 | 6,752 | 134,730 | 130,786 | 178 | ||||||||
| Norfolk Southern Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 2,013 | 571,272 | 581,193 | 30,034 | ||||||||
| SkyWest, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 2,579 | 252,979 | 258,957 | 13,726 | ||||||||
| Sun Country Airlines Holdings, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 5,101 | 56,090 | 73,403 | 19,024 | ||||||||
| Uber Technologies, Inc. | USFF +0.250% | Weekly | MS | 01/10/28 | 6,231 | 406,681 | 509,135 | 114,914 | ||||||||
| Union Pacific Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 282 | 66,519 | 65,232 | 1,025 | ||||||||
| United Parcel Service, Inc., Class B | USFF +0.250% | Weekly | MS | 01/17/30 | 10,302 | 1,079,321 | 1,021,855 | 22,896 | ||||||||
| XPO, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 2,912 | 398,264 | 395,770 | 9,708 | ||||||||
| 73,663 | 5,320,857 | 6,097,471 | 1,007,491 | |||||||||||||
| Utilities | ||||||||||||||||
| Algonquin Power & Utilities Corp. (Canada) | USFF +0.250% | Weekly | MS | 07/23/30 | 43,120 | 244,699 | 265,188 | 32,753 | ||||||||
| Ameren Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 2,996 | 298,421 | 299,181 | 9,900 | ||||||||
| American States Water Co. | USFF +0.250% | Weekly | MS | 07/23/30 | 1,932 | 141,537 | 140,031 | 2,825 | ||||||||
| American Water Works Co., Inc. | USFF +0.250% | Weekly | MS | 07/08/27 | 1,420 | 184,409 | 185,310 | 8,936 | ||||||||
| Atmos Energy Corp. | USFF +0.250% | Weekly | MS | 01/17/30 | 1,768 | 293,436 | 296,370 | 14,144 | ||||||||
| CenterPoint Energy, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 15,829 | 601,109 | 606,884 | 29,303 | ||||||||
| Consolidated Edison, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 3,799 | 381,317 | 377,317 | 11,094 | ||||||||
| Constellation Energy Corp. | USFF +0.250% | Weekly | MS | 01/05/26 | 5,251 | 1,633,791 | 1,855,021 | 279,064 | ||||||||
| Duke Energy Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 7,482 | 918,766 | 876,965 | (8,651) | ||||||||
| Evergy, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 17,994 | 1,198,896 | 1,304,385 | 180,690 | ||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Utilities — (continued) | ||||||||||||||||
| Eversource Energy | USFF +0.250% | Weekly | MS | 07/23/30 | 2,505 | $174,797 | $168,662 | $1,341 | ||||||||
| Exelon Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 4,435 | 203,175 | 193,322 | (7,208) | ||||||||
| Hallador Energy Co. | USFF +0.250% | Weekly | MS | 01/17/30 | 5,847 | 101,055 | 111,327 | 13,361 | ||||||||
| MDU Resources Group, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 1 | 16 | 20 | 261 | ||||||||
| National Fuel Gas Co. | USFF +0.250% | Weekly | MS | 07/16/29 | 2,990 | 240,446 | 239,379 | 11,674 | ||||||||
| NRG Energy, Inc. | USFF +0.250% | Weekly | MS | 07/11/28 | 1 | 100 | 159 | 591 | ||||||||
| Otter Tail Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 144 | 11,828 | 11,637 | 161 | ||||||||
| Public Service Enterprise Group, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 2,874 | 232,786 | 230,782 | 6,253 | ||||||||
| ReNew Energy Global PLC, Class A (United Kingdom) | USFF +0.250% | Weekly | MS | 07/23/30 | 700 | 3,930 | 3,955 | 136 | ||||||||
| Vistra Corp. | USFF +0.250% | Weekly | MS | 07/16/29 | 784 | 128,953 | 126,483 | 1,789 | ||||||||
| WEC Energy Group, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 773 | 81,668 | 81,521 | 2,212 | ||||||||
| 122,645 | 7,075,135 | 7,373,899 | 590,629 | |||||||||||||
| Total Reference Entity — Long | 278,874,457 | 325,530,438 | 57,786,207 | |||||||||||||
| Reference Entity | Receive | Payment Frequency | Counter- party | Maturity Date | Number of Contracts (Short) | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Capital Goods — (continued) | ||||||||||||||||
| Albany International Corp., Class A | USFF -0.250% | Weekly | MS | 01/10/28 | (13,815) | $(868,312) | $(700,420) | $152,556 | ||||||||
| Allison Transmission Holdings, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (19,708) | (1,856,261) | (1,929,413) | (90,951) | ||||||||
| Ameresco, Inc., Class A | USFF -0.250% | Weekly | MS | 01/10/28 | (26,573) | (1,199,716) | (778,323) | 409,886 | ||||||||
| American Woodmark Corp. | USFF -0.250% | Weekly | MS | 07/16/29 | (4,499) | (355,497) | (242,496) | 111,650 | ||||||||
| Amprius Technologies, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (6,353) | (50,037) | (50,125) | (577) | ||||||||
| Apogee Enterprises, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (15,924) | (648,733) | (579,793) | 56,402 | ||||||||
| Archer Aviation, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (144,343) | (1,168,256) | (1,085,459) | 71,592 | ||||||||
| Arcosa, Inc. | USFF -0.250% | Weekly | MS | 07/16/29 | (5,623) | (507,156) | (597,837) | (98,765) | ||||||||
| Argan, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (6,715) | (2,246,439) | (2,103,944) | 112,824 | ||||||||
| Array Technologies, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (28,900) | (284,199) | (266,458) | 15,008 | ||||||||
| Astec Industries, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (6,966) | (310,776) | (301,767) | 5,923 | ||||||||
| Atkore, Inc. | USFF -0.250% | Weekly | MS | 01/12/29 | (10,097) | (749,796) | (638,635) | 98,071 | ||||||||
| Axon Enterprise, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (8,098) | (4,795,651) | (4,599,097) | 148,219 | ||||||||
| Boise Cascade Co. | USFF -0.250% | Weekly | MS | 07/16/29 | (29,343) | (2,452,011) | (2,159,645) | 256,383 | ||||||||
| Cadre Holdings, Inc. | USFF -0.250% | Weekly | MS | 01/12/29 | (14,555) | (548,419) | (594,426) | (57,459) | ||||||||
| CAE, Inc. (Canada) | USFF -0.250% | Weekly | MS | 07/23/30 | (15,502) | (456,856) | (471,571) | (19,103) | ||||||||
| CECO Environmental Corp. | USFF -0.250% | Weekly | MS | 07/23/30 | (51,918) | (2,790,249) | (3,107,292) | (343,793) | ||||||||
| Centuri Holdings, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (138,889) | (3,220,337) | (3,506,947) | (317,482) | ||||||||
| Chart Industries, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (16,068) | (3,244,691) | (3,313,704) | (100,118) | ||||||||
| CSW Industrials, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (6,242) | (1,710,472) | (1,832,214) | (141,713) | ||||||||
| Douglas Dynamics, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (150) | (4,954) | (4,898) | (787) | ||||||||
| Dover Corp. | USFF -0.250% | Weekly | MS | 07/23/30 | (3,755) | (749,250) | (733,126) | 9,298 | ||||||||
| Ducommun, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (2,914) | (273,356) | (277,209) | (6,482) | ||||||||
| DXP Enterprises, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (15,332) | (1,680,237) | (1,683,300) | (19,176) | ||||||||
| Enovix Corp. | USFF -0.740% | Weekly | MS | 07/23/30 | (134,324) | (1,116,067) | (981,908) | 123,453 | ||||||||
| Eos Energy Enterprises, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (25,667) | (292,334) | (294,144) | (4,621) | ||||||||
| Esab Corp. | USFF -0.250% | Weekly | MS | 07/23/30 | (43,998) | (5,075,501) | (4,915,457) | 104,933 | ||||||||
| Eve Holding, Inc. | USFF -1.390% | Weekly | MS | 07/23/30 | (63,590) | (270,854) | (253,724) | 14,524 | ||||||||
| Franklin Electric Co., Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (3,535) | (334,210) | (337,699) | (8,553) | ||||||||
| GATX Corp. | USFF -0.250% | Weekly | MS | 07/11/28 | (3,444) | (528,763) | (584,102) | (68,306) | ||||||||
| Gibraltar Industries, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (7,525) | (508,401) | (372,036) | 134,033 | ||||||||
| Graham Corp. | USFF -0.250% | Weekly | MS | 07/23/30 | (1,541) | (101,167) | (98,978) | 1,209 | ||||||||
| Granite Construction, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (5,275) | (600,950) | (608,471) | (13,952) | ||||||||
| Herc Holdings, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (12,527) | (1,824,317) | (1,858,756) | (65,859) | ||||||||
| Hillman Solutions Corp. | USFF -0.250% | Weekly | MS | 07/23/30 | (38,010) | (332,863) | (329,167) | 497 | ||||||||
| Reference Entity | Receive | Payment Frequency | Counter- party | Maturity Date | Number of Contracts (Short) | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Capital Goods — (continued) | ||||||||||||||||
| Intuitive Machines, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (75,687) | $(778,508) | $(1,228,400) | $(465,214) | ||||||||
| Kadant, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (88) | (25,272) | (25,082) | (61) | ||||||||
| Karman Holdings, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (4,487) | (297,383) | (328,314) | (33,790) | ||||||||
| Kennametal, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (59,950) | (1,303,786) | (1,703,179) | (429,390) | ||||||||
| Kratos Defense & Security Solutions, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (35,946) | (2,733,026) | (2,728,661) | (25,871) | ||||||||
| Lennox International, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (7,238) | (3,635,744) | (3,514,628) | 77,586 | ||||||||
| Limbach Holdings, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (11,152) | (1,076,056) | (868,183) | 197,552 | ||||||||
| Lincoln Electric Holdings, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (1,789) | (436,119) | (428,716) | 1,801 | ||||||||
| MasTec, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (28,556) | (5,859,540) | (6,207,218) | (403,843) | ||||||||
| Masterbrand, Inc. | USFF -0.250% | Weekly | MS | 07/16/29 | (42,246) | (692,599) | (466,396) | 220,244 | ||||||||
| Middleby Corp. (The) | USFF -0.250% | Weekly | MS | 07/23/30 | (9,737) | (1,454,399) | (1,447,600) | (7,149) | ||||||||
| National Presto Industries, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (1,674) | (169,406) | (178,716) | (10,943) | ||||||||
| Power Solutions International, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (6,534) | (431,856) | (373,353) | 56,271 | ||||||||
| Quanex Building Products Corp. | USFF -0.250% | Weekly | MS | 07/16/29 | (39,303) | (782,315) | (604,480) | 159,655 | ||||||||
| Quanta Services, Inc. | USFF +0.250% | Weekly | MS | 07/08/27 | (2,806) | (1,238,718) | (1,184,300) | 42,492 | ||||||||
| QXO, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (65,800) | (1,389,748) | (1,269,282) | 108,587 | ||||||||
| RBC Bearings, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (1,194) | (520,362) | (535,425) | (20,060) | ||||||||
| Redwire Corp. | USFF -3.090% | Weekly | MS | 07/23/30 | (197,215) | (1,743,596) | (1,498,834) | 228,043 | ||||||||
| Resideo Technologies, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (109,927) | (3,638,061) | (3,860,636) | (257,450) | ||||||||
| Shoals Technologies Group, Inc., Class A | USFF -0.250% | Weekly | MS | 07/23/30 | (424,284) | (3,191,295) | (3,606,414) | (445,712) | ||||||||
| StandardAero, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (42,651) | (1,223,057) | (1,223,231) | (11,904) | ||||||||
| Stratasys Ltd. (Israel) | USFF -0.590% | Weekly | MS | 07/23/30 | (536) | (4,649) | (4,652) | (57) | ||||||||
| Sunrun, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (99,247) | (1,811,620) | (1,826,145) | (31,895) | ||||||||
| Terex Corp. | USFF -0.250% | Weekly | MS | 07/16/29 | (13,262) | (730,994) | (707,926) | 8,311 | ||||||||
| Transcat, Inc. | USFF -0.250% | Weekly | MS | 07/16/29 | (1,656) | (208,404) | (93,945) | 114,472 | ||||||||
| Watsco, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (1,286) | (622,565) | (433,318) | 175,913 | ||||||||
| Westinghouse Air Brake Technologies Corp. | USFF -0.250% | Weekly | MS | 07/23/30 | (11,794) | (2,421,495) | (2,517,429) | (121,916) | ||||||||
| (2,256,273) | (85,091,039) | (84,463,483) | (338,153) | |||||||||||||
| Commercial & Professional Services | ||||||||||||||||
| ABM Industries, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (27,933) | (1,377,263) | (1,181,566) | 170,455 | ||||||||
| ACV Auctions, Inc., Class A | USFF -0.250% | Weekly | MS | 07/23/30 | (274,116) | (2,701,900) | (2,198,410) | 476,233 | ||||||||
| Reference Entity | Receive | Payment Frequency | Counter- party | Maturity Date | Number of Contracts (Short) | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Commercial & Professional Services — (continued) | ||||||||||||||||
| Booz Allen Hamilton Holding Corp. | USFF -0.250% | Weekly | MS | 07/23/30 | (5,413) | $(508,370) | $(456,641) | $58,113 | ||||||||
| Brady Corp., Class A | USFF -0.250% | Weekly | MS | 07/23/30 | (6,417) | (506,780) | (502,900) | (2,084) | ||||||||
| BrightView Holdings, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (69,708) | (937,199) | (883,200) | 45,008 | ||||||||
| Casella Waste Systems, Inc., Class A | USFF -0.250% | Weekly | MS | 01/12/29 | (13,503) | (1,436,934) | (1,322,484) | 100,511 | ||||||||
| CBIZ, Inc. | USFF -0.250% | Weekly | MS | 07/16/29 | (17,417) | (1,360,469) | (878,688) | 468,734 | ||||||||
| Clarivate PLC (Jersey) | USFF -0.260% | Weekly | MS | 07/11/28 | (481,654) | (2,384,905) | (1,608,724) | 753,299 | ||||||||
| Concentrix Corp. | USFF -0.250% | Weekly | MS | 07/23/30 | (2,094) | (87,791) | (87,069) | (128) | ||||||||
| CoreCivic, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (48,128) | (851,904) | (919,726) | (75,995) | ||||||||
| Enviri Corp. | USFF -0.250% | Weekly | MS | 07/23/30 | (30,154) | (367,670) | (540,360) | (178,384) | ||||||||
| Huron Consulting Group, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (4,388) | (665,496) | (758,729) | (102,986) | ||||||||
| ICF International, Inc. | USFF +0.250% | Weekly | MS | 07/08/27 | (4,547) | (393,802) | (387,859) | 2,160 | ||||||||
| Innodata, Inc. | USFF -0.590% | Weekly | MS | 07/23/30 | (708) | (52,589) | (36,073) | 16,003 | ||||||||
| Insperity, Inc. | USFF -0.250% | Weekly | MS | 07/16/29 | (55,225) | (3,084,805) | (2,138,312) | 846,181 | ||||||||
| Legalzoom.com, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (66,669) | (655,625) | (662,023) | (12,691) | ||||||||
| ManpowerGroup, Inc. | USFF -0.250% | Weekly | MS | 07/16/29 | (86,251) | (3,140,676) | (2,564,242) | 487,250 | ||||||||
| Maximus, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (12,161) | (1,089,092) | (1,049,738) | 25,359 | ||||||||
| MillerKnoll, Inc. | USFF -0.250% | Weekly | MS | 07/16/29 | (18,326) | (438,713) | (334,999) | 85,245 | ||||||||
| OPENLANE, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (29,668) | (823,137) | (883,513) | (68,274) | ||||||||
| Parsons Corp. | USFF -0.250% | Weekly | MS | 07/23/30 | (23,055) | (1,948,930) | (1,424,799) | 516,795 | ||||||||
| Science Applications International Corp. | USFF -0.250% | Weekly | MS | 07/23/30 | (38,827) | (3,969,086) | (3,908,326) | 13,772 | ||||||||
| SS&C Technologies Holdings, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (9,912) | (849,198) | (866,507) | (27,426) | ||||||||
| TransUnion | USFF -0.250% | Weekly | MS | 01/17/30 | (20,228) | (1,779,355) | (1,734,551) | 27,016 | ||||||||
| TriNet Group, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (497) | (48,333) | (29,388) | 18,062 | ||||||||
| UL Solutions, Inc., Class A | USFF -0.250% | Weekly | MS | 07/23/30 | (13,153) | (1,049,146) | (1,037,246) | (1,432) | ||||||||
| Verra Mobility Corp. | USFF -0.250% | Weekly | MS | 07/23/30 | (26,616) | (607,755) | (596,465) | 5,457 | ||||||||
| Vestis Corp. | USFF -0.250% | Weekly | MS | 01/17/30 | (217,480) | (1,642,659) | (1,450,592) | 175,202 | ||||||||
| Waste Management, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (333) | (73,239) | (73,163) | (636) | ||||||||
| (1,604,581) | (34,832,821) | (30,516,293) | 3,820,819 | |||||||||||||
| Consumer Discretionary Distribution & Retail | ||||||||||||||||
| Academy Sports & Outdoors, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (20,174) | (1,011,366) | (1,007,893) | (10,747) | ||||||||
| American Eagle Outfitters, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (77,107) | (1,640,818) | (2,033,312) | (414,824) | ||||||||
| Asbury Automotive Group, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (1,791) | (414,946) | (416,461) | (5,501) | ||||||||
| Build-A-Bear Workshop, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (2,229) | (128,899) | (136,571) | (8,916) | ||||||||
| Reference Entity | Receive | Payment Frequency | Counter- party | Maturity Date | Number of Contracts (Short) | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Consumer Services — (continued) | ||||||||||||||||
| Coursera, Inc. | USFF -0.250% | Weekly | MS | 01/12/29 | (215,348) | $(1,941,239) | $(1,584,961) | $337,665 | ||||||||
| Dave & Buster's Entertainment, Inc. | USFF -0.250% | Weekly | MS | 07/11/28 | (18,550) | (638,053) | (300,695) | 331,234 | ||||||||
| DoorDash, Inc., Class A | USFF -0.250% | Weekly | MS | 07/23/30 | (2,331) | (539,645) | (527,925) | 6,540 | ||||||||
| First Watch Restaurant Group, Inc. | USFF -0.250% | Weekly | MS | 07/11/28 | (80,496) | (1,460,373) | (1,213,880) | 232,488 | ||||||||
| Flutter Entertainment PLC (Ireland) | USFF -0.250% | Weekly | MS | 07/23/30 | (18,125) | (3,827,270) | (3,897,600) | (107,018) | ||||||||
| Hyatt Hotels Corp., Class A | USFF -0.250% | Weekly | MS | 07/23/30 | (3,598) | (549,697) | (576,831) | (34,458) | ||||||||
| Krispy Kreme, Inc. | USFF -0.300% | Weekly | MS | 07/08/27 | (34,200) | (515,621) | (137,484) | 376,331 | ||||||||
| Kura Sushi USA, Inc., Class A | USFF -0.890% | Weekly | MS | 07/23/30 | (16,637) | (1,167,715) | (870,614) | 286,417 | ||||||||
| Lincoln Educational Services Corp. | USFF -0.250% | Weekly | MS | 07/23/30 | (11,637) | (260,384) | (281,034) | (23,366) | ||||||||
| Lucky Strike Entertainment Corp. | USFF -11.990% | Weekly | MS | 07/23/30 | (1,710) | (14,563) | (14,484) | (110) | ||||||||
| Norwegian Cruise Line Holdings Ltd. (Bermuda) | USFF -0.250% | Weekly | MS | 01/17/30 | (140,804) | (2,839,518) | (3,142,745) | (336,690) | ||||||||
| OneSpaWorld Holdings Ltd. (Bahamas) | USFF -0.250% | Weekly | MS | 01/17/30 | (17,098) | (358,673) | (354,613) | (815) | ||||||||
| Red Rock Resorts, Inc., Class A | USFF -0.250% | Weekly | MS | 07/23/30 | (20,452) | (1,181,227) | (1,267,001) | (102,194) | ||||||||
| Royal Caribbean Cruises Ltd. (Liberia) | USFF -0.250% | Weekly | MS | 07/23/30 | (10,793) | (3,089,997) | (3,010,384) | 38,864 | ||||||||
| Serve Robotics, Inc. | USFF -3.340% | Weekly | MS | 07/23/30 | (53,835) | (633,216) | (558,807) | 68,331 | ||||||||
| Six Flags Entertainment Corp. | USFF -0.250% | Weekly | MS | 07/16/29 | (135,866) | (3,542,395) | (2,084,184) | 1,424,252 | ||||||||
| Sweetgreen, Inc., Class A | USFF -0.250% | Weekly | MS | 01/17/30 | (169,877) | (1,739,173) | (1,148,369) | 574,128 | ||||||||
| Texas Roadhouse, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (3,240) | (577,498) | (537,840) | 32,992 | ||||||||
| Universal Technical Institute, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (62,013) | (1,834,720) | (1,620,400) | 196,728 | ||||||||
| Wendy's Co. (The) | USFF -0.250% | Weekly | MS | 07/23/30 | (74,797) | (637,745) | (623,059) | 484 | ||||||||
| Wyndham Hotels & Resorts, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (297) | (22,625) | (22,441) | (42) | ||||||||
| (1,124,760) | (29,545,486) | (25,867,011) | 3,362,572 | |||||||||||||
| Consumer Staples Distribution & Retail | ||||||||||||||||
| BJ's Wholesale Club Holdings, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (16,070) | (1,516,908) | (1,446,782) | 61,029 | ||||||||
| Reference Entity | Receive | Payment Frequency | Counter- party | Maturity Date | Number of Contracts (Short) | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Consumer Staples Distribution & Retail — (continued) | ||||||||||||||||
| Casey's General Stores, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (7,174) | $(3,965,877) | $(3,965,142) | $(37,281) | ||||||||
| Chefs' Warehouse, Inc. (The) | USFF -0.250% | Weekly | MS | 07/23/30 | (7,986) | (488,523) | (497,767) | (13,935) | ||||||||
| Ingles Markets, Inc., Class A | USFF -0.250% | Weekly | MS | 07/16/29 | (7,025) | (477,138) | (481,564) | (11,642) | ||||||||
| Maplebear, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (16,115) | (735,238) | (724,853) | 3,330 | ||||||||
| Performance Food Group Co. | USFF -0.250% | Weekly | MS | 07/16/29 | (30,806) | (2,847,634) | (2,770,076) | 50,259 | ||||||||
| Weis Markets, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (8,075) | (581,091) | (517,527) | 54,455 | ||||||||
| (93,251) | (10,612,409) | (10,403,711) | 106,215 | |||||||||||||
| Energy | ||||||||||||||||
| Archrock, Inc. | USFF -0.250% | Weekly | MS | 07/16/29 | (101,967) | (2,564,848) | (2,653,181) | (156,592) | ||||||||
| Atlas Energy Solutions, Inc. | USFF -0.590% | Weekly | MS | 01/12/29 | (93,694) | (1,462,090) | (882,597) | 508,702 | ||||||||
| BW LPG Ltd. (Singapore) | USFF -1.390% | Weekly | MS | 01/17/30 | (52,681) | (657,683) | (690,121) | (75,133) | ||||||||
| Canadian Natural Resources Ltd. (Canada) | USFF -0.250% | Weekly | MS | 07/23/30 | (115,504) | (3,708,006) | (3,909,810) | (301,574) | ||||||||
| Chevron Corp. | USFF -0.250% | Weekly | MS | 07/23/30 | (44,535) | (6,833,665) | (6,787,579) | (55,961) | ||||||||
| Core Natural Resources, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (53,843) | (4,852,046) | (4,765,644) | 28,342 | ||||||||
| Coterra Energy, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (22,404) | (583,002) | (589,673) | (23,873) | ||||||||
| Crescent Energy Co., Class A | USFF -0.250% | Weekly | MS | 07/11/28 | (24,106) | (228,881) | (202,249) | 18,672 | ||||||||
| Delek US Holdings, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (16,810) | (649,438) | (498,585) | 140,334 | ||||||||
| Denison Mines Corp. (Canada) | USFF -0.285% | Weekly | MS | 07/23/30 | (709,254) | (1,922,559) | (1,886,616) | 17,509 | ||||||||
| Diamondback Energy, Inc. | USFF -0.250% | Weekly | MS | 07/16/29 | (6,705) | (1,138,535) | (1,007,963) | 98,334 | ||||||||
| Dorian LPG Ltd. (Marshall Islands) | USFF -0.250% | Weekly | MS | 01/17/30 | (18,670) | (538,441) | (454,428) | 54,732 | ||||||||
| Energy Fuels, Inc. (Canada) | USFF -0.690% | Weekly | MS | 07/23/30 | (11,321) | (164,945) | (164,607) | (1,253) | ||||||||
| EOG Resources, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (50,622) | (5,417,070) | (5,315,816) | 49,662 | ||||||||
| Excelerate Energy, Inc., Class A | USFF -0.250% | Weekly | MS | 07/23/30 | (40,857) | (1,086,317) | (1,146,039) | (72,414) | ||||||||
| Helmerich & Payne, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (135,386) | (2,740,108) | (3,882,870) | (1,222,921) | ||||||||
| Kinetik Holdings, Inc. | USFF -1.490% | Weekly | MS | 01/07/27 | (18,085) | (687,449) | (651,964) | (157,270) | ||||||||
| Liberty Energy, Inc. | USFF -0.250% | Weekly | MS | 07/16/29 | (96,943) | (1,848,727) | (1,789,568) | 9,549 | ||||||||
| Marathon Petroleum Corp. | USFF -0.250% | Weekly | MS | 07/23/30 | (39,652) | (7,512,134) | (6,448,605) | 955,794 | ||||||||
| Matador Resources Co. | USFF -0.250% | Weekly | MS | 07/18/30 | (21,467) | (1,012,677) | (911,059) | 82,057 | ||||||||
| Reference Entity | Receive | Payment Frequency | Counter- party | Maturity Date | Number of Contracts (Short) | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Food, Beverage & Tobacco — (continued) | ||||||||||||||||
| McCormick & Co., Inc., non-voting shares | USFF -0.250% | Weekly | MS | 07/23/30 | (4,078) | $(279,247) | $(277,753) | $(1,191) | ||||||||
| Post Holdings, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (41,083) | (4,095,398) | (4,069,271) | (13,130) | ||||||||
| Primo Brands Corp. | USFF -0.250% | Weekly | MS | 01/17/30 | (329,963) | (7,834,500) | (5,394,895) | 2,323,956 | ||||||||
| Simply Good Foods Co. (The) | USFF -0.250% | Weekly | MS | 07/23/30 | (995) | (20,074) | (19,980) | (108) | ||||||||
| Turning Point Brands, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (49) | (5,313) | (5,312) | (59) | ||||||||
| Universal Corp. | USFF -0.250% | Weekly | MS | 07/23/30 | (6,208) | (344,992) | (327,472) | 8,882 | ||||||||
| Utz Brands, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (66,285) | (849,777) | (688,038) | 144,165 | ||||||||
| Vita Coco Co., Inc. (The) | USFF -0.250% | Weekly | MS | 07/23/30 | (4,394) | (187,841) | (232,926) | (52,481) | ||||||||
| Vital Farms, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (21,454) | (801,235) | (685,241) | 108,307 | ||||||||
| (698,507) | (24,383,193) | (21,531,958) | 2,510,187 | |||||||||||||
| Health Care Equipment & Services | ||||||||||||||||
| Acadia Healthcare Co., Inc. | USFF -0.250% | Weekly | MS | 07/11/28 | (97,775) | (4,124,052) | (1,387,427) | 2,697,092 | ||||||||
| Astrana Health, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (29,211) | (847,101) | (724,725) | 114,248 | ||||||||
| Bausch + Lomb Corp. (Canada) | USFF -0.740% | Weekly | MS | 01/17/30 | (60,131) | (831,789) | (1,027,037) | (203,987) | ||||||||
| Baxter International, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (40,452) | (776,333) | (773,038) | (4,286) | ||||||||
| Centene Corp. | USFF -0.250% | Weekly | MS | 07/23/30 | (23,893) | (906,903) | (983,197) | (84,994) | ||||||||
| Claritev Corp. | USFF -0.940% | Weekly | MS | 07/23/30 | (3,130) | (153,894) | (133,808) | 18,602 | ||||||||
| DENTSPLY SIRONA, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (393,281) | (4,823,629) | (4,495,202) | 199,207 | ||||||||
| Enovis Corp. | USFF -0.250% | Weekly | MS | 01/12/29 | (17,993) | (884,610) | (479,334) | 397,824 | ||||||||
| GoodRx Holdings, Inc., Class A | USFF -0.250% | Weekly | MS | 01/12/29 | (37,736) | (318,194) | (102,265) | 221,963 | ||||||||
| Henry Schein, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (19,369) | (1,327,669) | (1,463,909) | (150,337) | ||||||||
| Hims & Hers Health, Inc. | USFF -0.490% | Weekly | MS | 07/23/30 | (30,653) | (1,404,006) | (995,303) | 395,238 | ||||||||
| Inspire Medical Systems, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (10,299) | (1,310,768) | (949,877) | 348,112 | ||||||||
| Integer Holdings Corp. | USFF -0.250% | Weekly | MS | 07/23/30 | (15,235) | (1,405,754) | (1,194,881) | 197,392 | ||||||||
| Integra LifeSciences Holdings Corp. | USFF -0.250% | Weekly | MS | 07/11/28 | (147,116) | (3,176,371) | (1,827,181) | 1,318,935 | ||||||||
| iRadimed Corp. | USFF -0.250% | Weekly | MS | 07/23/30 | (70) | (6,815) | (6,810) | (70) | ||||||||
| Lantheus Holdings, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (66,081) | (3,965,886) | (4,397,691) | (469,821) | ||||||||
| Molina Healthcare, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (15,994) | (2,593,879) | (2,775,599) | (206,588) | ||||||||
| Neogen Corp. | USFF -0.250% | Weekly | MS | 01/10/28 | (78,183) | (1,273,119) | (546,499) | 731,379 | ||||||||
| NeoGenomics, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (88,827) | (762,633) | (1,044,606) | (294,181) | ||||||||
| Reference Entity | Receive | Payment Frequency | Counter- party | Maturity Date | Number of Contracts (Short) | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Health Care Equipment & Services — (continued) | ||||||||||||||||
| Novocure Ltd. (Jersey) | USFF -0.250% | Weekly | MS | 01/10/28 | (223,764) | $(3,770,570) | $(2,893,269) | $839,995 | ||||||||
| Option Care Health, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (132,246) | (3,968,268) | (4,213,358) | (283,129) | ||||||||
| Penumbra, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (2,769) | (868,859) | (860,910) | (387) | ||||||||
| Phreesia, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (52,504) | (1,113,366) | (888,368) | 214,319 | ||||||||
| PROCEPT BioRobotics Corp. | USFF -0.250% | Weekly | MS | 07/23/30 | (22,644) | (875,319) | (712,380) | 154,540 | ||||||||
| Pulse Biosciences, Inc. | USFF -4.990% | Weekly | MS | 07/23/30 | (101) | (1,383) | (1,387) | (26) | ||||||||
| QuidelOrtho Corp. | USFF -0.250% | Weekly | MS | 07/06/26 | (2,848) | (82,716) | (81,339) | 575 | ||||||||
| Surgery Partners, Inc. | USFF -0.250% | Weekly | MS | 07/16/29 | (76,009) | (2,354,757) | (1,174,339) | 1,162,190 | ||||||||
| Teladoc Health, Inc. | USFF -0.250% | Weekly | MS | 07/11/28 | (151,269) | (1,457,332) | (1,058,883) | 384,473 | ||||||||
| Teleflex, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (41,967) | (4,847,116) | (5,121,653) | (325,079) | ||||||||
| Tenet Healthcare Corp. | USFF -0.250% | Weekly | MS | 07/23/30 | (2,018) | (431,610) | (401,017) | 26,894 | ||||||||
| US Physical Therapy, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (6,612) | (505,768) | (516,331) | (16,186) | ||||||||
| Zimmer Biomet Holdings, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (20,324) | (1,900,500) | (1,827,534) | 48,877 | ||||||||
| (1,910,504) | (53,070,969) | (45,059,157) | 7,432,784 | |||||||||||||
| Household & Personal Products | ||||||||||||||||
| BellRing Brands, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (9,718) | (759,379) | (259,762) | 492,330 | ||||||||
| Edgewell Personal Care Co. | USFF -0.250% | Weekly | MS | 01/17/30 | (54,184) | (1,483,713) | (923,837) | 522,681 | ||||||||
| elf Beauty, Inc. | USFF -0.250% | Weekly | MS | 01/12/29 | (13,793) | (1,542,737) | (1,048,820) | 479,123 | ||||||||
| Energizer Holdings, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (21,096) | (394,287) | (419,599) | (30,905) | ||||||||
| Oddity Tech Ltd., Class A (Israel) | USFF -0.250% | Weekly | MS | 07/23/30 | (17,764) | (777,041) | (713,758) | 56,136 | ||||||||
| Olaplex Holdings, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (16,872) | (20,010) | (22,608) | (2,799) | ||||||||
| Spectrum Brands Holdings, Inc. | USFF -0.250% | Weekly | MS | 07/16/29 | (21,877) | (1,618,539) | (1,292,493) | 274,811 | ||||||||
| (155,304) | (6,595,706) | (4,680,877) | 1,791,377 | |||||||||||||
| Materials | ||||||||||||||||
| Air Products and Chemicals, Inc. | USFF -0.250% | Weekly | MS | 07/16/29 | (88) | (28,660) | (21,738) | 6,165 | ||||||||
| Amcor PLC (Jersey) | USFF -0.250% | Weekly | MS | 07/23/30 | (227,005) | (1,936,304) | (1,893,222) | (36,581) | ||||||||
| AptarGroup, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (15,830) | (1,887,708) | (1,930,627) | (61,460) | ||||||||
| Ashland, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (33,654) | (1,817,358) | (1,974,480) | (190,126) | ||||||||
| Avient Corp. | USFF -0.250% | Weekly | MS | 07/23/30 | (37,115) | (1,121,323) | (1,159,473) | (56,873) | ||||||||
| Avino Silver & Gold Mines Ltd. (Canada) | USFF -1.440% | Weekly | MS | 07/23/30 | (86,406) | (471,496) | (536,581) | (69,613) | ||||||||
| Reference Entity | Receive | Payment Frequency | Counter- party | Maturity Date | Number of Contracts (Short) | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Materials — (continued) | ||||||||||||||||
| Axalta Coating Systems Ltd. (Bermuda) | USFF -0.250% | Weekly | MS | 07/23/30 | (75,429) | $(2,356,999) | $(2,437,111) | $(102,710) | ||||||||
| Celanese Corp. | USFF -0.250% | Weekly | MS | 01/17/30 | (1,519) | (141,372) | (64,223) | 70,759 | ||||||||
| Century Aluminum Co. | USFF -0.250% | Weekly | MS | 07/23/30 | (13,812) | (424,683) | (541,154) | (120,551) | ||||||||
| Cleveland-Cliffs, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (123,053) | (1,580,428) | (1,634,144) | (69,162) | ||||||||
| Dow, Inc. | USFF -0.250% | Weekly | MS | 07/16/29 | (108,726) | (4,557,362) | (2,542,014) | 1,728,269 | ||||||||
| Eagle Materials, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (4,329) | (943,427) | (894,718) | 37,957 | ||||||||
| Eastman Chemical Co. | USFF -0.250% | Weekly | MS | 07/23/30 | (12,222) | (832,412) | (780,130) | 24,282 | ||||||||
| Ecolab, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (5,064) | (1,340,162) | (1,329,401) | (4,901) | ||||||||
| Ecovyst, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (53,470) | (486,088) | (520,263) | (39,441) | ||||||||
| ERO Copper Corp. (Canada) | USFF -0.690% | Weekly | MS | 07/23/30 | (19,923) | (341,982) | (563,622) | (226,458) | ||||||||
| First Majestic Silver Corp. (Canada) | USFF -0.250% | Weekly | MS | 07/23/30 | (44,246) | (540,491) | (737,138) | (204,498) | ||||||||
| FMC Corp. | USFF -0.250% | Weekly | MS | 01/17/30 | (20,053) | (819,523) | (278,135) | 509,496 | ||||||||
| Graphic Packaging Holding Co. | USFF -0.250% | Weekly | MS | 07/16/29 | (69,442) | (1,684,222) | (1,045,797) | 601,293 | ||||||||
| Hawkins, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (4,411) | (659,245) | (626,627) | 24,698 | ||||||||
| Hudbay Minerals, Inc. (Canada) | USFF -0.250% | Weekly | MS | 07/23/30 | (71,346) | (1,299,399) | (1,416,218) | (129,271) | ||||||||
| Innospec, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (19,546) | (1,551,459) | (1,496,051) | 31,397 | ||||||||
| International Paper Co. | USFF -0.250% | Weekly | MS | 01/17/30 | (40,648) | (2,031,054) | (1,601,125) | 368,554 | ||||||||
| James Hardie Industries PLC (Ireland) | USFF -0.250% | Weekly | MS | 07/23/30 | (40,448) | (759,243) | (839,296) | (87,338) | ||||||||
| Kaiser Aluminum Corp. | USFF -0.250% | Weekly | MS | 01/17/30 | (5,622) | (425,415) | (645,743) | (231,597) | ||||||||
| Knife River Corp. | USFF -0.250% | Weekly | MS | 01/17/30 | (21,558) | (1,850,979) | (1,516,605) | 316,626 | ||||||||
| Lithium Americas Corp. (Canada) | USFF -0.250% | Weekly | MS | 07/23/30 | (318,547) | (1,619,710) | (1,388,865) | 215,313 | ||||||||
| Louisiana-Pacific Corp. | USFF -0.250% | Weekly | MS | 07/23/30 | (10,386) | (819,163) | (838,773) | (28,666) | ||||||||
| Martin Marietta Materials, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (534) | (333,712) | (332,500) | (2,439) | ||||||||
| Methanex Corp. (Canada) | USFF -0.250% | Weekly | MS | 07/23/30 | (29,655) | (1,052,098) | (1,177,897) | (143,836) | ||||||||
| Mosaic Co. (The) | USFF -0.250% | Weekly | MS | 07/23/30 | (25,996) | (899,542) | (626,244) | 258,694 | ||||||||
| MP Materials Corp. | USFF -0.250% | Weekly | MS | 07/23/30 | (6,832) | (390,676) | (345,153) | 41,770 | ||||||||
| Olin Corp. | USFF -0.250% | Weekly | MS | 07/23/30 | (87,030) | (1,743,588) | (1,812,835) | (102,829) | ||||||||
| Orla Mining Ltd. (Canada) | USFF -0.250% | Weekly | MS | 01/17/30 | (155,910) | (1,709,465) | (2,100,108) | (414,546) | ||||||||
| Packaging Corp. of America | USFF -0.250% | Weekly | MS | 07/23/30 | (8,396) | (1,684,644) | (1,731,507) | (71,914) | ||||||||
| Quaker Chemical Corp. | USFF -0.250% | Weekly | MS | 07/23/30 | (5,218) | (697,901) | (716,484) | (27,447) | ||||||||
| Reference Entity | Receive | Payment Frequency | Counter- party | Maturity Date | Number of Contracts (Short) | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Materials — (continued) | ||||||||||||||||
| Ramaco Resources, Inc., Class A | USFF -0.250% | Weekly | MS | 07/23/30 | (125,561) | $(2,905,100) | $(2,260,098) | $617,152 | ||||||||
| Reliance, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (2,062) | (575,582) | (595,650) | (27,943) | ||||||||
| Royal Gold, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (23,284) | (4,402,740) | (5,175,800) | (840,625) | ||||||||
| Silgan Holdings, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (45,036) | (2,248,202) | (1,818,103) | 387,676 | ||||||||
| Skeena Resources Ltd. (Canada) | USFF -0.540% | Weekly | MS | 07/23/30 | (19,324) | (331,814) | (458,559) | (131,444) | ||||||||
| Sonoco Products Co. | USFF -0.250% | Weekly | MS | 01/17/30 | (10,879) | (516,622) | (474,760) | 18,204 | ||||||||
| Sylvamo Corp. | USFF -0.250% | Weekly | MS | 01/05/26 | (10,203) | (452,946) | (491,274) | (45,061) | ||||||||
| Taseko Mines Ltd. (Canada) | USFF -0.250% | Weekly | MS | 01/12/29 | (279,267) | (757,897) | (1,580,651) | (841,040) | ||||||||
| Teck Resources Ltd., Class B (Canada) | USFF -0.250% | Weekly | MS | 07/23/30 | (26,074) | (1,138,778) | (1,248,684) | (125,680) | ||||||||
| TMC the metals Co., Inc. (Canada) | USFF -0.250% | Weekly | MS | 07/23/30 | (10,340) | (64,315) | (63,798) | (108) | ||||||||
| Triple Flag Precious Metals Corp. (Canada) | USFF -0.250% | Weekly | MS | 07/23/30 | (20,248) | (626,562) | (672,639) | (53,277) | ||||||||
| Tronox Holdings PLC (United Kingdom) | USFF -0.261% | Weekly | MS | 01/12/29 | (128,887) | (1,088,473) | (537,459) | 511,251 | ||||||||
| United States Antimony Corp. | USFF -0.250% | Weekly | MS | 07/23/30 | (153,014) | (961,231) | (768,130) | 183,879 | ||||||||
| Warrior Met Coal, Inc. | USFF -0.250% | Weekly | MS | 01/12/29 | (7,720) | (561,946) | (680,672) | (136,763) | ||||||||
| West Fraser Timber Co. Ltd. (Canada) | USFF -0.250% | Weekly | MS | 07/23/30 | (4,318) | (310,399) | (263,873) | 40,910 | ||||||||
| Westlake Corp. | USFF -0.250% | Weekly | MS | 01/17/30 | (32,511) | (2,440,641) | (2,403,863) | (22,763) | ||||||||
| Wheaton Precious Metals Corp. (Canada) | USFF -0.250% | Weekly | MS | 07/23/30 | (9,008) | (1,071,390) | (1,058,620) | 2,493 | ||||||||
| Worthington Steel, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (11,865) | (378,255) | (410,766) | (38,241) | ||||||||
| (2,723,070) | (63,672,186) | (61,059,401) | 1,311,636 | |||||||||||||
| Media & Entertainment | ||||||||||||||||
| EchoStar Corp., Class A | USFF -0.250% | Weekly | MS | 01/07/27 | (10,767) | (851,892) | (1,170,373) | (326,654) | ||||||||
| fuboTV, Inc., Class A | USFF -0.268% | Weekly | MS | 01/17/30 | (168,638) | (633,422) | (424,968) | 202,374 | ||||||||
| Grindr, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (15,714) | (367,871) | (212,768) | 151,568 | ||||||||
| IAC, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (6,501) | (258,444) | (254,189) | 1,769 | ||||||||
| Ibotta, Inc., Class A | USFF -0.540% | Weekly | MS | 01/17/30 | (26,579) | (1,026,563) | (604,141) | 412,828 | ||||||||
| Live Nation Entertainment, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (13,754) | (2,106,256) | (1,959,945) | 126,116 | ||||||||
| Madison Square Garden Sports Corp. | USFF -0.250% | Weekly | MS | 01/17/30 | (14,713) | (3,070,701) | (3,805,517) | (774,721) | ||||||||
| Nexstar Media Group, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (182) | (37,292) | (36,955) | (29) | ||||||||
| ROBLOX Corp., Class A | USFF -0.250% | Weekly | MS | 07/23/30 | (10,850) | (968,491) | (879,175) | 80,025 | ||||||||
| Scholastic Corp. | USFF -0.250% | Weekly | MS | 07/23/30 | (10,343) | (297,851) | (306,463) | (13,242) | ||||||||
| Reference Entity | Receive | Payment Frequency | Counter- party | Maturity Date | Number of Contracts (Short) | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Media & Entertainment — (continued) | ||||||||||||||||
| Sirius XM Holdings, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (16,468) | $(363,050) | $(329,278) | $29,462 | ||||||||
| Snap, Inc., Class A | USFF -0.250% | Weekly | MS | 01/17/30 | (36,088) | (324,563) | (291,230) | 32,576 | ||||||||
| Taboola.com Ltd. (Israel) | USFF -1.140% | Weekly | MS | 07/23/30 | (5,965) | (27,253) | (27,499) | (516) | ||||||||
| TKO Group Holdings, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (9,215) | (1,884,833) | (1,925,935) | (64,159) | ||||||||
| Trade Desk, Inc. (The), Class A | USFF -0.250% | Weekly | MS | 07/23/30 | (47,048) | (2,038,150) | (1,785,942) | 232,666 | ||||||||
| Warner Bros Discovery, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (46,813) | (1,301,973) | (1,349,151) | (79,442) | ||||||||
| Webtoon Entertainment, Inc. | USFF -2.640% | Weekly | MS | 07/23/30 | (17,976) | (237,703) | (234,227) | 1,188 | ||||||||
| ZoomInfo Technologies, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (49,212) | (583,497) | (500,486) | 77,409 | ||||||||
| (506,826) | (16,379,805) | (16,098,242) | 89,218 | |||||||||||||
| Pharmaceuticals, Biotechnology & Life Sciences | ||||||||||||||||
| AbCellera Biologics, Inc. (Canada) | USFF -1.770% | Weekly | MS | 07/11/28 | (286,205) | (1,012,454) | (978,821) | 23,921 | ||||||||
| ADMA Biologics, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (113,056) | (1,873,241) | (2,062,141) | (209,054) | ||||||||
| Arcellx, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (59) | (3,809) | (3,847) | (83) | ||||||||
| Biohaven Ltd. (British Virgin Islands) | USFF -0.250% | Weekly | MS | 01/17/30 | (11,159) | (298,801) | (125,985) | 169,943 | ||||||||
| BioMarin Pharmaceutical, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (5,553) | (330,747) | (330,015) | (2,447) | ||||||||
| Bio-Techne Corp. | USFF -0.250% | Weekly | MS | 07/16/29 | (4,339) | (323,537) | (255,177) | 64,041 | ||||||||
| Bruker Corp. | USFF -0.250% | Weekly | MS | 07/16/29 | (8,382) | (572,355) | (394,876) | 169,904 | ||||||||
| Corcept Therapeutics, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (24,825) | (2,142,200) | (863,910) | 1,257,751 | ||||||||
| CorMedix, Inc. | USFF -0.840% | Weekly | MS | 07/23/30 | (3,638) | (45,095) | (42,310) | 2,343 | ||||||||
| Crinetics Pharmaceuticals, Inc. | USFF -0.250% | Weekly | MS | 07/16/29 | (13,178) | (642,157) | (613,436) | 22,557 | ||||||||
| CytomX Therapeutics, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (10,379) | (44,232) | (44,215) | (416) | ||||||||
| Danaher Corp. | USFF -0.250% | Weekly | MS | 07/23/30 | (2,722) | (617,420) | (623,120) | (12,494) | ||||||||
| Disc Medicine, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (381) | (29,921) | (30,255) | (630) | ||||||||
| Dyne Therapeutics, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (11,194) | (218,821) | (218,955) | (2,240) | ||||||||
| Eli Lilly & Co. | USFF -0.250% | Weekly | MS | 07/23/30 | (675) | (726,837) | (725,409) | (5,547) | ||||||||
| EyePoint, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (50,924) | (674,771) | (930,381) | (263,876) | ||||||||
| Fortrea Holdings, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (17,359) | (181,144) | (299,443) | (123,271) | ||||||||
| Geron Corp. | USFF -0.250% | Weekly | MS | 07/23/30 | (2,559) | (3,395) | (3,378) | (25) | ||||||||
| ImmunityBio, Inc. | USFF -4.249% | Weekly | MS | 07/23/30 | (1,970) | (3,870) | (3,901) | (77) | ||||||||
| Krystal Biotech, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (346) | (85,805) | (85,303) | (330) | ||||||||
| LENZ Therapeutics, Inc. | USFF -0.940% | Weekly | MS | 07/23/30 | (17,115) | (486,156) | (273,840) | 207,647 | ||||||||
| Reference Entity | Receive | Payment Frequency | Counter- party | Maturity Date | Number of Contracts (Short) | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Pharmaceuticals, Biotechnology & Life Sciences — (continued) | ||||||||||||||||
| Ocular Therapeutix, Inc. | USFF -0.250% | Weekly | MS | 01/12/29 | (74,868) | $(733,535) | $(908,898) | $(182,402) | ||||||||
| Organon & Co. | USFF -0.250% | Weekly | MS | 07/23/30 | (88,777) | (943,805) | (636,531) | 296,444 | ||||||||
| Pacira BioSciences, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (32,279) | (793,222) | (835,381) | (49,769) | ||||||||
| Perrigo Co. PLC (Ireland) | USFF -0.250% | Weekly | MS | 07/23/30 | (112,459) | (1,538,249) | (1,565,429) | (59,503) | ||||||||
| Personalis, Inc. | USFF -0.690% | Weekly | MS | 07/23/30 | (16,329) | (145,277) | (129,979) | 13,897 | ||||||||
| Phibro Animal Health Corp., Class A | USFF -0.250% | Weekly | MS | 07/23/30 | (5,507) | (216,806) | (205,742) | 8,977 | ||||||||
| Protagonist Therapeutics, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (30,209) | (2,025,368) | (2,638,454) | (670,646) | ||||||||
| QIAGEN NV (Netherlands) | USFF -0.250% | Weekly | MS | 07/23/30 | (20,914) | (957,386) | (940,503) | 7,310 | ||||||||
| Recursion Pharmaceuticals, Inc., Class A | USFF -1.012% | Weekly | MS | 07/23/30 | (9,732) | (39,826) | (39,804) | (369) | ||||||||
| Repligen Corp. | USFF -0.250% | Weekly | MS | 07/23/30 | (7,216) | (1,220,122) | (1,182,414) | 26,006 | ||||||||
| Revvity, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (10,001) | (891,610) | (967,597) | (85,254) | ||||||||
| Sarepta Therapeutics, Inc. | USFF -0.250% | Weekly | MS | 07/16/29 | (51,305) | (3,058,117) | (1,104,084) | 1,924,717 | ||||||||
| Stoke Therapeutics, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (35,495) | (1,034,166) | (1,126,611) | (102,366) | ||||||||
| Summit Therapeutics, Inc. | USFF -0.840% | Weekly | MS | 07/23/30 | (504) | (8,785) | (8,815) | (124) | ||||||||
| Supernus Pharmaceuticals, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (50,584) | (2,385,068) | (2,514,025) | (151,824) | ||||||||
| Tempus AI, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (16,746) | (1,233,434) | (988,851) | 232,752 | ||||||||
| TG Therapeutics, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (124) | (3,681) | (3,696) | (60) | ||||||||
| Twist Bioscience Corp. | USFF -0.250% | Weekly | MS | 07/23/30 | (89) | (2,824) | (2,823) | (35) | ||||||||
| Ultragenyx Pharmaceutical, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (19,342) | (579,084) | (444,866) | 128,659 | ||||||||
| Vaxcyte, Inc. | USFF -0.250% | Weekly | MS | 07/16/29 | (6,535) | (350,341) | (301,525) | 45,449 | ||||||||
| Vertex Pharmaceuticals, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (2,275) | (1,047,291) | (1,031,394) | 5,851 | ||||||||
| Viatris, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (194,993) | (2,106,575) | (2,427,663) | (374,203) | ||||||||
| Waters Corp. | USFF -0.250% | Weekly | MS | 07/23/30 | (1,019) | (361,003) | (387,047) | (31,409) | ||||||||
| West Pharmaceutical Services, Inc. | USFF -0.250% | Weekly | MS | 01/12/29 | (58) | (23,098) | (15,958) | 18,308 | ||||||||
| (1,373,378) | (32,015,441) | (29,316,808) | 2,298,023 | |||||||||||||
| Semiconductors & Semiconductor Equipment | ||||||||||||||||
| ACM Research, Inc., Class A | USFF -0.250% | Weekly | MS | 07/23/30 | (59,176) | (1,869,751) | (2,334,493) | (482,670) | ||||||||
| Reference Entity | Receive | Payment Frequency | Counter- party | Maturity Date | Number of Contracts (Short) | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Semiconductors & Semiconductor Equipment — (continued) | ||||||||||||||||
| Aehr Test Systems | USFF -1.240% | Weekly | MS | 07/23/30 | (25,529) | $(616,201) | $(515,431) | $95,144 | ||||||||
| Ambarella, Inc. (Cayman Islands) | USFF -0.250% | Weekly | MS | 07/23/30 | (6,974) | (496,680) | (494,038) | (2,128) | ||||||||
| Amkor Technology, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (7,711) | (347,843) | (304,430) | 41,759 | ||||||||
| Cohu, Inc. | USFF -0.250% | Weekly | MS | 01/12/29 | (9,125) | (296,893) | (212,339) | 82,850 | ||||||||
| Enphase Energy, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (59,999) | (1,975,770) | (1,922,968) | 33,858 | ||||||||
| FormFactor, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (11,384) | (365,992) | (635,000) | (288,700) | ||||||||
| Kulicke & Soffa Industries, Inc. | USFF -0.250% | Weekly | MS | 07/16/29 | (21,292) | (1,045,455) | (970,064) | 43,346 | ||||||||
| Lattice Semiconductor Corp. | USFF -0.250% | Weekly | MS | 07/23/30 | (15,034) | (977,262) | (1,106,202) | (138,639) | ||||||||
| MACOM Technology Solutions Holdings, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (3,368) | (490,634) | (576,871) | (107,129) | ||||||||
| Microchip Technology, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (49,707) | (3,311,975) | (3,167,330) | 116,757 | ||||||||
| Onto Innovation, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (1,358) | (301,665) | (214,374) | 84,391 | ||||||||
| PDF Solutions, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (5,049) | (148,060) | (144,048) | 2,583 | ||||||||
| Penguin Solutions, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (10,249) | (214,082) | (200,470) | 11,551 | ||||||||
| Photronics, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (2,006) | (67,116) | (64,192) | 2,272 | ||||||||
| Power Integrations, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (33,886) | (1,231,564) | (1,204,308) | 14,774 | ||||||||
| Rigetti Computing, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (155,303) | (3,615,988) | (3,439,961) | 141,363 | ||||||||
| SkyWater Technology, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (1,317) | (24,893) | (23,917) | 728 | ||||||||
| Wolfspeed, Inc. | USFF -1.790% | Weekly | MS | 07/23/30 | (81,587) | (1,519,931) | (1,420,430) | 84,926 | ||||||||
| (560,054) | (18,917,755) | (18,950,866) | (262,964) | |||||||||||||
| Software & Services | ||||||||||||||||
| Adeia, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (7,357) | (126,173) | (126,908) | (1,954) | ||||||||
| Akamai Technologies, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (24,474) | (1,993,110) | (2,135,356) | (165,107) | ||||||||
| Alkami Technology, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (22,896) | (552,497) | (528,211) | 18,568 | ||||||||
| Applied Digital Corp. | USFF -0.250% | Weekly | MS | 07/23/30 | (26,367) | (615,291) | (646,519) | (37,134) | ||||||||
| BlackLine, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (18,257) | (1,024,215) | (1,009,430) | 4,960 | ||||||||
| Blend Labs, Inc., Class A | USFF -0.250% | Weekly | MS | 07/23/30 | (218,309) | (696,285) | (663,659) | 25,944 | ||||||||
| C3.ai, Inc., Class A | USFF -0.250% | Weekly | MS | 07/23/30 | (53,706) | (921,915) | (723,957) | 189,497 | ||||||||
| Clearwater Analytics Holdings, Inc., Class A | USFF -0.250% | Weekly | MS | 07/23/30 | (82,895) | (1,735,553) | (1,999,427) | (280,516) | ||||||||
| Commvault Systems, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (4,422) | (562,046) | (554,342) | 2,309 | ||||||||
| Core Scientific, Inc. | USFF -0.640% | Weekly | MS | 01/17/30 | (70,162) | (889,942) | (1,021,559) | (140,155) | ||||||||
| Reference Entity | Receive | Payment Frequency | Counter- party | Maturity Date | Number of Contracts (Short) | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Software & Services — (continued) | ||||||||||||||||
| CoreWeave, Inc., Class A | USFF -0.250% | Weekly | MS | 07/23/30 | (45,635) | $(4,454,440) | $(3,267,922) | $1,143,819 | ||||||||
| Daily Journal Corp. | USFF -0.590% | Weekly | MS | 07/23/30 | (1,224) | (633,099) | (596,480) | 30,542 | ||||||||
| DigitalOcean Holdings, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (26,775) | (1,263,173) | (1,288,413) | (37,355) | ||||||||
| DoubleVerify Holdings, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (184,345) | (1,976,491) | (2,108,907) | (151,367) | ||||||||
| D-Wave Quantum, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (36,279) | (849,374) | (948,696) | (107,471) | ||||||||
| DXC Technology Co. | USFF -0.250% | Weekly | MS | 07/23/30 | (51,091) | (718,798) | (748,483) | (37,444) | ||||||||
| Elastic NV (Netherlands) | USFF -0.250% | Weekly | MS | 07/23/30 | (37,853) | (2,779,880) | (2,855,630) | (102,400) | ||||||||
| Fair Isaac Corp. | USFF -0.250% | Weekly | MS | 07/23/30 | (533) | (991,469) | (901,100) | 84,113 | ||||||||
| Five9, Inc. | USFF -0.250% | Weekly | MS | 01/12/29 | (69,799) | (2,806,034) | (1,399,470) | 1,381,242 | ||||||||
| Gitlab, Inc., Class A | USFF -0.250% | Weekly | MS | 07/23/30 | (31,743) | (1,279,585) | (1,191,315) | 75,998 | ||||||||
| Globant SA (Luxembourg) | USFF -0.250% | Weekly | MS | 01/17/30 | (47,844) | (3,936,617) | (3,127,562) | 766,277 | ||||||||
| Grid Dynamics Holdings, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (40,910) | (352,762) | (369,417) | (20,990) | ||||||||
| Hive Digital Technologies Ltd. (Canada) | USFF -0.250% | Weekly | MS | 07/23/30 | (804,530) | (2,529,563) | (2,075,687) | 433,225 | ||||||||
| Jamf Holding Corp. | USFF -0.250% | Weekly | MS | 07/16/29 | (6,129) | (93,033) | (79,738) | 13,020 | ||||||||
| Karooooo Ltd. (Singapore) | USFF -2.190% | Weekly | MS | 07/23/30 | (546) | (25,141) | (24,843) | 47 | ||||||||
| Klaviyo, Inc., Class A | USFF -0.250% | Weekly | MS | 07/16/29 | (3,516) | (144,987) | (114,165) | 31,964 | ||||||||
| Lightspeed Commerce, Inc. (Canada) | USFF -0.250% | Weekly | MS | 07/06/26 | (55,166) | (1,459,060) | (666,405) | 779,205 | ||||||||
| PAR Technology Corp. | USFF -0.250% | Weekly | MS | 07/23/30 | (10,321) | (441,576) | (374,446) | 62,899 | ||||||||
| Quantum Computing, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (95,583) | (1,393,539) | (980,682) | 399,493 | ||||||||
| Rapid7, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (62,681) | (1,060,562) | (952,751) | 97,637 | ||||||||
| SEMrush Holdings, Inc., Class A | USFF -0.250% | Weekly | MS | 07/16/29 | (68,081) | (636,269) | (809,483) | (179,873) | ||||||||
| SentinelOne, Inc., Class A | USFF -0.250% | Weekly | MS | 07/16/29 | (36,232) | (800,812) | (543,480) | 249,538 | ||||||||
| Shopify, Inc., Class A (Canada) | USFF -0.250% | Weekly | MS | 07/23/30 | (7,859) | (1,323,564) | (1,265,063) | 53,287 | ||||||||
| Snowflake, Inc., Class A | USFF -0.250% | Weekly | MS | 07/23/30 | (5,207) | (1,147,241) | (1,142,208) | (5,970) | ||||||||
| SoundHound AI, Inc., Class A | USFF -0.790% | Weekly | MS | 07/23/30 | (100,064) | (1,193,204) | (997,638) | 184,122 | ||||||||
| SPS Commerce, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (16,688) | (1,743,734) | (1,487,401) | 239,612 | ||||||||
| Synopsys, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (17,384) | (7,933,677) | (8,165,612) | (307,978) | ||||||||
| Terawulf, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (92,501) | (1,123,606) | (1,062,836) | 49,992 | ||||||||
| Varonis Systems, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (127,028) | (4,237,934) | (4,166,518) | 30,792 | ||||||||
| Reference Entity | Receive | Payment Frequency | Counter- party | Maturity Date | Number of Contracts (Short) | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Software & Services — (continued) | ||||||||||||||||
| Vertex, Inc., Class A | USFF -0.250% | Weekly | MS | 01/17/30 | (156,744) | $(4,749,377) | $(3,130,178) | $1,577,476 | ||||||||
| Zscaler, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (16,607) | (3,886,184) | (3,735,246) | 113,685 | ||||||||
| (2,785,743) | (67,081,812) | (59,987,143) | 6,463,549 | |||||||||||||
| Technology Hardware & Equipment | ||||||||||||||||
| ADTRAN Holdings, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (17,476) | (153,467) | (151,866) | 120 | ||||||||
| Aeva Technologies, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (158,917) | (2,291,786) | (2,110,418) | 159,396 | ||||||||
| Applied Optoelectronics, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (47,139) | (1,112,334) | (1,643,266) | (541,601) | ||||||||
| Arlo Technologies, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (42,856) | (597,264) | (599,555) | (8,024) | ||||||||
| Arrow Electronics, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (23,557) | (2,638,795) | (2,595,510) | 17,987 | ||||||||
| Avnet, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (4,373) | (211,858) | (210,254) | (1,982) | ||||||||
| Bel Fuse, Inc., Class B | USFF -0.250% | Weekly | MS | 01/17/30 | (11,698) | (1,442,054) | (1,984,332) | (556,976) | ||||||||
| Coherent Corp. | USFF -0.250% | Weekly | MS | 07/23/30 | (5,169) | (716,471) | (954,042) | (244,447) | ||||||||
| Crane NXT Co. | USFF -0.250% | Weekly | MS | 01/12/29 | (6,771) | (433,264) | (318,711) | 110,214 | ||||||||
| Fabrinet (Cayman Islands) | USFF -0.250% | Weekly | MS | 07/23/30 | (6,272) | (2,833,100) | (2,855,516) | (94,092) | ||||||||
| Harmonic, Inc. | USFF -0.250% | Weekly | MS | 07/16/29 | (893) | (12,391) | (8,832) | 4,320 | ||||||||
| Insight Enterprises, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (6,653) | (855,852) | (542,020) | 305,620 | ||||||||
| IonQ, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (23,263) | (973,182) | (1,043,811) | (79,965) | ||||||||
| IPG Photonics Corp. | USFF -0.250% | Weekly | MS | 07/23/30 | (8,604) | (699,552) | (616,046) | 77,480 | ||||||||
| Motorola Solutions, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (1,617) | (620,165) | (619,828) | (5,616) | ||||||||
| NETGEAR, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (19,640) | (520,435) | (481,769) | 33,669 | ||||||||
| Novanta, Inc. (Canada) | USFF -0.250% | Weekly | MS | 07/23/30 | (8,723) | (1,104,531) | (1,037,950) | 55,987 | ||||||||
| Plexus Corp. | USFF -0.250% | Weekly | MS | 07/23/30 | (3,228) | (474,622) | (474,516) | (5,152) | ||||||||
| Powerfleet, Inc. NJ | USFF -0.250% | Weekly | MS | 07/23/30 | (4,525) | (24,523) | (24,073) | 206 | ||||||||
| Pure Storage, Inc., Class A | USFF -0.250% | Weekly | MS | 07/23/30 | (40,633) | (2,803,273) | (2,722,817) | 53,581 | ||||||||
| Vishay Intertechnology, Inc. | USFF -0.250% | Weekly | MS | 01/12/29 | (209,258) | (3,780,012) | (3,032,148) | 639,377 | ||||||||
| Vontier Corp. | USFF -0.250% | Weekly | MS | 07/23/30 | (7,498) | (283,210) | (278,776) | 1,710 | ||||||||
| (658,763) | (24,582,141) | (24,306,056) | (78,188) | |||||||||||||
| Telecommunication Services | ||||||||||||||||
| Array Digital Infrastructure, Inc. | USFF -0.250% | Weekly | MS | 07/16/29 | (5,995) | (428,462) | (321,452) | (34,991) | ||||||||
| BCE, Inc. (Canada) | USFF -0.250% | Weekly | MS | 07/23/30 | (81,174) | (1,882,893) | (1,933,565) | (93,219) | ||||||||
| Cogent Communications Holdings, Inc. | USFF -0.250% | Weekly | MS | 07/11/28 | (81,866) | (2,952,199) | (1,765,031) | 1,120,723 | ||||||||
| Reference Entity | Receive | Payment Frequency | Counter- party | Maturity Date | Number of Contracts (Short) | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Telecommunication Services — (continued) | ||||||||||||||||
| Frontier Communications Parent, Inc. | USFF -0.250% | Weekly | MS | 07/16/29 | (59,358) | $(2,198,952) | $(2,259,759) | $(83,805) | ||||||||
| Shenandoah Telecommunications Co. | USFF -0.250% | Weekly | MS | 01/05/26 | (38,166) | (695,061) | (441,199) | 208,269 | ||||||||
| (266,559) | (8,157,567) | (6,721,006) | 1,116,977 | |||||||||||||
| Transportation | ||||||||||||||||
| Alaska Air Group, Inc. | USFF -0.250% | Weekly | MS | 07/16/29 | (17,294) | (949,201) | (869,888) | 72,088 | ||||||||
| ArcBest Corp. | USFF -0.250% | Weekly | MS | 07/16/29 | (29,163) | (2,712,068) | (2,163,603) | 511,444 | ||||||||
| Canadian Pacific Kansas City Ltd. (Canada) | USFF -0.250% | Weekly | MS | 07/23/30 | (12,240) | (875,276) | (901,231) | (39,668) | ||||||||
| Frontier Group Holdings, Inc. | USFF -0.264% | Weekly | MS | 07/16/29 | (129,492) | (718,330) | (609,907) | 101,529 | ||||||||
| Hertz Global Holdings, Inc. | USFF -0.990% | Weekly | MS | 01/17/30 | (30,706) | (212,406) | (157,829) | 52,532 | ||||||||
| Hub Group, Inc., Class A | USFF -0.250% | Weekly | MS | 07/23/30 | (28,227) | (1,053,702) | (1,202,752) | (162,125) | ||||||||
| JetBlue Airways Corp. | USFF -0.256% | Weekly | MS | 07/16/29 | (94,708) | (470,482) | (430,921) | 35,042 | ||||||||
| Knight-Swift Transportation Holdings, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (77,326) | (3,459,499) | (4,042,603) | (630,225) | ||||||||
| RXO, Inc. | USFF -0.250% | Weekly | MS | 01/12/29 | (82,990) | (2,205,983) | (1,048,994) | 1,145,963 | ||||||||
| Ryder System, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (7,681) | (1,364,107) | (1,470,067) | (120,419) | ||||||||
| Saia, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (2,283) | (1,111,462) | (745,445) | 355,356 | ||||||||
| Southwest Airlines Co. | USFF -0.250% | Weekly | MS | 07/23/30 | (73,445) | (2,451,923) | (3,035,482) | (620,080) | ||||||||
| United Airlines Holdings, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (5,902) | (634,222) | (659,962) | (31,828) | ||||||||
| (591,457) | (18,218,661) | (17,338,684) | 669,609 | |||||||||||||
| Utilities | ||||||||||||||||
| AES Corp. (The) | USFF -0.250% | Weekly | MS | 01/10/28 | (128,034) | (2,084,918) | (1,836,008) | 93,565 | ||||||||
| Avista Corp. | USFF -0.250% | Weekly | MS | 07/16/29 | (16,537) | (646,379) | (637,336) | (24,789) | ||||||||
| Brookfield Renewable Corp. (Canada) | USFF -0.250% | Weekly | MS | 01/17/30 | (16,300) | (554,621) | (624,942) | (85,843) | ||||||||
| California Water Service Group | USFF -0.250% | Weekly | MS | 01/10/28 | (32,558) | (1,570,862) | (1,410,738) | 109,752 | ||||||||
| Chesapeake Utilities Corp. | USFF -0.250% | Weekly | MS | 01/12/29 | (8,018) | (956,822) | (1,000,326) | (72,656) | ||||||||
| Clearway Energy, Inc., Class C | USFF -0.250% | Weekly | MS | 07/23/30 | (32,282) | (985,522) | (1,073,699) | (120,001) | ||||||||
| Dominion Energy, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (51,032) | (3,109,070) | (2,989,965) | 48,275 | ||||||||
| Edison International | USFF -0.250% | Weekly | MS | 07/23/30 | (821) | (49,415) | (49,276) | (344) | ||||||||
| Emera, Inc. (Canada) | USFF -0.250% | Weekly | MS | 07/23/30 | (30) | (1,479) | (1,477) | (21) | ||||||||
| H2O America | USFF -0.250% | Weekly | MS | 01/12/29 | (20,192) | (1,055,762) | (989,206) | 28,071 | ||||||||
| IDACORP, Inc. | USFF -0.250% | Weekly | MS | 01/10/28 | (8,239) | (973,452) | (1,042,728) | (104,738) | ||||||||
| Reference Entity | Receive | Payment Frequency | Counter- party | Maturity Date | Number of Contracts (Short) | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Utilities — (continued) | ||||||||||||||||
| Middlesex Water Co. | USFF -0.250% | Weekly | MS | 07/23/30 | (5,105) | $(264,861) | $(257,394) | $4,277 | ||||||||
| New Jersey Resources Corp. | USFF -0.250% | Weekly | MS | 07/23/30 | (24,021) | (1,126,522) | (1,107,849) | (9,538) | ||||||||
| NextEra Energy, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (55,909) | (4,589,039) | (4,488,375) | 12,321 | ||||||||
| NiSource, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (32,925) | (1,364,265) | (1,374,948) | (33,408) | ||||||||
| Northwest Natural Holding Co. | USFF -0.250% | Weekly | MS | 01/05/26 | (34,966) | (1,564,222) | (1,634,311) | (183,419) | ||||||||
| Northwestern Energy Group, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (13,551) | (886,428) | (874,582) | (5,790) | ||||||||
| Oklo, Inc. | USFF -0.540% | Weekly | MS | 07/23/30 | (12,298) | (989,293) | (882,504) | 97,299 | ||||||||
| PPL Corp. | USFF -0.250% | Weekly | MS | 07/23/30 | (43,302) | (1,596,260) | (1,516,436) | 49,687 | ||||||||
| Sempra | USFF -0.250% | Weekly | MS | 01/10/28 | (12,058) | (1,018,296) | (1,064,601) | (97,339) | ||||||||
| Southwest Gas Holdings, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (28,429) | (2,120,663) | (2,274,889) | (210,696) | ||||||||
| Spire, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (21,396) | (1,655,698) | (1,769,449) | (169,354) | ||||||||
| TransAlta Corp. (Canada) | USFF -0.250% | Weekly | MS | 07/16/29 | (128,416) | (1,575,531) | (1,623,178) | (75,820) | ||||||||
| TXNM Energy, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (20,343) | (1,154,024) | (1,197,796) | (73,225) | ||||||||
| Xcel Energy, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (13,738) | (1,000,265) | (1,014,689) | (45,496) | ||||||||
| (760,500) | (32,893,669) | (32,736,702) | (869,230) | |||||||||||||
| Total Reference Entity — Short | (637,549,114) | (596,766,328) | 31,068,231 | |||||||||||||
| Net Value of Reference Entity | $(358,674,657) | $(271,235,890) | $88,854,438 | |||||||||||||
| * | Includes $1,415,671 related to open trades, dividends receivables/payables and swap receivables/payables activities. |
| MS | Morgan Stanley |
| USFF | U.S. Fed Funds |
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Capital Goods — (continued) | ||||||||||||||||
| Comfort Systems USA, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 677 | $637,324 | $631,837 | $2,180 | ||||||||
| Core & Main, Inc., Class A | USFF +0.250% | Weekly | MS | 11/04/30 | 473 | 24,722 | 24,582 | 195 | ||||||||
| Crane Co. | USFF +0.250% | Weekly | MS | 07/08/27 | 3,477 | 626,828 | 641,263 | 23,139 | ||||||||
| Cummins, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 2,758 | 1,210,399 | 1,407,821 | 218,040 | ||||||||
| Custom Truck One Source, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 266 | 1,560 | 1,532 | 30 | ||||||||
| Deere & Co. | USFF +0.250% | Weekly | MS | 07/16/29 | 1,232 | 576,785 | 573,582 | 6,300 | ||||||||
| DNOW, Inc. | USFF +0.250% | Weekly | MS | 07/16/29 | 11,788 | 148,495 | 156,191 | 9,513 | ||||||||
| Donaldson Co., Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 3,391 | 309,245 | 300,646 | (4,824) | ||||||||
| Dycom Industries, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 3,234 | 1,126,947 | 1,092,769 | (20,652) | ||||||||
| Eaton Corp. PLC (Ireland) | USFF +0.250% | Weekly | MS | 11/04/30 | 222 | 71,699 | 70,709 | (93) | ||||||||
| EMCOR Group, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 928 | 580,533 | 567,741 | (5,805) | ||||||||
| Emerson Electric Co. | USFF +0.250% | Weekly | MS | 11/04/30 | 328 | 44,137 | 43,532 | (37) | ||||||||
| Enerpac Tool Group Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 3,949 | 158,662 | 151,010 | (5,714) | ||||||||
| ESCO Technologies, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 4,229 | 841,304 | 826,304 | (4,772) | ||||||||
| Fastenal Co. | USFF +0.250% | Weekly | MS | 07/23/30 | 12,237 | 512,197 | 491,071 | (14,001) | ||||||||
| Federal Signal Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 906 | 106,142 | 98,383 | (6,292) | ||||||||
| Flowserve Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 2,755 | 153,842 | 191,142 | 39,779 | ||||||||
| Fluor Corp. | USFF +0.250% | Weekly | MS | 11/04/30 | 8,045 | 327,904 | 318,823 | (5,117) | ||||||||
| Fortive Corp. | USFF +0.250% | Weekly | MS | 01/22/30 | 3,794 | 191,109 | 209,467 | 21,111 | ||||||||
| GE Vernova, Inc. | USFF +0.250% | Weekly | MS | 07/08/27 | 2,043 | 833,723 | 1,335,244 | 512,549 | ||||||||
| Generac Holdings, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 189 | 19,453 | 25,774 | 6,593 | ||||||||
| General Dynamics Corp. | USFF +0.250% | Weekly | MS | 01/22/30 | 8,088 | 2,448,832 | 2,722,906 | 319,268 | ||||||||
| General Electric Co. | USFF +0.250% | Weekly | MS | 07/08/27 | 307 | 95,280 | 94,565 | 1,488 | ||||||||
| Graco, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 4,722 | 386,119 | 387,062 | 5,979 | ||||||||
| Granite Construction, Inc. | USFF +0.250% | Weekly | MS | 07/16/29 | 2 | 172 | 231 | 101 | ||||||||
| Griffon Corp. | USFF +0.250% | Weekly | MS | 11/04/30 | 2,347 | 172,726 | 172,857 | 2,392 | ||||||||
| Hayward Holdings, Inc. | USFF +0.250% | Weekly | MS | 07/16/29 | 55,871 | 836,482 | 863,207 | 36,775 | ||||||||
| HEICO Corp. | USFF +0.250% | Weekly | MS | 11/04/30 | 2,644 | 878,533 | 855,572 | (12,407) | ||||||||
| Helios Technologies, Inc. | USFF +0.250% | Weekly | MS | 07/06/26 | 1,395 | 48,789 | 74,619 | 26,712 | ||||||||
| Hexcel Corp. | USFF +0.250% | Weekly | MS | 11/04/30 | 4,350 | 319,625 | 321,465 | 5,705 | ||||||||
| Honeywell International, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 5,838 | 1,226,364 | 1,138,935 | (61,009) | ||||||||
| Howmet Aerospace, Inc. | USFF +0.250% | Weekly | MS | 07/08/27 | 3,393 | 522,677 | 695,633 | 182,222 | ||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Capital Goods — (continued) | ||||||||||||||||
| Hubbell, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 1,254 | $541,901 | $556,914 | $22,532 | ||||||||
| Huntington Ingalls Industries, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 823 | 262,071 | 279,878 | 21,909 | ||||||||
| IDEX Corp. | USFF +0.250% | Weekly | MS | 11/04/30 | 2,460 | 407,657 | 437,732 | 35,329 | ||||||||
| IES Holdings, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 702 | 283,552 | 273,092 | (7,028) | ||||||||
| Illinois Tool Works, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 1,391 | 342,683 | 342,603 | 6,300 | ||||||||
| ITT, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 6,616 | 1,198,107 | 1,147,942 | (34,986) | ||||||||
| Johnson Controls International PLC (Ireland) | USFF +0.250% | Weekly | MS | 07/16/29 | 12,987 | 1,094,840 | 1,555,193 | 492,889 | ||||||||
| L3Harris Technologies, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 614 | 178,941 | 180,252 | 3,492 | ||||||||
| Lindsay Corp. | USFF -0.250% | Weekly | MS | 07/16/29 | 813 | 104,933 | 95,828 | (7,387) | ||||||||
| Lockheed Martin Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 377 | 175,910 | 182,344 | 10,675 | ||||||||
| Mercury Systems, Inc. | USFF +0.250% | Weekly | MS | 07/16/29 | 16,448 | 809,888 | 1,200,868 | 400,698 | ||||||||
| Microvast Holdings, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 75,809 | 206,563 | 212,265 | 8,213 | ||||||||
| Mueller Industries, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 2,009 | 208,559 | 230,633 | 25,901 | ||||||||
| Mueller Water Products, Inc., Class A | USFF +0.250% | Weekly | MS | 01/12/29 | 16,542 | 375,507 | 394,030 | 27,977 | ||||||||
| MYR Group, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 2,918 | 570,705 | 637,583 | 73,748 | ||||||||
| Nextpower, Inc., Class A | USFF +0.250% | Weekly | MS | 07/16/29 | 3,508 | 123,979 | 305,582 | 183,126 | ||||||||
| Nordson Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 2,791 | 658,632 | 671,040 | 21,834 | ||||||||
| Northrop Grumman Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 2,597 | 1,533,603 | 1,480,835 | (25,487) | ||||||||
| nVent Electric PLC (Ireland) | USFF +0.250% | Weekly | MS | 11/04/30 | 8,236 | 865,208 | 839,825 | (18,137) | ||||||||
| Oshkosh Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 431 | 52,313 | 54,147 | 2,769 | ||||||||
| Otis Worldwide Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 7,691 | 674,517 | 671,809 | 8,611 | ||||||||
| Owens Corning | USFF +0.250% | Weekly | MS | 07/23/30 | 1,141 | 144,470 | 127,689 | (15,531) | ||||||||
| Pentair PLC (Ireland) | USFF +0.250% | Weekly | MS | 07/16/29 | 4,819 | 493,569 | 501,851 | 16,777 | ||||||||
| Powell Industries, Inc. | USFF +0.250% | Weekly | MS | 01/10/28 | 64 | 9,765 | 20,402 | 10,961 | ||||||||
| Primoris Services Corp. | USFF +0.250% | Weekly | MS | 01/22/30 | 6,899 | 396,832 | 856,442 | 466,100 | ||||||||
| Regal Rexnord Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 3,435 | 474,094 | 481,999 | 14,974 | ||||||||
| REV Group, Inc. | USFF +0.250% | Weekly | MS | 07/16/29 | 17,785 | 770,493 | 1,081,506 | 330,293 | ||||||||
| Rockwell Automation, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 3,904 | 1,394,051 | 1,518,929 | 147,152 | ||||||||
| RTX Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 3,376 | 535,552 | 619,158 | 93,600 | ||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Capital Goods — (continued) | ||||||||||||||||
| Rush Enterprises, Inc., Class A | USFF +0.250% | Weekly | MS | 07/23/30 | 2,944 | $142,759 | $158,799 | $18,073 | ||||||||
| Sensata Technologies Holding PLC (United Kingdom) | USFF +0.250% | Weekly | MS | 01/22/30 | 19,806 | 430,040 | 659,342 | 241,086 | ||||||||
| Simpson Manufacturing Co., Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 52 | 8,461 | 8,396 | 75 | ||||||||
| SiteOne Landscape Supply, Inc. | USFF -0.250% | Weekly | MS | 07/06/26 | 4,443 | 558,755 | 553,420 | 1,391 | ||||||||
| Snap-on, Inc. | USFF +0.250% | Weekly | MS | 01/10/28 | 184 | 56,509 | 63,406 | 15,876 | ||||||||
| SPX Technologies, Inc. | USFF +0.250% | Weekly | MS | 01/10/28 | 1,353 | 194,406 | 270,681 | 78,641 | ||||||||
| Stanley Black & Decker, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 222 | 12,351 | 16,490 | 5,315 | ||||||||
| Stantec, Inc. (Canada) | USFF +0.250% | Weekly | MS | 11/04/30 | 1,569 | 150,164 | 148,051 | (58) | ||||||||
| Sterling Infrastructure, Inc. | USFF +0.250% | Weekly | MS | 01/10/28 | 1,609 | 443,580 | 492,724 | 54,492 | ||||||||
| Textron, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 6,366 | 495,953 | 554,924 | 65,105 | ||||||||
| Toro Co. (The) | USFF +0.250% | Weekly | MS | 07/23/30 | 2,317 | 177,954 | 182,394 | 7,634 | ||||||||
| Tutor Perini Corp. | USFF +0.250% | Weekly | MS | 01/12/29 | 24,756 | 1,014,647 | 1,659,147 | 658,281 | ||||||||
| V2X, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 2,212 | 101,953 | 120,665 | 20,156 | ||||||||
| Valmont Industries, Inc. | USFF +0.250% | Weekly | MS | 07/16/29 | 674 | 189,295 | 271,164 | 85,620 | ||||||||
| Vertiv Holdings Co., Class A | USFF +0.250% | Weekly | MS | 11/04/30 | 8,350 | 1,359,940 | 1,352,784 | 9,158 | ||||||||
| Vicor Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 1,530 | 72,981 | 167,688 | 95,620 | ||||||||
| VSE Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 2,427 | 391,017 | 419,313 | 33,636 | ||||||||
| Watts Water Technologies, Inc., Class A | USFF +0.250% | Weekly | MS | 01/22/30 | 278 | 56,074 | 76,734 | 21,830 | ||||||||
| Woodward, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 2,002 | 590,849 | 605,245 | 21,507 | ||||||||
| Worthington Enterprises, Inc. | USFF +0.250% | Weekly | MS | 07/16/29 | 886 | 36,989 | 45,691 | 9,730 | ||||||||
| WW Grainger, Inc. | USFF +0.250% | Weekly | MS | 07/06/26 | 126 | 117,864 | 127,140 | 20,994 | ||||||||
| Xylem, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 9,772 | 1,397,045 | 1,330,751 | (47,238) | ||||||||
| Zurn Elkay Water Solutions Corp. | USFF +0.250% | Weekly | MS | 07/11/28 | 9,451 | 363,113 | 439,377 | 82,301 | ||||||||
| 531,491 | 45,090,093 | 49,738,858 | 5,361,518 | |||||||||||||
| Commercial & Professional Services | ||||||||||||||||
| Amentum Holdings, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 51,774 | 1,334,468 | 1,501,446 | 182,988 | ||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Commercial & Professional Services — (continued) | ||||||||||||||||
| Automatic Data Processing, Inc. | USFF +0.250% | Weekly | MS | 08/27/26 | 5,439 | $1,374,215 | $1,399,074 | $96,021 | ||||||||
| BOYD GROUP, Inc. (Canada) | USFF +0.250% | Weekly | MS | 11/04/30 | 8 | 1,288 | 1,274 | 42 | ||||||||
| Brink's Co. (The) | USFF +0.250% | Weekly | MS | 11/04/30 | 2,807 | 317,638 | 327,661 | 13,879 | ||||||||
| Broadridge Financial Solutions, Inc. | USFF +0.250% | Weekly | MS | 01/10/28 | 2,792 | 612,546 | 623,091 | 25,117 | ||||||||
| CACI International, Inc., Class A | USFF +0.250% | Weekly | MS | 11/04/30 | 1,054 | 579,368 | 561,582 | (10,814) | ||||||||
| Cimpress PLC (Ireland) | USFF +0.250% | Weekly | MS | 11/04/30 | 18 | 1,198 | 1,199 | 1 | ||||||||
| Cintas Corp. | USFF +0.250% | Weekly | MS | 11/04/30 | 3,551 | 674,667 | 667,837 | 1,284 | ||||||||
| Copart, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 68,849 | 2,814,883 | 2,695,438 | (104,123) | ||||||||
| CRA International, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 935 | 167,335 | 187,650 | 22,974 | ||||||||
| CSG Systems International, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 7,313 | 464,534 | 560,834 | 107,203 | ||||||||
| Exponent, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 556 | 39,095 | 38,620 | 31 | ||||||||
| GFL Environmental, Inc. (Canada) | USFF +0.250% | Weekly | MS | 07/23/30 | 3,275 | 151,690 | 140,661 | (10,122) | ||||||||
| Healthcare Services Group, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 19,939 | 298,806 | 381,234 | 86,326 | ||||||||
| Jacobs Solutions, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 869 | 117,213 | 115,108 | (664) | ||||||||
| KBR, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 14,042 | 620,637 | 564,488 | (46,154) | ||||||||
| Korn Ferry | USFF +0.250% | Weekly | MS | 01/22/30 | 1,822 | 113,332 | 120,288 | 10,320 | ||||||||
| Leidos Holdings, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 1,784 | 333,640 | 321,834 | (7,192) | ||||||||
| Montrose Environmental Group, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 4,418 | 112,303 | 109,699 | (1,221) | ||||||||
| Paychex, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 7,505 | 848,933 | 841,911 | 3,177 | ||||||||
| Pitney Bowes, Inc. | USFF +0.250% | Weekly | MS | 07/16/29 | 28,553 | 247,445 | 301,805 | 69,136 | ||||||||
| Planet Labs PBC | USFF +0.250% | Weekly | MS | 07/23/30 | 20,078 | 283,343 | 395,938 | 116,025 | ||||||||
| Republic Services, Inc. | USFF +0.250% | Weekly | MS | 01/10/28 | 2,342 | 498,958 | 496,340 | 9,831 | ||||||||
| Rollins, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 868 | 48,034 | 52,097 | 5,193 | ||||||||
| Tetra Tech, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 6,320 | 211,843 | 211,973 | 3,095 | ||||||||
| Thomson Reuters Corp. (Canada) | USFF +0.250% | Weekly | MS | 11/04/30 | 2,676 | 355,520 | 352,938 | 1,551 | ||||||||
| UniFirst Corp. | USFF +0.250% | Weekly | MS | 01/12/29 | 457 | 76,528 | 88,155 | 12,813 | ||||||||
| Upwork, Inc. | USFF +0.250% | Weekly | MS | 07/16/29 | 73,550 | 1,019,567 | 1,457,761 | 450,435 | ||||||||
| Veralto Corp. | USFF +0.250% | Weekly | MS | 07/11/28 | 6,463 | 607,181 | 644,878 | 49,222 | ||||||||
| Verisk Analytics, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 1,794 | 402,961 | 401,300 | 4,012 | ||||||||
| Willdan Group, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 5,338 | 508,548 | 553,337 | 51,558 | ||||||||
| 347,189 | 15,237,717 | 16,117,451 | 1,141,944 | |||||||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Consumer Discretionary Distribution & Retail | ||||||||||||||||
| Advance Auto Parts, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 39,313 | $1,538,357 | $1,545,001 | $38,525 | ||||||||
| Amazon.com, Inc. | USFF +0.250% | Weekly | MS | 07/08/27 | 22,948 | 4,924,598 | 5,296,857 | 431,236 | ||||||||
| AutoNation, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 1,768 | 343,415 | 365,057 | 26,149 | ||||||||
| AutoZone, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 340 | 1,240,516 | 1,153,110 | (72,521) | ||||||||
| Bath & Body Works, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 18,463 | 349,590 | 370,737 | 26,058 | ||||||||
| Best Buy Co., Inc. | USFF +0.250% | Weekly | MS | 08/27/26 | 704 | 45,809 | 47,119 | 11,993 | ||||||||
| Buckle, Inc. (The) | USFF +0.250% | Weekly | MS | 01/22/30 | 8,119 | 379,874 | 433,717 | 61,267 | ||||||||
| CarMax, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 5,342 | 208,595 | 206,415 | 355 | ||||||||
| Chewy, Inc., Class A | USFF +0.250% | Weekly | MS | 11/04/30 | 12,086 | 400,344 | 399,442 | 3,929 | ||||||||
| Dillard's, Inc., Class A | USFF +0.250% | Weekly | MS | 01/22/30 | 411 | 158,441 | 249,206 | 102,438 | ||||||||
| eBay, Inc. | USFF +0.250% | Weekly | MS | 08/27/26 | 2,642 | 177,781 | 230,118 | 67,065 | ||||||||
| Five Below, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 961 | 55,088 | 181,014 | 126,624 | ||||||||
| GigaCloud Technology, Inc., Class A (Cayman Islands) | USFF +0.250% | Weekly | MS | 07/23/30 | 9,636 | 261,047 | 378,502 | 120,683 | ||||||||
| Gold.com, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 1,878 | 54,302 | 63,946 | 10,420 | ||||||||
| Groupon, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 17,141 | 360,097 | 301,853 | (57,706) | ||||||||
| Home Depot, Inc. (The) | USFF +0.250% | Weekly | MS | 11/04/30 | 1,077 | 369,793 | 370,596 | 7,631 | ||||||||
| Kohl's Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 52,117 | 920,274 | 1,063,708 | 163,482 | ||||||||
| Lithia Motors, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 633 | 189,467 | 210,365 | 24,645 | ||||||||
| Lowe's Cos., Inc. | USFF +0.250% | Weekly | MS | 01/12/29 | 4,389 | 987,155 | 1,058,451 | 95,708 | ||||||||
| Macy's, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 38,294 | 419,647 | 844,383 | 448,102 | ||||||||
| National Vision Holdings, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 3,993 | 96,432 | 103,099 | 7,861 | ||||||||
| O'Reilly Automotive, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 3,057 | 289,359 | 278,829 | (7,028) | ||||||||
| Penske Automotive Group, Inc. | USFF +0.250% | Weekly | MS | 01/10/28 | 607 | 96,418 | 96,082 | 1,635 | ||||||||
| Petco Health & Wellness Co., Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 51,923 | 153,904 | 145,904 | (6,120) | ||||||||
| Pool Corp. | USFF +0.250% | Weekly | MS | 01/07/27 | 647 | 155,580 | 148,001 | (5,521) | ||||||||
| RealReal, Inc. (The) | USFF +0.250% | Weekly | MS | 11/04/30 | 14,166 | 206,542 | 223,539 | 19,508 | ||||||||
| Ross Stores, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 3,904 | 693,061 | 703,267 | 19,911 | ||||||||
| Sally Beauty Holdings, Inc. | USFF +0.250% | Weekly | MS | 07/16/29 | 22,036 | 220,131 | 314,233 | 96,776 | ||||||||
| Signet Jewelers Ltd. (Bermuda) | USFF +0.250% | Weekly | MS | 01/22/30 | 8,669 | 649,236 | 718,487 | 80,034 | ||||||||
| Sonic Automotive, Inc., Class A | USFF +0.250% | Weekly | MS | 07/23/30 | 2,407 | 175,809 | 148,897 | (24,281) | ||||||||
| Stitch Fix, Inc., Class A | USFF +0.250% | Weekly | MS | 11/04/30 | 11,117 | 59,351 | 58,364 | (237) | ||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Consumer Discretionary Distribution & Retail — (continued) | ||||||||||||||||
| ThredUp, Inc., Class A | USFF +0.250% | Weekly | MS | 01/22/30 | 18,507 | $134,610 | $118,260 | $(15,089) | ||||||||
| TJX Cos., Inc. (The) | USFF +0.250% | Weekly | MS | 01/22/30 | 6,636 | 892,586 | 1,019,356 | 142,218 | ||||||||
| Tractor Supply Co. | USFF +0.250% | Weekly | MS | 07/23/30 | 13,902 | 735,365 | 695,239 | (30,894) | ||||||||
| Ulta Beauty, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 460 | 216,034 | 278,305 | 64,896 | ||||||||
| Urban Outfitters, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 3,376 | 158,438 | 254,078 | 97,575 | ||||||||
| Winmark Corp. | USFF +0.250% | Weekly | MS | 11/04/30 | 146 | 59,806 | 59,121 | 70 | ||||||||
| 403,815 | 18,376,852 | 20,132,658 | 2,077,397 | |||||||||||||
| Consumer Durables & Apparel | ||||||||||||||||
| Amer Sports, Inc. (Cayman Islands) | USFF +0.250% | Weekly | MS | 01/22/30 | 2,570 | 56,193 | 95,990 | 40,508 | ||||||||
| BRP, Inc., sub-voting shares (Canada) | USFF +0.250% | Weekly | MS | 07/23/30 | 2,538 | 166,602 | 179,589 | 15,576 | ||||||||
| Brunswick Corp. | USFF +0.250% | Weekly | MS | 11/04/30 | 1,298 | 79,375 | 96,364 | 18,921 | ||||||||
| Cricut, Inc., Class A | USFF +0.250% | Weekly | MS | 11/04/30 | 348 | 1,733 | 1,723 | 49 | ||||||||
| Deckers Outdoor Corp. | USFF +0.250% | Weekly | MS | 01/22/30 | 8,297 | 802,707 | 860,150 | 67,089 | ||||||||
| DR Horton, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 1,178 | 171,751 | 169,667 | 93 | ||||||||
| Garmin Ltd. (Switzerland) | USFF +0.250% | Weekly | MS | 07/23/30 | 1,083 | 218,432 | 219,687 | 4,857 | ||||||||
| Gildan Activewear, Inc. (Canada) | USFF +0.250% | Weekly | MS | 07/23/30 | 1,069 | 43,283 | 66,770 | 24,044 | ||||||||
| Hasbro, Inc. | USFF +0.250% | Weekly | MS | 07/11/28 | 6,413 | 381,486 | 525,866 | 168,368 | ||||||||
| Installed Building Products, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 603 | 150,648 | 156,412 | 7,771 | ||||||||
| La-Z-Boy, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 431 | 16,313 | 16,063 | (15) | ||||||||
| Leggett & Platt, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 39,997 | 355,036 | 439,967 | 95,049 | ||||||||
| Levi Strauss & Co., Class A | USFF +0.250% | Weekly | MS | 07/23/30 | 5,228 | 107,885 | 108,429 | 1,874 | ||||||||
| Lululemon Athletica, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 3,989 | 829,035 | 828,954 | 9,880 | ||||||||
| NVR, Inc. | USFF +0.250% | Weekly | MS | 01/12/29 | 35 | 269,521 | 255,247 | (11,009) | ||||||||
| Peloton Interactive, Inc., Class A | USFF +0.250% | Weekly | MS | 07/16/29 | 124,625 | 723,600 | 767,690 | 50,068 | ||||||||
| Polaris, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 3,327 | 218,754 | 210,433 | (3,506) | ||||||||
| Ralph Lauren Corp. | USFF +0.250% | Weekly | MS | 01/10/28 | 913 | 178,356 | 322,846 | 149,565 | ||||||||
| Somnigroup International, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 1,431 | 126,083 | 127,760 | 3,254 | ||||||||
| Sonos, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 15,171 | 181,127 | 266,403 | 87,482 | ||||||||
| Tapestry, Inc. | USFF +0.250% | Weekly | MS | 07/11/28 | 2 | 161 | 256 | 1,407 | ||||||||
| Topgolf Callaway Brands Corp. | USFF +0.250% | Weekly | MS | 11/04/30 | 19,176 | 211,379 | 223,784 | 14,974 | ||||||||
| 239,722 | 5,289,460 | 5,940,050 | 746,299 | |||||||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Consumer Services | ||||||||||||||||
| ADT, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 12,949 | $106,877 | $104,498 | $843 | ||||||||
| American Public Education, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 1,249 | 47,209 | 47,212 | 607 | ||||||||
| BJ's Restaurants, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 7,367 | 244,099 | 290,260 | 49,164 | ||||||||
| Booking Holdings, Inc. | USFF +0.250% | Weekly | MS | 07/08/27 | 410 | 1,987,690 | 2,195,685 | 243,680 | ||||||||
| Bright Horizons Family Solutions, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 12,863 | 1,303,254 | 1,304,308 | 16,691 | ||||||||
| Carnival Corp. (Panama) | USFF +0.250% | Weekly | MS | 01/22/30 | 6,060 | 106,832 | 185,072 | 79,558 | ||||||||
| Choice Hotels International, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 7,949 | 727,131 | 757,222 | 38,212 | ||||||||
| Churchill Downs, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 2,822 | 283,747 | 321,087 | 42,019 | ||||||||
| Darden Restaurants, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 4,121 | 776,539 | 758,346 | (8,860) | ||||||||
| Driven Brands Holdings, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 15,435 | 244,179 | 228,747 | (12,471) | ||||||||
| Expedia Group, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 3,476 | 867,278 | 984,786 | 128,793 | ||||||||
| Hilton Worldwide Holdings, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 89 | 25,632 | 25,565 | 279 | ||||||||
| Las Vegas Sands Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 14,419 | 938,933 | 938,533 | 11,369 | ||||||||
| Life Time Group Holdings, Inc. | USFF +0.250% | Weekly | MS | 07/16/29 | 3,910 | 86,150 | 103,928 | 21,944 | ||||||||
| Marriott International, Inc., Class A | USFF +0.250% | Weekly | MS | 11/04/30 | 455 | 130,605 | 141,159 | 12,158 | ||||||||
| McDonald's Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 3,762 | 1,144,199 | 1,149,780 | 23,784 | ||||||||
| Monarch Casino & Resort, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 873 | 86,139 | 83,546 | (1,174) | ||||||||
| Rush Street Interactive, Inc. | USFF +0.250% | Weekly | MS | 01/12/29 | 11,021 | 107,529 | 214,138 | 110,276 | ||||||||
| Shake Shack, Inc., Class A | USFF +0.250% | Weekly | MS | 11/04/30 | 3,351 | 281,248 | 272,001 | (5,842) | ||||||||
| Strategic Education, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 1,566 | 123,447 | 125,593 | 4,162 | ||||||||
| Vail Resorts, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 4,926 | 710,042 | 654,173 | (32,285) | ||||||||
| Viking Holdings Ltd. (Bermuda) | USFF +0.250% | Weekly | MS | 11/04/30 | 3,657 | 254,892 | 261,146 | 9,723 | ||||||||
| Wingstop, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 3,052 | 703,716 | 727,871 | 33,094 | ||||||||
| Wynn Resorts Ltd. | USFF +0.250% | Weekly | MS | 07/16/29 | 5,027 | 561,722 | 604,899 | 51,274 | ||||||||
| Yum! Brands, Inc. | USFF +0.250% | Weekly | MS | 07/08/27 | 5,890 | 818,476 | 891,039 | 98,882 | ||||||||
| 136,699 | 12,667,565 | 13,370,594 | 915,880 | |||||||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Consumer Staples Distribution & Retail | ||||||||||||||||
| Costco Wholesale Corp. | USFF +0.250% | Weekly | MS | 07/06/26 | 1,856 | $1,608,568 | $1,600,503 | $25,836 | ||||||||
| Dollar General Corp. | USFF +0.250% | Weekly | MS | 07/16/29 | 9,953 | 976,874 | 1,321,460 | 371,346 | ||||||||
| Dollar Tree, Inc. | USFF +0.250% | Weekly | MS | 07/16/29 | 8,646 | 672,635 | 1,063,544 | 398,999 | ||||||||
| Kroger Co. (The) | USFF +0.250% | Weekly | MS | 07/16/29 | 23,439 | 1,475,498 | 1,464,469 | 16,153 | ||||||||
| Sysco Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 5,232 | 389,217 | 385,546 | 1,026 | ||||||||
| Target Corp. | USFF +0.250% | Weekly | MS | 01/22/30 | 7,148 | 650,755 | 698,717 | 65,789 | ||||||||
| United Natural Foods, Inc. | USFF +0.250% | Weekly | MS | 07/16/29 | 22,755 | 657,147 | 766,161 | 116,917 | ||||||||
| Walmart, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 10,500 | 1,143,554 | 1,169,805 | 40,918 | ||||||||
| 89,529 | 7,574,248 | 8,470,205 | 1,036,984 | |||||||||||||
| Energy | ||||||||||||||||
| Antero Midstream Corp. | USFF +0.250% | Weekly | MS | 01/22/30 | 37,087 | 651,576 | 659,778 | 23,439 | ||||||||
| APA Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 56,739 | 1,290,120 | 1,387,836 | 124,366 | ||||||||
| Baker Hughes Co. | USFF +0.250% | Weekly | MS | 07/08/27 | 14,159 | 582,448 | 644,801 | 79,866 | ||||||||
| Borr Drilling Ltd. (Bermuda) | USFF +0.250% | Weekly | MS | 11/04/30 | 33,429 | 111,217 | 134,719 | 25,048 | ||||||||
| California Resources Corp. | USFF +0.250% | Weekly | MS | 11/04/30 | 9,567 | 447,687 | 427,741 | (12,399) | ||||||||
| Cenovus Energy, Inc. (Canada) | USFF +0.250% | Weekly | MS | 07/23/30 | 67,992 | 1,153,905 | 1,150,425 | 13,450 | ||||||||
| Centrus Energy Corp., Class A | USFF +0.250% | Weekly | MS | 01/22/30 | 18,341 | 1,285,986 | 4,452,461 | 3,181,905 | ||||||||
| Cheniere Energy, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 721 | 136,376 | 140,155 | 5,451 | ||||||||
| Civitas Resources, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 38,732 | 1,087,137 | 1,049,250 | (10,882) | ||||||||
| CNX Resources Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 19,447 | 699,442 | 715,066 | 24,034 | ||||||||
| Core Laboratories, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 121 | 1,934 | 1,940 | 67 | ||||||||
| CVR Energy, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 9,251 | 209,945 | 235,345 | 27,952 | ||||||||
| Devon Energy Corp. | USFF +0.250% | Weekly | MS | 11/04/30 | 45,846 | 1,639,050 | 1,679,339 | 69,675 | ||||||||
| DHT Holdings, Inc. (Marshall Islands) | USFF +0.250% | Weekly | MS | 01/22/30 | 39,735 | 461,368 | 485,164 | 37,681 | ||||||||
| Enbridge, Inc. (Canada) | USFF +0.250% | Weekly | MS | 07/23/30 | 15,381 | 733,752 | 735,673 | 16,031 | ||||||||
| EQT Corp. | USFF +0.250% | Weekly | MS | 11/04/30 | 6,693 | 361,800 | 358,745 | 1,314 | ||||||||
| Expand Energy Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 1,345 | 138,742 | 148,434 | 13,033 | ||||||||
| Expro Group Holdings NV (Netherlands) | USFF +0.250% | Weekly | MS | 11/04/30 | 5,328 | 70,758 | 71,129 | 1,257 | ||||||||
| Exxon Mobil Corp. | USFF +0.250% | Weekly | MS | 11/04/30 | 8,836 | 1,046,111 | 1,063,324 | 35,560 | ||||||||
| Gulfport Energy Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 3,709 | 644,711 | 771,435 | 134,475 | ||||||||
| Halliburton Co. | USFF +0.250% | Weekly | MS | 01/22/30 | 36,556 | 815,068 | 1,033,073 | 237,676 | ||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Energy — (continued) | ||||||||||||||||
| Helix Energy Solutions Group, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 1,554 | $9,788 | $9,744 | $112 | ||||||||
| HF Sinclair Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 19,363 | 871,631 | 892,247 | 45,587 | ||||||||
| Imperial Oil Ltd. (Canada) | USFF +0.250% | Weekly | MS | 11/04/30 | 1,751 | 150,835 | 151,129 | 2,137 | ||||||||
| Innovex International, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 3,227 | 70,448 | 70,574 | 1,008 | ||||||||
| Kinder Morgan, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 9,293 | 252,091 | 255,465 | 12,253 | ||||||||
| Kodiak Gas Services, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 13,768 | 463,839 | 514,923 | 61,211 | ||||||||
| Murphy Oil Corp. | USFF +0.250% | Weekly | MS | 11/04/30 | 8,632 | 268,959 | 269,750 | 4,049 | ||||||||
| Noble Corp. PLC (United Kingdom) | USFF +0.250% | Weekly | MS | 11/04/30 | 781 | 22,012 | 22,055 | 346 | ||||||||
| Occidental Petroleum Corp. | USFF +0.250% | Weekly | MS | 11/04/30 | 29,909 | 1,248,914 | 1,229,858 | 2,635 | ||||||||
| Oceaneering International, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 4,888 | 114,092 | 117,459 | 4,771 | ||||||||
| Okeanis Eco Tankers Corp. (Marshall Islands) | USFF +0.250% | Weekly | MS | 11/04/30 | 1,186 | 42,185 | 40,134 | (1,243) | ||||||||
| Ovintiv, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 4,889 | 176,402 | 191,600 | 20,163 | ||||||||
| Range Resources Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 11,492 | 405,873 | 405,208 | 3,834 | ||||||||
| Suncor Energy, Inc. (Canada) | USFF +0.250% | Weekly | MS | 11/04/30 | 4,066 | 175,041 | 180,368 | 8,069 | ||||||||
| TC Energy Corp. (Canada) | USFF +0.250% | Weekly | MS | 01/22/30 | 21,005 | 943,625 | 1,155,485 | 266,999 | ||||||||
| TechnipFMC PLC (United Kingdom) | USFF +0.250% | Weekly | MS | 07/08/27 | 37,979 | 1,263,825 | 1,692,344 | 448,268 | ||||||||
| Texas Pacific Land Corp. | USFF +0.250% | Weekly | MS | 11/04/30 | 734 | 205,966 | 210,819 | 7,436 | ||||||||
| Tidewater, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 16,339 | 727,606 | 825,283 | 106,424 | ||||||||
| Transocean Ltd. (Switzerland) | USFF +0.250% | Weekly | MS | 01/22/30 | 397,371 | 1,093,978 | 1,641,142 | 560,296 | ||||||||
| Valaris Ltd. (Bermuda) | USFF +0.250% | Weekly | MS | 07/23/30 | 3,744 | 180,792 | 188,698 | 10,110 | ||||||||
| Valero Energy Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 8,138 | 1,269,718 | 1,324,785 | 79,699 | ||||||||
| World Kinect Corp. | USFF +0.250% | Weekly | MS | 01/22/30 | 12,231 | 305,608 | 286,572 | (10,501) | ||||||||
| 1,081,355 | 23,832,361 | 29,021,475 | 5,662,662 | |||||||||||||
| Exchange Traded Funds | ||||||||||||||||
| SPDR S&P 500 ETF Trust | USFF +0.250% | Weekly | MS | 07/23/30 | 14,539 | 9,845,872 | 9,914,435 | 212,013 | ||||||||
| Financial Services | ||||||||||||||||
| Affirm Holdings, Inc. | USFF +0.250% | Weekly | MS | 07/16/29 | 2 | 77 | 149 | 112 | ||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Financial Services — (continued) | ||||||||||||||||
| Berkshire Hathaway, Inc., Class B | USFF +0.250% | Weekly | MS | 08/27/26 | 2,916 | $792,950 | $1,465,727 | $682,306 | ||||||||
| Blackrock, Inc. | USFF +0.250% | Weekly | MS | 01/10/28 | 185 | 127,065 | 198,013 | 77,307 | ||||||||
| Block, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 13,540 | 812,669 | 881,319 | 78,415 | ||||||||
| Cboe Global Markets, Inc. | USFF +0.250% | Weekly | MS | 01/10/28 | 2,529 | 582,726 | 634,779 | 64,670 | ||||||||
| CME Group, Inc. | USFF +0.250% | Weekly | MS | 01/12/29 | 5,109 | 1,367,227 | 1,395,166 | 62,317 | ||||||||
| Coinbase Global, Inc., Class A | USFF +0.250% | Weekly | MS | 11/04/30 | 13,259 | 3,217,652 | 2,998,390 | (180,713) | ||||||||
| Corpay, Inc. | USFF +0.250% | Weekly | MS | 07/16/29 | 2,253 | 714,650 | 677,995 | (28,063) | ||||||||
| FactSet Research Systems, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 905 | 305,925 | 262,622 | (38,663) | ||||||||
| Fiserv, Inc. | USFF +0.250% | Weekly | MS | 07/11/28 | 10,828 | 1,474,108 | 727,317 | (729,110) | ||||||||
| Flywire Corp. | USFF +0.250% | Weekly | MS | 11/04/30 | 14,352 | 196,072 | 203,224 | 9,538 | ||||||||
| Franklin Resources, Inc. | USFF +0.250% | Weekly | MS | 01/07/27 | 9,737 | 220,026 | 232,617 | 55,557 | ||||||||
| Global Payments, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 10,673 | 764,817 | 826,090 | 78,449 | ||||||||
| Intercontinental Exchange, Inc. | USFF +0.250% | Weekly | MS | 07/16/29 | 3,236 | 507,788 | 524,103 | 36,861 | ||||||||
| Jack Henry & Associates, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 2,909 | 446,478 | 530,834 | 91,576 | ||||||||
| Mastercard, Inc., Class A | USFF +0.250% | Weekly | MS | 07/11/28 | 1,036 | 554,682 | 591,432 | 44,931 | ||||||||
| Morningstar, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 532 | 124,151 | 115,609 | (10,723) | ||||||||
| Nasdaq, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 371 | 26,331 | 36,035 | 10,382 | ||||||||
| Paymentus Holdings, Inc., Class A | USFF +0.250% | Weekly | MS | 01/22/30 | 21,172 | 676,097 | 668,823 | 857 | ||||||||
| PayPal Holdings, Inc. | USFF +0.250% | Weekly | MS | 07/11/28 | 27,122 | 1,731,625 | 1,583,382 | (125,222) | ||||||||
| Sezzle, Inc. | USFF +0.250% | Weekly | MS | 07/16/29 | 12,778 | 490,086 | 811,084 | 328,014 | ||||||||
| T Rowe Price Group, Inc. | USFF +0.250% | Weekly | MS | 01/07/27 | 2,462 | 262,668 | 252,060 | 35,775 | ||||||||
| Toast, Inc., Class A | USFF +0.250% | Weekly | MS | 11/04/30 | 4,128 | 137,812 | 146,585 | 11,610 | ||||||||
| Visa, Inc., Class A | USFF +0.250% | Weekly | MS | 01/22/30 | 1,973 | 665,381 | 691,951 | 37,099 | ||||||||
| 164,007 | 16,199,063 | 16,455,306 | 593,282 | |||||||||||||
| Food, Beverage & Tobacco | ||||||||||||||||
| Altria Group, Inc. | USFF +0.250% | Weekly | MS | 08/27/26 | 23,731 | 1,305,449 | 1,368,329 | 266,100 | ||||||||
| Archer-Daniels-Midland Co. | USFF +0.250% | Weekly | MS | 07/23/30 | 13,710 | 799,967 | 788,188 | 4,311 | ||||||||
| Boston Beer Co., Inc. (The), Class A | USFF +0.250% | Weekly | MS | 01/22/30 | 550 | 113,553 | 107,322 | (4,834) | ||||||||
| Brown-Forman Corp., Class B | USFF +0.250% | Weekly | MS | 11/04/30 | 2,079 | 54,639 | 54,179 | 233 | ||||||||
| Cal-Maine Foods, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 10,117 | 874,971 | 805,010 | (23,108) | ||||||||
| Campbell's Company (The) | USFF +0.250% | Weekly | MS | 01/22/30 | 12,981 | 402,244 | 361,780 | (24,653) | ||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Food, Beverage & Tobacco — (continued) | ||||||||||||||||
| Coca-Cola Co. (The) | USFF +0.250% | Weekly | MS | 08/27/26 | 33,971 | $2,321,471 | $2,374,913 | $137,804 | ||||||||
| Coca-Cola Consolidated, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 419 | 64,620 | 64,233 | 425 | ||||||||
| Constellation Brands, Inc., Class A | USFF +0.250% | Weekly | MS | 07/16/29 | 3,307 | 599,051 | 456,234 | (126,456) | ||||||||
| Dole PLC (Ireland) | USFF +0.250% | Weekly | MS | 11/04/30 | 8,952 | 128,708 | 134,190 | 7,684 | ||||||||
| Fresh Del Monte Produce, Inc. (Cayman Islands) | USFF +0.250% | Weekly | MS | 01/22/30 | 11,510 | 389,657 | 410,101 | 30,307 | ||||||||
| Freshpet, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 5,478 | 325,094 | 333,775 | 12,611 | ||||||||
| J & J Snack Foods Corp. | USFF +0.250% | Weekly | MS | 11/04/30 | 3,713 | 339,363 | 335,544 | 2,034 | ||||||||
| Keurig Dr Pepper, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 29,965 | 835,709 | 839,320 | 19,562 | ||||||||
| Kraft Heinz Co. (The) | USFF +0.250% | Weekly | MS | 01/22/30 | 22,649 | 631,185 | 549,238 | (62,518) | ||||||||
| Lamb Weston Holdings, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 4,146 | 176,595 | 173,676 | (767) | ||||||||
| Mission Produce, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 484 | 5,648 | 5,614 | 73 | ||||||||
| Molson Coors Beverage Co., Class B | USFF +0.250% | Weekly | MS | 01/10/28 | 4,173 | 223,339 | 194,796 | (15,113) | ||||||||
| Monster Beverage Corp. | USFF +0.250% | Weekly | MS | 01/22/30 | 6,574 | 448,681 | 504,029 | 60,756 | ||||||||
| National Beverage Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 3,782 | 135,087 | 120,608 | (12,823) | ||||||||
| PepsiCo, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 1,217 | 174,948 | 174,664 | 2,256 | ||||||||
| Philip Morris International, Inc. | USFF +0.250% | Weekly | MS | 01/12/29 | 2,894 | 456,539 | 464,198 | 20,998 | ||||||||
| Seneca Foods Corp., Class A | USFF +0.250% | Weekly | MS | 11/04/30 | 158 | 17,566 | 17,480 | 162 | ||||||||
| Tyson Foods, Inc., Class A | USFF +0.250% | Weekly | MS | 01/12/29 | 8,932 | 493,621 | 523,594 | 44,607 | ||||||||
| 215,492 | 11,317,705 | 11,161,015 | 339,651 | |||||||||||||
| Health Care Equipment & Services | ||||||||||||||||
| AdaptHealth Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 8,464 | 75,957 | 84,301 | 9,353 | ||||||||
| Align Technology, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 3,336 | 438,907 | 520,916 | 87,301 | ||||||||
| Alphatec Holdings, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 11,632 | 244,039 | 244,737 | 3,658 | ||||||||
| Artivion, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 2,352 | 106,330 | 107,275 | 2,262 | ||||||||
| Becton Dickinson & Co. | USFF +0.250% | Weekly | MS | 01/22/30 | 4,739 | 858,642 | 919,698 | 79,323 | ||||||||
| Butterfly Network, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 81,814 | 271,361 | 310,893 | 42,819 | ||||||||
| Cardinal Health, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 1,504 | 246,858 | 309,072 | 66,011 | ||||||||
| Cencora, Inc. | USFF +0.250% | Weekly | MS | 01/10/28 | 3,751 | 1,208,236 | 1,266,900 | 77,391 | ||||||||
| Chemed Corp. | USFF +0.250% | Weekly | MS | 11/04/30 | 237 | 100,048 | 101,403 | 2,592 | ||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Health Care Equipment & Services — (continued) | ||||||||||||||||
| Solventum Corp. | USFF +0.250% | Weekly | MS | 01/12/29 | 15,180 | $1,174,367 | $1,202,863 | $42,590 | ||||||||
| STERIS PLC (Ireland) | USFF +0.250% | Weekly | MS | 01/22/30 | 4,006 | 978,167 | 1,015,601 | 51,149 | ||||||||
| Stryker Corp. | USFF +0.250% | Weekly | MS | 11/04/30 | 261 | 91,821 | 91,734 | 1,281 | ||||||||
| TransMedics Group, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 5,984 | 723,697 | 727,954 | 12,957 | ||||||||
| UFP Technologies, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 2,795 | 596,991 | 620,574 | 30,647 | ||||||||
| UnitedHealth Group, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 2,311 | 744,152 | 762,884 | 31,238 | ||||||||
| Universal Health Services, Inc., Class B | USFF +0.250% | Weekly | MS | 11/04/30 | 1,214 | 271,841 | 264,676 | (3,680) | ||||||||
| Veeva Systems, Inc., Class A | USFF +0.250% | Weekly | MS | 11/04/30 | 507 | 122,029 | 113,178 | (7,352) | ||||||||
| Waystar Holding Corp. | USFF +0.250% | Weekly | MS | 01/22/30 | 17,110 | 614,518 | 560,353 | (48,355) | ||||||||
| 339,457 | 21,482,712 | 22,389,942 | 1,219,837 | |||||||||||||
| Household & Personal Products | ||||||||||||||||
| BellRing Brands, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 36,633 | 1,112,193 | 979,200 | (119,643) | ||||||||
| Central Garden & Pet Co., Class A | USFF +0.250% | Weekly | MS | 07/16/29 | 2,614 | 76,970 | 76,303 | 293 | ||||||||
| Church & Dwight Co., Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 6,180 | 526,921 | 518,193 | (1,140) | ||||||||
| Clorox Co. (The) | USFF +0.250% | Weekly | MS | 11/04/30 | 2,262 | 225,610 | 228,077 | 5,032 | ||||||||
| Colgate-Palmolive Co. | USFF +0.250% | Weekly | MS | 07/11/28 | 5,549 | 431,147 | 438,482 | 29,018 | ||||||||
| Interparfums, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 738 | 60,024 | 62,605 | 3,961 | ||||||||
| Kenvue, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 38,186 | 618,270 | 658,709 | 55,800 | ||||||||
| Kimberly-Clark Corp. | USFF +0.250% | Weekly | MS | 07/08/27 | 8,249 | 935,400 | 832,242 | (49,428) | ||||||||
| Procter & Gamble Co. (The) | USFF +0.250% | Weekly | MS | 07/16/29 | 4,207 | 668,334 | 602,905 | (45,107) | ||||||||
| 104,618 | 4,654,869 | 4,396,716 | (121,214) | |||||||||||||
| Materials | ||||||||||||||||
| Agnico Eagle Mines Ltd. (Canada) | USFF +0.250% | Weekly | MS | 07/23/30 | 7,456 | 1,200,624 | 1,264,016 | 80,514 | ||||||||
| Alamos Gold, Inc., Class A (Canada) | USFF +0.250% | Weekly | MS | 07/23/30 | 3,002 | 91,918 | 115,817 | 25,107 | ||||||||
| Americas Gold & Silver Corp. (Canada) | USFF +0.250% | Weekly | MS | 11/04/30 | 9,613 | 54,477 | 49,122 | (4,663) | ||||||||
| Aura Minerals, Inc. (British Virgin Islands) | USFF +0.250% | Weekly | MS | 11/04/30 | 2,854 | 100,979 | 143,884 | 45,437 | ||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Materials — (continued) | ||||||||||||||||
| Avery Dennison Corp. | USFF +0.250% | Weekly | MS | 01/22/30 | 5,525 | $912,171 | $1,004,887 | $110,273 | ||||||||
| Ball Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 1,906 | 92,325 | 100,961 | 12,432 | ||||||||
| Cabot Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 8,298 | 546,170 | 549,991 | 13,441 | ||||||||
| CF Industries Holdings, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 9,454 | 732,014 | 731,172 | 21,568 | ||||||||
| Compass Minerals International, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 12,939 | 253,018 | 254,122 | 4,457 | ||||||||
| Corteva, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 7,435 | 462,964 | 498,368 | 43,275 | ||||||||
| CRH PLC (Ireland) | USFF +0.250% | Weekly | MS | 11/04/30 | 2,035 | 258,080 | 253,968 | (984) | ||||||||
| DuPont de Nemours, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 51,225 | 1,938,368 | 2,059,245 | 154,726 | ||||||||
| Element Solutions, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 11,076 | 203,342 | 276,789 | 78,579 | ||||||||
| Fortuna Mining Corp. (Canada) | USFF +0.250% | Weekly | MS | 01/12/29 | 64,598 | 409,160 | 633,706 | 232,568 | ||||||||
| Freeport-McMoRan, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 9,239 | 335,063 | 469,249 | 141,276 | ||||||||
| Huntsman Corp. | USFF +0.250% | Weekly | MS | 11/04/30 | 14,329 | 130,058 | 143,290 | 15,921 | ||||||||
| Hycroft Mining Holding Corp., Class A | USFF +0.250% | Weekly | MS | 11/04/30 | 2,360 | 57,321 | 56,097 | (499) | ||||||||
| IAMGOLD Corp. (Canada) | USFF +0.250% | Weekly | MS | 11/04/30 | 8,520 | 106,086 | 140,495 | 35,718 | ||||||||
| Ingevity Corp. | USFF +0.250% | Weekly | MS | 07/16/29 | 6,619 | 293,325 | 391,712 | 103,854 | ||||||||
| International Flavors & Fragrances, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 10,875 | 706,283 | 732,866 | 43,776 | ||||||||
| Kinross Gold Corp. (Canada) | USFF +0.250% | Weekly | MS | 01/22/30 | 12,957 | 271,378 | 364,869 | 97,359 | ||||||||
| Linde PLC (Ireland) | USFF +0.250% | Weekly | MS | 08/27/26 | 2,196 | 888,760 | 936,352 | 83,168 | ||||||||
| LyondellBasell Industries NV, Class A (Netherlands) | USFF +0.250% | Weekly | MS | 07/23/30 | 5,038 | 235,682 | 218,145 | (7,809) | ||||||||
| Mativ Holdings, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 624 | 7,815 | 7,582 | (101) | ||||||||
| Metalla Royalty & Streaming Ltd. (Canada) | USFF +0.250% | Weekly | MS | 11/04/30 | 178 | 1,388 | 1,385 | 52 | ||||||||
| New Gold, Inc. (Canada) | USFF +0.250% | Weekly | MS | 07/16/29 | 75,875 | 199,269 | 660,871 | 476,924 | ||||||||
| NewMarket Corp. | USFF +0.250% | Weekly | MS | 01/07/27 | 1,075 | 736,296 | 738,805 | 15,197 | ||||||||
| Newmont Corp. | USFF +0.250% | Weekly | MS | 07/16/29 | 17,859 | 845,022 | 1,783,221 | 963,054 | ||||||||
| Novagold Resources, Inc. (Canada) | USFF +0.250% | Weekly | MS | 07/23/30 | 23,915 | 235,242 | 222,888 | (9,500) | ||||||||
| Nutrien Ltd. (Canada) | USFF +0.250% | Weekly | MS | 11/04/30 | 3,059 | 172,920 | 188,801 | 19,407 | ||||||||
| O-I Glass, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 10,164 | 138,336 | 150,021 | 13,379 | ||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Materials — (continued) | ||||||||||||||||
| Pan American Silver Corp. (Canada) | USFF +0.250% | Weekly | MS | 01/22/30 | 19,493 | $462,349 | $1,009,932 | $558,504 | ||||||||
| PPG Industries, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 1,140 | 108,538 | 116,804 | 14,634 | ||||||||
| Sherwin-Williams Co. (The) | USFF +0.250% | Weekly | MS | 11/04/30 | 1,067 | 345,739 | 345,740 | 4,178 | ||||||||
| Smurfit WestRock PLC (Ireland) | USFF +0.250% | Weekly | MS | 11/04/30 | 6,500 | 230,704 | 251,355 | 24,209 | ||||||||
| Southern Copper Corp. | USFF +0.250% | Weekly | MS | 01/22/30 | 857 | 67,636 | 122,954 | 58,188 | ||||||||
| Steel Dynamics, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 2,917 | 437,974 | 494,286 | 63,051 | ||||||||
| United States Lime & Minerals, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 849 | 77,574 | 101,659 | 25,204 | ||||||||
| Vulcan Materials Co. | USFF +0.250% | Weekly | MS | 01/22/30 | 941 | 257,316 | 268,392 | 15,017 | ||||||||
| 436,062 | 14,603,684 | 17,853,819 | 3,570,891 | |||||||||||||
| Media & Entertainment | ||||||||||||||||
| Alphabet, Inc., Class A | USFF +0.250% | Weekly | MS | 08/27/26 | 13,633 | 2,811,116 | 4,267,129 | 1,503,927 | ||||||||
| Cargurus, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 2,174 | 66,281 | 83,373 | 19,462 | ||||||||
| Cars.com, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 6,531 | 76,421 | 79,678 | 4,211 | ||||||||
| Charter Communications, Inc., Class A | USFF +0.250% | Weekly | MS | 11/04/30 | 799 | 166,040 | 166,791 | 2,777 | ||||||||
| Clear Channel Outdoor Holdings, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 14,876 | 30,461 | 32,876 | 2,818 | ||||||||
| Comcast Corp., Class A | USFF +0.250% | Weekly | MS | 07/08/27 | 33,125 | 1,066,951 | 990,106 | (37,852) | ||||||||
| Electronic Arts, Inc. | USFF +0.250% | Weekly | MS | 07/11/28 | 2,929 | 467,187 | 598,483 | 138,657 | ||||||||
| EverQuote, Inc., Class A | USFF +0.250% | Weekly | MS | 07/16/29 | 14,588 | 313,085 | 393,876 | 84,827 | ||||||||
| Fox Corp., Class A | USFF +0.250% | Weekly | MS | 01/12/29 | 7,678 | 382,194 | 561,031 | 187,983 | ||||||||
| IAC, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 3,576 | 115,649 | 139,822 | 25,596 | ||||||||
| Madison Square Garden Entertainment Corp. | USFF +0.250% | Weekly | MS | 01/22/30 | 1,440 | 47,736 | 77,602 | 30,476 | ||||||||
| Match Group, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 24,697 | 808,374 | 797,466 | (1,194) | ||||||||
| Meta Platforms, Inc., Class A | USFF +0.250% | Weekly | MS | 07/08/27 | 6,587 | 3,725,615 | 4,348,013 | 684,117 | ||||||||
| Netflix, Inc. | USFF +0.250% | Weekly | MS | 01/07/27 | 20,768 | 2,025,594 | 1,947,208 | (54,105) | ||||||||
| News Corp., Class A | USFF +0.250% | Weekly | MS | 08/27/26 | 19,105 | 504,688 | 499,023 | 2,675 | ||||||||
| Omnicom Group, Inc. | USFF +0.250% | Weekly | MS | 08/27/26 | 10,844 | 745,563 | 875,653 | 157,372 | ||||||||
| Paramount Skydance Corp., Class B | USFF +0.250% | Weekly | MS | 07/23/30 | 7,945 | 110,265 | 106,463 | (1,770) | ||||||||
| QuinStreet, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 8,371 | 124,087 | 120,291 | (2,272) | ||||||||
| Roku, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 10,797 | 1,144,138 | 1,171,367 | 40,961 | ||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Media & Entertainment — (continued) | ||||||||||||||||
| Stagwell, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 2,879 | $14,692 | $14,078 | $(399) | ||||||||
| TEGNA, Inc. | USFF +0.250% | Weekly | MS | 07/16/29 | 5,075 | 88,572 | 98,506 | 13,290 | ||||||||
| TripAdvisor, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 20,144 | 301,546 | 293,297 | (4,601) | ||||||||
| USA TODAY Co., Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 908 | 4,795 | 4,676 | (23) | ||||||||
| Walt Disney Co. (The) | USFF +0.250% | Weekly | MS | 01/22/30 | 5,768 | 485,444 | 656,225 | 183,840 | ||||||||
| Warner Music Group Corp., Class A | USFF +0.250% | Weekly | MS | 11/04/30 | 18,496 | 530,583 | 567,272 | 44,012 | ||||||||
| Yelp, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 8,468 | 286,940 | 257,343 | (26,124) | ||||||||
| Ziff Davis, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 4,346 | 135,519 | 152,762 | 18,998 | ||||||||
| 276,547 | 16,579,536 | 19,300,410 | 3,017,659 | |||||||||||||
| Pharmaceuticals, Biotechnology & Life Sciences | ||||||||||||||||
| 10X Genomics, Inc., Class A | USFF +0.250% | Weekly | MS | 11/04/30 | 16,181 | 276,983 | 263,912 | (9,717) | ||||||||
| Adaptive Biotechnologies Corp. | USFF +0.250% | Weekly | MS | 01/22/30 | 43,361 | 547,811 | 704,183 | 163,083 | ||||||||
| Agilent Technologies, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 20,124 | 2,948,184 | 2,738,273 | (174,588) | ||||||||
| Alkermes PLC (Ireland) | USFF +0.250% | Weekly | MS | 11/04/30 | 14,994 | 426,281 | 419,532 | (1,608) | ||||||||
| Alnylam Pharmaceuticals, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 1,343 | 544,364 | 534,044 | (3,766) | ||||||||
| Amneal Pharmaceuticals, Inc. | USFF +0.250% | Weekly | MS | 07/16/29 | 4,066 | 30,324 | 51,232 | 21,665 | ||||||||
| ANI Pharmaceuticals, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 10,492 | 916,304 | 828,238 | (77,061) | ||||||||
| Arrowhead Pharmaceuticals, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 13,362 | 822,966 | 887,103 | 74,026 | ||||||||
| Aurinia Pharmaceuticals, Inc. (Canada) | USFF +0.250% | Weekly | MS | 07/23/30 | 15,498 | 209,464 | 247,193 | 40,275 | ||||||||
| Azenta, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 11,929 | 350,750 | 396,759 | 50,255 | ||||||||
| BioCryst Pharmaceuticals, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 45,591 | 356,094 | 355,610 | 3,061 | ||||||||
| Biogen, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 1,695 | 231,488 | 298,303 | 69,624 | ||||||||
| Bristol-Myers Squibb Co. | USFF +0.250% | Weekly | MS | 07/23/30 | 45,177 | 2,022,162 | 2,436,847 | 453,648 | ||||||||
| CareDx, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 20,136 | 353,640 | 379,362 | 29,993 | ||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Pharmaceuticals, Biotechnology & Life Sciences — (continued) | ||||||||||||||||
| Charles River Laboratories International, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 1,900 | $202,551 | $379,012 | $178,924 | ||||||||
| Collegium Pharmaceutical, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 182 | 8,420 | 8,427 | 146 | ||||||||
| Dynavax Technologies Corp. | USFF +0.250% | Weekly | MS | 11/04/30 | 13,777 | 151,632 | 211,890 | 64,873 | ||||||||
| Elanco Animal Health, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 14,049 | 117,252 | 317,929 | 202,119 | ||||||||
| Exact Sciences Corp. | USFF +0.250% | Weekly | MS | 11/04/30 | 219 | 22,269 | 22,242 | 278 | ||||||||
| Gilead Sciences, Inc. | USFF +0.250% | Weekly | MS | 01/12/29 | 7,681 | 886,152 | 942,766 | 83,688 | ||||||||
| GRAIL, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 639 | 29,453 | 54,692 | 25,630 | ||||||||
| Halozyme Therapeutics, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 1,304 | 81,430 | 87,759 | 9,819 | ||||||||
| Harmony Biosciences Holdings, Inc. | USFF +0.250% | Weekly | MS | 07/11/28 | 8,397 | 229,459 | 314,216 | 87,542 | ||||||||
| Incyte Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 4,919 | 455,844 | 485,850 | 35,501 | ||||||||
| Innoviva, Inc. | USFF +0.250% | Weekly | MS | 07/16/29 | 23,007 | 423,574 | 459,910 | 41,445 | ||||||||
| IQVIA Holdings, Inc. | USFF +0.250% | Weekly | MS | 07/11/28 | 4,064 | 659,843 | 916,066 | 264,160 | ||||||||
| Jazz Pharmaceuticals PLC (Ireland) | USFF +0.250% | Weekly | MS | 11/04/30 | 439 | 73,167 | 74,630 | 2,398 | ||||||||
| Johnson & Johnson | USFF +0.250% | Weekly | MS | 07/23/30 | 12,219 | 2,219,196 | 2,528,722 | 357,873 | ||||||||
| Ligand Pharmaceuticals, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 1,959 | 325,335 | 370,388 | 48,986 | ||||||||
| MannKind Corp. | USFF +0.250% | Weekly | MS | 11/04/30 | 2,154 | 12,258 | 12,213 | 141 | ||||||||
| Omeros Corp. | USFF +0.250% | Weekly | MS | 11/04/30 | 658 | 10,886 | 11,301 | 585 | ||||||||
| Pfizer, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 40,031 | 905,378 | 996,772 | 140,479 | ||||||||
| Regeneron Pharmaceuticals, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 1,551 | 763,006 | 1,197,170 | 446,094 | ||||||||
| Supernus Pharmaceuticals, Inc. | USFF +0.250% | Weekly | MS | 07/16/29 | 473 | 14,751 | 23,508 | 8,972 | ||||||||
| Theravance Biopharma, Inc. (Cayman Islands) | USFF +0.250% | Weekly | MS | 07/23/30 | 3,109 | 56,034 | 58,169 | 2,845 | ||||||||
| Travere Therapeutics, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 5,377 | 184,894 | 205,455 | 22,813 | ||||||||
| Veracyte, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 9,091 | 377,826 | 382,731 | 9,466 | ||||||||
| Zoetis, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 4,441 | 534,008 | 558,767 | 31,232 | ||||||||
| 425,589 | 18,781,433 | 21,161,176 | 2,704,899 | |||||||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Semiconductors & Semiconductor Equipment | ||||||||||||||||
| Advanced Micro Devices, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 20,855 | $2,493,798 | $4,466,307 | $2,002,393 | ||||||||
| Analog Devices, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 13,742 | 3,314,917 | 3,726,830 | 472,395 | ||||||||
| Applied Materials, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 6,282 | 1,461,351 | 1,614,411 | 173,090 | ||||||||
| AXT, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 29,159 | 435,092 | 476,750 | 46,904 | ||||||||
| Broadcom, Inc. | USFF +0.250% | Weekly | MS | 08/27/26 | 16,472 | 4,189,320 | 5,700,959 | 1,627,303 | ||||||||
| Cirrus Logic, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 67 | 7,960 | 7,940 | 114 | ||||||||
| Credo Technology Group Holding Ltd. (Cayman Islands) | USFF +0.250% | Weekly | MS | 01/12/29 | 3,249 | 294,407 | 467,499 | 176,654 | ||||||||
| Diodes, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 3,737 | 169,355 | 184,384 | 17,094 | ||||||||
| First Solar, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 2,874 | 762,948 | 750,775 | (3,003) | ||||||||
| GLOBALFOUNDRIES, Inc. (Cayman Islands) | USFF +0.250% | Weekly | MS | 11/04/30 | 5,295 | 188,671 | 184,901 | (1,472) | ||||||||
| Intel Corp. | USFF +0.250% | Weekly | MS | 11/04/30 | 9,536 | 348,946 | 351,878 | 7,862 | ||||||||
| KLA Corp. | USFF +0.250% | Weekly | MS | 11/04/30 | 81 | 98,422 | 98,421 | 1,990 | ||||||||
| Lam Research Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 20,248 | 1,997,819 | 3,466,053 | 1,502,334 | ||||||||
| Marvell Technology, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 21,718 | 1,983,518 | 1,845,596 | (138,874) | ||||||||
| Micron Technology, Inc. | USFF +0.250% | Weekly | MS | 07/16/29 | 13,532 | 2,056,514 | 3,862,168 | 1,851,097 | ||||||||
| Monolithic Power Systems, Inc. | USFF +0.250% | Weekly | MS | 07/11/28 | 1,409 | 935,167 | 1,277,061 | 362,703 | ||||||||
| NVIDIA Corp. | USFF +0.250% | Weekly | MS | 01/10/28 | 26,552 | 3,522,746 | 4,951,948 | 1,472,903 | ||||||||
| NXP Semiconductors NV (Netherlands) | USFF +0.250% | Weekly | MS | 11/04/30 | 627 | 136,513 | 136,097 | 1,257 | ||||||||
| ON Semiconductor Corp. | USFF +0.250% | Weekly | MS | 11/04/30 | 5,108 | 258,336 | 276,598 | 21,393 | ||||||||
| QUALCOMM, Inc. | USFF +0.250% | Weekly | MS | 01/10/28 | 21,711 | 3,099,199 | 3,713,667 | 749,908 | ||||||||
| Rambus, Inc. | USFF +0.250% | Weekly | MS | 07/16/29 | 2,419 | 228,361 | 222,282 | (3,307) | ||||||||
| Semtech Corp. | USFF +0.250% | Weekly | MS | 01/22/30 | 13,181 | 388,011 | 971,308 | 587,980 | ||||||||
| SiTime Corp. | USFF +0.250% | Weekly | MS | 11/04/30 | 1,392 | 506,960 | 491,640 | (9,213) | ||||||||
| Skyworks Solutions, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 10,923 | 705,834 | 692,627 | 10,873 | ||||||||
| Texas Instruments, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 4,629 | 774,704 | 803,085 | 43,941 | ||||||||
| Veeco Instruments, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 49 | 1,401 | 1,400 | — | ||||||||
| 254,847 | 30,360,270 | 40,742,585 | 10,974,319 | |||||||||||||
| Software & Services | ||||||||||||||||
| A10 Networks, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 5,546 | 94,918 | 98,109 | 4,630 | ||||||||
| Accenture PLC, Class A (Ireland) | USFF +0.250% | Weekly | MS | 01/12/29 | 7,924 | 2,100,458 | 2,126,009 | 76,015 | ||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Software & Services — (continued) | ||||||||||||||||
| Adobe, Inc. | USFF +0.250% | Weekly | MS | 07/08/27 | 7,912 | $2,712,515 | $2,769,121 | $89,108 | ||||||||
| Agilysys, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 319 | 38,475 | 37,910 | (66) | ||||||||
| Alarm.com Holdings, Inc. | USFF +0.250% | Weekly | MS | 07/16/29 | 3,114 | 162,211 | 158,876 | (1,354) | ||||||||
| Amdocs Ltd. (Guernsey) | USFF +0.250% | Weekly | MS | 07/23/30 | 2,645 | 202,071 | 212,949 | 14,835 | ||||||||
| Appian Corp., Class A | USFF +0.250% | Weekly | MS | 07/16/29 | 19,016 | 714,959 | 673,547 | (32,817) | ||||||||
| AppLovin Corp., Class A | USFF +0.250% | Weekly | MS | 11/04/30 | 472 | 280,109 | 318,043 | 41,325 | ||||||||
| Autodesk, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 1,895 | 564,865 | 560,939 | 2,339 | ||||||||
| AvePoint, Inc. | USFF +0.250% | Weekly | MS | 07/16/29 | 10,620 | 156,989 | 147,512 | (8,631) | ||||||||
| Bentley Systems, Inc., Class B | USFF +0.250% | Weekly | MS | 11/04/30 | 5,816 | 228,147 | 221,968 | (3,410) | ||||||||
| BitMine Immersion Technologies, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 14,138 | 445,198 | 383,847 | (66,494) | ||||||||
| Blackbaud, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 5,871 | 357,642 | 371,752 | 18,376 | ||||||||
| BlackBerry Ltd. (Canada) | USFF +0.250% | Weekly | MS | 01/22/30 | 217,799 | 968,488 | 825,458 | (131,400) | ||||||||
| Braze, Inc., Class A | USFF +0.250% | Weekly | MS | 11/04/30 | 3,896 | 138,693 | 133,594 | (3,400) | ||||||||
| Clear Secure, Inc., Class A | USFF +0.250% | Weekly | MS | 07/23/30 | 7,470 | 231,449 | 262,048 | 34,308 | ||||||||
| Cognizant Technology Solutions Corp., Class A | USFF +0.250% | Weekly | MS | 07/23/30 | 13,354 | 943,735 | 1,108,382 | 181,096 | ||||||||
| Crowdstrike Holdings, Inc., Class A | USFF +0.250% | Weekly | MS | 07/16/29 | 6,065 | 2,359,212 | 2,843,029 | 512,092 | ||||||||
| Datadog, Inc., Class A | USFF +0.250% | Weekly | MS | 11/04/30 | 2,253 | 322,467 | 306,385 | (12,184) | ||||||||
| Descartes Systems Group, Inc. (The) (Canada) | USFF +0.250% | Weekly | MS | 07/23/30 | 4,769 | 419,919 | 418,051 | 3,196 | ||||||||
| Dolby Laboratories, Inc., Class A | USFF +0.250% | Weekly | MS | 01/22/30 | 8,927 | 612,816 | 573,292 | (29,867) | ||||||||
| Dropbox, Inc., Class A | USFF +0.250% | Weekly | MS | 11/04/30 | 26,678 | 765,771 | 741,648 | (14,919) | ||||||||
| EPAM Systems, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 411 | 59,849 | 84,206 | 25,112 | ||||||||
| Fastly, Inc., Class A | USFF +0.250% | Weekly | MS | 11/04/30 | 16,422 | 186,491 | 167,176 | (17,044) | ||||||||
| Fortinet, Inc. | USFF -0.250% | Weekly | MS | 08/27/26 | 15,610 | 1,272,315 | 1,239,590 | (17,459) | ||||||||
| Gartner, Inc. | USFF +0.250% | Weekly | MS | 07/16/29 | 3,066 | 882,794 | 773,490 | (98,699) | ||||||||
| Gen Digital, Inc. | USFF +0.250% | Weekly | MS | 01/10/28 | 31,620 | 864,688 | 859,748 | 28,981 | ||||||||
| GoDaddy, Inc., Class A | USFF +0.250% | Weekly | MS | 01/22/30 | 7,406 | 1,057,433 | 918,936 | (125,802) | ||||||||
| Guidewire Software, Inc. | USFF +0.250% | Weekly | MS | 07/11/28 | 2,551 | 558,049 | 512,777 | (38,555) | ||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Software & Services — (continued) | ||||||||||||||||
| I3 Verticals, Inc., Class A | USFF +0.250% | Weekly | MS | 07/23/30 | 3,270 | $100,489 | $82,371 | $(17,016) | ||||||||
| InterDigital, Inc. | USFF -0.250% | Weekly | MS | 07/08/27 | 3,537 | 1,196,888 | 1,126,110 | (56,414) | ||||||||
| International Business Machines Corp. | USFF +0.250% | Weekly | MS | 11/04/30 | 2,021 | 610,522 | 598,640 | (4,160) | ||||||||
| JFrog Ltd. (Israel) | USFF +0.250% | Weekly | MS | 11/04/30 | 14,967 | 948,852 | 934,839 | (2,618) | ||||||||
| Kyndryl Holdings, Inc. | USFF +0.250% | Weekly | MS | 07/06/26 | 2,276 | 54,350 | 60,451 | 6,790 | ||||||||
| LiveRamp Holdings, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 8,897 | 237,071 | 261,305 | 27,018 | ||||||||
| Microsoft Corp. | USFF +0.250% | Weekly | MS | 08/27/26 | 7,074 | 3,270,307 | 3,421,128 | 233,824 | ||||||||
| MongoDB, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 363 | 73,435 | 152,347 | 79,831 | ||||||||
| NCR Voyix Corp. | USFF +0.250% | Weekly | MS | 11/04/30 | 12,867 | 131,710 | 131,243 | 1,148 | ||||||||
| Okta, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 11,818 | 1,047,263 | 1,021,902 | (12,788) | ||||||||
| Oracle Corp. | USFF +0.250% | Weekly | MS | 08/27/26 | 8,247 | 1,131,433 | 1,607,423 | 528,920 | ||||||||
| Palantir Technologies, Inc., Class A | USFF +0.250% | Weekly | MS | 07/16/29 | 13,980 | 1,115,120 | 2,484,945 | 1,383,210 | ||||||||
| Palo Alto Networks, Inc. | USFF +0.250% | Weekly | MS | 01/10/28 | 5,434 | 930,748 | 1,000,943 | 81,373 | ||||||||
| Pegasystems, Inc. | USFF +0.250% | Weekly | MS | 01/12/29 | 4,130 | 205,459 | 246,644 | 44,829 | ||||||||
| Porch Group, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 6,090 | 94,314 | 55,602 | (38,574) | ||||||||
| PTC, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 4,184 | 814,291 | 728,895 | (78,142) | ||||||||
| Q2 Holdings, Inc. | USFF +0.250% | Weekly | MS | 01/10/28 | 11,684 | 763,590 | 843,117 | 88,705 | ||||||||
| Qualys, Inc. | USFF +0.250% | Weekly | MS | 07/16/29 | 1,902 | 258,999 | 252,776 | (3,085) | ||||||||
| RingCentral, Inc., Class A | USFF +0.250% | Weekly | MS | 01/22/30 | 19,095 | 512,484 | 551,464 | 45,153 | ||||||||
| Roper Technologies, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 1,761 | 863,767 | 783,874 | (68,610) | ||||||||
| Salesforce, Inc. | USFF +0.250% | Weekly | MS | 07/08/27 | 4,273 | 994,590 | 1,131,960 | 156,089 | ||||||||
| ServiceNow, Inc. | USFF +0.250% | Weekly | MS | 08/27/26 | 13,269 | 2,134,008 | 2,032,678 | (75,751) | ||||||||
| ServiceTitan, Inc., Class A | USFF +0.250% | Weekly | MS | 11/04/30 | 588 | 63,788 | 62,622 | (364) | ||||||||
| Sprinklr, Inc., Class A | USFF +0.250% | Weekly | MS | 07/23/30 | 21,847 | 170,499 | 169,970 | 1,550 | ||||||||
| Tenable Holdings, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 6,989 | 186,539 | 164,451 | (19,816) | ||||||||
| Twilio, Inc., Class A | USFF +0.250% | Weekly | MS | 11/04/30 | 725 | 86,801 | 103,124 | 17,401 | ||||||||
| UiPath, Inc., Class A | USFF +0.250% | Weekly | MS | 11/04/30 | 14,963 | 269,694 | 245,244 | (21,184) | ||||||||
| Unity Software, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 2,806 | 134,990 | 123,941 | (9,394) | ||||||||
| VeriSign, Inc. | USFF +0.250% | Weekly | MS | 07/06/26 | 1,734 | 452,825 | 421,275 | (23,356) | ||||||||
| Yext, Inc. | USFF +0.250% | Weekly | MS | 07/08/27 | 14,915 | 105,550 | 120,215 | 15,968 | ||||||||
| Zoom Communications, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 6,887 | 559,680 | 594,279 | 41,336 | ||||||||
| 686,178 | 39,222,782 | 41,364,170 | 2,751,185 | |||||||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Technology Hardware & Equipment | ||||||||||||||||
| Advanced Energy Industries, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 995 | $205,041 | $208,323 | $5,818 | ||||||||
| Amphenol Corp., Class A | USFF +0.250% | Weekly | MS | 01/22/30 | 15,966 | 1,721,863 | 2,157,645 | 463,464 | ||||||||
| Apple, Inc. | USFF +0.250% | Weekly | MS | 08/27/26 | 18,101 | 3,915,655 | 4,920,938 | 1,098,743 | ||||||||
| Arista Networks, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 7,507 | 1,036,982 | 983,642 | (40,890) | ||||||||
| Badger Meter, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 54 | 9,418 | 9,418 | 152 | ||||||||
| Calix, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 12,098 | 705,795 | 640,347 | (56,961) | ||||||||
| CDW Corp. | USFF +0.250% | Weekly | MS | 11/04/30 | 1,131 | 160,178 | 154,042 | (4,057) | ||||||||
| Celestica, Inc. (Canada) | USFF +0.250% | Weekly | MS | 11/04/30 | 1,019 | 300,220 | 301,227 | 4,639 | ||||||||
| Cisco Systems, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 9,510 | 579,545 | 732,555 | 166,467 | ||||||||
| Cognex Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 19,149 | 728,971 | 688,981 | (30,397) | ||||||||
| CommScope Holding Co., Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 91,666 | 632,216 | 1,661,905 | 1,037,295 | ||||||||
| CompoSecure, Inc., Class A | USFF +0.250% | Weekly | MS | 07/16/29 | 16,004 | 191,851 | 308,557 | 119,041 | ||||||||
| Corning, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 2,584 | 211,627 | 226,255 | 17,200 | ||||||||
| Daktronics, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 6,352 | 120,707 | 125,579 | 6,321 | ||||||||
| Dell Technologies, Inc., Class C | USFF +0.250% | Weekly | MS | 01/22/30 | 23,343 | 2,979,410 | 2,938,417 | 4,555 | ||||||||
| Diebold Nixdorf, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 1,819 | 104,461 | 123,492 | 20,519 | ||||||||
| ePlus, Inc. | USFF +0.250% | Weekly | MS | 07/16/29 | 2,994 | 198,826 | 262,574 | 67,767 | ||||||||
| F5, Inc. | USFF +0.250% | Weekly | MS | 07/08/27 | 2,310 | 491,118 | 589,651 | 104,449 | ||||||||
| Hewlett Packard Enterprise Co. | USFF +0.250% | Weekly | MS | 07/23/30 | 74,476 | 1,759,430 | 1,788,914 | 60,853 | ||||||||
| HP, Inc. | USFF +0.250% | Weekly | MS | 08/27/26 | 31,698 | 790,286 | 706,231 | (26,356) | ||||||||
| Jabil, Inc. | USFF +0.250% | Weekly | MS | 01/12/29 | 4,589 | 789,921 | 1,046,384 | 266,927 | ||||||||
| Keysight Technologies, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 4,270 | 684,902 | 867,621 | 190,956 | ||||||||
| Knowles Corp. | USFF +0.250% | Weekly | MS | 07/16/29 | 10,742 | 192,617 | 230,201 | 39,928 | ||||||||
| Littelfuse, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 1,385 | 299,815 | 350,294 | 55,772 | ||||||||
| Lumentum Holdings, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 753 | 277,318 | 277,548 | 3,588 | ||||||||
| Mirion Technologies, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 17,954 | 434,012 | 420,483 | (8,296) | ||||||||
| NetApp, Inc. | USFF +0.250% | Weekly | MS | 08/27/26 | 7,948 | 825,191 | 851,151 | 60,202 | ||||||||
| NetScout Systems, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 7,319 | 165,120 | 198,052 | 34,948 | ||||||||
| nLight, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 20,178 | 539,450 | 756,877 | 223,922 | ||||||||
| Ondas Holdings, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 9,438 | 89,309 | 92,115 | 3,914 | ||||||||
| OSI Systems, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 961 | 258,211 | 245,113 | (9,968) | ||||||||
| Ouster, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 2,095 | 25,623 | 45,336 | 20,058 | ||||||||
| PC Connection, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 33 | 1,913 | 1,906 | 55 | ||||||||
| Rogers Corp. | USFF +0.250% | Weekly | MS | 01/22/30 | 2,848 | 195,792 | 260,791 | 67,465 | ||||||||
| Sandisk Corp. | USFF +0.250% | Weekly | MS | 11/04/30 | 3,366 | 664,625 | 799,021 | 142,390 | ||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Technology Hardware & Equipment — (continued) | ||||||||||||||||
| Sanmina Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 4,574 | $630,357 | $686,420 | $63,646 | ||||||||
| ScanSource, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 173 | 6,648 | 6,757 | 204 | ||||||||
| Seagate Technology Holdings PLC (Ireland) | USFF +0.250% | Weekly | MS | 01/10/28 | 11,624 | 966,677 | 3,201,133 | 2,280,991 | ||||||||
| Super Micro Computer, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 11,366 | 389,666 | 332,683 | (52,281) | ||||||||
| TD SYNNEX Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 1,674 | 254,643 | 251,485 | 284 | ||||||||
| TE Connectivity PLC (Ireland) | USFF +0.250% | Weekly | MS | 07/11/28 | 1,455 | 325,564 | 331,027 | 10,317 | ||||||||
| Trimble, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 1,609 | 128,149 | 126,065 | (511) | ||||||||
| Viasat, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 5,895 | 188,674 | 203,142 | 16,465 | ||||||||
| Western Digital Corp. | USFF +0.250% | Weekly | MS | 07/11/28 | 20,754 | 937,220 | 3,575,292 | 2,749,222 | ||||||||
| Zebra Technologies Corp., Class A | USFF +0.250% | Weekly | MS | 11/04/30 | 224 | 54,917 | 54,392 | 171 | ||||||||
| 492,003 | 26,169,934 | 34,739,982 | 9,178,991 | |||||||||||||
| Telecommunication Services | ||||||||||||||||
| AT&T, Inc. | USFF +0.250% | Weekly | MS | 01/10/28 | 34,399 | 785,165 | 854,471 | 123,865 | ||||||||
| IDT Corp., Class B | USFF +0.250% | Weekly | MS | 01/22/30 | 2,513 | 139,541 | 128,691 | (8,890) | ||||||||
| Iridium Communications, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 10,159 | 179,855 | 176,563 | 484 | ||||||||
| Lumen Technologies, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 48,969 | 389,707 | 380,489 | (6,906) | ||||||||
| Rogers Communications, Inc., Class B (Canada) | USFF +0.250% | Weekly | MS | 07/23/30 | 4,313 | 153,946 | 162,729 | 12,555 | ||||||||
| TELUS Corp. (Canada) | USFF +0.250% | Weekly | MS | 01/22/30 | 22,877 | 307,486 | 301,290 | 3,169 | ||||||||
| T-Mobile US, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 3,223 | 663,574 | 654,398 | (1,196) | ||||||||
| Verizon Communications, Inc. | USFF +0.250% | Weekly | MS | 07/08/27 | 20,496 | 809,476 | 834,802 | 93,011 | ||||||||
| 146,949 | 3,428,750 | 3,493,433 | 216,092 | |||||||||||||
| Transportation | ||||||||||||||||
| Allegiant Travel Co. | USFF +0.250% | Weekly | MS | 01/22/30 | 3,807 | 222,506 | 324,623 | 104,819 | ||||||||
| CH Robinson Worldwide, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 3,220 | 425,389 | 517,647 | 99,431 | ||||||||
| CSX Corp. | USFF +0.250% | Weekly | MS | 11/04/30 | 5,811 | 201,679 | 210,649 | 12,176 | ||||||||
| Delta Air Lines, Inc. | USFF +0.250% | Weekly | MS | 07/11/28 | 21,486 | 1,088,109 | 1,491,128 | 427,458 | ||||||||
| Expeditors International of Washington, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 937 | 105,368 | 139,622 | 36,798 | ||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Transportation — (continued) | ||||||||||||||||
| JB Hunt Transport Services, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 2,897 | $392,832 | $563,003 | $176,209 | ||||||||
| Lyft, Inc., Class A | USFF +0.250% | Weekly | MS | 11/04/30 | 10,887 | 218,913 | 210,881 | (5,372) | ||||||||
| Norfolk Southern Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 2,710 | 767,099 | 782,431 | 28,416 | ||||||||
| SkyWest, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 4,003 | 393,685 | 401,941 | 13,007 | ||||||||
| Sun Country Airlines Holdings, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 14,131 | 161,386 | 203,345 | 44,124 | ||||||||
| Uber Technologies, Inc. | USFF +0.250% | Weekly | MS | 07/11/28 | 6,525 | 446,892 | 533,158 | 91,653 | ||||||||
| Union Pacific Corp. | USFF +0.250% | Weekly | MS | 11/04/30 | 933 | 217,244 | 215,822 | 2,586 | ||||||||
| United Parcel Service, Inc., Class B | USFF +0.250% | Weekly | MS | 01/22/30 | 7,859 | 770,577 | 779,534 | 44,655 | ||||||||
| XPO, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 4,783 | 650,379 | 650,058 | 7,501 | ||||||||
| 89,989 | 6,062,058 | 7,023,842 | 1,083,461 | |||||||||||||
| Utilities | ||||||||||||||||
| Algonquin Power & Utilities Corp. (Canada) | USFF +0.250% | Weekly | MS | 07/23/30 | 68,374 | 389,239 | 420,500 | 43,565 | ||||||||
| Ameren Corp. | USFF +0.250% | Weekly | MS | 11/04/30 | 1,753 | 174,642 | 175,055 | 2,542 | ||||||||
| American States Water Co. | USFF +0.250% | Weekly | MS | 11/04/30 | 1,610 | 118,065 | 116,693 | 80 | ||||||||
| American Water Works Co., Inc. | USFF +0.250% | Weekly | MS | 01/10/28 | 1,576 | 204,852 | 205,668 | 8,413 | ||||||||
| Atmos Energy Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 1,439 | 243,159 | 241,220 | 2,222 | ||||||||
| CenterPoint Energy, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 15,307 | 580,987 | 586,870 | 17,717 | ||||||||
| Consolidated Edison, Inc. | USFF +0.250% | Weekly | MS | 07/23/30 | 10,479 | 1,046,136 | 1,040,774 | 15,240 | ||||||||
| Constellation Energy Corp. | USFF +0.250% | Weekly | MS | 08/27/26 | 5,927 | 1,598,966 | 2,093,831 | 522,385 | ||||||||
| Duke Energy Corp. | USFF +0.250% | Weekly | MS | 07/23/30 | 17,552 | 2,153,518 | 2,057,270 | (56,931) | ||||||||
| Evergy, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 10,133 | 687,005 | 734,541 | 72,767 | ||||||||
| Eversource Energy | USFF +0.250% | Weekly | MS | 11/04/30 | 10,033 | 697,462 | 675,522 | (7,407) | ||||||||
| Exelon Corp. | USFF +0.250% | Weekly | MS | 11/04/30 | 13,609 | 620,750 | 593,216 | (20,949) | ||||||||
| Hallador Energy Co. | USFF +0.250% | Weekly | MS | 01/22/30 | 9,645 | 167,033 | 183,641 | 18,646 | ||||||||
| MDU Resources Group, Inc. | USFF +0.250% | Weekly | MS | 01/22/30 | 7,925 | 128,882 | 154,696 | 29,997 | ||||||||
| National Fuel Gas Co. | USFF +0.250% | Weekly | MS | 07/16/29 | 6,604 | 544,053 | 528,716 | 1,007 | ||||||||
| Otter Tail Corp. | USFF +0.250% | Weekly | MS | 07/08/27 | 253 | 20,829 | 20,445 | (95) | ||||||||
| Public Service Enterprise Group, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 6,220 | 507,240 | 499,466 | 2,698 | ||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Utilities — (continued) | ||||||||||||||||
| ReNew Energy Global PLC, Class A (United Kingdom) | USFF +0.250% | Weekly | MS | 11/04/30 | 1,294 | $7,837 | $7,311 | $(393) | ||||||||
| Talen Energy Corp. | USFF +0.250% | Weekly | MS | 11/04/30 | 126 | 44,429 | 47,230 | 5,323 | ||||||||
| Vistra Corp. | USFF +0.250% | Weekly | MS | 01/10/28 | 1,917 | 278,880 | 309,270 | 34,672 | ||||||||
| WEC Energy Group, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 882 | 93,133 | 93,016 | 1,036 | ||||||||
| 192,658 | 10,307,097 | 10,784,951 | 692,535 | |||||||||||||
| Total Reference Entity — Long | 361,895,517 | 409,705,063 | 54,842,912 | |||||||||||||
| Reference Entity | Receive | Payment Frequency | Counter- party | Maturity Date | Number of Contracts (Short) | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Capital Goods — (continued) | ||||||||||||||||
| Archer Aviation, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (56,654) | $(458,364) | $(426,038) | $23,495 | ||||||||
| Arcosa, Inc. | USFF -0.250% | Weekly | MS | 07/11/28 | (3,150) | (283,956) | (334,908) | (57,686) | ||||||||
| Argan, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (3,531) | (1,202,374) | (1,106,333) | 69,665 | ||||||||
| Array Technologies, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (13,832) | (135,807) | (127,531) | 5,687 | ||||||||
| Astec Industries, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (3,057) | (136,457) | (132,429) | 1,385 | ||||||||
| Atkore, Inc. | USFF -0.250% | Weekly | MS | 01/12/29 | (6,262) | (451,929) | (396,071) | 42,628 | ||||||||
| Axon Enterprise, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (4,349) | (2,562,184) | (2,469,928) | 41,679 | ||||||||
| Ballard Power Systems, Inc. (Canada) | USFF -1.048% | Weekly | MS | 07/18/30 | (1,687) | (4,307) | (4,285) | (23) | ||||||||
| Boise Cascade Co. | USFF -0.250% | Weekly | MS | 07/16/29 | (14,443) | (1,223,886) | (1,063,005) | 131,085 | ||||||||
| Cadre Holdings, Inc. | USFF -0.250% | Weekly | MS | 01/12/29 | (6,635) | (247,372) | (270,973) | (31,122) | ||||||||
| CAE, Inc. (Canada) | USFF -0.250% | Weekly | MS | 07/18/30 | (10,698) | (305,174) | (325,433) | (26,125) | ||||||||
| CECO Environmental Corp. | USFF -0.250% | Weekly | MS | 07/16/29 | (25,620) | (1,335,727) | (1,533,357) | (223,437) | ||||||||
| Centuri Holdings, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (72,654) | (1,689,926) | (1,834,513) | (177,248) | ||||||||
| Chart Industries, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (8,347) | (1,687,194) | (1,721,402) | (66,816) | ||||||||
| Construction Partners, Inc., Class A | USFF -0.250% | Weekly | MS | 07/18/30 | (71) | (7,741) | (7,707) | (76) | ||||||||
| CSW Industrials, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (2,535) | (705,682) | (744,099) | (52,979) | ||||||||
| Douglas Dynamics, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (1,614) | (51,623) | (52,697) | (2,368) | ||||||||
| Dover Corp. | USFF -0.250% | Weekly | MS | 07/18/30 | (2,355) | (468,794) | (459,790) | 41 | ||||||||
| Ducommun, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (1,219) | (114,611) | (115,963) | (3,531) | ||||||||
| DXP Enterprises, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (7,268) | (796,561) | (797,954) | (16,767) | ||||||||
| EnerSys | USFF -0.250% | Weekly | MS | 07/16/29 | (993) | (101,675) | (145,723) | (55,126) | ||||||||
| Enovix Corp. | USFF -0.740% | Weekly | MS | 07/18/30 | (56,707) | (473,987) | (414,528) | 50,326 | ||||||||
| Eos Energy Enterprises, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (12,593) | (143,366) | (144,316) | (3,685) | ||||||||
| Esab Corp. | USFF -0.250% | Weekly | MS | 07/18/30 | (22,412) | (2,579,903) | (2,503,869) | 22,886 | ||||||||
| Eve Holding, Inc. | USFF -1.390% | Weekly | MS | 07/18/30 | (27,830) | (118,934) | (111,042) | 5,630 | ||||||||
| Franklin Electric Co., Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (1,970) | (185,397) | (188,194) | (7,354) | ||||||||
| GATX Corp. | USFF -0.250% | Weekly | MS | 07/11/28 | (1,779) | (274,798) | (301,718) | (35,884) | ||||||||
| Gibraltar Industries, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (3,823) | (256,075) | (189,009) | 62,150 | ||||||||
| Graham Corp. | USFF -0.250% | Weekly | MS | 07/18/30 | (717) | (46,914) | (46,053) | (7) | ||||||||
| Herc Holdings, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (5,189) | (787,014) | (769,944) | (4,561) | ||||||||
| Hillenbrand, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (3,294) | (104,579) | (104,486) | (2,656) | ||||||||
| Hillman Solutions Corp. | USFF -0.250% | Weekly | MS | 07/18/30 | (17,262) | (151,290) | (149,489) | (1,087) | ||||||||
| Intuitive Machines, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (33,300) | (305,581) | (540,459) | (240,751) | ||||||||
| Kadant, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (47) | (13,498) | (13,396) | (120) | ||||||||
| Karman Holdings, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (3,796) | (252,221) | (277,753) | (30,374) | ||||||||
| Kennametal, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (28,943) | (627,286) | (822,271) | (215,091) | ||||||||
| Reference Entity | Receive | Payment Frequency | Counter- party | Maturity Date | Number of Contracts (Short) | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Commercial & Professional Services — (continued) | ||||||||||||||||
| Brady Corp., Class A | USFF -0.250% | Weekly | MS | 07/18/30 | (3,031) | $(239,414) | $(237,539) | $(3,197) | ||||||||
| BrightView Holdings, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (30,165) | (405,423) | (382,191) | 15,427 | ||||||||
| Casella Waste Systems, Inc., Class A | USFF -0.250% | Weekly | MS | 01/12/29 | (7,670) | (808,104) | (751,200) | 40,921 | ||||||||
| CBIZ, Inc. | USFF -0.250% | Weekly | MS | 07/16/29 | (8,255) | (647,039) | (416,465) | 218,093 | ||||||||
| Clarivate PLC (Jersey) | USFF -0.260% | Weekly | MS | 07/11/28 | (228,540) | (1,163,635) | (763,324) | 377,835 | ||||||||
| Concentrix Corp. | USFF -0.250% | Weekly | MS | 07/18/30 | (978) | (40,976) | (40,665) | (443) | ||||||||
| CoreCivic, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (24,065) | (427,297) | (459,882) | (40,814) | ||||||||
| Enviri Corp. | USFF -0.250% | Weekly | MS | 07/18/30 | (14,177) | (171,978) | (254,052) | (85,715) | ||||||||
| First Advantage Corp. | USFF -0.250% | Weekly | MS | 07/16/29 | (7,239) | (105,868) | (105,183) | (1,332) | ||||||||
| Huron Consulting Group, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (1,271) | (194,082) | (219,769) | (30,353) | ||||||||
| ICF International, Inc. | USFF -0.250% | Weekly | MS | 07/08/27 | (2,063) | (178,518) | (175,974) | (872) | ||||||||
| Innodata, Inc. | USFF -0.590% | Weekly | MS | 07/18/30 | (838) | (60,472) | (42,696) | 16,644 | ||||||||
| Insperity, Inc. | USFF -0.250% | Weekly | MS | 01/12/29 | (28,253) | (1,604,517) | (1,093,956) | 442,105 | ||||||||
| Legalzoom.com, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (36,130) | (355,414) | (358,771) | (10,195) | ||||||||
| ManpowerGroup, Inc. | USFF -0.250% | Weekly | MS | 07/16/29 | (41,029) | (1,484,433) | (1,219,792) | 210,084 | ||||||||
| Maximus, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (7,050) | (628,923) | (608,556) | 6,211 | ||||||||
| MillerKnoll, Inc. | USFF -0.250% | Weekly | MS | 07/16/29 | (10,056) | (237,564) | (183,824) | 41,716 | ||||||||
| MSA Safety, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (628) | (112,303) | (100,568) | 8,918 | ||||||||
| OPENLANE, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (14,049) | (398,616) | (418,379) | (27,437) | ||||||||
| Parsons Corp. | USFF -0.250% | Weekly | MS | 01/17/30 | (12,309) | (1,035,074) | (760,696) | 258,338 | ||||||||
| Robert Half, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (5,973) | (157,149) | (162,227) | (11,604) | ||||||||
| Science Applications International Corp. | USFF -0.250% | Weekly | MS | 07/16/29 | (20,047) | (2,050,251) | (2,017,931) | (11,675) | ||||||||
| SS&C Technologies Holdings, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (5,461) | (467,907) | (477,401) | (19,408) | ||||||||
| TransUnion | USFF -0.250% | Weekly | MS | 01/17/30 | (11,794) | (1,036,413) | (1,011,335) | 4,653 | ||||||||
| TriNet Group, Inc. | USFF -0.250% | Weekly | MS | 07/16/29 | (452) | (43,871) | (26,727) | 15,889 | ||||||||
| UL Solutions, Inc., Class A | USFF -0.250% | Weekly | MS | 07/18/30 | (7,343) | (582,608) | (579,069) | (9,492) | ||||||||
| Verra Mobility Corp. | USFF -0.250% | Weekly | MS | 01/17/30 | (16,521) | (389,603) | (370,236) | 11,868 | ||||||||
| Vestis Corp. | USFF -0.250% | Weekly | MS | 01/12/29 | (101,663) | (818,828) | (678,092) | 123,806 | ||||||||
| Waste Management, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (267) | (58,723) | (58,663) | (1,037) | ||||||||
| (788,058) | (18,198,977) | (15,913,634) | 1,849,029 | |||||||||||||
| Consumer Discretionary Distribution & Retail | ||||||||||||||||
| Academy Sports & Outdoors, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (8,489) | (416,357) | (424,110) | (17,856) | ||||||||
| American Eagle Outfitters, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (39,387) | (856,630) | (1,038,635) | (201,519) | ||||||||
| Arhaus, Inc. | USFF -0.250% | Weekly | MS | 07/16/29 | (11,928) | (145,737) | (133,713) | 9,243 | ||||||||
| Asbury Automotive Group, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (858) | (198,683) | (199,511) | (4,633) | ||||||||
| Reference Entity | Receive | Payment Frequency | Counter- party | Maturity Date | Number of Contracts (Short) | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Consumer Services — (continued) | ||||||||||||||||
| Brightstar Lottery PLC (United Kingdom) | USFF -0.250% | Weekly | MS | 01/17/30 | (8,610) | $(149,249) | $(133,283) | $5,232 | ||||||||
| Brinker International, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (3,528) | (516,106) | (506,339) | (716) | ||||||||
| Cava Group, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (2,493) | (175,591) | (146,314) | 25,918 | ||||||||
| Chipotle Mexican Grill, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (15,913) | (591,572) | (588,781) | (8,617) | ||||||||
| Coursera, Inc. | USFF -0.250% | Weekly | MS | 01/12/29 | (109,282) | (1,011,139) | (804,316) | 187,297 | ||||||||
| Dave & Buster's Entertainment, Inc. | USFF -0.250% | Weekly | MS | 07/11/28 | (8,445) | (300,386) | (136,893) | 157,719 | ||||||||
| DoorDash, Inc., Class A | USFF -0.250% | Weekly | MS | 07/18/30 | (1,645) | (382,574) | (372,560) | 2,650 | ||||||||
| Dutch Bros, Inc., Class A | USFF -0.250% | Weekly | MS | 07/18/30 | (1,734) | (97,559) | (106,155) | (10,445) | ||||||||
| First Watch Restaurant Group, Inc. | USFF -0.250% | Weekly | MS | 07/11/28 | (35,200) | (630,458) | (530,816) | 87,482 | ||||||||
| Flutter Entertainment PLC (Ireland) | USFF -0.250% | Weekly | MS | 07/18/30 | (9,989) | (2,113,135) | (2,148,035) | (75,749) | ||||||||
| Hyatt Hotels Corp., Class A | USFF -0.250% | Weekly | MS | 07/18/30 | (1,984) | (302,700) | (318,075) | (21,503) | ||||||||
| Krispy Kreme, Inc. | USFF -0.300% | Weekly | MS | 07/08/27 | (14,998) | (225,025) | (60,292) | 161,258 | ||||||||
| Kura Sushi USA, Inc., Class A | USFF -0.890% | Weekly | MS | 07/18/30 | (7,462) | (528,971) | (390,486) | 128,476 | ||||||||
| Lincoln Educational Services Corp. | USFF -0.250% | Weekly | MS | 07/18/30 | (5,106) | (114,208) | (123,310) | (11,376) | ||||||||
| Lucky Strike Entertainment Corp. | USFF -11.990% | Weekly | MS | 07/18/30 | (900) | (7,620) | (7,623) | (134) | ||||||||
| Norwegian Cruise Line Holdings Ltd. (Bermuda) | USFF -0.250% | Weekly | MS | 07/18/30 | (71,658) | (1,434,966) | (1,599,407) | (192,956) | ||||||||
| OneSpaWorld Holdings Ltd. (Bahamas) | USFF -0.250% | Weekly | MS | 01/17/30 | (9,712) | (201,519) | (201,427) | (4,650) | ||||||||
| Red Rock Resorts, Inc., Class A | USFF -0.250% | Weekly | MS | 07/18/30 | (10,000) | (578,105) | (619,500) | (55,044) | ||||||||
| Royal Caribbean Cruises Ltd. (Liberia) | USFF -0.250% | Weekly | MS | 07/18/30 | (5,545) | (1,587,007) | (1,546,611) | 3,943 | ||||||||
| Serve Robotics, Inc. | USFF -3.340% | Weekly | MS | 07/18/30 | (21,188) | (247,674) | (219,931) | 22,989 | ||||||||
| Six Flags Entertainment Corp. | USFF -0.250% | Weekly | MS | 07/16/29 | (68,153) | (1,787,651) | (1,045,467) | 707,632 | ||||||||
| Sweetgreen, Inc., Class A | USFF -0.250% | Weekly | MS | 01/17/30 | (67,494) | (694,905) | (456,259) | 225,238 | ||||||||
| Texas Roadhouse, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (2,063) | (367,394) | (342,458) | 17,250 | ||||||||
| Reference Entity | Receive | Payment Frequency | Counter- party | Maturity Date | Number of Contracts (Short) | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Consumer Services — (continued) | ||||||||||||||||
| Udemy, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (16,019) | $(112,313) | $(93,711) | $16,467 | ||||||||
| Universal Technical Institute, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (28,493) | (846,146) | (744,522) | 85,290 | ||||||||
| Wendy's Co. (The) | USFF -0.250% | Weekly | MS | 07/18/30 | (33,528) | (284,737) | (279,288) | (3,438) | ||||||||
| Wyndham Hotels & Resorts, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (219) | (16,683) | (16,548) | (148) | ||||||||
| (567,483) | (15,430,922) | (13,576,180) | 1,529,749 | |||||||||||||
| Consumer Staples Distribution & Retail | ||||||||||||||||
| BJ's Wholesale Club Holdings, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (9,482) | (894,846) | (853,664) | 26,378 | ||||||||
| Casey's General Stores, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (3,810) | (2,107,187) | (2,105,825) | (39,373) | ||||||||
| Chefs' Warehouse, Inc. (The) | USFF -0.250% | Weekly | MS | 07/18/30 | (3,300) | (202,301) | (205,689) | (7,263) | ||||||||
| Ingles Markets, Inc., Class A | USFF -0.250% | Weekly | MS | 07/16/29 | (3,293) | (221,832) | (225,735) | (9,440) | ||||||||
| Maplebear, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (9,217) | (418,392) | (414,581) | (4,245) | ||||||||
| Performance Food Group Co. | USFF -0.250% | Weekly | MS | 07/16/29 | (16,417) | (1,518,736) | (1,476,217) | 13,171 | ||||||||
| PriceSmart, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (839) | (106,679) | (102,920) | 1,738 | ||||||||
| Weis Markets, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (3,714) | (267,221) | (238,030) | 22,437 | ||||||||
| (50,072) | (5,737,194) | (5,622,661) | 3,403 | |||||||||||||
| Energy | ||||||||||||||||
| Archrock, Inc. | USFF -0.250% | Weekly | MS | 07/16/29 | (52,171) | (1,312,155) | (1,357,489) | (93,875) | ||||||||
| Atlas Energy Solutions, Inc. | USFF -0.590% | Weekly | MS | 01/12/29 | (41,223) | (622,037) | (388,321) | 198,816 | ||||||||
| BW LPG Ltd. (Singapore) | USFF -1.390% | Weekly | MS | 01/17/30 | (21,750) | (271,499) | (284,925) | (33,677) | ||||||||
| Canadian Natural Resources Ltd. (Canada) | USFF -0.250% | Weekly | MS | 07/18/30 | (60,101) | (1,936,827) | (2,034,419) | (165,568) | ||||||||
| Chevron Corp. | USFF -0.250% | Weekly | MS | 07/18/30 | (18,369) | (2,767,337) | (2,799,619) | (85,792) | ||||||||
| Chord Energy Corp. | USFF -0.250% | Weekly | MS | 07/18/30 | (1,218) | (115,541) | (112,909) | 91 | ||||||||
| Core Natural Resources, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (23,674) | (1,956,044) | (2,095,386) | (185,536) | ||||||||
| Coterra Energy, Inc. | USFF -0.250% | Weekly | MS | 07/11/28 | (11,604) | (303,403) | (305,417) | (13,667) | ||||||||
| Crescent Energy Co., Class A | USFF -0.250% | Weekly | MS | 08/27/26 | (18,994) | (179,158) | (159,360) | 11,337 | ||||||||
| Delek US Holdings, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (8,032) | (310,499) | (238,229) | 64,251 | ||||||||
| Denison Mines Corp. (Canada) | USFF -0.285% | Weekly | MS | 07/18/30 | (351,781) | (945,352) | (935,737) | (8,638) | ||||||||
| Diamondback Energy, Inc. | USFF -0.250% | Weekly | MS | 07/16/29 | (2,864) | (494,533) | (430,545) | 44,741 | ||||||||
| Dorian LPG Ltd. (Marshall Islands) | USFF -0.250% | Weekly | MS | 01/17/30 | (10,199) | (293,121) | (248,244) | 26,237 | ||||||||
| Reference Entity | Receive | Payment Frequency | Counter- party | Maturity Date | Number of Contracts (Short) | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Energy — (continued) | ||||||||||||||||
| Energy Fuels, Inc. (Canada) | USFF -0.640% | Weekly | MS | 07/18/30 | (11,094) | $(163,189) | $(161,307) | $(1,236) | ||||||||
| EOG Resources, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (26,413) | (2,825,032) | (2,773,629) | (3,222) | ||||||||
| Excelerate Energy, Inc., Class A | USFF -0.250% | Weekly | MS | 07/18/30 | (17,082) | (456,657) | (479,150) | (32,158) | ||||||||
| Helmerich & Payne, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (71,940) | (1,522,360) | (2,063,239) | (591,710) | ||||||||
| Kinetik Holdings, Inc. | USFF -1.490% | Weekly | MS | 01/07/27 | (7,183) | (273,188) | (258,947) | (64,852) | ||||||||
| Liberty Energy, Inc. | USFF -0.250% | Weekly | MS | 07/16/29 | (46,456) | (894,761) | (857,578) | 5,783 | ||||||||
| Marathon Petroleum Corp. | USFF -0.250% | Weekly | MS | 07/18/30 | (20,521) | (3,876,199) | (3,337,330) | 446,394 | ||||||||
| Matador Resources Co. | USFF -0.250% | Weekly | MS | 07/16/29 | (11,041) | (546,957) | (468,580) | 60,564 | ||||||||
| NexGen Energy Ltd. (Canada) | USFF -0.250% | Weekly | MS | 07/18/30 | (18,959) | (164,609) | (174,423) | (12,960) | ||||||||
| NextDecade Corp. | USFF -0.540% | Weekly | MS | 01/12/29 | (210,800) | (1,441,321) | (1,110,916) | 302,554 | ||||||||
| Nordic American Tankers Ltd. (Bermuda) | USFF -0.250% | Weekly | MS | 07/18/30 | (57,973) | (197,960) | (199,427) | (10,462) | ||||||||
| Northern Oil & Gas, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (6,607) | (146,301) | (141,852) | (1,328) | ||||||||
| ONEOK, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (7,259) | (686,254) | (533,536) | 117,047 | ||||||||
| Peabody Energy Corp. | USFF -0.250% | Weekly | MS | 07/18/30 | (39,456) | (1,160,411) | (1,171,843) | (35,949) | ||||||||
| ProFrac Holding Corp., Class A | USFF -0.790% | Weekly | MS | 07/18/30 | (181) | (705) | (704) | 27 | ||||||||
| ProPetro Holding Corp. | USFF -0.250% | Weekly | MS | 07/11/28 | (39,238) | (404,778) | (373,153) | 23,813 | ||||||||
| Sable Offshore Corp. | USFF -0.890% | Weekly | MS | 07/18/30 | (9,032) | (78,114) | (81,469) | (4,828) | ||||||||
| Seadrill Ltd. (Bermuda) | USFF -0.640% | Weekly | MS | 01/17/30 | (23,809) | (696,001) | (823,791) | (141,219) | ||||||||
| Select Water Solutions, Inc. | USFF -0.250% | Weekly | MS | 01/12/29 | (71,597) | (705,635) | (753,200) | (72,148) | ||||||||
| SFL Corp. Ltd. (Bermuda) | USFF -0.250% | Weekly | MS | 07/16/29 | (12,689) | (134,758) | (99,101) | 19,501 | ||||||||
| SLB Ltd. (Curacao) | USFF -0.250% | Weekly | MS | 07/18/30 | (27,228) | (1,031,958) | (1,045,011) | (37,171) | ||||||||
| SM Energy Co. | USFF -0.250% | Weekly | MS | 01/17/30 | (67,663) | (1,618,743) | (1,265,298) | 295,942 | ||||||||
| TETRA Technologies, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (75,111) | (616,105) | (703,790) | (99,567) | ||||||||
| Venture Global, Inc., Class A | USFF -4.340% | Weekly | MS | 07/18/30 | (55,017) | (356,174) | (375,216) | (25,931) | ||||||||
| (1,556,329) | (31,505,676) | (30,643,090) | (104,396) | |||||||||||||
| Financial Services | ||||||||||||||||
| Chime Financial, Inc., Class A | USFF -0.250% | Weekly | MS | 07/18/30 | (6,193) | (150,600) | (155,878) | (8,153) | ||||||||
| MSCI, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (544) | (316,313) | (312,109) | (1,878) | ||||||||
| Remitly Global, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (27,515) | (391,423) | (379,707) | 4,181 | ||||||||
| Reference Entity | Receive | Payment Frequency | Counter- party | Maturity Date | Number of Contracts (Short) | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Health Care Equipment & Services — (continued) | ||||||||||||||||
| GE HealthCare Technologies, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (8,741) | $(737,803) | $(716,937) | $8,460 | ||||||||
| GoodRx Holdings, Inc., Class A | USFF -0.250% | Weekly | MS | 01/12/29 | (20,276) | (166,713) | (54,948) | 111,523 | ||||||||
| Henry Schein, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (9,203) | (632,212) | (695,563) | (75,545) | ||||||||
| Hims & Hers Health, Inc. | USFF -0.490% | Weekly | MS | 07/18/30 | (12,898) | (583,553) | (418,798) | 153,503 | ||||||||
| Inspire Medical Systems, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (6,285) | (763,849) | (579,666) | 169,182 | ||||||||
| Integer Holdings Corp. | USFF -0.250% | Weekly | MS | 07/18/30 | (8,281) | (755,454) | (649,479) | 91,396 | ||||||||
| Integra LifeSciences Holdings Corp. | USFF -0.250% | Weekly | MS | 07/11/28 | (68,381) | (1,504,030) | (849,292) | 625,741 | ||||||||
| iRadimed Corp. | USFF -0.250% | Weekly | MS | 07/18/30 | (62) | (6,044) | (6,031) | (65) | ||||||||
| Lantheus Holdings, Inc. | USFF -0.250% | Weekly | MS | 07/16/29 | (35,082) | (2,151,960) | (2,334,707) | (224,349) | ||||||||
| Molina Healthcare, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (9,186) | (1,490,496) | (1,594,138) | (132,445) | ||||||||
| Neogen Corp. | USFF -0.250% | Weekly | MS | 01/10/28 | (38,860) | (633,037) | (271,631) | 355,102 | ||||||||
| NeoGenomics, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (41,837) | (357,415) | (492,003) | (142,978) | ||||||||
| Novocure Ltd. (Jersey) | USFF -0.250% | Weekly | MS | 01/10/28 | (98,322) | (1,632,434) | (1,271,303) | 329,250 | ||||||||
| Option Care Health, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (69,256) | (2,084,709) | (2,206,496) | (162,087) | ||||||||
| Penumbra, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (1,747) | (548,200) | (543,160) | (5,528) | ||||||||
| Phreesia, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (24,151) | (506,587) | (408,635) | 88,188 | ||||||||
| PROCEPT BioRobotics Corp. | USFF -0.250% | Weekly | MS | 07/18/30 | (10,048) | (385,787) | (316,110) | 62,251 | ||||||||
| Pulse Biosciences, Inc. | USFF -4.890% | Weekly | MS | 07/18/30 | (61) | (836) | (838) | 21 | ||||||||
| QuidelOrtho Corp. | USFF -0.250% | Weekly | MS | 07/06/26 | (12,883) | (356,706) | (367,938) | (18,096) | ||||||||
| RadNet, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (3,503) | (252,706) | (249,939) | (2,084) | ||||||||
| Surgery Partners, Inc. | USFF -0.250% | Weekly | MS | 07/16/29 | (34,891) | (1,035,977) | (539,066) | 476,914 | ||||||||
| Teladoc Health, Inc. | USFF -0.250% | Weekly | MS | 07/11/28 | (80,001) | (732,652) | (560,007) | 158,507 | ||||||||
| Teleflex, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (21,171) | (2,457,195) | (2,583,709) | (176,045) | ||||||||
| Tenet Healthcare Corp. | USFF -0.250% | Weekly | MS | 07/18/30 | (1,457) | (310,740) | (289,535) | 15,231 | ||||||||
| US Physical Therapy, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (2,913) | (222,869) | (227,476) | (9,173) | ||||||||
| Zimmer Biomet Holdings, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (10,854) | (1,015,352) | (975,992) | 16,641 | ||||||||
| (959,943) | (28,158,443) | (24,417,842) | 3,160,848 | |||||||||||||
| Household & Personal Products | ||||||||||||||||
| Edgewell Personal Care Co. | USFF -0.250% | Weekly | MS | 01/17/30 | (24,412) | (655,030) | (416,225) | 216,727 | ||||||||
| elf Beauty, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (5,501) | (542,959) | (418,296) | 114,196 | ||||||||
| Reference Entity | Receive | Payment Frequency | Counter- party | Maturity Date | Number of Contracts (Short) | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Household & Personal Products — (continued) | ||||||||||||||||
| Energizer Holdings, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (9,537) | $(178,979) | $(189,691) | $(14,906) | ||||||||
| Oddity Tech Ltd., Class A (Israel) | USFF -0.250% | Weekly | MS | 07/18/30 | (8,513) | (373,274) | (342,052) | 24,077 | ||||||||
| Olaplex Holdings, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (8,130) | (9,686) | (10,894) | (1,357) | ||||||||
| Spectrum Brands Holdings, Inc. | USFF -0.250% | Weekly | MS | 07/16/29 | (12,319) | (898,191) | (727,807) | 133,564 | ||||||||
| (68,412) | (2,658,119) | (2,104,965) | 472,301 | |||||||||||||
| Materials | ||||||||||||||||
| Air Products and Chemicals, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (4) | (1,280) | (988) | 285 | ||||||||
| Amcor PLC (Jersey) | USFF -0.250% | Weekly | MS | 07/18/30 | (109,847) | (937,247) | (916,124) | (26,874) | ||||||||
| AptarGroup, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (8,355) | (997,930) | (1,018,976) | (40,317) | ||||||||
| Ashland, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (18,318) | (990,639) | (1,074,717) | (112,255) | ||||||||
| Avient Corp. | USFF -0.250% | Weekly | MS | 07/18/30 | (17,569) | (532,410) | (548,856) | (30,198) | ||||||||
| Avino Silver & Gold Mines Ltd. (Canada) | USFF -1.440% | Weekly | MS | 07/18/30 | (42,391) | (232,728) | (263,248) | (34,985) | ||||||||
| Axalta Coating Systems Ltd. (Bermuda) | USFF -0.250% | Weekly | MS | 07/18/30 | (41,447) | (1,299,016) | (1,339,153) | (65,234) | ||||||||
| Celanese Corp. | USFF -0.250% | Weekly | MS | 01/17/30 | (1,017) | (94,651) | (42,999) | 47,431 | ||||||||
| Century Aluminum Co. | USFF -0.250% | Weekly | MS | 07/18/30 | (7,306) | (226,135) | (286,249) | (64,451) | ||||||||
| Cleveland-Cliffs, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (59,554) | (770,223) | (790,877) | (35,519) | ||||||||
| Dow, Inc. | USFF -0.250% | Weekly | MS | 07/16/29 | (53,586) | (2,256,811) | (1,252,841) | 839,535 | ||||||||
| Eagle Materials, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (2,302) | (502,191) | (475,777) | 15,874 | ||||||||
| Eastman Chemical Co. | USFF -0.250% | Weekly | MS | 07/18/30 | (7,117) | (484,742) | (454,278) | 9,107 | ||||||||
| Ecolab, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (3,196) | (847,256) | (839,014) | (10,109) | ||||||||
| Ecovyst, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (24,979) | (226,462) | (243,046) | (21,122) | ||||||||
| ERO Copper Corp. (Canada) | USFF -0.690% | Weekly | MS | 07/18/30 | (9,796) | (170,288) | (277,129) | (110,097) | ||||||||
| First Majestic Silver Corp. (Canada) | USFF -0.250% | Weekly | MS | 07/18/30 | (27,296) | (331,197) | (454,751) | (129,998) | ||||||||
| FMC Corp. | USFF -0.250% | Weekly | MS | 01/07/27 | (10,526) | (435,200) | (145,996) | 268,430 | ||||||||
| Graphic Packaging Holding Co. | USFF -0.250% | Weekly | MS | 07/16/29 | (26,611) | (666,468) | (400,762) | 244,233 | ||||||||
| Hawkins, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (2,265) | (337,760) | (321,766) | 8,683 | ||||||||
| Hudbay Minerals, Inc. (Canada) | USFF -0.250% | Weekly | MS | 07/18/30 | (33,247) | (643,415) | (659,953) | (28,934) | ||||||||
| Innospec, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (8,748) | (693,953) | (669,572) | 7,017 | ||||||||
| International Paper Co. | USFF -0.250% | Weekly | MS | 01/17/30 | (15,654) | (798,952) | (616,611) | 149,477 | ||||||||
| James Hardie Industries PLC (Ireland) | USFF -0.250% | Weekly | MS | 07/18/30 | (18,350) | (344,316) | (380,762) | (43,070) | ||||||||
| Reference Entity | Receive | Payment Frequency | Counter- party | Maturity Date | Number of Contracts (Short) | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Materials — (continued) | ||||||||||||||||
| Kaiser Aluminum Corp. | USFF -0.250% | Weekly | MS | 01/17/30 | (2,745) | $(205,952) | $(315,291) | $(118,081) | ||||||||
| Knife River Corp. | USFF -0.250% | Weekly | MS | 01/17/30 | (9,831) | (830,633) | (691,611) | 122,988 | ||||||||
| Lithium Americas Corp. (Canada) | USFF -0.250% | Weekly | MS | 07/18/30 | (166,232) | (845,940) | (724,772) | 104,839 | ||||||||
| Louisiana-Pacific Corp. | USFF -0.250% | Weekly | MS | 07/18/30 | (5,254) | (415,067) | (424,313) | (17,816) | ||||||||
| Martin Marietta Materials, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (304) | (189,979) | (189,289) | (3,199) | ||||||||
| Methanex Corp. (Canada) | USFF -0.250% | Weekly | MS | 07/18/30 | (13,402) | (481,437) | (532,327) | (63,550) | ||||||||
| Mosaic Co. (The) | USFF -0.250% | Weekly | MS | 07/18/30 | (17,322) | (594,021) | (417,287) | 160,400 | ||||||||
| MP Materials Corp. | USFF -0.250% | Weekly | MS | 07/18/30 | (4,601) | (263,100) | (232,443) | 25,606 | ||||||||
| Nucor Corp. | USFF -0.250% | Weekly | MS | 07/18/30 | (880) | (126,284) | (143,537) | (22,518) | ||||||||
| Olin Corp. | USFF -0.250% | Weekly | MS | 07/18/30 | (36,516) | (738,003) | (760,628) | (44,037) | ||||||||
| Orla Mining Ltd. (Canada) | USFF -0.250% | Weekly | MS | 01/17/30 | (67,633) | (740,967) | (911,017) | (187,166) | ||||||||
| Packaging Corp. of America | USFF -0.250% | Weekly | MS | 07/18/30 | (4,441) | (889,511) | (915,867) | (47,963) | ||||||||
| Perpetua Resources Corp. (Canada) | USFF -0.250% | Weekly | MS | 01/17/30 | (5,372) | (92,891) | (130,056) | (38,923) | ||||||||
| Quaker Chemical Corp. | USFF -0.250% | Weekly | MS | 07/18/30 | (2,210) | (297,247) | (303,455) | (12,808) | ||||||||
| Ramaco Resources, Inc., Class A | USFF -0.250% | Weekly | MS | 07/18/30 | (64,078) | (1,451,618) | (1,153,404) | 270,164 | ||||||||
| Reliance, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (1,075) | (299,642) | (310,535) | (17,741) | ||||||||
| Royal Gold, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (12,125) | (2,294,591) | (2,695,266) | (455,956) | ||||||||
| Sensient Technologies Corp. | USFF -0.250% | Weekly | MS | 07/18/30 | (914) | (87,306) | (85,870) | (214) | ||||||||
| Silgan Holdings, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (17,487) | (896,682) | (705,950) | 164,469 | ||||||||
| Skeena Resources Ltd. (Canada) | USFF -0.540% | Weekly | MS | 07/18/30 | (9,340) | (160,980) | (221,638) | (63,989) | ||||||||
| Sonoco Products Co. | USFF -0.250% | Weekly | MS | 01/17/30 | (6,841) | (323,614) | (298,541) | 6,902 | ||||||||
| Sylvamo Corp. | USFF -0.250% | Weekly | MS | 07/18/30 | (4,631) | (206,533) | (222,983) | (21,467) | ||||||||
| Taseko Mines Ltd. (Canada) | USFF -0.250% | Weekly | MS | 01/12/29 | (134,985) | (367,892) | (764,015) | (407,005) | ||||||||
| Teck Resources Ltd., Class B (Canada) | USFF -0.250% | Weekly | MS | 07/18/30 | (13,510) | (588,952) | (646,994) | (70,821) | ||||||||
| TMC the metals Co., Inc. (Canada) | USFF -0.250% | Weekly | MS | 07/18/30 | (6,370) | (39,599) | (39,303) | (431) | ||||||||
| Triple Flag Precious Metals Corp. (Canada) | USFF -0.250% | Weekly | MS | 07/18/30 | (9,013) | (279,847) | (299,412) | (25,396) | ||||||||
| Tronox Holdings PLC (United Kingdom) | USFF -0.261% | Weekly | MS | 01/12/29 | (62,919) | (474,740) | (262,372) | 191,830 | ||||||||
| United States Antimony Corp. | USFF -0.250% | Weekly | MS | 07/18/30 | (71,288) | (442,177) | (357,866) | 75,795 | ||||||||
| Warrior Met Coal, Inc. | USFF -0.250% | Weekly | MS | 01/12/29 | (4,142) | (301,882) | (365,200) | (74,221) | ||||||||
| Reference Entity | Receive | Payment Frequency | Counter- party | Maturity Date | Number of Contracts (Short) | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Materials — (continued) | ||||||||||||||||
| West Fraser Timber Co. Ltd. (Canada) | USFF -0.250% | Weekly | MS | 01/17/30 | (2,751) | $(200,310) | $(168,114) | $26,268 | ||||||||
| Westlake Corp. | USFF -0.250% | Weekly | MS | 01/17/30 | (15,491) | (1,153,580) | (1,145,405) | (30,598) | ||||||||
| Wheaton Precious Metals Corp. (Canada) | USFF -0.250% | Weekly | MS | 07/18/30 | (5,252) | (625,236) | (617,215) | (4,038) | ||||||||
| Worthington Steel, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (5,224) | (167,682) | (180,855) | (17,203) | ||||||||
| (1,333,660) | (31,895,165) | (30,707,276) | 241,029 | |||||||||||||
| Media & Entertainment | ||||||||||||||||
| EchoStar Corp., Class A | USFF -0.250% | Weekly | MS | 01/07/27 | (5,684) | (431,176) | (617,851) | (194,979) | ||||||||
| fuboTV, Inc., Class A | USFF -0.268% | Weekly | MS | 01/17/30 | (80,212) | (302,185) | (202,134) | 94,242 | ||||||||
| Grindr, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (10,376) | (238,698) | (140,491) | 93,627 | ||||||||
| Ibotta, Inc., Class A | USFF -0.540% | Weekly | MS | 01/17/30 | (12,087) | (473,695) | (274,738) | 189,860 | ||||||||
| Live Nation Entertainment, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (5,756) | (880,436) | (820,230) | 43,209 | ||||||||
| Madison Square Garden Sports Corp. | USFF -0.250% | Weekly | MS | 01/17/30 | (7,417) | (1,551,024) | (1,918,407) | (401,327) | ||||||||
| Nexstar Media Group, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (1,037) | (201,941) | (210,563) | (12,490) | ||||||||
| ROBLOX Corp., Class A | USFF -0.250% | Weekly | MS | 07/18/30 | (6,258) | (558,249) | (507,086) | 40,400 | ||||||||
| Scholastic Corp. | USFF -0.250% | Weekly | MS | 07/18/30 | (4,395) | (126,471) | (130,224) | (6,867) | ||||||||
| Sirius XM Holdings, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (9,741) | (213,535) | (194,771) | 14,078 | ||||||||
| Snap, Inc., Class A | USFF -0.250% | Weekly | MS | 01/17/30 | (30,709) | (271,895) | (247,822) | 18,924 | ||||||||
| Taboola.com Ltd. (Israel) | USFF -1.140% | Weekly | MS | 07/18/30 | (2,894) | (13,208) | (13,341) | (349) | ||||||||
| TKO Group Holdings, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (3,851) | (793,471) | (804,859) | (28,410) | ||||||||
| Trade Desk, Inc. (The), Class A | USFF -0.250% | Weekly | MS | 07/18/30 | (24,349) | (1,080,273) | (924,288) | 135,121 | ||||||||
| Warner Bros Discovery, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (29,759) | (790,657) | (857,654) | (90,179) | ||||||||
| Webtoon Entertainment, Inc. | USFF -2.640% | Weekly | MS | 07/18/30 | (7,833) | (103,530) | (102,064) | (498) | ||||||||
| ZoomInfo Technologies, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (27,437) | (324,666) | (279,034) | 39,388 | ||||||||
| (269,795) | (8,355,110) | (8,245,557) | (66,250) | |||||||||||||
| Pharmaceuticals, Biotechnology & Life Sciences | ||||||||||||||||
| AbCellera Biologics, Inc. (Canada) | USFF -1.770% | Weekly | MS | 07/11/28 | (118,892) | (400,221) | (406,611) | (14,094) | ||||||||
| ADMA Biologics, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (58,212) | (966,650) | (1,061,787) | (115,206) | ||||||||
| Arcellx, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (37) | (2,389) | (2,412) | (31) | ||||||||
| Reference Entity | Receive | Payment Frequency | Counter- party | Maturity Date | Number of Contracts (Short) | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Pharmaceuticals, Biotechnology & Life Sciences — (continued) | ||||||||||||||||
| Biohaven Ltd. (British Virgin Islands) | USFF -0.250% | Weekly | MS | 01/17/30 | (6,285) | $(168,805) | $(70,958) | $94,620 | ||||||||
| BioMarin Pharmaceutical, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (2,946) | (175,451) | (175,081) | (2,985) | ||||||||
| Bio-Techne Corp. | USFF -0.250% | Weekly | MS | 01/10/28 | (3,430) | (256,963) | (201,718) | 49,326 | ||||||||
| Bruker Corp. | USFF -0.250% | Weekly | MS | 07/16/29 | (5,486) | (372,073) | (258,445) | 104,999 | ||||||||
| Corcept Therapeutics, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (13,126) | (1,124,282) | (456,785) | 645,781 | ||||||||
| CorMedix, Inc. | USFF -0.840% | Weekly | MS | 07/18/30 | (1,698) | (20,977) | (19,748) | 862 | ||||||||
| Crinetics Pharmaceuticals, Inc. | USFF -0.250% | Weekly | MS | 07/16/29 | (7,672) | (375,561) | (357,132) | 11,201 | ||||||||
| CytomX Therapeutics, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (3,096) | (13,171) | (13,189) | (234) | ||||||||
| Danaher Corp. | USFF -0.250% | Weekly | MS | 07/18/30 | (2,018) | (453,951) | (461,961) | (17,293) | ||||||||
| Disc Medicine, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (205) | (16,108) | (16,279) | (443) | ||||||||
| Dyne Therapeutics, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (6,455) | (125,745) | (126,260) | (2,909) | ||||||||
| Eli Lilly & Co. | USFF -0.250% | Weekly | MS | 07/18/30 | (471) | (507,171) | (506,174) | (8,778) | ||||||||
| EyePoint, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (24,678) | (331,293) | (450,867) | (126,177) | ||||||||
| Fortrea Holdings, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (12,274) | (124,175) | (211,726) | (91,175) | ||||||||
| Geron Corp. | USFF -0.250% | Weekly | MS | 07/18/30 | (692) | (918) | (913) | 26 | ||||||||
| ImmunityBio, Inc. | USFF -4.249% | Weekly | MS | 07/18/30 | (321) | (631) | (636) | 22 | ||||||||
| Krystal Biotech, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (228) | (55,755) | (56,211) | (1,496) | ||||||||
| LENZ Therapeutics, Inc. | USFF -0.940% | Weekly | MS | 07/18/30 | (7,962) | (222,996) | (127,392) | 91,328 | ||||||||
| Merck & Co., Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (4,438) | (468,182) | (467,144) | (6,080) | ||||||||
| Ocular Therapeutix, Inc. | USFF -0.250% | Weekly | MS | 01/12/29 | (38,527) | (379,519) | (467,718) | (95,503) | ||||||||
| Organon & Co. | USFF -0.250% | Weekly | MS | 01/17/30 | (75,686) | (789,885) | (542,669) | 230,240 | ||||||||
| Pacira BioSciences, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (14,020) | (345,246) | (362,838) | (24,233) | ||||||||
| Perrigo Co. PLC (Ireland) | USFF -0.250% | Weekly | MS | 07/18/30 | (57,756) | (789,693) | (803,964) | (38,481) | ||||||||
| Personalis, Inc. | USFF -0.690% | Weekly | MS | 07/18/30 | (7,548) | (66,897) | (60,082) | 5,559 | ||||||||
| Phibro Animal Health Corp., Class A | USFF -0.250% | Weekly | MS | 07/18/30 | (2,875) | (113,064) | (107,410) | 3,505 | ||||||||
| Prestige Consumer Healthcare, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (290) | (18,155) | (17,890) | (47) | ||||||||
| Protagonist Therapeutics, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (14,425) | (959,527) | (1,259,879) | (337,987) | ||||||||
| QIAGEN NV (Netherlands) | USFF -0.250% | Weekly | MS | 07/18/30 | (11,356) | (519,516) | (510,679) | (1,310) | ||||||||
| Recursion Pharmaceuticals, Inc., Class A | USFF -1.012% | Weekly | MS | 07/18/30 | (2,451) | (10,029) | (10,025) | (151) | ||||||||
| Repligen Corp. | USFF -0.250% | Weekly | MS | 07/18/30 | (4,262) | (719,696) | (698,371) | 7,438 | ||||||||
| Revvity, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (4,470) | (397,567) | (432,472) | (42,737) | ||||||||
| Reference Entity | Receive | Payment Frequency | Counter- party | Maturity Date | Number of Contracts (Short) | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Pharmaceuticals, Biotechnology & Life Sciences — (continued) | ||||||||||||||||
| Sarepta Therapeutics, Inc. | USFF -0.250% | Weekly | MS | 07/16/29 | (26,623) | $(1,635,155) | $(572,927) | $1,030,627 | ||||||||
| Stoke Therapeutics, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (18,406) | (536,945) | (584,206) | (57,612) | ||||||||
| Summit Therapeutics, Inc. | USFF -0.840% | Weekly | MS | 07/18/30 | (82) | (1,429) | (1,434) | 7 | ||||||||
| Tempus AI, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (7,046) | (517,175) | (416,066) | 91,141 | ||||||||
| Twist Bioscience Corp. | USFF -0.250% | Weekly | MS | 07/18/30 | (57) | (1,809) | (1,808) | 5 | ||||||||
| Ultragenyx Pharmaceutical, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (10,411) | (311,270) | (239,453) | 65,833 | ||||||||
| Vaxcyte, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (3,955) | (201,799) | (182,484) | 15,449 | ||||||||
| Vertex Pharmaceuticals, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (1,249) | (574,957) | (566,247) | (2,376) | ||||||||
| Viatris, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (107,579) | (1,161,785) | (1,339,359) | (217,018) | ||||||||
| Waters Corp. | USFF -0.250% | Weekly | MS | 07/18/30 | (817) | (287,728) | (310,321) | (28,397) | ||||||||
| West Pharmaceutical Services, Inc. | USFF -0.250% | Weekly | MS | 01/12/29 | (41) | (16,328) | (11,281) | 12,346 | ||||||||
| (690,554) | (16,538,642) | (14,949,012) | 1,227,562 | |||||||||||||
| Semiconductors & Semiconductor Equipment | ||||||||||||||||
| ACM Research, Inc., Class A | USFF -0.250% | Weekly | MS | 07/18/30 | (29,810) | (931,650) | (1,176,004) | (262,342) | ||||||||
| Aehr Test Systems | USFF -1.240% | Weekly | MS | 07/18/30 | (12,140) | (292,329) | (245,107) | 41,631 | ||||||||
| Alpha & Omega Semiconductor Ltd. (Bermuda) | USFF -0.250% | Weekly | MS | 07/16/29 | (4,224) | (142,286) | (83,677) | 55,894 | ||||||||
| Ambarella, Inc. (Cayman Islands) | USFF -0.250% | Weekly | MS | 07/18/30 | (4,935) | (351,773) | (349,595) | (4,590) | ||||||||
| Amkor Technology, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (6,416) | (286,700) | (253,304) | 27,918 | ||||||||
| Cohu, Inc. | USFF -0.250% | Weekly | MS | 01/12/29 | (4,397) | (139,446) | (102,318) | 34,592 | ||||||||
| Enphase Energy, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (24,877) | (826,715) | (797,308) | 13,449 | ||||||||
| FormFactor, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (6,220) | (198,503) | (346,952) | (158,532) | ||||||||
| Kulicke & Soffa Industries, Inc. | USFF -0.250% | Weekly | MS | 07/16/29 | (11,385) | (558,415) | (518,701) | 17,230 | ||||||||
| Lattice Semiconductor Corp. | USFF -0.250% | Weekly | MS | 07/18/30 | (5,971) | (389,314) | (439,346) | (57,527) | ||||||||
| MACOM Technology Solutions Holdings, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (2,032) | (292,855) | (348,041) | (66,916) | ||||||||
| Microchip Technology, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (26,916) | (1,791,609) | (1,715,088) | 43,524 | ||||||||
| Onto Innovation, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (1,007) | (222,309) | (158,965) | 59,081 | ||||||||
| PDF Solutions, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (4,043) | (112,118) | (115,347) | (5,359) | ||||||||
| Reference Entity | Receive | Payment Frequency | Counter- party | Maturity Date | Number of Contracts (Short) | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Software & Services — (continued) | ||||||||||||||||
| Fair Isaac Corp. | USFF -0.250% | Weekly | MS | 07/18/30 | (299) | $(555,910) | $(505,495) | $39,993 | ||||||||
| Five9, Inc. | USFF -0.250% | Weekly | MS | 01/12/29 | (35,321) | (1,386,180) | (708,186) | 651,710 | ||||||||
| Gitlab, Inc., Class A | USFF -0.250% | Weekly | MS | 07/18/30 | (19,494) | (804,652) | (731,610) | 57,511 | ||||||||
| Globant SA (Luxembourg) | USFF -0.250% | Weekly | MS | 07/16/29 | (25,377) | (2,191,993) | (1,658,894) | 488,361 | ||||||||
| Grid Dynamics Holdings, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (17,941) | (154,649) | (162,007) | (10,641) | ||||||||
| Hive Digital Technologies Ltd. (Canada) | USFF -0.250% | Weekly | MS | 07/18/30 | (433,683) | (1,359,933) | (1,118,902) | 216,293 | ||||||||
| Jamf Holding Corp. | USFF -0.250% | Weekly | MS | 07/16/29 | (5,302) | (78,994) | (68,979) | 8,763 | ||||||||
| Karooooo Ltd. (Singapore) | USFF -2.190% | Weekly | MS | 07/18/30 | (261) | (12,028) | (11,876) | (41) | ||||||||
| Klaviyo, Inc., Class A | USFF -0.250% | Weekly | MS | 07/16/29 | (2,750) | (112,790) | (89,293) | 22,664 | ||||||||
| Lightspeed Commerce, Inc. (Canada) | USFF -0.250% | Weekly | MS | 07/06/26 | (25,485) | (723,848) | (307,859) | 402,053 | ||||||||
| PAR Technology Corp. | USFF -0.250% | Weekly | MS | 07/18/30 | (4,368) | (183,367) | (158,471) | 21,387 | ||||||||
| Quantum Computing, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (40,219) | (577,361) | (412,647) | 153,581 | ||||||||
| Rapid7, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (28,939) | (503,532) | (439,873) | 53,955 | ||||||||
| SEMrush Holdings, Inc., Class A | USFF -0.250% | Weekly | MS | 07/16/29 | (30,134) | (284,703) | (358,293) | (79,061) | ||||||||
| SentinelOne, Inc., Class A | USFF -0.250% | Weekly | MS | 07/16/29 | (19,403) | (430,525) | (291,045) | 131,189 | ||||||||
| Shopify, Inc., Class A (Canada) | USFF -0.250% | Weekly | MS | 07/18/30 | (4,529) | (761,158) | (729,033) | 22,033 | ||||||||
| Snowflake, Inc., Class A | USFF -0.250% | Weekly | MS | 07/18/30 | (3,141) | (690,066) | (689,010) | (12,257) | ||||||||
| SoundHound AI, Inc., Class A | USFF -0.790% | Weekly | MS | 07/18/30 | (42,105) | (499,489) | (419,787) | 70,076 | ||||||||
| Sprout Social, Inc., Class A | USFF -0.250% | Weekly | MS | 01/12/29 | (7,674) | (248,395) | (86,486) | 157,379 | ||||||||
| SPS Commerce, Inc. | USFF -0.250% | Weekly | MS | 07/16/29 | (9,546) | (1,037,032) | (850,835) | 166,170 | ||||||||
| Synopsys, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (9,242) | (4,204,823) | (4,341,152) | (217,654) | ||||||||
| Terawulf, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (36,587) | (446,312) | (420,385) | 17,330 | ||||||||
| Varonis Systems, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (66,735) | (2,224,805) | (2,188,908) | (7,114) | ||||||||
| Vertex, Inc., Class A | USFF -0.250% | Weekly | MS | 01/17/30 | (77,163) | (2,354,771) | (1,540,945) | 769,593 | ||||||||
| Zscaler, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (9,370) | (2,193,874) | (2,107,500) | 43,961 | ||||||||
| (1,421,353) | (35,198,058) | (31,284,714) | 3,236,175 | |||||||||||||
| Technology Hardware & Equipment | ||||||||||||||||
| ADTRAN Holdings, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (8,457) | (74,199) | (73,491) | (688) | ||||||||
| Aeva Technologies, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (77,653) | (1,119,000) | (1,031,232) | 66,155 | ||||||||
| Applied Optoelectronics, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (19,153) | (443,683) | (667,674) | (232,537) | ||||||||
| Reference Entity | Receive | Payment Frequency | Counter- party | Maturity Date | Number of Contracts (Short) | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Technology Hardware & Equipment — (continued) | ||||||||||||||||
| Arlo Technologies, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (22,303) | $(311,260) | $(312,019) | $(6,743) | ||||||||
| Arrow Electronics, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (12,036) | (1,345,892) | (1,326,126) | (6,239) | ||||||||
| Avnet, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (2,066) | (99,912) | (99,333) | (2,042) | ||||||||
| Bel Fuse, Inc., Class B | USFF -0.250% | Weekly | MS | 01/17/30 | (5,072) | (691,870) | (860,363) | (182,055) | ||||||||
| Coherent Corp. | USFF -0.250% | Weekly | MS | 07/18/30 | (3,122) | (429,795) | (576,228) | (154,710) | ||||||||
| Crane NXT Co. | USFF -0.250% | Weekly | MS | 01/12/29 | (4,139) | (263,978) | (194,823) | 62,702 | ||||||||
| Fabrinet (Cayman Islands) | USFF -0.250% | Weekly | MS | 07/18/30 | (3,488) | (1,558,596) | (1,588,017) | (83,254) | ||||||||
| Harmonic, Inc. | USFF -0.250% | Weekly | MS | 07/16/29 | (688) | (10,831) | (6,804) | 4,571 | ||||||||
| Insight Enterprises, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (3,229) | (415,623) | (263,067) | 144,553 | ||||||||
| IonQ, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (9,361) | (439,298) | (420,028) | 10,808 | ||||||||
| IPG Photonics Corp. | USFF -0.250% | Weekly | MS | 07/18/30 | (4,040) | (328,438) | (289,264) | 33,093 | ||||||||
| Motorola Solutions, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (959) | (367,803) | (367,604) | (6,878) | ||||||||
| NETGEAR, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (9,694) | (257,602) | (237,794) | 14,862 | ||||||||
| Novanta, Inc. (Canada) | USFF -0.250% | Weekly | MS | 07/18/30 | (3,812) | (486,226) | (453,590) | 23,267 | ||||||||
| Plexus Corp. | USFF -0.250% | Weekly | MS | 07/18/30 | (883) | (130,156) | (129,801) | (2,409) | ||||||||
| Powerfleet, Inc. NJ | USFF -0.250% | Weekly | MS | 07/18/30 | (2,173) | (11,758) | (11,560) | 9 | ||||||||
| Pure Storage, Inc., Class A | USFF -0.250% | Weekly | MS | 07/18/30 | (22,803) | (1,574,825) | (1,528,029) | 16,362 | ||||||||
| Vishay Intertechnology, Inc. | USFF -0.250% | Weekly | MS | 01/12/29 | (96,917) | (1,722,823) | (1,404,327) | 254,302 | ||||||||
| Vontier Corp. | USFF -0.250% | Weekly | MS | 07/18/30 | (4,169) | (157,434) | (155,003) | (576) | ||||||||
| (316,217) | (12,241,002) | (11,996,177) | (47,447) | |||||||||||||
| Telecommunication Services | ||||||||||||||||
| Array Digital Infrastructure, Inc. | USFF -0.250% | Weekly | MS | 07/16/29 | (2,541) | (180,943) | (136,248) | (18,979) | ||||||||
| BCE, Inc. (Canada) | USFF -0.250% | Weekly | MS | 07/18/30 | (40,272) | (935,213) | (959,279) | (53,882) | ||||||||
| Cogent Communications Holdings, Inc. | USFF -0.250% | Weekly | MS | 07/11/28 | (41,242) | (1,500,958) | (889,178) | 560,531 | ||||||||
| Frontier Communications Parent, Inc. | USFF -0.250% | Weekly | MS | 07/16/29 | (29,636) | (1,096,655) | (1,128,243) | (53,537) | ||||||||
| Shenandoah Telecommunications Co. | USFF -0.250% | Weekly | MS | 01/05/26 | (17,317) | (333,551) | (200,185) | 83,748 | ||||||||
| (131,008) | (4,047,320) | (3,313,133) | 517,881 | |||||||||||||
| Transportation | ||||||||||||||||
| Alaska Air Group, Inc. | USFF -0.250% | Weekly | MS | 07/16/29 | (7,834) | (430,587) | (394,050) | 29,353 | ||||||||
| ArcBest Corp. | USFF -0.250% | Weekly | MS | 07/16/29 | (11,956) | (1,191,196) | (887,016) | 275,983 | ||||||||
| Reference Entity | Receive | Payment Frequency | Counter- party | Maturity Date | Number of Contracts (Short) | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Transportation — (continued) | ||||||||||||||||
| Canadian Pacific Kansas City Ltd. (Canada) | USFF -0.250% | Weekly | MS | 07/18/30 | (6,773) | $(482,998) | $(498,696) | $(26,914) | ||||||||
| Frontier Group Holdings, Inc. | USFF -0.264% | Weekly | MS | 07/16/29 | (53,322) | (300,269) | (251,147) | 43,352 | ||||||||
| GXO Logistics, Inc. | USFF -0.250% | Weekly | MS | 07/16/29 | (2,755) | (172,570) | (145,023) | 25,968 | ||||||||
| Hertz Global Holdings, Inc. | USFF -0.990% | Weekly | MS | 01/17/30 | (15,288) | (104,490) | (78,580) | 23,927 | ||||||||
| Hub Group, Inc., Class A | USFF -0.250% | Weekly | MS | 07/18/30 | (14,573) | (546,429) | (620,956) | (86,563) | ||||||||
| JetBlue Airways Corp. | USFF -0.256% | Weekly | MS | 07/16/29 | (34,262) | (178,516) | (155,892) | 19,209 | ||||||||
| Knight-Swift Transportation Holdings, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (38,906) | (1,742,460) | (2,034,006) | (332,213) | ||||||||
| RXO, Inc. | USFF -0.250% | Weekly | MS | 01/12/29 | (34,667) | (953,209) | (438,191) | 500,569 | ||||||||
| Ryder System, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (3,794) | (680,875) | (726,134) | (58,639) | ||||||||
| Saia, Inc. | USFF -0.250% | Weekly | MS | 07/16/29 | (1,010) | (493,800) | (329,785) | 154,499 | ||||||||
| Southwest Airlines Co. | USFF -0.250% | Weekly | MS | 07/18/30 | (38,083) | (1,280,804) | (1,573,970) | (324,283) | ||||||||
| United Airlines Holdings, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (3,008) | (330,972) | (336,355) | (11,748) | ||||||||
| (266,231) | (8,889,175) | (8,469,801) | 232,500 | |||||||||||||
| Utilities | ||||||||||||||||
| AES Corp. (The) | USFF -0.250% | Weekly | MS | 01/10/28 | (59,482) | (974,925) | (852,972) | 41,756 | ||||||||
| Avista Corp. | USFF -0.250% | Weekly | MS | 07/16/29 | (10,191) | (394,432) | (392,761) | (22,681) | ||||||||
| Brookfield Renewable Corp. (Canada) | USFF -0.250% | Weekly | MS | 01/17/30 | (8,802) | (297,114) | (337,469) | (51,911) | ||||||||
| California Water Service Group | USFF -0.250% | Weekly | MS | 01/10/28 | (16,734) | (795,082) | (725,084) | 39,308 | ||||||||
| Chesapeake Utilities Corp. | USFF -0.250% | Weekly | MS | 01/12/29 | (3,686) | (441,613) | (459,865) | (35,584) | ||||||||
| Clearway Energy, Inc., Class C | USFF -0.250% | Weekly | MS | 07/18/30 | (15,840) | (480,439) | (526,838) | (66,130) | ||||||||
| CMS Energy Corp. | USFF -0.250% | Weekly | MS | 01/17/30 | (3,762) | (265,799) | (263,077) | (6,610) | ||||||||
| Dominion Energy, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (26,705) | (1,629,674) | (1,564,646) | 11,625 | ||||||||
| DTE Energy Co. | USFF -0.250% | Weekly | MS | 07/18/30 | (685) | (95,425) | (88,351) | 4,468 | ||||||||
| Edison International | USFF -0.250% | Weekly | MS | 07/18/30 | (614) | (36,956) | (36,852) | (572) | ||||||||
| Emera, Inc. (Canada) | USFF -0.250% | Weekly | MS | 07/18/30 | (27) | (1,332) | (1,329) | 16 | ||||||||
| H2O America | USFF -0.250% | Weekly | MS | 01/12/29 | (10,098) | (525,232) | (494,701) | 6,847 | ||||||||
| IDACORP, Inc. | USFF -0.250% | Weekly | MS | 01/10/28 | (3,333) | (385,038) | (421,824) | (57,049) | ||||||||
| Middlesex Water Co. | USFF -0.250% | Weekly | MS | 07/18/30 | (2,319) | (120,336) | (116,924) | 849 | ||||||||
| New Jersey Resources Corp. | USFF -0.250% | Weekly | MS | 07/16/29 | (13,902) | (658,468) | (641,160) | (8,003) | ||||||||
| NextEra Energy, Inc. | USFF -0.250% | Weekly | MS | 07/16/29 | (29,919) | (2,478,510) | (2,401,897) | 5,190 | ||||||||
| NiSource, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (16,136) | (671,127) | (673,839) | (20,306) | ||||||||
| Northwest Natural Holding Co. | USFF -0.250% | Weekly | MS | 01/05/26 | (15,964) | (715,937) | (746,157) | (92,674) | ||||||||
| Northwestern Energy Group, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (7,001) | (457,955) | (451,845) | (7,395) | ||||||||
| Reference Entity | Receive | Payment Frequency | Counter- party | Maturity Date | Number of Contracts (Short) | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Utilities — (continued) | ||||||||||||||||
| Oklo, Inc. | USFF -0.540% | Weekly | MS | 07/18/30 | (5,890) | $(477,892) | $(422,666) | $46,018 | ||||||||
| Pinnacle West Capital Corp. | USFF -0.250% | Weekly | MS | 01/17/30 | (1,294) | (121,265) | (114,778) | 856 | ||||||||
| Portland General Electric Co. | USFF -0.250% | Weekly | MS | 07/16/29 | (3,140) | (151,778) | (150,689) | (12,259) | ||||||||
| PPL Corp. | USFF -0.250% | Weekly | MS | 07/18/30 | (22,464) | (828,555) | (786,689) | 17,635 | ||||||||
| Sempra | USFF -0.250% | Weekly | MS | 07/16/29 | (5,796) | (493,677) | (511,729) | (44,546) | ||||||||
| Southern Co. (The) | USFF -0.250% | Weekly | MS | 07/18/30 | (2,618) | (239,914) | (228,290) | 4,173 | ||||||||
| Southwest Gas Holdings, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (13,864) | (1,036,765) | (1,109,397) | (108,805) | ||||||||
| Spire, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (10,752) | (834,008) | (889,190) | (91,018) | ||||||||
| TransAlta Corp. (Canada) | USFF -0.250% | Weekly | MS | 07/16/29 | (61,838) | (762,102) | (781,632) | (40,455) | ||||||||
| TXNM Energy, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (10,762) | (610,413) | (633,667) | (44,511) | ||||||||
| Xcel Energy, Inc. | USFF -0.250% | Weekly | MS | 01/17/30 | (7,636) | (564,595) | (563,995) | (21,021) | ||||||||
| (391,254) | (17,546,358) | (17,390,313) | (552,789) | |||||||||||||
| Total Reference Entity — Short | (328,008,022) | (307,558,442) | 12,366,568 | |||||||||||||
| Net Value of Reference Entity | $33,887,495 | $102,146,621 | $67,209,480 | |||||||||||||
| * | Includes $(1,049,646) related to open trades, dividends receivables/payables and swap receivables/payables activities. |
| MS | Morgan Stanley |
| USFF | U.S. Fed Funds |
| (a) | Security position is either entirely or partially designated as collateral for total return swaps. |
| (b) | Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. This security was purchased in accordance with the guidelines approved by the Fund’s Board of Trustees and may be resold, in transactions exempt from registration, to qualified institutional buyers. At December 31, 2025, this security amounted to $10,490 or 0.01% of net assets. This security has been determined by the Fund's adviser to be a liquid security. |
| (c) | Rate disclosed is the 7-day yield at December 31, 2025. |
| * | Non-income producing. |
| PLC | Public Limited Company |
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Capital Goods — (continued) | ||||||||||||||||
| Dycom Industries, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 431 | $149,563 | $145,635 | $1,979 | ||||||||
| EMCOR Group, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 34 | 20,587 | 20,801 | 1,046 | ||||||||
| Emerson Electric Co. | USFF +0.250% | Weekly | MS | 07/18/30 | 26 | 3,495 | 3,451 | 101 | ||||||||
| Enerpac Tool Group Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 373 | 14,921 | 14,264 | (71) | ||||||||
| Enpro, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 15 | 3,097 | 3,212 | 234 | ||||||||
| ESCO Technologies, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 473 | 95,159 | 92,419 | 1,028 | ||||||||
| Fastenal Co. | USFF +0.250% | Weekly | MS | 07/18/30 | 2,433 | 103,195 | 97,636 | (896) | ||||||||
| Federal Signal Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 41 | 4,771 | 4,452 | (125) | ||||||||
| Flowserve Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 55 | 3,874 | 3,816 | 99 | ||||||||
| Fluor Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 814 | 33,145 | 32,259 | 421 | ||||||||
| General Dynamics Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 169 | 57,078 | 56,896 | 2,222 | ||||||||
| General Electric Co. | USFF +0.250% | Weekly | MS | 07/18/30 | 25 | 7,768 | 7,701 | 239 | ||||||||
| Hayward Holdings, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 3,375 | 53,671 | 52,144 | 591 | ||||||||
| HEICO Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 284 | 94,282 | 91,900 | 1,341 | ||||||||
| Helios Technologies, Inc. | USFF +0.250% | Weekly | MS | 07/06/26 | 12 | 642 | 642 | 22 | ||||||||
| Hexcel Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 425 | 31,210 | 31,408 | 1,019 | ||||||||
| Howmet Aerospace, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 345 | 66,624 | 70,732 | 6,738 | ||||||||
| Hubbell, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 87 | 36,961 | 38,638 | 3,202 | ||||||||
| Huntington Ingalls Industries, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 59 | 18,643 | 20,064 | 2,224 | ||||||||
| IDEX Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 138 | 22,396 | 24,556 | 3,042 | ||||||||
| IES Holdings, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 41 | 16,280 | 15,950 | 310 | ||||||||
| ITT, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 885 | 160,569 | 153,556 | (489) | ||||||||
| Johnson Controls International PLC (Ireland) | USFF +0.250% | Weekly | MS | 07/18/30 | 40 | 4,641 | 4,790 | 346 | ||||||||
| Lindsay Corp. | USFF -0.250% | Weekly | MS | 07/16/29 | 189 | 23,463 | 22,277 | (92) | ||||||||
| Mercury Systems, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 1,181 | 69,256 | 86,225 | 19,703 | ||||||||
| Microvast Holdings, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 5,926 | 16,332 | 16,593 | 904 | ||||||||
| Mueller Industries, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 76 | 7,858 | 8,725 | 1,200 | ||||||||
| Mueller Water Products, Inc., Class A | USFF +0.250% | Weekly | MS | 01/12/29 | 138 | 2,998 | 3,287 | 470 | ||||||||
| MYR Group, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 396 | 76,126 | 86,526 | 13,405 | ||||||||
| Nordson Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 337 | 80,779 | 81,025 | 3,526 | ||||||||
| Northrop Grumman Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 84 | 48,973 | 47,898 | 1,279 | ||||||||
| nVent Electric PLC (Ireland) | USFF +0.250% | Weekly | MS | 07/18/30 | 1,375 | 144,666 | 140,209 | 1,256 | ||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Capital Goods — (continued) | ||||||||||||||||
| Otis Worldwide Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 747 | $65,657 | $65,250 | $2,418 | ||||||||
| Pentair PLC (Ireland) | USFF +0.250% | Weekly | MS | 07/18/30 | 130 | 13,136 | 13,538 | 952 | ||||||||
| Primoris Services Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 52 | 6,243 | 6,455 | 459 | ||||||||
| Regal Rexnord Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 317 | 43,357 | 44,481 | 2,946 | ||||||||
| REV Group, Inc. | USFF +0.250% | Weekly | MS | 09/13/29 | 3,629 | 149,718 | 220,679 | 77,595 | ||||||||
| Rockwell Automation, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 387 | 139,088 | 150,570 | 17,464 | ||||||||
| RTX Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 496 | 77,821 | 90,966 | 16,671 | ||||||||
| Rush Enterprises, Inc., Class A | USFF +0.250% | Weekly | MS | 07/18/30 | 358 | 17,352 | 19,311 | 2,668 | ||||||||
| Sensata Technologies Holding PLC (United Kingdom) | USFF +0.250% | Weekly | MS | 01/17/30 | 2,631 | 49,353 | 87,586 | 41,148 | ||||||||
| Simpson Manufacturing Co., Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 10 | 1,627 | 1,615 | 49 | ||||||||
| SiteOne Landscape Supply, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 671 | 84,020 | 83,580 | 2,876 | ||||||||
| Snap-on, Inc. | USFF +0.250% | Weekly | MS | 01/10/28 | 75 | 23,092 | 25,845 | 6,154 | ||||||||
| SPX Technologies, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 25 | 5,055 | 5,002 | 144 | ||||||||
| Stantec, Inc. (Canada) | USFF +0.250% | Weekly | MS | 07/18/30 | 250 | 24,680 | 23,590 | (74) | ||||||||
| Sterling Infrastructure, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 216 | 68,474 | 66,146 | 374 | ||||||||
| Textron, Inc. | USFF -0.250% | Weekly | MS | 07/16/29 | 629 | 50,233 | 54,830 | 6,592 | ||||||||
| Toro Co. (The) | USFF +0.250% | Weekly | MS | 07/18/30 | 374 | 28,689 | 29,441 | 2,043 | ||||||||
| Trex Co., Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 490 | 15,578 | 17,189 | 2,224 | ||||||||
| Tutor Perini Corp. | USFF +0.250% | Weekly | MS | 03/12/29 | 3,708 | 161,585 | 248,510 | 93,530 | ||||||||
| V2X, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 181 | 8,231 | 9,874 | 1,965 | ||||||||
| Vertiv Holdings Co., Class A | USFF +0.250% | Weekly | MS | 07/18/30 | 1,195 | 193,767 | 193,602 | 7,488 | ||||||||
| VSE Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 359 | 58,239 | 62,024 | 6,118 | ||||||||
| Watsco, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 148 | 51,039 | 49,869 | 844 | ||||||||
| Woodward, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 352 | 104,041 | 106,417 | 6,483 | ||||||||
| Xylem, Inc. | USFF +0.250% | Weekly | MS | 01/10/28 | 1,433 | 204,946 | 195,146 | (1,321) | ||||||||
| Zurn Elkay Water Solutions Corp. | USFF +0.250% | Weekly | MS | 01/17/30 | 1,482 | 57,119 | 68,898 | 14,269 | ||||||||
| 49,910 | 4,241,965 | 4,478,076 | 413,256 | |||||||||||||
| Commercial & Professional Services | ||||||||||||||||
| Amentum Holdings, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 7,033 | 183,253 | 203,957 | 27,942 | ||||||||
| Automatic Data Processing, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 48 | 12,398 | 12,347 | 436 | ||||||||
| BOYD GROUP, Inc. (Canada) | USFF +0.250% | Weekly | MS | 07/18/30 | 1 | 160 | 159 | 3 | ||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Commercial & Professional Services — (continued) | ||||||||||||||||
| Brink's Co. (The) | USFF +0.250% | Weekly | MS | 07/18/30 | 443 | $49,830 | $51,711 | $3,852 | ||||||||
| Broadridge Financial Solutions, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 70 | 15,670 | 15,622 | 568 | ||||||||
| CACI International, Inc., Class A | USFF +0.250% | Weekly | MS | 07/18/30 | 188 | 103,679 | 100,168 | 583 | ||||||||
| Cimpress PLC (Ireland) | USFF +0.250% | Weekly | MS | 07/18/30 | 5 | 333 | 333 | 11 | ||||||||
| Cintas Corp. | USFF -0.250% | Weekly | MS | 01/07/27 | 286 | 54,212 | 53,788 | 1,717 | ||||||||
| Copart, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 7,783 | 308,892 | 304,704 | 8,014 | ||||||||
| CRA International, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 100 | 17,662 | 20,070 | 3,151 | ||||||||
| CSG Systems International, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 712 | 45,083 | 54,603 | 11,834 | ||||||||
| Exponent, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 69 | 4,850 | 4,793 | 132 | ||||||||
| GFL Environmental, Inc. (Canada) | USFF +0.250% | Weekly | MS | 07/18/30 | 12 | 549 | 515 | 15 | ||||||||
| Healthcare Services Group, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 1,779 | 25,461 | 34,014 | 9,557 | ||||||||
| Huron Consulting Group, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 16 | 2,092 | 2,767 | 755 | ||||||||
| Jacobs Solutions, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 21 | 2,805 | 2,782 | 85 | ||||||||
| KBR, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 1,484 | 63,931 | 59,657 | (1,557) | ||||||||
| Korn Ferry | USFF +0.250% | Weekly | MS | 01/17/30 | 148 | 9,250 | 9,771 | 1,014 | ||||||||
| Leidos Holdings, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 130 | 24,169 | 23,452 | 267 | ||||||||
| Montrose Environmental Group, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 457 | 11,649 | 11,347 | 156 | ||||||||
| Paychex, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 1,145 | 129,690 | 128,446 | 3,878 | ||||||||
| Pitney Bowes, Inc. | USFF +0.250% | Weekly | MS | 09/13/29 | 4,327 | 34,559 | 45,736 | 13,673 | ||||||||
| Planet Labs PBC | USFF +0.250% | Weekly | MS | 07/18/30 | 1,731 | 32,266 | 34,135 | 3,141 | ||||||||
| Republic Services, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 2 | 428 | 424 | 10 | ||||||||
| Rollins, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 199 | 11,172 | 11,944 | 1,292 | ||||||||
| Tetra Tech, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 1,739 | 60,170 | 58,326 | 639 | ||||||||
| Thomson Reuters Corp. (Canada) | USFF +0.250% | Weekly | MS | 07/18/30 | 548 | 73,334 | 72,276 | 1,951 | ||||||||
| TriNet Group, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 255 | 15,251 | 15,078 | 429 | ||||||||
| UniFirst Corp. | USFF +0.250% | Weekly | MS | 09/13/29 | 153 | 25,630 | 29,514 | 5,498 | ||||||||
| Upwork, Inc. | USFF +0.250% | Weekly | MS | 09/13/29 | 8,640 | 111,804 | 171,245 | 63,856 | ||||||||
| Veralto Corp. | USFF +0.250% | Weekly | MS | 07/11/28 | 763 | 73,383 | 76,132 | 6,051 | ||||||||
| Verisk Analytics, Inc. | USFF +0.250% | Weekly | MS | 01/10/28 | 270 | 59,738 | 60,396 | 3,140 | ||||||||
| Waste Connections, Inc. (Canada) | USFF +0.250% | Weekly | MS | 07/18/30 | 74 | 12,553 | 12,977 | 945 | ||||||||
| Willdan Group, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 985 | 95,031 | 102,105 | 10,826 | ||||||||
| 41,616 | 1,670,937 | 1,785,294 | 183,864 | |||||||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Consumer Discretionary Distribution & Retail | ||||||||||||||||
| Advance Auto Parts, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 5,456 | $227,364 | $214,421 | $(3,021) | ||||||||
| Amazon.com, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 2,344 | 530,629 | 541,042 | 31,376 | ||||||||
| Arhaus, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 1,965 | 19,934 | 22,028 | 2,879 | ||||||||
| AutoNation, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 134 | 25,919 | 27,668 | 2,771 | ||||||||
| AutoZone, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 28 | 100,433 | 94,962 | (1,506) | ||||||||
| Bath & Body Works, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 3,295 | 65,317 | 66,164 | 3,757 | ||||||||
| Best Buy Co., Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 33 | 2,151 | 2,209 | 218 | ||||||||
| Buckle, Inc. (The) | USFF +0.250% | Weekly | MS | 01/17/30 | 1,062 | 56,604 | 56,732 | 2,537 | ||||||||
| Build-A-Bear Workshop, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 327 | 16,058 | 20,035 | 4,683 | ||||||||
| CarMax, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 596 | 23,316 | 23,029 | 632 | ||||||||
| Chewy, Inc., Class A | USFF +0.250% | Weekly | MS | 07/18/30 | 3,330 | 111,401 | 110,057 | 3,055 | ||||||||
| Dillard's, Inc., Class A | USFF +0.250% | Weekly | MS | 07/18/30 | 13 | 8,022 | 7,882 | 176 | ||||||||
| GigaCloud Technology, Inc., Class A (Cayman Islands) | USFF +0.250% | Weekly | MS | 07/18/30 | 244 | 6,379 | 9,584 | 3,455 | ||||||||
| Gold.com, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 326 | 9,014 | 11,100 | 2,466 | ||||||||
| Groupon, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 1,408 | 28,820 | 24,795 | (2,889) | ||||||||
| Home Depot, Inc. (The) | USFF +0.250% | Weekly | MS | 07/18/30 | 51 | 17,480 | 17,549 | 878 | ||||||||
| Kohl's Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 6,297 | 115,916 | 128,522 | 18,174 | ||||||||
| Lowe's Cos., Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 55 | 13,681 | 13,264 | 138 | ||||||||
| National Vision Holdings, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 313 | 7,679 | 8,082 | 704 | ||||||||
| O'Reilly Automotive, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 361 | 34,107 | 32,927 | 165 | ||||||||
| Penske Automotive Group, Inc. | USFF +0.250% | Weekly | MS | 01/10/28 | 76 | 11,995 | 12,030 | 599 | ||||||||
| Petco Health & Wellness Co., Inc. | USFF +0.250% | Weekly | MS | 09/13/29 | 21,644 | 72,381 | 60,820 | (8,704) | ||||||||
| Pool Corp. | USFF -0.250% | Weekly | MS | 09/17/29 | 58 | 13,952 | 13,268 | (121) | ||||||||
| RealReal, Inc. (The) | USFF +0.250% | Weekly | MS | 07/18/30 | 2,167 | 31,785 | 34,195 | 3,663 | ||||||||
| Ross Stores, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 437 | 77,976 | 78,721 | 3,946 | ||||||||
| Sally Beauty Holdings, Inc. | USFF +0.250% | Weekly | MS | 09/13/29 | 4,828 | 50,918 | 68,847 | 19,939 | ||||||||
| Signet Jewelers Ltd. (Bermuda) | USFF +0.250% | Weekly | MS | 07/18/30 | 875 | 75,168 | 72,520 | 320 | ||||||||
| Sonic Automotive, Inc., Class A | USFF +0.250% | Weekly | MS | 07/18/30 | 283 | 20,522 | 17,506 | (2,095) | ||||||||
| Stitch Fix, Inc., Class A | USFF +0.250% | Weekly | MS | 07/18/30 | 1,883 | 10,045 | 9,886 | 235 | ||||||||
| ThredUp, Inc., Class A | USFF +0.250% | Weekly | MS | 01/17/30 | 4,076 | 30,643 | 26,046 | (3,389) | ||||||||
| TJX Cos., Inc. (The) | USFF +0.250% | Weekly | MS | 01/17/30 | 580 | 79,767 | 89,094 | 12,733 | ||||||||
| Tractor Supply Co. | USFF +0.250% | Weekly | MS | 07/18/30 | 2,609 | 138,012 | 130,476 | (1,972) | ||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Consumer Discretionary Distribution & Retail — (continued) | ||||||||||||||||
| Ulta Beauty, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 45 | $26,907 | $27,225 | $1,379 | ||||||||
| Urban Outfitters, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 377 | 25,867 | 28,373 | 3,526 | ||||||||
| Winmark Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 70 | 29,042 | 28,346 | 756 | ||||||||
| 67,646 | 2,115,204 | 2,129,405 | 101,463 | |||||||||||||
| Consumer Durables & Apparel | ||||||||||||||||
| BRP, Inc. (Canada) | USFF +0.250% | Weekly | MS | 07/18/30 | 285 | 18,428 | 20,167 | 2,531 | ||||||||
| Brunswick Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 792 | 48,548 | 58,798 | 12,595 | ||||||||
| Capri Holdings Ltd. (British Virgin Islands) | USFF +0.250% | Weekly | MS | 07/18/30 | 1,859 | 36,533 | 45,360 | 10,267 | ||||||||
| Cricut, Inc., Class A | USFF +0.250% | Weekly | MS | 07/18/30 | 27 | 134 | 134 | 2 | ||||||||
| Deckers Outdoor Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 961 | 92,757 | 99,627 | 10,532 | ||||||||
| DR Horton, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 80 | 11,646 | 11,522 | 334 | ||||||||
| Garmin Ltd. (Switzerland) | USFF +0.250% | Weekly | MS | 07/18/30 | 59 | 11,593 | 11,968 | 883 | ||||||||
| Gildan Activewear, Inc. (Canada) | USFF +0.250% | Weekly | MS | 07/18/30 | 23 | 1,316 | 1,437 | 170 | ||||||||
| Hasbro, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 129 | 10,107 | 10,578 | 930 | ||||||||
| Installed Building Products, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 11 | 2,912 | 2,853 | 54 | ||||||||
| La-Z-Boy, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 62 | 2,346 | 2,311 | 55 | ||||||||
| Leggett & Platt, Inc. | USFF +0.250% | Weekly | MS | 09/13/29 | 3,874 | 33,067 | 42,614 | 11,436 | ||||||||
| Levi Strauss & Co., Class A | USFF +0.250% | Weekly | MS | 07/18/30 | 334 | 6,754 | 6,927 | 440 | ||||||||
| Lululemon Athletica, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 308 | 64,615 | 64,005 | 1,941 | ||||||||
| NVR, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 3 | 20,836 | 21,878 | 1,863 | ||||||||
| Peloton Interactive, Inc., Class A | USFF +0.250% | Weekly | MS | 03/12/29 | 30,325 | 187,827 | 186,802 | 6,394 | ||||||||
| Polaris, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 198 | 9,860 | 12,524 | 3,324 | ||||||||
| Somnigroup International, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 225 | 19,735 | 20,088 | 1,152 | ||||||||
| Sonos, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 2,051 | 22,544 | 36,016 | 14,360 | ||||||||
| Steven Madden Ltd. | USFF +0.250% | Weekly | MS | 07/18/30 | 27 | 1,128 | 1,124 | (159) | ||||||||
| Topgolf Callaway Brands Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 2,890 | 31,826 | 33,726 | 3,155 | ||||||||
| 44,523 | 634,512 | 690,459 | 82,259 | |||||||||||||
| Consumer Services | ||||||||||||||||
| American Public Education, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 94 | 3,552 | 3,553 | 138 | ||||||||
| BJ's Restaurants, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 667 | 20,660 | 26,280 | 6,433 | ||||||||
| Bright Horizons Family Solutions, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 1,950 | 196,941 | 197,730 | 8,567 | ||||||||
| Choice Hotels International, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 1,715 | 157,597 | 163,371 | 11,998 | ||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Energy — (continued) | ||||||||||||||||
| California Resources Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 1,095 | $51,511 | $48,957 | $(235) | ||||||||
| Cenovus Energy, Inc. (Canada) | USFF +0.250% | Weekly | MS | 07/18/30 | 5,470 | 93,953 | 92,552 | 2,911 | ||||||||
| Centrus Energy Corp., Class A | USFF +0.250% | Weekly | MS | 07/18/30 | 77 | 17,630 | 18,693 | 1,756 | ||||||||
| Cheniere Energy, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 77 | 14,592 | 14,968 | 950 | ||||||||
| Civitas Resources, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 5,835 | 163,400 | 158,070 | 3,134 | ||||||||
| CNX Resources Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 2,728 | 98,706 | 100,309 | 5,500 | ||||||||
| Core Laboratories, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 44 | 703 | 705 | 27 | ||||||||
| CVR Energy, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 840 | 28,112 | 21,370 | (5,634) | ||||||||
| Devon Energy Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 6,513 | 231,781 | 238,571 | 17,452 | ||||||||
| DHT Holdings, Inc. (Marshall Islands) | USFF +0.250% | Weekly | MS | 01/17/30 | 4,451 | 51,540 | 54,347 | 5,852 | ||||||||
| Enbridge, Inc. (Canada) | USFF +0.250% | Weekly | MS | 07/18/30 | 2,025 | 96,479 | 96,856 | 4,802 | ||||||||
| EQT Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 524 | 28,466 | 28,086 | 742 | ||||||||
| Expro Group Holdings NV (Netherlands) | USFF +0.250% | Weekly | MS | 07/18/30 | 1,024 | 13,795 | 13,670 | 418 | ||||||||
| Green Plains, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 950 | 9,467 | 9,310 | 215 | ||||||||
| Gulfport Energy Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 290 | 52,790 | 60,317 | 9,610 | ||||||||
| Halliburton Co. | USFF +0.250% | Weekly | MS | 01/17/30 | 2,426 | 51,817 | 68,559 | 19,633 | ||||||||
| Helix Energy Solutions Group, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 137 | 863 | 859 | 27 | ||||||||
| HF Sinclair Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 817 | 41,186 | 37,647 | (1,786) | ||||||||
| Imperial Oil Ltd. (Canada) | USFF +0.250% | Weekly | MS | 07/18/30 | 218 | 18,796 | 18,816 | 753 | ||||||||
| Innovex International, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 329 | 7,208 | 7,195 | 270 | ||||||||
| Kinder Morgan, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 700 | 19,028 | 19,243 | 965 | ||||||||
| Kodiak Gas Services, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 1,502 | 50,327 | 56,175 | 8,198 | ||||||||
| Murphy Oil Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 936 | 29,339 | 29,250 | 1,067 | ||||||||
| Noble Corp. PLC (United Kingdom) | USFF +0.250% | Weekly | MS | 07/18/30 | 821 | 24,483 | 23,185 | 13 | ||||||||
| Occidental Petroleum Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 3,212 | 133,544 | 132,077 | 4,603 | ||||||||
| Oceaneering International, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 404 | 9,429 | 9,708 | 649 | ||||||||
| Okeanis Eco Tankers Corp. (Marshall Islands) | USFF +0.250% | Weekly | MS | 07/18/30 | 96 | 3,430 | 3,249 | (26) | ||||||||
| Ovintiv, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 231 | 8,320 | 9,053 | 1,133 | ||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Energy — (continued) | ||||||||||||||||
| Patterson-UTI Energy, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 1,826 | $10,056 | $11,157 | $1,622 | ||||||||
| Pembina Pipeline Corp. (Canada) | USFF +0.250% | Weekly | MS | 07/18/30 | 162 | 6,013 | 6,166 | 406 | ||||||||
| Precision Drilling Corp. (Canada) | USFF +0.250% | Weekly | MS | 07/18/30 | 103 | 6,210 | 7,404 | 1,437 | ||||||||
| Range Resources Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 1,704 | 60,153 | 60,083 | 2,373 | ||||||||
| Suncor Energy, Inc. (Canada) | USFF +0.250% | Weekly | MS | 07/18/30 | 665 | 28,617 | 29,499 | 2,089 | ||||||||
| Talos Energy, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 2,610 | 21,038 | 28,762 | 8,553 | ||||||||
| TechnipFMC PLC (United Kingdom) | USFF +0.250% | Weekly | MS | 07/18/30 | 433 | 16,629 | 19,294 | 3,336 | ||||||||
| Texas Pacific Land Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 133 | 37,550 | 38,200 | 2,140 | ||||||||
| Tidewater, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 1,431 | 64,880 | 72,280 | 9,961 | ||||||||
| Transocean Ltd. (Switzerland) | USFF +0.250% | Weekly | MS | 01/17/30 | 24,588 | 69,867 | 101,548 | 34,439 | ||||||||
| Valaris Ltd. (Bermuda) | USFF +0.250% | Weekly | MS | 01/17/30 | 1,194 | 48,960 | 60,178 | 13,150 | ||||||||
| Valero Energy Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 943 | 154,593 | 153,511 | 6,113 | ||||||||
| World Kinect Corp. | USFF +0.250% | Weekly | MS | 01/17/30 | 2,556 | 63,550 | 59,887 | 68 | ||||||||
| 94,755 | 2,147,595 | 2,235,404 | 185,361 | |||||||||||||
| Financial Services | ||||||||||||||||
| Berkshire Hathaway, Inc., Class B | USFF +0.250% | Weekly | MS | 08/31/26 | 181 | 51,335 | 90,980 | 41,670 | ||||||||
| Blackrock, Inc. | USFF +0.250% | Weekly | MS | 01/10/28 | 33 | 23,433 | 35,321 | 13,667 | ||||||||
| Block, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 1,372 | 81,220 | 89,303 | 11,290 | ||||||||
| Cboe Global Markets, Inc. | USFF +0.250% | Weekly | MS | 01/10/28 | 234 | 54,794 | 58,734 | 6,365 | ||||||||
| CME Group, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 30 | 8,220 | 8,192 | 295 | ||||||||
| Coinbase Global, Inc., Class A | USFF +0.250% | Weekly | MS | 07/18/30 | 2,127 | 525,013 | 481,000 | (23,272) | ||||||||
| Corpay, Inc. | USFF +0.250% | Weekly | MS | 09/13/29 | 495 | 167,657 | 148,960 | (12,075) | ||||||||
| FactSet Research Systems, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 17 | 5,167 | 4,933 | (22) | ||||||||
| Fiserv, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 573 | 77,852 | 38,488 | (36,290) | ||||||||
| Flywire Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 1,626 | 22,128 | 23,024 | 1,768 | ||||||||
| Franklin Resources, Inc. | USFF +0.250% | Weekly | MS | 07/08/27 | 821 | 18,102 | 19,614 | 5,594 | ||||||||
| Intercontinental Exchange, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 593 | 90,906 | 96,042 | 9,579 | ||||||||
| Jack Henry & Associates, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 34 | 4,994 | 6,204 | 1,425 | ||||||||
| Mastercard, Inc., Class A | USFF +0.250% | Weekly | MS | 07/18/30 | 21 | 11,315 | 11,988 | 994 | ||||||||
| Morningstar, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 1 | 214 | 217 | 9 | ||||||||
| Paymentus Holdings, Inc., Class A | USFF +0.250% | Weekly | MS | 01/17/30 | 2,873 | 91,953 | 90,758 | 2,436 | ||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Financial Services — (continued) | ||||||||||||||||
| PayPal Holdings, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 2,503 | $152,407 | $146,125 | $(195) | ||||||||
| Remitly Global, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 254 | 3,821 | 3,505 | (168) | ||||||||
| T Rowe Price Group, Inc. | USFF +0.250% | Weekly | MS | 07/08/27 | 233 | 23,381 | 23,855 | 5,507 | ||||||||
| Toast, Inc., Class A | USFF +0.250% | Weekly | MS | 07/18/30 | 1,555 | 52,892 | 55,218 | 4,413 | ||||||||
| 15,576 | 1,466,804 | 1,432,461 | 32,990 | |||||||||||||
| Food, Beverage & Tobacco | ||||||||||||||||
| Altria Group, Inc. | USFF +0.250% | Weekly | MS | 09/13/29 | 309 | 16,270 | 17,817 | 3,186 | ||||||||
| Archer-Daniels-Midland Co. | USFF +0.250% | Weekly | MS | 07/18/30 | 1,584 | 90,355 | 91,064 | 4,945 | ||||||||
| Boston Beer Co., Inc. (The), Class A | USFF +0.250% | Weekly | MS | 09/13/29 | 194 | 44,856 | 37,855 | (5,231) | ||||||||
| Brown-Forman Corp., Class B | USFF +0.250% | Weekly | MS | 07/18/30 | 313 | 8,207 | 8,157 | 221 | ||||||||
| Cal-Maine Foods, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 510 | 41,144 | 40,581 | 1,060 | ||||||||
| Campbell's Company (The) | USFF +0.250% | Weekly | MS | 07/18/30 | 6 | 168 | 167 | 1,025 | ||||||||
| Coca-Cola Co. (The) | USFF +0.250% | Weekly | MS | 07/18/30 | 2,966 | 206,120 | 207,353 | 9,847 | ||||||||
| Coca-Cola Consolidated, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 44 | 6,786 | 6,745 | 224 | ||||||||
| Constellation Brands, Inc., Class A | USFF +0.250% | Weekly | MS | 01/17/30 | 391 | 66,215 | 53,942 | (8,898) | ||||||||
| Dole PLC (Ireland) | USFF +0.250% | Weekly | MS | 07/18/30 | 1,175 | 16,857 | 17,613 | 1,499 | ||||||||
| Fresh Del Monte Produce, Inc. (Cayman Islands) | USFF +0.250% | Weekly | MS | 01/17/30 | 840 | 29,116 | 29,929 | 2,228 | ||||||||
| Freshpet, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 678 | 39,402 | 41,311 | 3,462 | ||||||||
| J & J Snack Foods Corp. | USFF -0.250% | Weekly | MS | 09/17/29 | 380 | 34,738 | 34,341 | 1,170 | ||||||||
| John B Sanfilippo & Son, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 7 | 501 | 494 | 10 | ||||||||
| Keurig Dr Pepper, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 999 | 26,285 | 27,982 | 2,852 | ||||||||
| Kraft Heinz Co. (The) | USFF +0.250% | Weekly | MS | 07/18/30 | 108 | 2,620 | 2,619 | 111 | ||||||||
| Lamb Weston Holdings, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 1,624 | 86,790 | 68,029 | (14,918) | ||||||||
| Mission Produce, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 49 | 570 | 568 | 18 | ||||||||
| Molson Coors Beverage Co., Class B | USFF +0.250% | Weekly | MS | 08/31/26 | 822 | 44,569 | 38,371 | (2,723) | ||||||||
| Monster Beverage Corp. | USFF +0.250% | Weekly | MS | 01/17/30 | 1,226 | 77,660 | 93,997 | 19,404 | ||||||||
| National Beverage Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 331 | 11,644 | 10,556 | (631) | ||||||||
| PepsiCo, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 184 | 26,462 | 26,408 | 989 | ||||||||
| Philip Morris International, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 100 | 15,856 | 16,040 | 999 | ||||||||
| Seneca Foods Corp., Class A | USFF +0.250% | Weekly | MS | 07/18/30 | 19 | 2,110 | 2,102 | 73 | ||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Food, Beverage & Tobacco — (continued) | ||||||||||||||||
| Simply Good Foods Co. (The) | USFF +0.250% | Weekly | MS | 07/18/30 | 507 | $12,421 | $10,181 | $(1,752) | ||||||||
| Tyson Foods, Inc., Class A | USFF +0.250% | Weekly | MS | 07/18/30 | 399 | 21,287 | 23,389 | 3,174 | ||||||||
| 15,765 | 929,009 | 907,611 | 22,344 | |||||||||||||
| Health Care Equipment & Services | ||||||||||||||||
| Align Technology, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 156 | 19,981 | 24,359 | 5,165 | ||||||||
| Alphatec Holdings, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 3,302 | 60,089 | 69,474 | 11,757 | ||||||||
| Artivion, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 574 | 25,963 | 26,180 | 1,240 | ||||||||
| Butterfly Network, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 9,140 | 30,424 | 34,732 | 5,507 | ||||||||
| Cardinal Health, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 241 | 49,149 | 49,526 | 2,316 | ||||||||
| Cencora, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 399 | 143,749 | 134,762 | (3,310) | ||||||||
| Certara, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 2,185 | 19,900 | 19,250 | 133 | ||||||||
| Chemed Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 45 | 19,108 | 19,254 | 898 | ||||||||
| CONMED Corp. | USFF +0.250% | Weekly | MS | 01/17/30 | 1,462 | 68,205 | 59,357 | (6,052) | ||||||||
| CorVel Corp. | USFF +0.250% | Weekly | MS | 01/17/30 | 630 | 53,197 | 42,632 | (8,466) | ||||||||
| CVS Health Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 300 | 23,188 | 23,808 | 1,720 | ||||||||
| Edwards Lifesciences Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 251 | 21,368 | 21,398 | 871 | ||||||||
| Elevance Health, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 163 | 52,075 | 57,140 | 7,403 | ||||||||
| Embecta Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 1,011 | 14,086 | 12,011 | (1,332) | ||||||||
| Envista Holdings Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 1,137 | 22,091 | 24,684 | 3,464 | ||||||||
| GoodRx Holdings, Inc., Class A | USFF +0.250% | Weekly | MS | 07/18/30 | 14 | 38 | 38 | (1) | ||||||||
| Guardant Health, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 89 | 8,253 | 9,090 | 1,161 | ||||||||
| Guardian Pharmacy Services, Inc., Class A | USFF +0.250% | Weekly | MS | 07/18/30 | 255 | 7,474 | 7,673 | 491 | ||||||||
| HCA Healthcare, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 117 | 55,287 | 54,623 | 1,527 | ||||||||
| HealthEquity, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 163 | 15,146 | 14,932 | 382 | ||||||||
| HealthStream, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 51 | 1,218 | 1,177 | 4 | ||||||||
| ICU Medical, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 6 | 860 | 856 | 27 | ||||||||
| IDEXX Laboratories, Inc. | USFF +0.250% | Weekly | MS | 07/11/28 | 106 | 70,697 | 71,712 | 3,806 | ||||||||
| Insulet Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 276 | 85,765 | 78,450 | (3,929) | ||||||||
| Labcorp Holdings, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 48 | 12,016 | 12,042 | 525 | ||||||||
| LeMaitre Vascular, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 297 | 25,788 | 24,087 | (643) | ||||||||
| LifeStance Health Group, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 3,201 | 17,530 | 22,535 | 5,695 | ||||||||
| Masimo Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 1,331 | 191,047 | 173,110 | (10,391) | ||||||||
| McKesson Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 34 | 28,942 | 27,890 | 108 | ||||||||
| Medtronic PLC (Ireland) | USFF +0.250% | Weekly | MS | 07/18/30 | 191 | 18,513 | 18,347 | 614 | ||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Health Care Equipment & Services — (continued) | ||||||||||||||||
| Merit Medical Systems, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 8 | $636 | $705 | $92 | ||||||||
| National HealthCare Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 21 | 2,924 | 2,879 | 80 | ||||||||
| Omnicell, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 358 | 12,530 | 16,217 | 4,180 | ||||||||
| Pediatrix Medical Group, Inc. | USFF +0.250% | Weekly | MS | 03/12/29 | 3,112 | 46,797 | 66,566 | 21,615 | ||||||||
| Privia Health Group, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 1,160 | 25,439 | 27,504 | 3,067 | ||||||||
| Progyny, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 2,334 | 48,977 | 59,937 | 12,893 | ||||||||
| Quest Diagnostics, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 40 | 7,088 | 6,941 | 131 | ||||||||
| QuidelOrtho Corp. | USFF +0.250% | Weekly | MS | 07/06/26 | 1,011 | 24,898 | 28,874 | 4,957 | ||||||||
| ResMed, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 350 | 86,737 | 84,305 | 1,097 | ||||||||
| Select Medical Holdings Corp. | USFF +0.250% | Weekly | MS | 09/13/29 | 2,744 | 45,029 | 40,748 | (2,054) | ||||||||
| Solventum Corp. | USFF +0.250% | Weekly | MS | 01/17/30 | 2,507 | 197,850 | 198,655 | 8,619 | ||||||||
| STERIS PLC (Ireland) | USFF +0.250% | Weekly | MS | 01/17/30 | 610 | 148,543 | 154,647 | 12,292 | ||||||||
| Stryker Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 47 | 16,530 | 16,519 | 681 | ||||||||
| TransMedics Group, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 986 | 118,949 | 119,947 | 5,695 | ||||||||
| UFP Technologies, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 383 | 82,119 | 85,037 | 6,160 | ||||||||
| UnitedHealth Group, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 172 | 56,740 | 56,779 | 2,391 | ||||||||
| Universal Health Services, Inc., Class B | USFF +0.250% | Weekly | MS | 07/18/30 | 168 | 37,625 | 36,627 | 299 | ||||||||
| Veeva Systems, Inc., Class A | USFF +0.250% | Weekly | MS | 07/18/30 | 83 | 19,934 | 18,528 | (621) | ||||||||
| Waystar Holding Corp. | USFF +0.250% | Weekly | MS | 01/17/30 | 3,021 | 109,530 | 98,938 | (6,267) | ||||||||
| 46,290 | 2,250,022 | 2,255,482 | 95,997 | |||||||||||||
| Household & Personal Products | ||||||||||||||||
| BellRing Brands, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 6,368 | 191,468 | 170,217 | (13,689) | ||||||||
| Central Garden & Pet Co., Class A | USFF +0.250% | Weekly | MS | 07/18/30 | 101 | 2,788 | 2,948 | 268 | ||||||||
| Church & Dwight Co., Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 789 | 67,359 | 66,158 | 1,604 | ||||||||
| Clorox Co. (The) | USFF +0.250% | Weekly | MS | 07/18/30 | 247 | 24,826 | 24,905 | 1,057 | ||||||||
| Colgate-Palmolive Co. | USFF +0.250% | Weekly | MS | 07/18/30 | 66 | 5,241 | 5,215 | 186 | ||||||||
| Interparfums, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 109 | 8,859 | 9,246 | 825 | ||||||||
| Kenvue, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 1,489 | 22,566 | 25,685 | 4,309 | ||||||||
| Kimberly-Clark Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 594 | 60,001 | 59,929 | 2,945 | ||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Household & Personal Products — (continued) | ||||||||||||||||
| Procter & Gamble Co. (The) | USFF +0.250% | Weekly | MS | 09/13/29 | 398 | $61,561 | $57,037 | $(1,245) | ||||||||
| WD-40 Co. | USFF +0.250% | Weekly | MS | 07/18/30 | 41 | 7,958 | 8,073 | 456 | ||||||||
| 10,202 | 452,627 | 429,413 | (3,284) | |||||||||||||
| Materials | ||||||||||||||||
| Agnico Eagle Mines Ltd. (Canada) | USFF +0.250% | Weekly | MS | 07/18/30 | 1,353 | 218,648 | 229,374 | 19,754 | ||||||||
| Alamos Gold, Inc., Class A (Canada) | USFF +0.250% | Weekly | MS | 07/18/30 | 475 | 14,596 | 18,326 | 4,314 | ||||||||
| Americas Gold & Silver Corp. (Canada) | USFF +0.250% | Weekly | MS | 07/18/30 | 1,630 | 9,222 | 8,329 | (531) | ||||||||
| Aura Minerals, Inc. (British Virgin Islands) | USFF +0.250% | Weekly | MS | 07/18/30 | 455 | 16,055 | 22,939 | 7,596 | ||||||||
| Avery Dennison Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 588 | 96,133 | 106,945 | 15,196 | ||||||||
| Ball Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 439 | 20,911 | 23,254 | 3,475 | ||||||||
| Cabot Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 1,242 | 81,721 | 82,320 | 4,376 | ||||||||
| Celanese Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 8,243 | 324,469 | 348,514 | 35,535 | ||||||||
| CF Industries Holdings, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 162 | 12,497 | 12,529 | 523 | ||||||||
| Compass Minerals International, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 1,294 | 24,844 | 25,414 | 1,563 | ||||||||
| CRH PLC (Ireland) | USFF +0.250% | Weekly | MS | 07/18/30 | 80 | 10,129 | 9,984 | 253 | ||||||||
| DuPont de Nemours, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 7,158 | 280,446 | 287,752 | 19,881 | ||||||||
| Graphic Packaging Holding Co. | USFF +0.250% | Weekly | MS | 07/18/30 | 764 | 11,574 | 11,506 | 387 | ||||||||
| Huntsman Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 1,708 | 15,215 | 17,080 | 2,594 | ||||||||
| Hycroft Mining Holding Corp., Class A | USFF +0.250% | Weekly | MS | 07/18/30 | 263 | 6,350 | 6,252 | 150 | ||||||||
| i-80 Gold Corp. (Canada) | USFF +0.250% | Weekly | MS | 07/18/30 | 819 | 1,245 | 1,196 | (3) | ||||||||
| Ingevity Corp. | USFF +0.250% | Weekly | MS | 09/13/29 | 706 | 28,563 | 41,781 | 14,344 | ||||||||
| Kinross Gold Corp. (Canada) | USFF +0.250% | Weekly | MS | 07/18/30 | 49 | 1,126 | 1,380 | 299 | ||||||||
| Linde PLC (Ireland) | USFF +0.250% | Weekly | MS | 01/05/26 | 29 | 11,970 | 12,365 | 1,335 | ||||||||
| LyondellBasell Industries NV, Class A (Netherlands) | USFF +0.250% | Weekly | MS | 07/18/30 | 584 | 27,636 | 25,287 | (462) | ||||||||
| Mativ Holdings, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 60 | 744 | 729 | 11 | ||||||||
| Metalla Royalty & Streaming Ltd. (Canada) | USFF +0.250% | Weekly | MS | 07/18/30 | 22 | 171 | 171 | 4 | ||||||||
| NewMarket Corp. | USFF +0.250% | Weekly | MS | 01/05/26 | 140 | 102,996 | 96,216 | (2,494) | ||||||||
| Newmont Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 2 | 201 | 200 | 4 | ||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Materials — (continued) | ||||||||||||||||
| Novagold Resources, Inc. (Canada) | USFF +0.250% | Weekly | MS | 07/18/30 | 1,770 | $17,167 | $16,496 | $5 | ||||||||
| Nutrien Ltd. (Canada) | USFF +0.250% | Weekly | MS | 07/18/30 | 391 | 21,931 | 24,133 | 3,247 | ||||||||
| O-I Glass, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 998 | 14,025 | 14,730 | 1,257 | ||||||||
| PPG Industries, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 175 | 16,862 | 17,931 | 1,850 | ||||||||
| Sherwin-Williams Co. (The) | USFF +0.250% | Weekly | MS | 07/18/30 | 176 | 57,041 | 57,029 | 2,240 | ||||||||
| Smurfit WestRock PLC (Ireland) | USFF +0.250% | Weekly | MS | 07/18/30 | 413 | 14,581 | 15,971 | 2,028 | ||||||||
| Steel Dynamics, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 276 | 41,227 | 46,768 | 7,305 | ||||||||
| SunCoke Energy, Inc. | USFF +0.250% | Weekly | MS | 09/13/29 | 2,426 | 22,556 | 17,467 | (3,241) | ||||||||
| TriMas Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 236 | 7,454 | 8,366 | 1,205 | ||||||||
| Vulcan Materials Co. | USFF +0.250% | Weekly | MS | 01/17/30 | 89 | 24,144 | 25,385 | 2,287 | ||||||||
| 35,215 | 1,554,450 | 1,634,119 | 146,287 | |||||||||||||
| Media & Entertainment | ||||||||||||||||
| Alphabet, Inc., Class A | USFF +0.250% | Weekly | MS | 07/18/30 | 646 | 203,693 | 202,198 | 6,627 | ||||||||
| Cars.com, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 151 | 1,848 | 1,842 | 65 | ||||||||
| Charter Communications, Inc., Class A | USFF +0.250% | Weekly | MS | 07/18/30 | 75 | 15,654 | 15,656 | 618 | ||||||||
| Cinemark Holdings, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 573 | 12,996 | 13,317 | 832 | ||||||||
| Clear Channel Outdoor Holdings, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 1,389 | 2,839 | 3,070 | 340 | ||||||||
| Comcast Corp., Class A | USFF +0.250% | Weekly | MS | 07/08/27 | 1,312 | 39,570 | 39,216 | 1,591 | ||||||||
| Electronic Arts, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 144 | 29,293 | 29,424 | 1,296 | ||||||||
| EverQuote, Inc., Class A | USFF +0.250% | Weekly | MS | 09/13/29 | 1,083 | 21,584 | 29,241 | 8,507 | ||||||||
| Grindr, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 2,942 | 39,717 | 39,835 | 1,684 | ||||||||
| IAC, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 1,445 | 47,262 | 56,500 | 11,102 | ||||||||
| John Wiley & Sons, Inc., Class A | USFF +0.250% | Weekly | MS | 09/13/29 | 670 | 27,985 | 20,522 | (5,508) | ||||||||
| Match Group, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 2,121 | 68,734 | 68,487 | 2,466 | ||||||||
| Meta Platforms, Inc., Class A | USFF +0.250% | Weekly | MS | 07/18/30 | 288 | 189,852 | 190,106 | 7,781 | ||||||||
| Netflix, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 1,635 | 155,235 | 153,298 | 4,193 | ||||||||
| News Corp., Class A | USFF +0.250% | Weekly | MS | 07/18/30 | 1,379 | 36,383 | 36,019 | 1,085 | ||||||||
| Omnicom Group, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 41 | 2,884 | 3,311 | 595 | ||||||||
| Paramount Skydance Corp., Class B | USFF +0.250% | Weekly | MS | 07/18/30 | 514 | 6,868 | 6,888 | 320 | ||||||||
| QuinStreet, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 864 | 12,792 | 12,416 | 126 | ||||||||
| Roku, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 1,866 | 198,131 | 202,442 | 12,137 | ||||||||
| Spotify Technology SA (Luxembourg) | USFF +0.250% | Weekly | MS | 07/18/30 | 154 | 87,620 | 89,429 | 5,269 | ||||||||
| Stagwell, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 306 | 1,575 | 1,496 | (19) | ||||||||
| TripAdvisor, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 3,009 | 44,899 | 43,811 | 683 | ||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Media & Entertainment — (continued) | ||||||||||||||||
| USA TODAY Co., Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 129 | $680 | $664 | $8 | ||||||||
| Warner Music Group Corp., Class A | USFF +0.250% | Weekly | MS | 07/18/30 | 3,548 | 102,664 | 108,817 | 10,419 | ||||||||
| Yelp, Inc. | USFF +0.250% | Weekly | MS | 03/12/29 | 1,845 | 62,719 | 56,070 | (4,174) | ||||||||
| Ziff Davis, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 666 | 20,463 | 23,410 | 3,753 | ||||||||
| 28,795 | 1,433,940 | 1,447,485 | 71,796 | |||||||||||||
| Pharmaceuticals, Biotechnology & Life Sciences | ||||||||||||||||
| 10X Genomics, Inc., Class A | USFF +0.250% | Weekly | MS | 07/18/30 | 2,791 | 47,238 | 45,521 | 147 | ||||||||
| Adaptive Biotechnologies Corp. | USFF +0.250% | Weekly | MS | 01/17/30 | 5,237 | 61,187 | 85,049 | 26,277 | ||||||||
| Agilent Technologies, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 2,476 | 358,230 | 336,909 | (7,170) | ||||||||
| Alkermes PLC (Ireland) | USFF +0.250% | Weekly | MS | 07/18/30 | 3,022 | 85,894 | 84,556 | 2,052 | ||||||||
| Alnylam Pharmaceuticals, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 219 | 88,357 | 87,085 | 2,217 | ||||||||
| ANI Pharmaceuticals, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 2,082 | 181,218 | 164,353 | (9,708) | ||||||||
| Arrowhead Pharmaceuticals, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 1,863 | 117,471 | 123,685 | 10,853 | ||||||||
| Aurinia Pharmaceuticals, Inc. (Canada) | USFF +0.250% | Weekly | MS | 07/18/30 | 1,396 | 21,391 | 22,266 | 1,717 | ||||||||
| Azenta, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 1,184 | 34,781 | 39,380 | 5,970 | ||||||||
| BioCryst Pharmaceuticals, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 3,130 | 22,364 | 24,414 | 2,931 | ||||||||
| Biogen, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 34 | 5,936 | 5,984 | 280 | ||||||||
| Bristol-Myers Squibb Co. | USFF +0.250% | Weekly | MS | 07/18/30 | 131 | 7,080 | 7,066 | 263 | ||||||||
| CareDx, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 2,011 | 34,407 | 37,887 | 4,837 | ||||||||
| Collegium Pharmaceutical, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 208 | 6,940 | 9,630 | 2,962 | ||||||||
| CorMedix, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 1,395 | 13,399 | 16,224 | 3,352 | ||||||||
| Dynavax Technologies Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 1,440 | 15,977 | 22,147 | 6,799 | ||||||||
| Exact Sciences Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 47 | 4,782 | 4,773 | 178 | ||||||||
| Gilead Sciences, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 149 | 17,978 | 18,288 | 1,080 | ||||||||
| Halozyme Therapeutics, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 490 | 30,903 | 32,977 | 3,292 | ||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Pharmaceuticals, Biotechnology & Life Sciences — (continued) | ||||||||||||||||
| Harmony Biosciences Holdings, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 513 | $13,453 | $19,196 | $6,273 | ||||||||
| Incyte Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 546 | 51,758 | 53,928 | 4,213 | ||||||||
| Innoviva, Inc. | USFF +0.250% | Weekly | MS | 07/11/28 | 2,124 | 38,652 | 42,459 | 5,332 | ||||||||
| IQVIA Holdings, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 75 | 11,384 | 16,906 | 5,969 | ||||||||
| Jazz Pharmaceuticals PLC (Ireland) | USFF +0.250% | Weekly | MS | 07/18/30 | 65 | 10,833 | 11,050 | 642 | ||||||||
| Johnson & Johnson | USFF +0.250% | Weekly | MS | 07/18/30 | 401 | 77,411 | 82,987 | 9,058 | ||||||||
| Ligand Pharmaceuticals, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 256 | 43,063 | 48,402 | 7,038 | ||||||||
| MannKind Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 369 | 2,101 | 2,092 | 72 | ||||||||
| Omeros Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 113 | 1,873 | 1,941 | 139 | ||||||||
| Pfizer, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 1,333 | 31,724 | 33,192 | 3,152 | ||||||||
| Theravance Biopharma, Inc. (Cayman Islands) | USFF +0.250% | Weekly | MS | 07/18/30 | 371 | 6,660 | 6,941 | 542 | ||||||||
| Travere Therapeutics, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 1,267 | 43,784 | 48,412 | 6,356 | ||||||||
| Veracyte, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 1,359 | 56,608 | 57,214 | 2,840 | ||||||||
| West Pharmaceutical Services, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 91 | 24,644 | 25,038 | 1,372 | ||||||||
| Zoetis, Inc. | USFF -0.250% | Weekly | MS | 07/08/27 | 521 | 66,926 | 65,552 | 1,366 | ||||||||
| 38,709 | 1,636,407 | 1,683,504 | 112,693 | |||||||||||||
| Semiconductors & Semiconductor Equipment | ||||||||||||||||
| Analog Devices, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 661 | 172,802 | 179,263 | 13,893 | ||||||||
| Applied Materials, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 799 | 184,342 | 205,335 | 28,571 | ||||||||
| AXT, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 4,949 | 74,213 | 80,916 | 9,633 | ||||||||
| Broadcom, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 97 | 32,810 | 33,572 | 2,353 | ||||||||
| Cirrus Logic, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 14 | 1,680 | 1,659 | 42 | ||||||||
| Diodes, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 304 | 13,552 | 14,999 | 1,980 | ||||||||
| First Solar, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 146 | 38,188 | 38,140 | 1,458 | ||||||||
| GLOBALFOUNDRIES, Inc. (Cayman Islands) | USFF +0.250% | Weekly | MS | 07/18/30 | 572 | 20,350 | 19,974 | 426 | ||||||||
| Intel Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 422 | 15,534 | 15,572 | 649 | ||||||||
| Marvell Technology, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 2,816 | 249,247 | 239,304 | (98) | ||||||||
| Micron Technology, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 931 | 235,190 | 265,717 | 39,931 | ||||||||
| NVIDIA Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 1,480 | 272,221 | 276,020 | 14,567 | ||||||||
| ON Semiconductor Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 221 | 12,088 | 11,967 | 354 | ||||||||
| QUALCOMM, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 822 | 127,220 | 140,603 | 19,897 | ||||||||
| Rambus, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 347 | 32,744 | 31,886 | 433 | ||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Semiconductors & Semiconductor Equipment — (continued) | ||||||||||||||||
| SiTime Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 207 | $75,242 | $73,110 | $839 | ||||||||
| Skyworks Solutions, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 2,247 | 135,035 | 142,482 | 16,171 | ||||||||
| Texas Instruments, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 261 | 43,887 | 45,281 | (1,216) | ||||||||
| Veeco Instruments, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 5 | 143 | 143 | 3 | ||||||||
| 17,301 | 1,736,488 | 1,815,943 | 149,886 | |||||||||||||
| Software & Services | ||||||||||||||||
| A10 Networks, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 615 | 10,506 | 10,879 | 814 | ||||||||
| Accenture PLC, Class A (Ireland) | USFF +0.250% | Weekly | MS | 07/18/30 | 150 | 40,618 | 40,245 | 1,230 | ||||||||
| Agilysys, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 50 | 5,984 | 5,942 | 192 | ||||||||
| Amdocs Ltd. (Guernsey) | USFF +0.250% | Weekly | MS | 07/18/30 | 434 | 33,549 | 34,941 | 2,991 | ||||||||
| Appian Corp., Class A | USFF +0.250% | Weekly | MS | 09/13/29 | 3,079 | 116,347 | 109,058 | (2,695) | ||||||||
| ASGN, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 488 | 22,584 | 23,507 | 1,812 | ||||||||
| Autodesk, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 406 | 120,405 | 120,180 | 4,530 | ||||||||
| Bentley Systems, Inc., Class B | USFF +0.250% | Weekly | MS | 07/18/30 | 876 | 34,382 | 33,433 | 407 | ||||||||
| Blackbaud, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 833 | 50,720 | 52,746 | 4,026 | ||||||||
| BlackBerry Ltd. (Canada) | USFF +0.250% | Weekly | MS | 01/17/30 | 34,899 | 153,042 | 132,267 | (14,730) | ||||||||
| Braze, Inc., Class A | USFF +0.250% | Weekly | MS | 07/18/30 | 376 | 13,336 | 12,893 | 81 | ||||||||
| Clear Secure, Inc., Class A | USFF +0.250% | Weekly | MS | 07/18/30 | 1,286 | 39,961 | 45,113 | 6,885 | ||||||||
| Datadog, Inc., Class A | USFF +0.250% | Weekly | MS | 07/18/30 | 98 | 13,810 | 13,327 | 59 | ||||||||
| Descartes Systems Group, Inc. (The) (Canada) | USFF +0.250% | Weekly | MS | 07/18/30 | 460 | 39,070 | 40,324 | 2,795 | ||||||||
| Dolby Laboratories, Inc., Class A | USFF +0.250% | Weekly | MS | 07/18/30 | 775 | 52,151 | 49,771 | (203) | ||||||||
| Dropbox, Inc., Class A | USFF +0.250% | Weekly | MS | 07/18/30 | 2,905 | 83,204 | 80,759 | 839 | ||||||||
| Fortinet, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 691 | 55,708 | 54,872 | 1,363 | ||||||||
| Gartner, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 119 | 27,246 | 30,021 | 3,849 | ||||||||
| Gen Digital, Inc. | USFF +0.250% | Weekly | MS | 01/10/28 | 4,125 | 111,454 | 112,159 | 8,256 | ||||||||
| GoDaddy, Inc., Class A | USFF +0.250% | Weekly | MS | 07/18/30 | 388 | 48,804 | 48,143 | 1,265 | ||||||||
| Guidewire Software, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 115 | 23,151 | 23,116 | 877 | ||||||||
| I3 Verticals, Inc., Class A | USFF +0.250% | Weekly | MS | 07/18/30 | 288 | 8,844 | 7,255 | (1,242) | ||||||||
| InterDigital, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 489 | 165,938 | 155,688 | (3,696) | ||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Software & Services — (continued) | ||||||||||||||||
| International Business Machines Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 183 | $55,277 | $54,206 | $1,111 | ||||||||
| JFrog Ltd. (Israel) | USFF +0.250% | Weekly | MS | 07/18/30 | 1,841 | 116,342 | 114,989 | 3,241 | ||||||||
| Kyndryl Holdings, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 338 | 8,011 | 8,977 | 1,280 | ||||||||
| LiveRamp Holdings, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 1,030 | 25,429 | 30,251 | 5,824 | ||||||||
| NCR Voyix Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 1,479 | 15,199 | 15,086 | 484 | ||||||||
| Okta, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 1,492 | 131,479 | 129,013 | 2,727 | ||||||||
| Palantir Technologies, Inc., Class A | USFF +0.250% | Weekly | MS | 07/18/30 | 201 | 33,517 | 35,728 | 3,533 | ||||||||
| Pegasystems, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 438 | 23,596 | 26,157 | 3,491 | ||||||||
| PTC, Inc. | USFF -0.250% | Weekly | MS | 09/17/29 | 662 | 127,804 | 115,327 | (7,430) | ||||||||
| Q2 Holdings, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 1,625 | 113,543 | 117,260 | 8,201 | ||||||||
| Qualys, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 258 | 35,291 | 34,288 | 389 | ||||||||
| RingCentral, Inc., Class A | USFF +0.250% | Weekly | MS | 01/17/30 | 2,672 | 71,425 | 77,167 | 8,562 | ||||||||
| Roper Technologies, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 89 | 43,289 | 39,617 | (1,931) | ||||||||
| ServiceNow, Inc. | USFF +0.250% | Weekly | MS | 07/08/27 | 1,624 | 268,387 | 248,781 | (9,005) | ||||||||
| ServiceTitan, Inc., Class A | USFF +0.250% | Weekly | MS | 07/18/30 | 92 | 9,975 | 9,798 | 215 | ||||||||
| Sprinklr, Inc., Class A | USFF +0.250% | Weekly | MS | 07/18/30 | 2,278 | 17,789 | 17,723 | 634 | ||||||||
| Tenable Holdings, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 1,203 | 32,153 | 28,307 | (2,579) | ||||||||
| Twilio, Inc., Class A | USFF +0.250% | Weekly | MS | 07/18/30 | 158 | 18,931 | 22,474 | 4,288 | ||||||||
| UiPath, Inc., Class A | USFF +0.250% | Weekly | MS | 07/18/30 | 2,092 | 37,565 | 34,288 | (1,796) | ||||||||
| Unity Software, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 353 | 16,937 | 15,592 | (678) | ||||||||
| VeriSign, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 388 | 95,992 | 94,265 | 2,761 | ||||||||
| Yext, Inc. | USFF +0.250% | Weekly | MS | 07/08/27 | 1,206 | 8,782 | 9,720 | 1,282 | ||||||||
| Zoom Communications, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 2,091 | 165,748 | 180,432 | 21,231 | ||||||||
| 77,738 | 2,743,275 | 2,696,085 | 65,540 | |||||||||||||
| Technology Hardware & Equipment | ||||||||||||||||
| Advanced Energy Industries, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 158 | 32,232 | 33,080 | 2,125 | ||||||||
| Amphenol Corp., Class A | USFF +0.250% | Weekly | MS | 07/18/30 | 2,642 | 344,947 | 357,040 | 26,207 | ||||||||
| Apple, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 1,602 | 342,734 | 435,520 | 107,221 | ||||||||
| Arista Networks, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 574 | 76,249 | 75,211 | 1,972 | ||||||||
| Badger Meter, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 22 | 3,837 | 3,837 | 149 | ||||||||
| Calix, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 2,137 | 122,954 | 113,111 | (4,988) | ||||||||
| CDW Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 80 | 11,237 | 10,896 | 102 | ||||||||
| Celestica, Inc. (Canada) | USFF +0.250% | Weekly | MS | 07/18/30 | 31 | 8,977 | 9,164 | 539 | ||||||||
| Cisco Systems, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 2 | 154 | 154 | 3 | ||||||||
| Cognex Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 3,267 | 120,812 | 117,547 | 1,573 | ||||||||
| Daktronics, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 619 | 11,707 | 12,238 | 991 | ||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Technology Hardware & Equipment — (continued) | ||||||||||||||||
| Dell Technologies, Inc., Class C | USFF +0.250% | Weekly | MS | 07/18/30 | 1,552 | $215,234 | $195,366 | $(11,367) | ||||||||
| Diebold Nixdorf, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 208 | 11,831 | 14,121 | 2,755 | ||||||||
| ePlus, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 335 | 19,481 | 29,380 | 10,835 | ||||||||
| Hewlett Packard Enterprise Co. | USFF +0.250% | Weekly | MS | 07/18/30 | 5,804 | 138,811 | 139,412 | 6,909 | ||||||||
| HP, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 316 | 7,282 | 7,040 | 126 | ||||||||
| Jabil, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 76 | 14,008 | 17,330 | 3,882 | ||||||||
| Knowles Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 267 | 5,847 | 5,722 | 103 | ||||||||
| Littelfuse, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 120 | 21,357 | 30,350 | 10,045 | ||||||||
| Lumentum Holdings, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 68 | 25,167 | 25,064 | 889 | ||||||||
| Mirion Technologies, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 2,608 | 62,802 | 61,079 | 757 | ||||||||
| NetApp, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 295 | 32,468 | 31,592 | 484 | ||||||||
| NetScout Systems, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 1,098 | 24,128 | 29,712 | 6,534 | ||||||||
| nLight, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 2,494 | 66,372 | 93,550 | 29,798 | ||||||||
| Ondas Holdings, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 270 | 2,690 | 2,635 | 49 | ||||||||
| OSI Systems, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 159 | 42,528 | 40,555 | (295) | ||||||||
| PC Connection, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 3 | 174 | 173 | 4 | ||||||||
| Rogers Corp. | USFF +0.250% | Weekly | MS | 01/17/30 | 530 | 33,159 | 48,532 | 16,681 | ||||||||
| Sandisk Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 417 | 82,043 | 98,987 | 20,184 | ||||||||
| Sanmina Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 837 | 115,198 | 125,609 | 14,960 | ||||||||
| Seagate Technology Holdings PLC (Ireland) | USFF +0.250% | Weekly | MS | 07/18/30 | 158 | 44,610 | 43,512 | 696 | ||||||||
| TD SYNNEX Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 292 | 44,434 | 43,867 | 1,200 | ||||||||
| TE Connectivity PLC (Ireland) | USFF +0.250% | Weekly | MS | 07/18/30 | 258 | 61,986 | 58,698 | (682) | ||||||||
| Trimble, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 366 | 28,905 | 28,676 | 910 | ||||||||
| Viasat, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 994 | 31,276 | 34,253 | 4,211 | ||||||||
| Western Digital Corp. | USFF +0.250% | Weekly | MS | 01/17/30 | 373 | 47,863 | 64,257 | 18,332 | ||||||||
| 31,032 | 2,255,494 | 2,437,270 | 273,894 | |||||||||||||
| Telecommunication Services | ||||||||||||||||
| AT&T, Inc. | USFF +0.250% | Weekly | MS | 07/11/28 | 8,560 | 191,542 | 212,630 | 37,736 | ||||||||
| IDT Corp., Class B | USFF +0.250% | Weekly | MS | 01/17/30 | 281 | 15,655 | 14,390 | (620) | ||||||||
| Iridium Communications, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 12 | 204 | 209 | 10 | ||||||||
| Lumen Technologies, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 3,300 | 25,893 | 25,641 | 774 | ||||||||
| Rogers Communications, Inc., Class B (Canada) | USFF +0.250% | Weekly | MS | 07/18/30 | 622 | 21,998 | 23,468 | 2,628 | ||||||||
| TELUS Corp. (Canada) | USFF +0.250% | Weekly | MS | 09/13/29 | 4,392 | 59,537 | 57,843 | 2,380 | ||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Telecommunication Services — (continued) | ||||||||||||||||
| T-Mobile US, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 239 | $48,587 | $48,527 | $1,857 | ||||||||
| Verizon Communications, Inc. | USFF +0.250% | Weekly | MS | 07/11/28 | 5,161 | 203,685 | 210,208 | 25,450 | ||||||||
| 22,567 | 567,101 | 592,916 | 70,215 | |||||||||||||
| Transportation | ||||||||||||||||
| Allegiant Travel Co. | USFF +0.250% | Weekly | MS | 07/18/30 | 45 | 3,807 | 3,837 | 178 | ||||||||
| CH Robinson Worldwide, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 249 | 34,695 | 40,029 | 6,836 | ||||||||
| CSX Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 1,328 | 46,003 | 48,140 | 4,125 | ||||||||
| Delta Air Lines, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 28 | 1,973 | 1,943 | 45 | ||||||||
| Lyft, Inc., Class A | USFF +0.250% | Weekly | MS | 07/18/30 | 1,486 | 29,917 | 28,784 | 46 | ||||||||
| Norfolk Southern Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 153 | 42,621 | 44,174 | 3,441 | ||||||||
| SkyWest, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 613 | 60,099 | 61,551 | 3,824 | ||||||||
| Sun Country Airlines Holdings, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 1,568 | 17,773 | 22,564 | 5,490 | ||||||||
| TFI International, Inc. (Canada) | USFF +0.250% | Weekly | MS | 01/17/30 | 492 | 43,212 | 50,848 | 9,707 | ||||||||
| Uber Technologies, Inc. | USFF +0.250% | Weekly | MS | 09/13/29 | 151 | 9,149 | 12,338 | 3,548 | ||||||||
| Union Pacific Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 82 | 19,117 | 18,968 | 656 | ||||||||
| United Parcel Service, Inc., Class B | USFF +0.250% | Weekly | MS | 01/17/30 | 665 | 61,060 | 65,961 | 8,387 | ||||||||
| XPO, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 912 | 123,248 | 123,950 | 5,569 | ||||||||
| 7,772 | 492,674 | 523,087 | 51,852 | |||||||||||||
| Utilities | ||||||||||||||||
| Algonquin Power & Utilities Corp. (Canada) | USFF +0.250% | Weekly | MS | 01/17/30 | 13,865 | 79,018 | 85,270 | 10,782 | ||||||||
| Ameren Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 341 | 35,095 | 34,052 | 493 | ||||||||
| American States Water Co. | USFF +0.250% | Weekly | MS | 07/18/30 | 547 | 40,130 | 39,647 | 1,099 | ||||||||
| American Water Works Co., Inc. | USFF +0.250% | Weekly | MS | 01/12/29 | 211 | 27,783 | 27,536 | 863 | ||||||||
| Atmos Energy Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 308 | 52,877 | 51,630 | 1,120 | ||||||||
| CenterPoint Energy, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 421 | 16,055 | 16,141 | 738 | ||||||||
| Consolidated Edison, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 327 | 32,217 | 32,478 | 1,794 | ||||||||
| Constellation Energy Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 435 | 156,893 | 153,672 | 2,975 | ||||||||
| Duke Energy Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 1,447 | 177,955 | 169,603 | (460) | ||||||||
| Evergy, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 203 | 14,920 | 14,715 | 382 | ||||||||
| Eversource Energy | USFF +0.250% | Weekly | MS | 07/18/30 | 1,486 | 101,820 | 100,052 | 3,447 | ||||||||
| Exelon Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 459 | 20,869 | 20,008 | (39) | ||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Utilities — (continued) | ||||||||||||||||
| Hallador Energy Co. | USFF +0.250% | Weekly | MS | 01/17/30 | 771 | $12,942 | $14,680 | $2,246 | ||||||||
| MDU Resources Group, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 4 | 78 | 78 | 53 | ||||||||
| National Fuel Gas Co. | USFF +0.250% | Weekly | MS | 07/18/30 | 746 | 63,002 | 59,725 | (162) | ||||||||
| Otter Tail Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 41 | 3,374 | 3,313 | 70 | ||||||||
| Public Service Enterprise Group, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 1,445 | 118,114 | 116,034 | 3,619 | ||||||||
| ReNew Energy Global PLC, Class A (United Kingdom) | USFF +0.250% | Weekly | MS | 07/18/30 | 219 | 1,295 | 1,237 | (9) | ||||||||
| Talen Energy Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 89 | 31,751 | 33,361 | 2,862 | ||||||||
| Vistra Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 78 | 13,375 | 12,584 | (250) | ||||||||
| WEC Energy Group, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 93 | 9,830 | 9,808 | 364 | ||||||||
| 23,536 | 1,009,393 | 995,624 | 31,987 | |||||||||||||
| Total Reference Entity — Long | 31,448,752 | 32,390,960 | 2,286,105 | |||||||||||||
| Reference Entity | Receive | Payment Frequency | Counter- party | Maturity Date | Number of Contracts (Short) | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Capital Goods — (continued) | ||||||||||||||||
| Gibraltar Industries, Inc. | USFF -0.250% | Weekly | MS | 03/18/30 | (1,090) | $(73,073) | $(53,890) | $19,221 | ||||||||
| Graham Corp. | USFF -0.250% | Weekly | MS | 09/19/30 | (199) | (12,995) | (12,782) | 176 | ||||||||
| Granite Construction, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (306) | (35,939) | (35,297) | 508 | ||||||||
| Griffon Corp. | USFF -0.250% | Weekly | MS | 03/18/30 | (487) | (39,013) | (35,868) | 3,046 | ||||||||
| Herc Holdings, Inc. | USFF -0.250% | Weekly | MS | 09/17/29 | (1,391) | (214,651) | (206,397) | 5,939 | ||||||||
| Hillman Solutions Corp. | USFF -0.250% | Weekly | MS | 09/19/30 | (4,802) | (42,064) | (41,585) | 363 | ||||||||
| Intuitive Machines, Inc. | USFF -0.250% | Weekly | MS | 03/18/30 | (11,338) | (101,642) | (184,016) | (82,651) | ||||||||
| Kadant, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (14) | (4,021) | (3,990) | (12) | ||||||||
| Karman Holdings, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (1,498) | (99,768) | (109,609) | (10,113) | ||||||||
| Kennametal, Inc. | USFF -0.250% | Weekly | MS | 03/18/30 | (9,083) | (196,351) | (258,048) | (64,741) | ||||||||
| Kratos Defense & Security Solutions, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (7,068) | (536,888) | (536,532) | (1,646) | ||||||||
| L3Harris Technologies, Inc. | USFF -0.250% | Weekly | MS | 07/18/30 | (143) | (42,148) | (41,981) | 51 | ||||||||
| Lennox International, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (1,319) | (662,768) | (640,480) | 18,871 | ||||||||
| Limbach Holdings, Inc. | USFF -0.250% | Weekly | MS | 03/18/30 | (1,416) | (134,199) | (110,236) | 23,598 | ||||||||
| Lincoln Electric Holdings, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (383) | (93,307) | (91,782) | 967 | ||||||||
| MasTec, Inc. | USFF -0.250% | Weekly | MS | 03/18/30 | (5,604) | (1,095,945) | (1,218,141) | (125,161) | ||||||||
| Masterbrand, Inc. | USFF -0.250% | Weekly | MS | 09/17/29 | (6,151) | (99,246) | (67,907) | 31,128 | ||||||||
| Middleby Corp. (The) | USFF -0.250% | Weekly | MS | 09/19/30 | (2,046) | (305,438) | (304,179) | 431 | ||||||||
| Moog, Inc., Class A | USFF -0.250% | Weekly | MS | 09/17/29 | (269) | (59,238) | (65,515) | (7,502) | ||||||||
| National Presto Industries, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (224) | (22,515) | (23,914) | (1,462) | ||||||||
| Powell Industries, Inc. | USFF -0.250% | Weekly | MS | 03/18/30 | (140) | (35,732) | (44,629) | (10,155) | ||||||||
| Power Solutions International, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (1,454) | (95,858) | (83,082) | 12,617 | ||||||||
| Quanex Building Products Corp. | USFF -0.250% | Weekly | MS | 09/17/29 | (5,209) | (102,035) | (80,114) | 20,249 | ||||||||
| Quanta Services, Inc. | USFF +0.250% | Weekly | MS | 07/11/28 | (448) | (200,121) | (189,083) | 10,495 | ||||||||
| QXO, Inc. | USFF -0.250% | Weekly | MS | 03/18/30 | (8,283) | (175,394) | (159,779) | 15,234 | ||||||||
| RBC Bearings, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (215) | (92,977) | (96,412) | (3,689) | ||||||||
| Red Cat Holdings, Inc. | USFF -5.440% | Weekly | MS | 09/19/30 | (3,940) | (26,030) | (31,244) | (5,287) | ||||||||
| Redwire Corp. | USFF -3.090% | Weekly | MS | 03/18/30 | (21,406) | (197,971) | (162,686) | 34,748 | ||||||||
| Resideo Technologies, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (18,290) | (623,379) | (642,345) | (20,653) | ||||||||
| Shoals Technologies Group, Inc., Class A | USFF -0.250% | Weekly | MS | 03/18/30 | (74,101) | (601,692) | (629,858) | (29,795) | ||||||||
| StandardAero, Inc. | USFF -0.250% | Weekly | MS | 03/18/30 | (8,939) | (255,895) | (256,371) | (1,170) | ||||||||
| Reference Entity | Receive | Payment Frequency | Counter- party | Maturity Date | Number of Contracts (Short) | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Consumer Durables & Apparel — (continued) | ||||||||||||||||
| Canada Goose Holdings, Inc. (Canada) | USFF -1.340% | Weekly | MS | 09/19/30 | (48) | $(623) | $(622) | $(3) | ||||||||
| Columbia Sportswear Co. | USFF -0.250% | Weekly | MS | 09/19/30 | (617) | (32,755) | (33,991) | (1,483) | ||||||||
| Crocs, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (465) | (39,675) | (39,767) | (310) | ||||||||
| Figs, Inc., Class A | USFF -0.250% | Weekly | MS | 09/17/29 | (11,800) | (77,714) | (134,048) | (57,607) | ||||||||
| KB Home | USFF -0.250% | Weekly | MS | 09/19/30 | (374) | (21,276) | (21,097) | 118 | ||||||||
| Kontoor Brands, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (1,331) | (105,050) | (81,311) | 23,100 | ||||||||
| Mattel, Inc. | USFF -0.250% | Weekly | MS | 03/18/30 | (47,054) | (894,980) | (933,551) | (42,991) | ||||||||
| Newell Brands, Inc. | USFF -0.260% | Weekly | MS | 03/18/30 | (10,069) | (58,943) | (37,457) | 19,645 | ||||||||
| NIKE, Inc., Class B | USFF -0.250% | Weekly | MS | 09/19/30 | (1,943) | (119,734) | (123,789) | (4,381) | ||||||||
| Tapestry, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (515) | (67,052) | (65,802) | 1,067 | ||||||||
| TopBuild Corp. | USFF -0.250% | Weekly | MS | 09/19/30 | (154) | (66,410) | (64,247) | 1,981 | ||||||||
| Tri Pointe Homes, Inc. | USFF -0.250% | Weekly | MS | 03/18/30 | (1,800) | (61,096) | (56,646) | 4,282 | ||||||||
| VF Corp. | USFF -0.250% | Weekly | MS | 03/18/30 | (13,998) | (210,148) | (253,084) | (45,813) | ||||||||
| Whirlpool Corp. | USFF -1.290% | Weekly | MS | 09/19/30 | (322) | (24,710) | (23,229) | 1,153 | ||||||||
| Wolverine World Wide, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (1,517) | (27,415) | (27,534) | (195) | ||||||||
| (93,187) | (1,900,067) | (1,990,363) | (103,918) | |||||||||||||
| Consumer Services | ||||||||||||||||
| Brightstar Lottery PLC (United Kingdom) | USFF -0.250% | Weekly | MS | 03/18/30 | (3,044) | (52,600) | (47,121) | 2,901 | ||||||||
| Brinker International, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (1,234) | (181,428) | (177,104) | 3,645 | ||||||||
| Cava Group, Inc. | USFF -0.250% | Weekly | MS | 03/18/30 | (1,162) | (76,003) | (68,198) | 7,597 | ||||||||
| Chipotle Mexican Grill, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (9,765) | (365,048) | (361,305) | 2,754 | ||||||||
| Coursera, Inc. | USFF -0.250% | Weekly | MS | 01/12/29 | (36,286) | (340,458) | (267,065) | 72,470 | ||||||||
| DoorDash, Inc., Class A | USFF -0.250% | Weekly | MS | 09/19/30 | (810) | (186,082) | (183,449) | 2,127 | ||||||||
| Dutch Bros, Inc., Class A | USFF -0.250% | Weekly | MS | 09/19/30 | (1,004) | (56,564) | (61,465) | (5,057) | ||||||||
| First Watch Restaurant Group, Inc. | USFF -0.250% | Weekly | MS | 07/11/28 | (11,319) | (203,988) | (170,691) | 32,744 | ||||||||
| Flutter Entertainment PLC (Ireland) | USFF -0.250% | Weekly | MS | 09/19/30 | (3,510) | (741,331) | (754,790) | (15,466) | ||||||||
| Hyatt Hotels Corp., Class A | USFF -0.250% | Weekly | MS | 09/19/30 | (576) | (89,265) | (92,344) | (3,414) | ||||||||
| Kura Sushi USA, Inc., Class A | USFF -0.890% | Weekly | MS | 07/16/29 | (2,606) | (190,468) | (136,372) | 53,653 | ||||||||
| Life Time Group Holdings, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (5,169) | (136,339) | (137,392) | (1,424) | ||||||||
| Lincoln Educational Services Corp. | USFF -0.250% | Weekly | MS | 03/18/30 | (1,856) | (41,211) | (44,822) | (3,732) | ||||||||
| Reference Entity | Receive | Payment Frequency | Counter- party | Maturity Date | Number of Contracts (Short) | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Consumer Services — (continued) | ||||||||||||||||
| Lucky Strike Entertainment Corp. | USFF -11.990% | Weekly | MS | 09/19/30 | (444) | $(3,689) | $(3,761) | $(95) | ||||||||
| Norwegian Cruise Line Holdings Ltd. (Bermuda) | USFF -0.250% | Weekly | MS | 03/18/30 | (24,975) | (491,210) | (557,442) | (68,392) | ||||||||
| OneSpaWorld Holdings Ltd. (Bahamas) | USFF -0.250% | Weekly | MS | 03/18/30 | (4,635) | (93,567) | (96,130) | (3,282) | ||||||||
| Red Rock Resorts, Inc., Class A | USFF -0.250% | Weekly | MS | 09/19/30 | (3,217) | (187,058) | (199,293) | (13,659) | ||||||||
| Royal Caribbean Cruises Ltd. (Liberia) | USFF -0.250% | Weekly | MS | 09/19/30 | (1,880) | (538,339) | (524,370) | 10,556 | ||||||||
| Serve Robotics, Inc. | USFF -3.340% | Weekly | MS | 09/19/30 | (6,704) | (76,584) | (69,588) | 6,787 | ||||||||
| Six Flags Entertainment Corp. | USFF -0.250% | Weekly | MS | 09/17/29 | (9,674) | (267,780) | (148,399) | 119,306 | ||||||||
| Sweetgreen, Inc., Class A | USFF -0.250% | Weekly | MS | 03/18/30 | (18,916) | (198,922) | (127,872) | 70,510 | ||||||||
| Texas Roadhouse, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (717) | (127,765) | (119,022) | 8,204 | ||||||||
| Udemy, Inc. | USFF -0.250% | Weekly | MS | 03/18/30 | (5,929) | (41,649) | (34,685) | 6,849 | ||||||||
| Universal Technical Institute, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (9,513) | (283,660) | (248,575) | 34,316 | ||||||||
| Wendy's Co. (The) | USFF -0.250% | Weekly | MS | 09/19/30 | (4,753) | (39,523) | (39,592) | (356) | ||||||||
| Wyndham Hotels & Resorts, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (66) | (5,028) | (4,987) | 25 | ||||||||
| (169,764) | (5,015,559) | (4,675,834) | 319,567 | |||||||||||||
| Consumer Staples Distribution & Retail | ||||||||||||||||
| BJ's Wholesale Club Holdings, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (3,085) | (291,349) | (277,743) | 13,698 | ||||||||
| Casey's General Stores, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (1,294) | (715,730) | (715,207) | (1,414) | ||||||||
| Chefs' Warehouse, Inc. (The) | USFF -0.250% | Weekly | MS | 09/19/30 | (718) | (43,965) | (44,753) | (909) | ||||||||
| Ingles Markets, Inc., Class A | USFF -0.250% | Weekly | MS | 09/17/29 | (992) | (66,457) | (68,002) | (2,133) | ||||||||
| Maplebear, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (2,649) | (120,455) | (119,152) | 975 | ||||||||
| Performance Food Group Co. | USFF -0.250% | Weekly | MS | 09/17/29 | (5,774) | (539,061) | (519,198) | 18,403 | ||||||||
| PriceSmart, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (275) | (34,962) | (33,734) | 1,135 | ||||||||
| Weis Markets, Inc. | USFF -0.250% | Weekly | MS | 03/18/30 | (1,045) | (75,466) | (66,974) | 7,817 | ||||||||
| (15,832) | (1,887,445) | (1,844,763) | 37,572 | |||||||||||||
| Energy | ||||||||||||||||
| Archrock, Inc. | USFF -0.250% | Weekly | MS | 09/17/29 | (17,473) | (444,798) | (454,647) | (20,228) | ||||||||
| Reference Entity | Receive | Payment Frequency | Counter- party | Maturity Date | Number of Contracts (Short) | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Energy — (continued) | ||||||||||||||||
| Atlas Energy Solutions, Inc. | USFF -0.590% | Weekly | MS | 01/12/29 | (11,620) | $(183,671) | $(109,460) | $66,409 | ||||||||
| BW LPG Ltd. (Singapore) | USFF -1.390% | Weekly | MS | 09/17/29 | (6,683) | (81,322) | (87,547) | (11,307) | ||||||||
| Canadian Natural Resources Ltd. (Canada) | USFF -0.250% | Weekly | MS | 03/18/30 | (22,229) | (716,657) | (752,452) | (47,939) | ||||||||
| Chevron Corp. | USFF -0.250% | Weekly | MS | 09/19/30 | (8,403) | (1,287,495) | (1,280,701) | (5,009) | ||||||||
| Chord Energy Corp. | USFF -0.250% | Weekly | MS | 09/19/30 | (652) | (61,397) | (60,440) | 624 | ||||||||
| Core Natural Resources, Inc. | USFF -0.250% | Weekly | MS | 03/18/30 | (505) | (39,606) | (44,698) | (5,905) | ||||||||
| Coterra Energy, Inc. | USFF +0.250% | Weekly | MS | 07/11/28 | (2,633) | (68,931) | (69,301) | (1,958) | ||||||||
| Crescent Energy Co., Class A | USFF -0.250% | Weekly | MS | 08/31/26 | (7,958) | (74,878) | (66,768) | 5,896 | ||||||||
| Delek US Holdings, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (2,997) | (115,949) | (88,891) | 25,977 | ||||||||
| Denison Mines Corp. (Canada) | USFF -0.285% | Weekly | MS | 09/19/30 | (15,036) | (38,362) | (39,996) | (1,740) | ||||||||
| Diamondback Energy, Inc. | USFF -0.250% | Weekly | MS | 09/17/29 | (718) | (126,352) | (107,937) | 15,587 | ||||||||
| Dorian LPG Ltd. (Marshall Islands) | USFF -0.250% | Weekly | MS | 03/18/30 | (2,495) | (74,371) | (60,728) | 10,524 | ||||||||
| Energy Fuels, Inc. (Canada) | USFF -0.690% | Weekly | MS | 09/19/30 | (158) | (2,302) | (2,297) | (4) | ||||||||
| EOG Resources, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (9,512) | (1,016,707) | (998,855) | 15,171 | ||||||||
| Excelerate Energy, Inc., Class A | USFF -0.250% | Weekly | MS | 09/19/30 | (4,278) | (115,513) | (119,998) | (5,003) | ||||||||
| Expand Energy Corp. | USFF -0.250% | Weekly | MS | 09/19/30 | (702) | (77,579) | (77,473) | (106) | ||||||||
| Helmerich & Payne, Inc. | USFF -0.250% | Weekly | MS | 03/18/30 | (22,997) | (498,651) | (659,554) | (170,564) | ||||||||
| Kinetik Holdings, Inc. | USFF -1.490% | Weekly | MS | 01/07/27 | (2,575) | (97,246) | (92,829) | (22,405) | ||||||||
| Liberty Energy, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (9,248) | (158,457) | (170,718) | (13,989) | ||||||||
| Marathon Petroleum Corp. | USFF -0.250% | Weekly | MS | 03/18/30 | (7,460) | (1,422,072) | (1,213,220) | 198,639 | ||||||||
| Matador Resources Co. | USFF -0.250% | Weekly | MS | 07/16/29 | (3,835) | (200,556) | (162,757) | 34,128 | ||||||||
| NexGen Energy Ltd. (Canada) | USFF -0.250% | Weekly | MS | 09/19/30 | (3,010) | (25,496) | (27,692) | (2,268) | ||||||||
| NextDecade Corp. | USFF -0.540% | Weekly | MS | 01/12/29 | (69,623) | (485,218) | (366,913) | 116,990 | ||||||||
| Nordic American Tankers Ltd. (Bermuda) | USFF -0.250% | Weekly | MS | 03/18/30 | (14,995) | (51,274) | (51,583) | (1,802) | ||||||||
| Northern Oil & Gas, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (2,080) | (46,167) | (44,658) | 446 | ||||||||
| ONEOK, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (1,507) | (113,642) | (110,764) | (6,987) | ||||||||
| ProFrac Holding Corp., Class A | USFF -0.790% | Weekly | MS | 09/19/30 | (87) | (339) | (338) | (3) | ||||||||
| ProPetro Holding Corp. | USFF -0.250% | Weekly | MS | 09/19/30 | (12,317) | (127,198) | (117,135) | 9,691 | ||||||||
| Reference Entity | Receive | Payment Frequency | Counter- party | Maturity Date | Number of Contracts (Short) | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Energy — (continued) | ||||||||||||||||
| Sable Offshore Corp. | USFF -0.890% | Weekly | MS | 09/19/30 | (2,910) | $(25,330) | $(26,248) | $(989) | ||||||||
| Seadrill Ltd. (Bermuda) | USFF -0.640% | Weekly | MS | 03/18/30 | (8,307) | (242,771) | (287,422) | (45,310) | ||||||||
| Select Water Solutions, Inc. | USFF -0.250% | Weekly | MS | 01/12/29 | (23,396) | (230,497) | (246,126) | (20,477) | ||||||||
| SFL Corp. Ltd. (Bermuda) | USFF -0.250% | Weekly | MS | 09/17/29 | (3,076) | (32,843) | (24,024) | 5,457 | ||||||||
| SLB Ltd. (Curacao) | USFF -0.250% | Weekly | MS | 09/19/30 | (9,333) | (354,953) | (358,201) | (5,536) | ||||||||
| SM Energy Co. | USFF -0.250% | Weekly | MS | 09/17/29 | (28,338) | (687,384) | (529,921) | 142,905 | ||||||||
| TETRA Technologies, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (21,626) | (176,449) | (202,636) | (26,666) | ||||||||
| Venture Global, Inc., Class A | USFF -4.340% | Weekly | MS | 09/19/30 | (21,573) | (139,788) | (147,128) | (7,732) | ||||||||
| (382,345) | (9,642,221) | (9,262,056) | 224,517 | |||||||||||||
| Financial Services | ||||||||||||||||
| Chime Financial, Inc., Class A | USFF -0.250% | Weekly | MS | 03/18/30 | (3,031) | (73,228) | (76,290) | (3,263) | ||||||||
| MSCI, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (199) | (115,761) | (114,172) | 1,273 | ||||||||
| Nasdaq, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (3,635) | (357,931) | (353,068) | 3,894 | ||||||||
| S&P Global, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (682) | (359,757) | (356,406) | 2,375 | ||||||||
| Sezzle, Inc. | USFF -0.690% | Weekly | MS | 09/19/30 | (345) | (25,291) | (21,899) | 3,322 | ||||||||
| Shift4 Payments, Inc., Class A | USFF -2.190% | Weekly | MS | 09/19/30 | (1,349) | (94,873) | (84,947) | 9,667 | ||||||||
| (9,241) | (1,026,841) | (1,006,782) | 17,268 | |||||||||||||
| Food, Beverage & Tobacco | ||||||||||||||||
| Bunge Global SA (Switzerland) | USFF -0.250% | Weekly | MS | 03/18/30 | (9,198) | (846,301) | (819,358) | 16,622 | ||||||||
| Celsius Holdings, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (2,690) | (123,985) | (123,041) | 606 | ||||||||
| Conagra Brands, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (8,921) | (155,229) | (154,423) | 384 | ||||||||
| General Mills, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (5,495) | (257,023) | (255,517) | 808 | ||||||||
| Hormel Foods Corp. | USFF -0.250% | Weekly | MS | 09/19/30 | (16,421) | (393,101) | (389,178) | 2,859 | ||||||||
| J M Smucker Co. (The) | USFF -0.250% | Weekly | MS | 03/18/30 | (1,488) | (167,013) | (145,541) | 20,578 | ||||||||
| Marzetti Company (The) | USFF -0.250% | Weekly | MS | 03/18/30 | (299) | (54,480) | (49,162) | 4,723 | ||||||||
| McCormick & Co., Inc., non-voting shares | USFF -0.250% | Weekly | MS | 09/19/30 | (811) | (55,516) | (55,237) | 126 | ||||||||
| Post Holdings, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (7,644) | (764,289) | (757,138) | 5,083 | ||||||||
| Primo Brands Corp. | USFF -0.250% | Weekly | MS | 09/17/29 | (56,079) | (1,348,045) | (916,892) | 420,463 | ||||||||
| Turning Point Brands, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (13) | (1,409) | (1,409) | (6) | ||||||||
| Universal Corp. | USFF -0.250% | Weekly | MS | 03/18/30 | (462) | (25,731) | (24,370) | 1,048 | ||||||||
| Utz Brands, Inc. | USFF -0.250% | Weekly | MS | 03/18/30 | (8,165) | (104,481) | (84,753) | 18,393 | ||||||||
| Vita Coco Co., Inc. (The) | USFF -0.250% | Weekly | MS | 03/18/30 | (4,324) | (172,484) | (229,215) | (58,826) | ||||||||
| Vital Farms, Inc. | USFF -0.250% | Weekly | MS | 03/18/30 | (2,909) | (115,617) | (92,913) | 22,388 | ||||||||
| (124,919) | (4,584,704) | (4,098,147) | 455,249 | |||||||||||||
| Reference Entity | Receive | Payment Frequency | Counter- party | Maturity Date | Number of Contracts (Short) | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Health Care Equipment & Services — (continued) | ||||||||||||||||
| Teleflex, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (7,263) | $(843,000) | $(886,377) | $(46,403) | ||||||||
| Tenet Healthcare Corp. | USFF -0.250% | Weekly | MS | 09/19/30 | (469) | (99,892) | (93,200) | 6,420 | ||||||||
| US Physical Therapy, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (803) | (61,415) | (62,706) | (1,551) | ||||||||
| Zimmer Biomet Holdings, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (3,808) | (355,947) | (342,415) | 11,455 | ||||||||
| (300,638) | (9,311,660) | (8,268,387) | 1,004,494 | |||||||||||||
| Household & Personal Products | ||||||||||||||||
| Edgewell Personal Care Co. | USFF -0.250% | Weekly | MS | 03/18/30 | (5,643) | (148,277) | (96,213) | 49,576 | ||||||||
| elf Beauty, Inc. | USFF -0.250% | Weekly | MS | 03/18/30 | (1,525) | (152,063) | (115,961) | 35,688 | ||||||||
| Energizer Holdings, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (2,500) | (46,922) | (49,725) | (3,148) | ||||||||
| Oddity Tech Ltd., Class A (Israel) | USFF -0.250% | Weekly | MS | 09/19/30 | (1,502) | (64,464) | (60,350) | 3,937 | ||||||||
| Olaplex Holdings, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (2,393) | (2,845) | (3,207) | (372) | ||||||||
| Spectrum Brands Holdings, Inc. | USFF -0.250% | Weekly | MS | 07/16/29 | (3,614) | (254,856) | (213,515) | 35,054 | ||||||||
| (17,177) | (669,427) | (538,971) | 120,735 | |||||||||||||
| Materials | ||||||||||||||||
| Amcor PLC (Jersey) | USFF -0.250% | Weekly | MS | 03/18/30 | (30,750) | (263,633) | (256,455) | (2,168) | ||||||||
| AptarGroup, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (2,999) | (358,293) | (365,758) | (8,499) | ||||||||
| Ashland, Inc. | USFF -0.250% | Weekly | MS | 03/18/30 | (7,268) | (390,673) | (426,414) | (41,167) | ||||||||
| Avient Corp. | USFF -0.250% | Weekly | MS | 09/19/30 | (5,246) | (159,126) | (163,885) | (6,186) | ||||||||
| Avino Silver & Gold Mines Ltd. (Canada) | USFF -1.440% | Weekly | MS | 09/19/30 | (13,161) | (71,933) | (81,730) | (9,994) | ||||||||
| Axalta Coating Systems Ltd. (Bermuda) | USFF -0.250% | Weekly | MS | 09/19/30 | (15,163) | (475,022) | (489,917) | (16,181) | ||||||||
| Century Aluminum Co. | USFF -0.250% | Weekly | MS | 09/19/30 | (2,642) | (81,320) | (103,514) | (22,416) | ||||||||
| Cleveland-Cliffs, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (18,426) | (247,170) | (244,697) | 1,802 | ||||||||
| Dow, Inc. | USFF -0.250% | Weekly | MS | 09/17/29 | (7,222) | (277,852) | (168,850) | 95,427 | ||||||||
| Eagle Materials, Inc. | USFF -0.250% | Weekly | MS | 03/18/30 | (784) | (171,521) | (162,037) | 8,703 | ||||||||
| Eastman Chemical Co. | USFF -0.250% | Weekly | MS | 03/18/30 | (2,452) | (168,255) | (156,511) | 6,950 | ||||||||
| Ecolab, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (1,079) | (286,074) | (283,259) | 1,392 | ||||||||
| Ecovyst, Inc. | USFF -0.250% | Weekly | MS | 03/18/30 | (7,666) | (69,288) | (74,590) | (5,542) | ||||||||
| ERO Copper Corp. (Canada) | USFF -0.690% | Weekly | MS | 03/18/30 | (3,376) | (58,892) | (95,507) | (36,777) | ||||||||
| First Majestic Silver Corp. (Canada) | USFF -0.250% | Weekly | MS | 09/19/30 | (7,894) | (96,378) | (131,514) | (35,424) | ||||||||
| Hawkins, Inc. | USFF -0.250% | Weekly | MS | 03/18/30 | (777) | (115,678) | (110,381) | 4,687 | ||||||||
| Hudbay Minerals, Inc. (Canada) | USFF -0.250% | Weekly | MS | 09/19/30 | (12,291) | (237,698) | (243,976) | (6,916) | ||||||||
| Reference Entity | Receive | Payment Frequency | Counter- party | Maturity Date | Number of Contracts (Short) | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Materials — (continued) | ||||||||||||||||
| Innospec, Inc. | USFF -0.250% | Weekly | MS | 03/18/30 | (2,674) | $(215,875) | $(204,668) | $9,041 | ||||||||
| International Paper Co. | USFF -0.250% | Weekly | MS | 03/18/30 | (4,450) | (228,844) | (175,285) | 47,643 | ||||||||
| James Hardie Industries PLC (Ireland) | USFF -0.250% | Weekly | MS | 09/19/30 | (5,105) | (95,612) | (105,929) | (10,577) | ||||||||
| Kaiser Aluminum Corp. | USFF -0.250% | Weekly | MS | 09/17/29 | (1,066) | (78,584) | (122,441) | (46,046) | ||||||||
| Knife River Corp. | USFF -0.250% | Weekly | MS | 09/17/29 | (2,743) | (263,071) | (192,970) | 69,387 | ||||||||
| Lithium Americas Corp. (Canada) | USFF -0.250% | Weekly | MS | 09/19/30 | (44,080) | (227,985) | (192,189) | 35,178 | ||||||||
| Louisiana-Pacific Corp. | USFF -0.250% | Weekly | MS | 09/19/30 | (1,683) | (132,753) | (135,919) | (3,711) | ||||||||
| Martin Marietta Materials, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (100) | (62,493) | (62,266) | (28) | ||||||||
| Methanex Corp. (Canada) | USFF -0.250% | Weekly | MS | 09/19/30 | (1,003) | (37,933) | (39,839) | (2,147) | ||||||||
| MP Materials Corp. | USFF -0.250% | Weekly | MS | 09/19/30 | (1,052) | (60,157) | (53,147) | 6,845 | ||||||||
| Olin Corp. | USFF -0.250% | Weekly | MS | 09/19/30 | (9,909) | (202,865) | (206,404) | (5,911) | ||||||||
| Orla Mining Ltd. (Canada) | USFF -0.250% | Weekly | MS | 03/18/30 | (19,298) | (212,477) | (259,944) | (48,852) | ||||||||
| Packaging Corp. of America | USFF -0.250% | Weekly | MS | 09/19/30 | (1,497) | (300,270) | (308,726) | (10,640) | ||||||||
| Perpetua Resources Corp. (Canada) | USFF -0.250% | Weekly | MS | 03/18/30 | (2,106) | (36,456) | (50,986) | (14,631) | ||||||||
| Quaker Chemical Corp. | USFF -0.250% | Weekly | MS | 03/18/30 | (655) | (87,658) | (89,938) | (2,776) | ||||||||
| Ramaco Resources, Inc., Class A | USFF -0.250% | Weekly | MS | 03/18/30 | (22,077) | (509,188) | (397,386) | 110,423 | ||||||||
| Reliance, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (370) | (103,352) | (106,882) | (4,235) | ||||||||
| Royal Gold, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (4,223) | (798,699) | (938,731) | (146,445) | ||||||||
| Sensient Technologies Corp. | USFF -0.250% | Weekly | MS | 03/18/30 | (911) | (91,537) | (85,588) | 5,465 | ||||||||
| Silgan Holdings, Inc. | USFF -0.250% | Weekly | MS | 03/18/30 | (4,916) | (258,086) | (198,459) | 56,285 | ||||||||
| Skeena Resources Ltd. (Canada) | USFF -0.540% | Weekly | MS | 09/19/30 | (2,762) | (47,954) | (65,542) | (17,824) | ||||||||
| Sonoco Products Co. | USFF -0.250% | Weekly | MS | 09/17/29 | (1,647) | (78,509) | (71,875) | 3,534 | ||||||||
| Sylvamo Corp. | USFF -0.250% | Weekly | MS | 03/18/30 | (1,416) | (63,050) | (68,180) | (5,612) | ||||||||
| Taseko Mines Ltd. (Canada) | USFF -0.250% | Weekly | MS | 01/12/29 | (52,018) | (142,443) | (294,422) | (153,864) | ||||||||
| Teck Resources Ltd., Class B (Canada) | USFF -0.250% | Weekly | MS | 09/19/30 | (4,150) | (181,624) | (198,743) | (17,951) | ||||||||
| TMC the metals Co., Inc. (Canada) | USFF -0.250% | Weekly | MS | 09/19/30 | (2,659) | (16,532) | (16,406) | 78 | ||||||||
| Triple Flag Precious Metals Corp. (Canada) | USFF -0.250% | Weekly | MS | 09/19/30 | (2,632) | (82,039) | (87,435) | (5,748) | ||||||||
| Tronox Holdings PLC (United Kingdom) | USFF -0.261% | Weekly | MS | 03/18/30 | (17,824) | (79,056) | (74,326) | 3,826 | ||||||||
| Reference Entity | Receive | Payment Frequency | Counter- party | Maturity Date | Number of Contracts (Short) | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Materials — (continued) | ||||||||||||||||
| United States Antimony Corp. | USFF -0.250% | Weekly | MS | 09/19/30 | (19,491) | $(121,238) | $(97,845) | $23,063 | ||||||||
| Vizsla Silver Corp. (Canada) | USFF -0.990% | Weekly | MS | 03/18/30 | (10,187) | (36,110) | (55,723) | (19,713) | ||||||||
| Warrior Met Coal, Inc. | USFF -0.250% | Weekly | MS | 01/12/29 | (963) | (69,940) | (84,908) | (16,435) | ||||||||
| West Fraser Timber Co. Ltd. (Canada) | USFF -0.250% | Weekly | MS | 03/18/30 | (829) | (60,453) | (50,660) | 8,967 | ||||||||
| Westlake Corp. | USFF -0.250% | Weekly | MS | 09/17/29 | (4,848) | (373,450) | (358,461) | 8,171 | ||||||||
| Wheaton Precious Metals Corp. (Canada) | USFF -0.250% | Weekly | MS | 09/19/30 | (1,797) | (213,718) | (211,183) | 1,954 | ||||||||
| Worthington Steel, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (1,571) | (50,554) | (54,388) | (4,213) | ||||||||
| (393,908) | (9,149,371) | (9,276,789) | (219,808) | |||||||||||||
| Media & Entertainment | ||||||||||||||||
| EchoStar Corp., Class A | USFF -0.250% | Weekly | MS | 01/07/27 | (1,627) | (136,917) | (176,855) | (40,311) | ||||||||
| fuboTV, Inc., Class A | USFF -0.268% | Weekly | MS | 09/17/29 | (25,576) | (97,531) | (64,452) | 32,813 | ||||||||
| Ibotta, Inc., Class A | USFF -0.540% | Weekly | MS | 03/18/30 | (3,591) | (147,631) | (81,623) | 65,630 | ||||||||
| Live Nation Entertainment, Inc. | USFF -0.250% | Weekly | MS | 03/18/30 | (1,514) | (235,788) | (215,745) | 19,401 | ||||||||
| Madison Square Garden Sports Corp. | USFF -0.250% | Weekly | MS | 09/17/29 | (2,658) | (557,666) | (687,492) | (133,353) | ||||||||
| Nexstar Media Group, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (422) | (81,228) | (85,687) | (4,681) | ||||||||
| ROBLOX Corp., Class A | USFF -0.250% | Weekly | MS | 09/19/30 | (2,035) | (181,484) | (164,896) | 16,095 | ||||||||
| Scholastic Corp. | USFF -0.250% | Weekly | MS | 09/19/30 | (1,198) | (34,452) | (35,497) | (1,333) | ||||||||
| Sirius XM Holdings, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (2,883) | (63,258) | (57,646) | 5,242 | ||||||||
| Snap, Inc., Class A | USFF -0.250% | Weekly | MS | 03/18/30 | (8,908) | (79,246) | (71,888) | 7,142 | ||||||||
| Taboola.com Ltd. (Israel) | USFF -1.140% | Weekly | MS | 09/19/30 | (854) | (3,894) | (3,937) | (56) | ||||||||
| TEGNA, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (3,270) | (64,736) | (63,471) | 683 | ||||||||
| TKO Group Holdings, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (1,008) | (208,117) | (210,672) | (3,579) | ||||||||
| Trade Desk, Inc. (The), Class A | USFF -0.250% | Weekly | MS | 09/19/30 | (6,934) | (309,490) | (263,215) | 45,436 | ||||||||
| Walt Disney Co. (The) | USFF -0.250% | Weekly | MS | 09/19/30 | (6,757) | (758,837) | (768,744) | (11,960) | ||||||||
| Warner Bros Discovery, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (5,213) | (154,102) | (150,239) | 3,343 | ||||||||
| Webtoon Entertainment, Inc. | USFF -2.640% | Weekly | MS | 09/19/30 | (2,248) | (29,680) | (29,291) | 306 | ||||||||
| ZoomInfo Technologies, Inc. | USFF -0.250% | Weekly | MS | 09/17/29 | (2,948) | (36,054) | (29,981) | 6,090 | ||||||||
| (79,644) | (3,180,111) | (3,161,331) | 6,908 | |||||||||||||
| Reference Entity | Receive | Payment Frequency | Counter- party | Maturity Date | Number of Contracts (Short) | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Pharmaceuticals, Biotechnology & Life Sciences | ||||||||||||||||
| AbCellera Biologics, Inc. (Canada) | USFF -1.770% | Weekly | MS | 07/11/28 | (32,312) | $(114,020) | $(110,507) | $3,202 | ||||||||
| ADMA Biologics, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (24,197) | (396,756) | (441,353) | (46,582) | ||||||||
| Arcellx, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (16) | (1,033) | (1,043) | (16) | ||||||||
| Avantor, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (2,394) | (37,176) | (27,435) | 9,637 | ||||||||
| BioMarin Pharmaceutical, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (1,145) | (68,202) | (68,047) | (33) | ||||||||
| Bio-Techne Corp. | USFF -0.250% | Weekly | MS | 09/19/30 | (593) | (38,368) | (34,874) | 3,387 | ||||||||
| Bruker Corp. | USFF -0.250% | Weekly | MS | 03/18/30 | (1,548) | (54,752) | (72,926) | (18,480) | ||||||||
| Catalyst Pharmaceuticals, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (1,145) | (27,604) | (26,724) | 834 | ||||||||
| Charles River Laboratories International, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (1,920) | (381,516) | (383,002) | (2,519) | ||||||||
| Corcept Therapeutics, Inc. | USFF -0.250% | Weekly | MS | 03/18/30 | (4,627) | (401,249) | (161,020) | 244,149 | ||||||||
| Crinetics Pharmaceuticals, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (1,980) | (94,555) | (92,169) | 2,127 | ||||||||
| CytomX Therapeutics, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (648) | (2,737) | (2,760) | (34) | ||||||||
| Danaher Corp. | USFF -0.250% | Weekly | MS | 09/19/30 | (493) | (111,724) | (112,858) | (1,591) | ||||||||
| Disc Medicine, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (91) | (7,128) | (7,226) | (121) | ||||||||
| Dyne Therapeutics, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (2,857) | (55,585) | (55,883) | (450) | ||||||||
| Edgewise Therapeutics, Inc. | USFF -0.250% | Weekly | MS | 03/18/30 | (2,761) | (59,129) | (68,514) | (9,980) | ||||||||
| Elanco Animal Health, Inc. | USFF -0.250% | Weekly | MS | 03/18/30 | (5,512) | (99,919) | (124,737) | (25,091) | ||||||||
| Eli Lilly & Co. | USFF -0.250% | Weekly | MS | 09/19/30 | (169) | (181,979) | (181,621) | (137) | ||||||||
| EyePoint, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (8,243) | (112,560) | (150,600) | (38,451) | ||||||||
| Fortrea Holdings, Inc. | USFF -0.250% | Weekly | MS | 03/18/30 | (6,006) | (57,714) | (103,603) | (46,414) | ||||||||
| Geron Corp. | USFF -0.250% | Weekly | MS | 09/19/30 | (304) | (403) | (401) | (2) | ||||||||
| Harrow, Inc. | USFF -0.250% | Weekly | MS | 09/17/29 | (500) | (14,525) | (24,500) | (10,017) | ||||||||
| Indivior PLC (United Kingdom) | USFF -0.250% | Weekly | MS | 03/18/30 | (794) | (16,161) | (28,489) | (13,163) | ||||||||
| Krystal Biotech, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (104) | (25,370) | (25,640) | (341) | ||||||||
| LENZ Therapeutics, Inc. | USFF -0.940% | Weekly | MS | 09/19/30 | (2,248) | (63,848) | (35,968) | 27,704 | ||||||||
| Merck & Co., Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (3,412) | (362,189) | (359,147) | 2,061 | ||||||||
| Nektar Therapeutics | USFF -0.250% | Weekly | MS | 09/19/30 | (70) | (2,939) | (2,960) | (31) | ||||||||
| Neurocrine Biosciences, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | (340) | (52,739) | (48,222) | 5,633 | ||||||||
| Ocular Therapeutix, Inc. | USFF -0.250% | Weekly | MS | 01/12/29 | (14,127) | (138,572) | (171,502) | (33,307) | ||||||||
| Organon & Co. | USFF -0.250% | Weekly | MS | 03/18/30 | (13,176) | (140,201) | (94,472) | 47,010 | ||||||||
| Reference Entity | Receive | Payment Frequency | Counter- party | Maturity Date | Number of Contracts (Short) | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Pharmaceuticals, Biotechnology & Life Sciences — (continued) | ||||||||||||||||
| Pacira BioSciences, Inc. | USFF -0.250% | Weekly | MS | 03/18/30 | (8,306) | $(216,410) | $(214,959) | $864 | ||||||||
| Perrigo Co. PLC (Ireland) | USFF -0.250% | Weekly | MS | 09/19/30 | (19,286) | (264,647) | (268,461) | (7,474) | ||||||||
| Personalis, Inc. | USFF -0.690% | Weekly | MS | 09/19/30 | (2,291) | (20,285) | (18,236) | 1,991 | ||||||||
| Phibro Animal Health Corp., Class A | USFF -0.250% | Weekly | MS | 09/19/30 | (865) | (34,018) | (32,316) | 1,607 | ||||||||
| Prestige Consumer Healthcare, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (104) | (6,514) | (6,416) | 78 | ||||||||
| Protagonist Therapeutics, Inc. | USFF -0.250% | Weekly | MS | 03/18/30 | (5,482) | (372,385) | (478,798) | (115,001) | ||||||||
| QIAGEN NV (Netherlands) | USFF -0.250% | Weekly | MS | 09/19/30 | (3,995) | (182,993) | (179,655) | 2,785 | ||||||||
| Recursion Pharmaceuticals, Inc., Class A | USFF -1.012% | Weekly | MS | 09/19/30 | (640) | (2,619) | (2,618) | (9) | ||||||||
| Repligen Corp. | USFF -0.250% | Weekly | MS | 09/19/30 | (1,558) | (263,058) | (255,294) | 7,050 | ||||||||
| Revvity, Inc. | USFF -0.250% | Weekly | MS | 03/18/30 | (1,225) | (108,346) | (118,519) | (10,543) | ||||||||
| Stoke Therapeutics, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (5,575) | (161,245) | (176,950) | (16,144) | ||||||||
| Supernus Pharmaceuticals, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (9,185) | (432,581) | (456,494) | (25,085) | ||||||||
| Tempus AI, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (1,855) | (138,725) | (109,538) | 28,810 | ||||||||
| Ultragenyx Pharmaceutical, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (4,541) | (141,187) | (104,443) | 36,360 | ||||||||
| Vaxcyte, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (1,333) | (60,753) | (61,505) | (918) | ||||||||
| Vertex Pharmaceuticals, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (474) | (218,237) | (214,893) | 2,817 | ||||||||
| Viatris, Inc. | USFF -0.250% | Weekly | MS | 03/18/30 | (39,153) | (421,292) | (487,455) | (73,927) | ||||||||
| Waters Corp. | USFF -0.250% | Weekly | MS | 09/19/30 | (245) | (86,369) | (93,058) | (7,132) | ||||||||
| WaVe Life Sciences Ltd. (Singapore) | USFF -0.250% | Weekly | MS | 03/18/30 | (2,124) | (15,340) | (36,108) | (21,538) | ||||||||
| (241,969) | (6,267,657) | (6,333,919) | (96,425) | |||||||||||||
| Semiconductors & Semiconductor Equipment | ||||||||||||||||
| ACM Research, Inc., Class A | USFF -0.250% | Weekly | MS | 03/18/30 | (11,118) | (352,721) | (438,605) | (86,841) | ||||||||
| Aehr Test Systems | USFF -1.240% | Weekly | MS | 09/19/30 | (3,959) | (94,999) | (79,932) | 14,808 | ||||||||
| Ambarella, Inc. (Cayman Islands) | USFF -0.250% | Weekly | MS | 09/19/30 | (1,915) | (136,373) | (135,659) | 343 | ||||||||
| Amkor Technology, Inc. | USFF -0.250% | Weekly | MS | 03/18/30 | (2,887) | (111,971) | (113,979) | (2,990) | ||||||||
| Cohu, Inc. | USFF -0.250% | Weekly | MS | 01/12/29 | (2,099) | (63,456) | (48,844) | 14,450 | ||||||||
| Enphase Energy, Inc. | USFF -0.250% | Weekly | MS | 03/18/30 | (6,630) | (223,453) | (212,491) | 10,355 | ||||||||
| Reference Entity | Receive | Payment Frequency | Counter- party | Maturity Date | Number of Contracts (Short) | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Semiconductors & Semiconductor Equipment — (continued) | ||||||||||||||||
| FormFactor, Inc. | USFF -0.250% | Weekly | MS | 03/18/30 | (3,122) | $(100,009) | $(174,145) | $(76,287) | ||||||||
| indie Semiconductor, Inc., Class A | USFF -0.987% | Weekly | MS | 07/11/28 | (6,570) | (43,560) | (23,192) | 20,247 | ||||||||
| KLA Corp. | USFF -0.250% | Weekly | MS | 09/19/30 | (48) | (61,484) | (58,324) | 7,619 | ||||||||
| Kulicke & Soffa Industries, Inc. | USFF -0.250% | Weekly | MS | 09/17/29 | (2,312) | (114,886) | (105,335) | 6,874 | ||||||||
| Lattice Semiconductor Corp. | USFF -0.250% | Weekly | MS | 09/19/30 | (1,624) | (106,169) | (119,494) | (13,614) | ||||||||
| MACOM Technology Solutions Holdings, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (773) | (111,148) | (132,399) | (23,143) | ||||||||
| MaxLinear, Inc. | USFF -0.250% | Weekly | MS | 07/11/28 | (2,299) | (53,747) | (40,072) | 13,548 | ||||||||
| Microchip Technology, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (9,795) | (650,477) | (624,137) | 25,069 | ||||||||
| Monolithic Power Systems, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | (138) | (135,226) | (125,078) | 12,957 | ||||||||
| NXP Semiconductors NV (Netherlands) | USFF -0.250% | Weekly | MS | 09/19/30 | (935) | (215,254) | (202,951) | 14,872 | ||||||||
| PDF Solutions, Inc. | USFF -0.250% | Weekly | MS | 09/17/29 | (3,244) | (72,379) | (92,551) | (20,371) | ||||||||
| Penguin Solutions, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (1,450) | (29,959) | (28,362) | 1,514 | ||||||||
| Photronics, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (558) | (18,659) | (17,856) | 750 | ||||||||
| Rigetti Computing, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (17,367) | (415,147) | (384,679) | 29,343 | ||||||||
| SkyWater Technology, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (472) | (8,920) | (8,572) | 322 | ||||||||
| Universal Display Corp. | USFF -0.250% | Weekly | MS | 09/19/30 | (214) | (32,312) | (24,991) | 7,130 | ||||||||
| Wolfspeed, Inc. | USFF -1.790% | Weekly | MS | 09/19/30 | (14,587) | (273,780) | (253,960) | 19,078 | ||||||||
| (94,116) | (3,426,089) | (3,445,608) | (23,967) | |||||||||||||
| Software & Services | ||||||||||||||||
| Adeia, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (875) | (15,013) | (15,094) | (124) | ||||||||
| Akamai Technologies, Inc. | USFF -0.250% | Weekly | MS | 09/17/29 | (3,564) | (308,711) | (310,959) | (3,718) | ||||||||
| Alkami Technology, Inc. | USFF -0.250% | Weekly | MS | 03/18/30 | (3,094) | (68,986) | (71,379) | (2,655) | ||||||||
| Applied Digital Corp. | USFF -0.250% | Weekly | MS | 09/19/30 | (4,465) | (104,709) | (109,482) | (5,058) | ||||||||
| BigBear.ai Holdings, Inc. | USFF -2.690% | Weekly | MS | 09/19/30 | (4,452) | (25,339) | (24,041) | 1,227 | ||||||||
| Bitfarms Ltd. (Canada) | USFF -0.863% | Weekly | MS | 09/19/30 | (6,599) | (15,473) | (15,508) | (79) | ||||||||
| BlackLine, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (2,117) | (119,342) | (117,049) | 1,967 | ||||||||
| Blend Labs, Inc., Class A | USFF -0.250% | Weekly | MS | 09/19/30 | (29,912) | (95,030) | (90,932) | 3,838 | ||||||||
| C3.ai, Inc., Class A | USFF -0.250% | Weekly | MS | 03/18/30 | (6,871) | (117,310) | (92,621) | 24,369 | ||||||||
| Cleanspark, Inc. | USFF -0.540% | Weekly | MS | 03/18/30 | (2,439) | (27,243) | (24,683) | 2,484 | ||||||||
| Reference Entity | Receive | Payment Frequency | Counter- party | Maturity Date | Number of Contracts (Short) | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Software & Services — (continued) | ||||||||||||||||
| Clearwater Analytics Holdings, Inc., Class A | USFF -0.250% | Weekly | MS | 09/19/30 | (9,155) | $(188,128) | $(220,819) | $(33,202) | ||||||||
| Commvault Systems, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (944) | (119,961) | (118,340) | 1,294 | ||||||||
| Confluent, Inc., Class A | USFF -0.250% | Weekly | MS | 03/18/30 | (2,334) | (54,664) | (70,580) | (17,187) | ||||||||
| Core Scientific, Inc. | USFF -0.640% | Weekly | MS | 03/18/30 | (7,719) | (96,147) | (112,389) | (16,504) | ||||||||
| CoreWeave, Inc., Class A | USFF -0.250% | Weekly | MS | 09/19/30 | (9,088) | (821,668) | (650,792) | 168,653 | ||||||||
| Daily Journal Corp. | USFF -0.590% | Weekly | MS | 09/19/30 | (164) | (84,938) | (79,920) | 4,785 | ||||||||
| DigitalOcean Holdings, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (5,149) | (239,858) | (247,770) | (8,562) | ||||||||
| DoubleVerify Holdings, Inc. | USFF -0.250% | Weekly | MS | 03/18/30 | (34,701) | (386,790) | (396,979) | (11,237) | ||||||||
| D-Wave Quantum, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (4,451) | (101,636) | (116,394) | (15,035) | ||||||||
| DXC Technology Co. | USFF -0.250% | Weekly | MS | 03/18/30 | (5,271) | (75,965) | (77,220) | (1,464) | ||||||||
| Elastic NV (Netherlands) | USFF -0.250% | Weekly | MS | 09/19/30 | (7,717) | (566,054) | (582,170) | (17,649) | ||||||||
| Fair Isaac Corp. | USFF -0.250% | Weekly | MS | 09/19/30 | (81) | (150,752) | (136,940) | 13,559 | ||||||||
| Five9, Inc. | USFF -0.250% | Weekly | MS | 03/18/30 | (12,834) | (316,607) | (257,322) | 58,589 | ||||||||
| Freshworks, Inc., Class A | USFF -0.250% | Weekly | MS | 09/19/30 | (1,984) | (22,454) | (24,304) | (1,951) | ||||||||
| Gitlab, Inc., Class A | USFF -0.250% | Weekly | MS | 09/19/30 | (7,414) | (310,909) | (278,247) | 31,807 | ||||||||
| Globant S.A. (Luxembourg) | USFF -0.250% | Weekly | MS | 09/19/30 | (8,996) | (574,859) | (588,069) | (15,936) | ||||||||
| Grid Dynamics Holdings, Inc. | USFF -0.250% | Weekly | MS | 03/18/30 | (5,498) | (46,958) | (49,647) | (2,896) | ||||||||
| Hive Digital Technologies Ltd. (Canada) | USFF -0.250% | Weekly | MS | 09/19/30 | (170,142) | (533,669) | (438,966) | 93,789 | ||||||||
| Jamf Holding Corp. | USFF -0.250% | Weekly | MS | 09/17/29 | (1,880) | (27,847) | (24,459) | 3,360 | ||||||||
| Karooooo Ltd. (Singapore) | USFF -2.190% | Weekly | MS | 09/19/30 | (61) | (2,800) | (2,776) | 14 | ||||||||
| Lightspeed Commerce, Inc. (Canada) | USFF -0.250% | Weekly | MS | 07/06/26 | (11,023) | (328,152) | (133,158) | 194,146 | ||||||||
| Onestream, Inc. | USFF -0.250% | Weekly | MS | 03/18/30 | (1,410) | (28,480) | (25,916) | 2,588 | ||||||||
| Oracle Corp. | USFF -0.250% | Weekly | MS | 09/19/30 | (4,234) | (794,090) | (825,249) | (33,308) | ||||||||
| PAR Technology Corp. | USFF -0.250% | Weekly | MS | 03/18/30 | (1,238) | (50,622) | (44,915) | 5,568 | ||||||||
| Quantum Computing, Inc. | USFF -0.250% | Weekly | MS | 03/18/30 | (10,590) | (153,404) | (108,653) | 44,333 | ||||||||
| Rapid7, Inc. | USFF -0.250% | Weekly | MS | 03/18/30 | (8,675) | (156,451) | (131,860) | 24,166 | ||||||||
| SEMrush Holdings, Inc., Class A | USFF -0.250% | Weekly | MS | 03/18/30 | (8,351) | (66,722) | (99,293) | (32,754) | ||||||||
| Shopify, Inc., Class A (Canada) | USFF -0.250% | Weekly | MS | 09/19/30 | (1,765) | (296,545) | (284,112) | 13,888 | ||||||||
| Reference Entity | Receive | Payment Frequency | Counter- party | Maturity Date | Number of Contracts (Short) | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Software & Services — (continued) | ||||||||||||||||
| Snowflake, Inc., Class A | USFF -0.250% | Weekly | MS | 09/19/30 | (1,181) | $(261,253) | $(259,064) | $1,480 | ||||||||
| SoundHound AI, Inc., Class A | USFF -0.790% | Weekly | MS | 09/19/30 | (11,086) | (132,675) | (110,527) | 21,786 | ||||||||
| SPS Commerce, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (3,113) | (301,671) | (277,462) | 23,392 | ||||||||
| Synopsys, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | (3,270) | (1,484,690) | (1,535,984) | (55,309) | ||||||||
| Terawulf, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (10,115) | (123,889) | (116,221) | 7,330 | ||||||||
| Varonis Systems, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (24,341) | (812,335) | (798,385) | 11,752 | ||||||||
| Vertex, Inc., Class A | USFF -0.250% | Weekly | MS | 09/17/29 | (20,537) | (710,246) | (410,124) | 299,280 | ||||||||
| Zscaler, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (3,412) | (798,276) | (767,427) | 28,689 | ||||||||
| (484,312) | (12,119,321) | (11,274,201) | 813,505 | |||||||||||||
| Technology Hardware & Equipment | ||||||||||||||||
| ADTRAN Holdings, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (2,445) | (21,428) | (21,247) | 121 | ||||||||
| Aeva Technologies, Inc. | USFF -0.250% | Weekly | MS | 03/18/30 | (28,634) | (419,810) | (380,260) | 38,413 | ||||||||
| Applied Optoelectronics, Inc. | USFF -0.250% | Weekly | MS | 03/18/30 | (5,450) | (123,677) | (189,987) | (66,647) | ||||||||
| Arlo Technologies, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (7,550) | (105,695) | (105,624) | (218) | ||||||||
| Arrow Electronics, Inc. | USFF -0.250% | Weekly | MS | 03/18/30 | (4,350) | (485,363) | (479,283) | 4,765 | ||||||||
| Avnet, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (717) | (34,700) | (34,473) | (121) | ||||||||
| Bel Fuse, Inc., Class B | USFF -0.250% | Weekly | MS | 09/17/29 | (1,989) | (244,051) | (337,394) | (94,165) | ||||||||
| Coherent Corp. | USFF -0.250% | Weekly | MS | 09/19/30 | (946) | (131,740) | (174,603) | (43,222) | ||||||||
| Crane NXT Co. | USFF -0.250% | Weekly | MS | 09/17/29 | (757) | (48,597) | (35,632) | 12,732 | ||||||||
| Fabrinet (Cayman Islands) | USFF -0.250% | Weekly | MS | 03/18/30 | (1,270) | (565,572) | (578,206) | (22,999) | ||||||||
| IonQ, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (2,631) | (124,417) | (118,053) | 6,025 | ||||||||
| IPG Photonics Corp. | USFF -0.250% | Weekly | MS | 03/18/30 | (1,461) | (118,827) | (104,608) | 13,948 | ||||||||
| Motorola Solutions, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (347) | (133,084) | (133,012) | (290) | ||||||||
| NETGEAR, Inc. | USFF -0.250% | Weekly | MS | 03/18/30 | (3,521) | (93,814) | (86,370) | 7,188 | ||||||||
| Novanta, Inc. (Canada) | USFF -0.250% | Weekly | MS | 09/19/30 | (1,450) | (184,856) | (172,535) | 11,818 | ||||||||
| Ouster, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (15,805) | (339,875) | (342,020) | (3,066) | ||||||||
| Plexus Corp. | USFF -0.250% | Weekly | MS | 09/19/30 | (526) | (77,391) | (77,322) | (220) | ||||||||
| Powerfleet, Inc. NJ | USFF -0.250% | Weekly | MS | 09/19/30 | (716) | (3,872) | (3,809) | 50 | ||||||||
| Pure Storage, Inc., Class A | USFF -0.250% | Weekly | MS | 09/19/30 | (8,651) | (596,805) | (579,704) | 15,486 | ||||||||
| Super Micro Computer, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (3,727) | (143,591) | (109,089) | 34,111 | ||||||||
| Ubiquiti, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (74) | (50,314) | (40,948) | 9,170 | ||||||||
| Vishay Intertechnology, Inc. | USFF -0.250% | Weekly | MS | 01/12/29 | (32,448) | (565,132) | (470,172) | 83,755 | ||||||||
| Reference Entity | Receive | Payment Frequency | Counter- party | Maturity Date | Number of Contracts (Short) | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Technology Hardware & Equipment — (continued) | ||||||||||||||||
| Vontier Corp. | USFF -0.250% | Weekly | MS | 09/19/30 | (1,751) | $(66,137) | $(65,102) | $853 | ||||||||
| Zebra Technologies Corp., Class A | USFF -0.250% | Weekly | MS | 09/19/30 | (95) | (25,894) | (23,068) | 3,979 | ||||||||
| (127,311) | (4,704,642) | (4,662,521) | 11,466 | |||||||||||||
| Telecommunication Services | ||||||||||||||||
| BCE, Inc. (Canada) | USFF -0.250% | Weekly | MS | 09/19/30 | (10,446) | (243,928) | (248,824) | (7,766) | ||||||||
| Cogent Communications Holdings, Inc. | USFF -0.250% | Weekly | MS | 07/11/28 | (14,499) | (522,515) | (312,598) | 201,465 | ||||||||
| Frontier Communications Parent, Inc. | USFF -0.250% | Weekly | MS | 09/17/29 | (9,612) | (355,893) | (365,929) | (11,310) | ||||||||
| Globalstar, Inc. | USFF -0.250% | Weekly | MS | 03/18/30 | (585) | (15,098) | (35,708) | (20,654) | ||||||||
| Shenandoah Telecommunications Co. | USFF -0.250% | Weekly | MS | 01/05/26 | (4,709) | (85,139) | (54,436) | 22,591 | ||||||||
| (39,851) | (1,222,573) | (1,017,495) | 184,326 | |||||||||||||
| Transportation | ||||||||||||||||
| Alaska Air Group, Inc. | USFF -0.250% | Weekly | MS | 09/17/29 | (950) | (53,723) | (47,785) | 6,114 | ||||||||
| ArcBest Corp. | USFF -0.250% | Weekly | MS | 01/12/29 | (3,226) | (359,844) | (239,337) | 117,666 | ||||||||
| Canadian Pacific Kansas City Ltd. (Canada) | USFF -0.250% | Weekly | MS | 09/19/30 | (1,881) | (134,545) | (138,498) | (4,741) | ||||||||
| Frontier Group Holdings, Inc. | USFF -0.264% | Weekly | MS | 03/18/30 | (14,020) | (66,493) | (66,034) | 256 | ||||||||
| FTAI Infrastructure, Inc. | USFF -0.266% | Weekly | MS | 03/18/30 | (5,036) | (31,128) | (23,216) | 7,558 | ||||||||
| Hub Group, Inc., Class A | USFF -0.250% | Weekly | MS | 09/19/30 | (4,822) | (181,796) | (205,465) | (24,651) | ||||||||
| JetBlue Airways Corp. | USFF -0.256% | Weekly | MS | 09/19/30 | (9,360) | (40,456) | (42,588) | (2,244) | ||||||||
| Knight-Swift Transportation Holdings, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (13,844) | (620,389) | (723,764) | (107,545) | ||||||||
| RXO, Inc. | USFF -0.250% | Weekly | MS | 01/12/29 | (9,117) | (259,646) | (115,239) | 145,101 | ||||||||
| Ryder System, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (1,005) | (190,092) | (192,347) | (2,771) | ||||||||
| Southwest Airlines Co. | USFF -0.250% | Weekly | MS | 03/18/30 | (13,694) | (459,164) | (565,973) | (110,677) | ||||||||
| United Airlines Holdings, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (1,221) | (135,310) | (136,532) | (1,591) | ||||||||
| (78,176) | (2,532,586) | (2,496,778) | 22,475 | |||||||||||||
| Utilities | ||||||||||||||||
| AES Corp. (The) | USFF -0.250% | Weekly | MS | 07/11/28 | (16,385) | (275,764) | (234,961) | 25,519 | ||||||||
| Avista Corp. | USFF -0.250% | Weekly | MS | 09/17/29 | (2,910) | (113,783) | (112,151) | (2,448) | ||||||||
| Brookfield Renewable Corp. (Canada) | USFF -0.250% | Weekly | MS | 03/18/30 | (2,640) | (90,040) | (101,218) | (13,535) | ||||||||
| California Water Service Group | USFF -0.250% | Weekly | MS | 01/10/28 | (5,750) | (274,842) | (249,147) | 19,748 | ||||||||
| Reference Entity | Receive | Payment Frequency | Counter- party | Maturity Date | Number of Contracts (Short) | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Utilities — (continued) | ||||||||||||||||
| Chesapeake Utilities Corp. | USFF -0.250% | Weekly | MS | 01/12/29 | (1,160) | $(140,235) | $(144,722) | $(7,557) | ||||||||
| Clearway Energy, Inc., Class C | USFF -0.250% | Weekly | MS | 03/18/30 | (4,818) | (147,301) | (160,247) | (16,623) | ||||||||
| CMS Energy Corp. | USFF -0.250% | Weekly | MS | 03/18/30 | (1,070) | (75,481) | (74,825) | (837) | ||||||||
| Dominion Energy, Inc. | USFF -0.250% | Weekly | MS | 03/18/30 | (8,756) | (535,944) | (513,014) | 14,138 | ||||||||
| DTE Energy Co. | USFF -0.250% | Weekly | MS | 09/19/30 | (419) | (58,173) | (54,043) | 3,474 | ||||||||
| Edison International | USFF -0.250% | Weekly | MS | 09/19/30 | (202) | (12,158) | (12,124) | (1) | ||||||||
| Emera, Inc. (Canada) | USFF -0.250% | Weekly | MS | 09/19/30 | (7) | (345) | (345) | (3) | ||||||||
| FirstEnergy Corp. | USFF -0.250% | Weekly | MS | 09/19/30 | (1,057) | (48,864) | (47,322) | (3,678) | ||||||||
| H2O America | USFF -0.250% | Weekly | MS | 01/12/29 | (3,069) | (159,773) | (150,350) | 4,822 | ||||||||
| IDACORP, Inc. | USFF -0.250% | Weekly | MS | 01/10/28 | (886) | (103,698) | (112,132) | (11,313) | ||||||||
| Middlesex Water Co. | USFF -0.250% | Weekly | MS | 09/19/30 | (584) | (30,325) | (29,445) | 724 | ||||||||
| New Jersey Resources Corp. | USFF -0.250% | Weekly | MS | 09/17/29 | (4,711) | (223,958) | (217,271) | 1,690 | ||||||||
| NextEra Energy, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (10,152) | (841,399) | (815,003) | 18,382 | ||||||||
| NiSource, Inc. | USFF -0.250% | Weekly | MS | 03/18/30 | (4,349) | (183,801) | (181,614) | 436 | ||||||||
| Northwest Natural Holding Co. | USFF -0.250% | Weekly | MS | 01/05/26 | (4,792) | (210,525) | (223,978) | (27,427) | ||||||||
| Northwestern Energy Group, Inc. | USFF -0.250% | Weekly | MS | 09/19/30 | (2,077) | (136,105) | (134,050) | 286 | ||||||||
| Oklo, Inc. | USFF -0.540% | Weekly | MS | 09/19/30 | (1,550) | (127,206) | (111,228) | 15,631 | ||||||||
| Portland General Electric Co. | USFF -0.250% | Weekly | MS | 09/17/29 | (616) | (31,074) | (29,562) | (631) | ||||||||
| PPL Corp. | USFF -0.250% | Weekly | MS | 03/18/30 | (6,183) | (228,399) | (216,529) | 9,267 | ||||||||
| Sempra | USFF -0.250% | Weekly | MS | 09/17/29 | (1,577) | (136,293) | (139,233) | (7,149) | ||||||||
| Southern Co. (The) | USFF -0.250% | Weekly | MS | 09/19/30 | (458) | (41,981) | (39,938) | 1,360 | ||||||||
| Southwest Gas Holdings, Inc. | USFF -0.250% | Weekly | MS | 03/18/30 | (4,751) | (358,555) | (380,175) | (28,530) | ||||||||
| Spire, Inc. | USFF -0.250% | Weekly | MS | 03/18/30 | (3,819) | (297,931) | (315,831) | (25,888) | ||||||||
| TransAlta Corp. (Canada) | USFF -0.250% | Weekly | MS | 09/17/29 | (20,057) | (245,097) | (253,520) | (11,156) | ||||||||
| TXNM Energy, Inc. | USFF -0.250% | Weekly | MS | 03/18/30 | (3,384) | (191,992) | (199,250) | (10,807) | ||||||||
| Xcel Energy, Inc. | USFF -0.250% | Weekly | MS | 09/17/29 | (2,420) | (185,046) | (178,741) | 2,804 | ||||||||
| (120,609) | (5,506,088) | (5,431,969) | (49,302) | |||||||||||||
| Total Reference Entity — Short | (109,986,293) | (105,721,953) | 3,479,010 | |||||||||||||
| Net Value of Reference Entity | $(78,537,541) | $(73,330,993) | $5,765,115 | |||||||||||||
| * | Includes $558,567 related to open trades, dividends receivables/payables and swap receivables/payables activities. |
| MS | Morgan Stanley |
| USFF | U.S. Fed Funds |
| (a) | Security position is either entirely or partially designated as collateral for total return swaps. |
| (b) | All affiliated fund investments are in Institutional Class shares. The financial statements of the affiliated funds are publicly available on the Securities and Exchange Commission’s website. |
| (c) | Rate disclosed is the 7-day yield at December 31, 2025. |
| * | Non-income producing. |
| ETF | Exchange-Traded Fund |
| PLC | Public Limited Company |
| S&P | Standard & Poor's |
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Long | ||||||||||||||||
| Automobiles & Components | ||||||||||||||||
| Aptiv PLC (Jersey) | USFF +0.250% | Weekly | MS | 01/17/30 | 40,981 | $3,137,620 | $3,118,244 | $53,392 | ||||||||
| Ford Motor Co. | USFF +0.250% | Weekly | MS | 07/29/30 | 347,188 | 3,963,890 | 4,555,107 | 758,754 | ||||||||
| General Motors Co. | USFF +0.250% | Weekly | MS | 07/11/28 | 23,182 | 1,655,449 | 1,885,160 | 271,467 | ||||||||
| 411,351 | 8,756,959 | 9,558,511 | 1,083,613 | |||||||||||||
| Banks | ||||||||||||||||
| Bank of America Corp. | USFF +0.250% | Weekly | MS | 01/07/27 | 50,412 | 1,921,545 | 2,772,660 | 1,005,647 | ||||||||
| Citigroup, Inc. | USFF +0.250% | Weekly | MS | 01/12/29 | 12,698 | 770,558 | 1,481,730 | 778,469 | ||||||||
| Citizens Financial Group, Inc. | USFF +0.250% | Weekly | MS | 01/10/28 | 2,306 | 66,252 | 134,693 | 81,307 | ||||||||
| Fifth Third Bancorp | USFF +0.250% | Weekly | MS | 07/16/29 | 6,179 | 266,059 | 289,239 | 44,143 | ||||||||
| Huntington Bancshares, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 13,897 | 233,931 | 241,113 | 21,927 | ||||||||
| JPMorgan Chase & Co. | USFF +0.250% | Weekly | MS | 01/07/27 | 20,630 | 2,811,473 | 6,647,399 | 4,181,582 | ||||||||
| M&T Bank Corp. | USFF +0.250% | Weekly | MS | 07/16/29 | 832 | 175,693 | 167,631 | 2,534 | ||||||||
| PNC Financial Services Group, Inc. (The) | USFF +0.250% | Weekly | MS | 01/10/28 | 2,543 | 445,707 | 530,800 | 115,729 | ||||||||
| Truist Financial Corp. | USFF +0.250% | Weekly | MS | 01/10/28 | 5,303 | 174,093 | 260,961 | 122,524 | ||||||||
| US Bancorp | USFF +0.250% | Weekly | MS | 01/10/28 | 6,145 | 214,098 | 327,897 | 154,697 | ||||||||
| Wells Fargo & Co. | USFF +0.250% | Weekly | MS | 01/12/29 | 16,680 | 978,131 | 1,554,576 | 643,702 | ||||||||
| 137,625 | 8,057,540 | 14,408,699 | 7,152,261 | |||||||||||||
| Capital Goods | ||||||||||||||||
| 3M Co. | USFF +0.250% | Weekly | MS | 01/12/29 | 328 | 41,352 | 52,513 | 14,517 | ||||||||
| A. O. Smith Corp. | USFF +0.250% | Weekly | MS | 01/17/30 | 98,743 | 6,256,726 | 6,603,932 | 579,730 | ||||||||
| Allegion PLC (Ireland) | USFF +0.250% | Weekly | MS | 07/16/29 | 63,020 | 9,175,693 | 10,034,044 | 1,151,709 | ||||||||
| AMETEK, Inc. | USFF +0.250% | Weekly | MS | 01/07/27 | 23,541 | 4,434,413 | 4,833,203 | 535,011 | ||||||||
| Caterpillar, Inc. | USFF +0.250% | Weekly | MS | 07/08/27 | 17,306 | 5,807,721 | 9,914,088 | 4,411,748 | ||||||||
| Comfort Systems USA, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 1,707 | 1,637,164 | 1,593,126 | (5,705) | ||||||||
| Cummins, Inc. | USFF +0.250% | Weekly | MS | 01/12/29 | 10,535 | 4,300,207 | 5,377,591 | 1,226,299 | ||||||||
| EMCOR Group, Inc. | USFF +0.250% | Weekly | MS | 07/29/30 | 11,633 | 7,406,756 | 7,116,953 | (117,418) | ||||||||
| Emerson Electric Co. | USFF +0.250% | Weekly | MS | 01/10/28 | 43,637 | 5,521,807 | 5,791,503 | 464,258 | ||||||||
| Fortive Corp. | USFF +0.250% | Weekly | MS | 07/29/30 | 23,934 | 1,119,190 | 1,321,396 | 231,523 | ||||||||
| GE Vernova, Inc. | USFF +0.250% | Weekly | MS | 07/29/30 | 907 | 558,087 | 592,788 | 48,213 | ||||||||
| General Dynamics Corp. | USFF +0.250% | Weekly | MS | 01/10/28 | 36,987 | 10,705,226 | 12,452,043 | 2,102,912 | ||||||||
| General Electric Co. | USFF +0.250% | Weekly | MS | 01/07/27 | 9,903 | 2,477,843 | 3,050,421 | 650,505 | ||||||||
| Honeywell International, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 21,695 | 4,372,436 | 4,232,478 | (10,422) | ||||||||
| Howmet Aerospace, Inc. | USFF +0.250% | Weekly | MS | 07/08/27 | 10,531 | 1,302,815 | 2,159,066 | 893,759 | ||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Capital Goods — (continued) | ||||||||||||||||
| Huntington Ingalls Industries, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 13,880 | $4,312,341 | $4,720,172 | $523,796 | ||||||||
| Illinois Tool Works, Inc. | USFF +0.250% | Weekly | MS | 01/07/27 | 11,666 | 2,838,866 | 2,873,336 | 195,428 | ||||||||
| Johnson Controls International PLC (Ireland) | USFF +0.250% | Weekly | MS | 07/11/28 | 72,232 | 7,073,986 | 8,649,782 | 1,833,915 | ||||||||
| L3Harris Technologies, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 15,521 | 3,232,325 | 4,556,500 | 1,470,305 | ||||||||
| Lockheed Martin Corp. | USFF +0.250% | Weekly | MS | 01/05/26 | 2,250 | 950,932 | 1,088,258 | 244,840 | ||||||||
| Masco Corp. | USFF +0.250% | Weekly | MS | 07/08/27 | 54,191 | 3,479,665 | 3,438,961 | 63,750 | ||||||||
| Nordson Corp. | USFF +0.250% | Weekly | MS | 11/04/30 | 17,868 | 4,293,502 | 4,296,003 | 104,904 | ||||||||
| Northrop Grumman Corp. | USFF +0.250% | Weekly | MS | 01/05/26 | 6,253 | 3,406,152 | 3,565,523 | 275,297 | ||||||||
| Otis Worldwide Corp. | USFF +0.250% | Weekly | MS | 11/04/30 | 32,742 | 2,880,816 | 2,860,014 | 46,071 | ||||||||
| Pentair PLC (Ireland) | USFF +0.250% | Weekly | MS | 07/18/30 | 67,510 | 6,947,487 | 7,030,491 | 256,772 | ||||||||
| Rockwell Automation, Inc. | USFF +0.250% | Weekly | MS | 07/29/30 | 23,063 | 8,044,564 | 8,973,121 | 1,158,343 | ||||||||
| RTX Corp. | USFF +0.250% | Weekly | MS | 01/17/30 | 26,182 | 3,685,470 | 4,801,779 | 1,235,675 | ||||||||
| Snap-on, Inc. | USFF +0.250% | Weekly | MS | 07/08/27 | 3,743 | 1,156,093 | 1,289,838 | 240,664 | ||||||||
| Stanley Black & Decker, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 52,234 | 3,018,753 | 3,879,942 | 1,060,445 | ||||||||
| Textron, Inc. | USFF +0.250% | Weekly | MS | 01/07/27 | 80,866 | 5,785,152 | 7,049,089 | 1,401,671 | ||||||||
| United Rentals, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 6,056 | 3,855,447 | 4,901,242 | 1,167,557 | ||||||||
| 860,664 | 130,078,987 | 149,099,196 | 23,456,072 | |||||||||||||
| Commercial & Professional Services | ||||||||||||||||
| Automatic Data Processing, Inc. | USFF +0.250% | Weekly | MS | 01/05/26 | 31,741 | 8,525,517 | 8,164,737 | 85,928 | ||||||||
| Broadridge Financial Solutions, Inc. | USFF +0.250% | Weekly | MS | 07/11/28 | 2,634 | 598,938 | 587,830 | 7,580 | ||||||||
| Cintas Corp. | USFF +0.250% | Weekly | MS | 01/12/29 | 2,884 | 545,376 | 542,394 | 10,477 | ||||||||
| Jacobs Solutions, Inc. | USFF +0.250% | Weekly | MS | 01/10/28 | 65,828 | 8,355,317 | 8,719,577 | 626,196 | ||||||||
| Leidos Holdings, Inc. | USFF +0.250% | Weekly | MS | 07/11/28 | 34,738 | 5,655,374 | 6,266,735 | 812,502 | ||||||||
| Paychex, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 70,543 | 8,372,297 | 7,913,514 | (211,075) | ||||||||
| Republic Services, Inc. | USFF +0.250% | Weekly | MS | 01/10/28 | 9,707 | 1,931,806 | 2,057,205 | 204,062 | ||||||||
| Veralto Corp. | USFF +0.250% | Weekly | MS | 07/11/28 | 69,612 | 6,795,389 | 6,945,885 | 336,805 | ||||||||
| 287,687 | 40,780,014 | 41,197,877 | 1,872,475 | |||||||||||||
| Consumer Discretionary Distribution & Retail | ||||||||||||||||
| Amazon.com, Inc. | USFF +0.250% | Weekly | MS | 01/07/27 | 109,298 | 18,295,321 | 25,228,164 | 7,353,473 | ||||||||
| AutoZone, Inc. | USFF +0.250% | Weekly | MS | 07/11/28 | 995 | 3,487,455 | 3,374,543 | (32,116) | ||||||||
| Bath & Body Works, Inc. | USFF +0.250% | Weekly | MS | 07/16/29 | 296,690 | 6,193,921 | 5,957,535 | (11,710) | ||||||||
| Best Buy Co., Inc. | USFF +0.250% | Weekly | MS | 07/08/27 | 32,228 | 2,168,129 | 2,157,020 | 132,369 | ||||||||
| Lowe's Cos., Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 17,024 | 3,841,875 | 4,105,508 | 381,307 | ||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Consumer Discretionary Distribution & Retail — (continued) | ||||||||||||||||
| Pool Corp. | USFF +0.250% | Weekly | MS | 11/04/30 | 15,246 | $3,571,154 | $3,487,523 | $(1,074) | ||||||||
| TJX Cos., Inc. (The) | USFF +0.250% | Weekly | MS | 01/10/28 | 39,549 | 4,807,846 | 6,075,122 | 1,454,129 | ||||||||
| Ulta Beauty, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 10,734 | 3,693,038 | 6,494,177 | 2,886,653 | ||||||||
| Williams-Sonoma, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 2,789 | 474,830 | 498,088 | 36,084 | ||||||||
| 524,553 | 46,533,569 | 57,377,680 | 12,199,115 | |||||||||||||
| Consumer Durables & Apparel | ||||||||||||||||
| Deckers Outdoor Corp. | USFF +0.250% | Weekly | MS | 01/17/30 | 67,045 | 6,413,408 | 6,950,555 | 685,093 | ||||||||
| Garmin Ltd. (Switzerland) | USFF +0.250% | Weekly | MS | 01/10/28 | 6,952 | 1,316,619 | 1,410,213 | 153,670 | ||||||||
| Hasbro, Inc. | USFF +0.250% | Weekly | MS | 07/16/29 | 29,395 | 1,890,279 | 2,410,390 | 615,009 | ||||||||
| Lennar Corp., Class A | USFF +0.250% | Weekly | MS | 01/07/27 | 2,714 | 308,239 | 278,999 | (18,228) | ||||||||
| Ralph Lauren Corp. | USFF +0.250% | Weekly | MS | 07/11/28 | 8,786 | 2,000,805 | 3,106,817 | 1,217,219 | ||||||||
| Tapestry, Inc. | USFF +0.250% | Weekly | MS | 07/11/28 | 31,016 | 2,389,207 | 3,962,914 | 1,733,110 | ||||||||
| 145,908 | 14,318,557 | 18,119,888 | 4,385,873 | |||||||||||||
| Consumer Services | ||||||||||||||||
| Booking Holdings, Inc. | USFF +0.250% | Weekly | MS | 07/08/27 | 1,155 | 5,400,719 | 6,185,406 | 978,907 | ||||||||
| Carnival Corp. (Panama) | USFF +0.250% | Weekly | MS | 01/17/30 | 197,203 | 4,045,492 | 6,022,580 | 2,070,690 | ||||||||
| Darden Restaurants, Inc. | USFF +0.250% | Weekly | MS | 01/12/29 | 6,100 | 1,092,748 | 1,122,522 | 35,572 | ||||||||
| Expedia Group, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 32,104 | 8,280,551 | 9,095,384 | 1,016,843 | ||||||||
| Las Vegas Sands Corp. | USFF +0.250% | Weekly | MS | 07/29/30 | 50,400 | 2,940,603 | 3,280,536 | 420,404 | ||||||||
| Marriott International, Inc., Class A | USFF +0.250% | Weekly | MS | 07/29/30 | 7,242 | 1,936,978 | 2,246,758 | 362,328 | ||||||||
| McDonald's Corp. | USFF +0.250% | Weekly | MS | 07/11/28 | 18,754 | 5,568,195 | 5,731,785 | 392,753 | ||||||||
| Wynn Resorts Ltd. | USFF +0.250% | Weekly | MS | 07/16/29 | 29,100 | 2,767,546 | 3,501,603 | 814,243 | ||||||||
| Yum! Brands, Inc. | USFF +0.250% | Weekly | MS | 07/11/28 | 50,085 | 6,700,654 | 7,576,859 | 1,175,298 | ||||||||
| 392,143 | 38,733,486 | 44,763,433 | 7,267,038 | |||||||||||||
| Consumer Staples Distribution & Retail | ||||||||||||||||
| Dollar General Corp. | USFF +0.250% | Weekly | MS | 07/29/30 | 36,752 | 3,840,764 | 4,879,563 | 1,149,646 | ||||||||
| Dollar Tree, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 91,935 | 8,421,502 | 11,308,924 | 3,081,453 | ||||||||
| Kroger Co. (The) | USFF +0.250% | Weekly | MS | 07/08/27 | 20,656 | 1,285,383 | 1,290,587 | 46,054 | ||||||||
| Sysco Corp. | USFF +0.250% | Weekly | MS | 07/11/28 | 20,108 | 1,441,894 | 1,481,759 | 91,313 | ||||||||
| Target Corp. | USFF +0.250% | Weekly | MS | 01/17/30 | 45,544 | 4,117,550 | 4,451,926 | 521,433 | ||||||||
| Walmart, Inc. | USFF +0.250% | Weekly | MS | 07/16/29 | 6,934 | 595,996 | 772,517 | 197,673 | ||||||||
| 221,929 | 19,703,089 | 24,185,276 | 5,087,572 | |||||||||||||
| Energy | ||||||||||||||||
| APA Corp. | USFF +0.250% | Weekly | MS | 07/29/30 | 574,660 | 13,177,066 | 14,056,184 | 1,302,616 | ||||||||
| Baker Hughes Co. | USFF +0.250% | Weekly | MS | 01/12/29 | 20,307 | 774,748 | 924,781 | 193,328 | ||||||||
| Devon Energy Corp. | USFF +0.250% | Weekly | MS | 01/17/30 | 365,724 | 12,277,564 | 13,396,470 | 1,486,191 | ||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Financial Services — (continued) | ||||||||||||||||
| CME Group, Inc. | USFF +0.250% | Weekly | MS | 07/08/27 | 3,519 | $931,952 | $960,969 | $101,432 | ||||||||
| Corpay, Inc. | USFF +0.250% | Weekly | MS | 07/08/27 | 25,574 | 6,758,238 | 7,695,984 | 1,093,605 | ||||||||
| Fiserv, Inc. | USFF +0.250% | Weekly | MS | 01/10/28 | 102,885 | 10,151,695 | 6,910,785 | (3,007,172) | ||||||||
| Franklin Resources, Inc. | USFF +0.250% | Weekly | MS | 01/07/27 | 79,070 | 2,063,174 | 1,888,982 | 128,895 | ||||||||
| Global Payments, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 19,112 | 1,474,850 | 1,479,269 | 48,781 | ||||||||
| Goldman Sachs Group, Inc. (The) | USFF +0.250% | Weekly | MS | 07/08/27 | 2,513 | 873,664 | 2,208,927 | 1,446,031 | ||||||||
| Interactive Brokers Group, Inc., Class A | USFF +0.250% | Weekly | MS | 07/29/30 | 4,588 | 287,643 | 295,054 | 15,489 | ||||||||
| Intercontinental Exchange, Inc. | USFF +0.250% | Weekly | MS | 01/07/27 | 30,107 | 4,453,811 | 4,876,130 | 604,133 | ||||||||
| Invesco Ltd. (Bermuda) | USFF +0.250% | Weekly | MS | 01/17/30 | 3,552 | 70,627 | 93,311 | 26,503 | ||||||||
| KKR & Co., Inc. | USFF +0.250% | Weekly | MS | 01/12/29 | 4,203 | 463,061 | 535,798 | 88,584 | ||||||||
| Mastercard, Inc., Class A | USFF +0.250% | Weekly | MS | 01/07/27 | 9,024 | 4,628,498 | 5,151,621 | 649,523 | ||||||||
| Nasdaq, Inc. | USFF +0.250% | Weekly | MS | 01/12/29 | 33,300 | 2,557,018 | 3,234,429 | 782,194 | ||||||||
| Northern Trust Corp. | USFF +0.250% | Weekly | MS | 07/11/28 | 1,331 | 93,672 | 181,801 | 100,157 | ||||||||
| PayPal Holdings, Inc. | USFF +0.250% | Weekly | MS | 07/11/28 | 139,046 | 9,027,117 | 8,117,505 | (686,431) | ||||||||
| Raymond James Financial, Inc. | USFF +0.250% | Weekly | MS | 01/07/27 | 1,046 | 113,071 | 167,977 | 63,682 | ||||||||
| Robinhood Markets, Inc., Class A | USFF +0.250% | Weekly | MS | 07/29/30 | 3,848 | 482,959 | 435,209 | (35,906) | ||||||||
| S&P Global, Inc. | USFF +0.250% | Weekly | MS | 01/05/26 | 6,888 | 3,280,511 | 3,599,600 | 413,107 | ||||||||
| State Street Corp. | USFF +0.250% | Weekly | MS | 07/16/29 | 1,570 | 153,501 | 202,546 | 57,759 | ||||||||
| Synchrony Financial | USFF +0.250% | Weekly | MS | 07/16/29 | 1,848 | 95,565 | 154,179 | 64,568 | ||||||||
| T Rowe Price Group, Inc. | USFF +0.250% | Weekly | MS | 01/07/27 | 13,275 | 1,364,105 | 1,359,095 | 141,367 | ||||||||
| Visa, Inc., Class A | USFF +0.250% | Weekly | MS | 07/08/27 | 18,819 | 5,840,125 | 6,600,011 | 955,257 | ||||||||
| 586,541 | 75,591,000 | 80,608,923 | 7,785,234 | |||||||||||||
| Food, Beverage & Tobacco | ||||||||||||||||
| Altria Group, Inc. | USFF +0.250% | Weekly | MS | 07/11/28 | 34,082 | 1,879,660 | 1,965,168 | 314,365 | ||||||||
| Archer-Daniels-Midland Co. | USFF +0.250% | Weekly | MS | 11/04/30 | 75,029 | 4,287,022 | 4,313,417 | 153,656 | ||||||||
| Campbell's Company (The) | USFF +0.250% | Weekly | MS | 01/17/30 | 126,224 | 4,069,946 | 3,517,863 | (385,759) | ||||||||
| Coca-Cola Co. (The) | USFF +0.250% | Weekly | MS | 07/16/29 | 76,450 | 4,915,229 | 5,344,620 | 635,192 | ||||||||
| Conagra Brands, Inc. | USFF +0.250% | Weekly | MS | 01/12/29 | 389,787 | 8,131,796 | 6,747,213 | (912,449) | ||||||||
| Constellation Brands, Inc., Class A | USFF +0.250% | Weekly | MS | 07/16/29 | 29,079 | 4,780,739 | 4,011,739 | (597,665) | ||||||||
| General Mills, Inc. | USFF +0.250% | Weekly | MS | 01/05/26 | 109,258 | 5,587,140 | 5,080,497 | (250,530) | ||||||||
| Keurig Dr Pepper, Inc. | USFF +0.250% | Weekly | MS | 07/11/28 | 195,023 | 5,375,834 | 5,462,594 | 234,903 | ||||||||
| Kraft Heinz Co. (The) | USFF +0.250% | Weekly | MS | 01/17/30 | 202,880 | 5,615,230 | 4,919,840 | (436,316) | ||||||||
| Lamb Weston Holdings, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 63,333 | 2,664,648 | 2,653,019 | 50,284 | ||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Food, Beverage & Tobacco — (continued) | ||||||||||||||||
| Molson Coors Beverage Co., Class B | USFF +0.250% | Weekly | MS | 01/12/29 | 26,044 | $1,223,970 | $1,215,734 | $41,756 | ||||||||
| PepsiCo, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 11,974 | 1,566,478 | 1,718,508 | 233,556 | ||||||||
| Philip Morris International, Inc. | USFF +0.250% | Weekly | MS | 01/10/28 | 21,180 | 3,007,445 | 3,397,272 | 554,248 | ||||||||
| Tyson Foods, Inc., Class A | USFF +0.250% | Weekly | MS | 07/16/29 | 139,488 | 7,702,953 | 8,176,787 | 823,626 | ||||||||
| 1,499,831 | 60,808,090 | 58,524,271 | 458,867 | |||||||||||||
| Health Care Equipment & Services | ||||||||||||||||
| Abbott Laboratories | USFF +0.250% | Weekly | MS | 07/11/28 | 17,018 | 2,056,507 | 2,132,185 | 149,620 | ||||||||
| Baxter International, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 405,389 | 8,921,852 | 7,746,984 | (936,919) | ||||||||
| Cardinal Health, Inc. | USFF +0.250% | Weekly | MS | 07/08/27 | 16,022 | 2,703,868 | 3,292,521 | 657,679 | ||||||||
| Cencora, Inc. | USFF +0.250% | Weekly | MS | 01/05/26 | 13,111 | 3,319,138 | 4,428,240 | 1,242,317 | ||||||||
| Centene Corp. | USFF +0.250% | Weekly | MS | 07/18/30 | 23,032 | 595,430 | 947,767 | 366,762 | ||||||||
| Cigna Group (The) | USFF +0.250% | Weekly | MS | 07/06/26 | 5,787 | 1,572,105 | 1,592,756 | 113,023 | ||||||||
| CVS Health Corp. | USFF +0.250% | Weekly | MS | 01/12/29 | 71,070 | 3,842,123 | 5,640,115 | 2,033,627 | ||||||||
| DaVita, Inc. | USFF +0.250% | Weekly | MS | 07/11/28 | 38,506 | 4,692,170 | 4,374,667 | (209,059) | ||||||||
| Elevance Health, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 14,878 | 4,728,028 | 5,215,483 | 634,802 | ||||||||
| GE HealthCare Technologies, Inc. | USFF +0.250% | Weekly | MS | 01/07/27 | 138,381 | 9,163,627 | 11,350,010 | 2,410,562 | ||||||||
| HCA Healthcare, Inc. | USFF +0.250% | Weekly | MS | 07/29/30 | 3,877 | 1,800,697 | 1,810,016 | 54,157 | ||||||||
| IDEXX Laboratories, Inc. | USFF +0.250% | Weekly | MS | 07/29/30 | 5,449 | 3,841,900 | 3,686,412 | (66,557) | ||||||||
| McKesson Corp. | USFF +0.250% | Weekly | MS | 07/16/29 | 6,773 | 4,669,218 | 5,555,824 | 1,006,179 | ||||||||
| Medtronic PLC (Ireland) | USFF +0.250% | Weekly | MS | 07/16/29 | 26,920 | 2,178,910 | 2,585,935 | 518,438 | ||||||||
| Molina Healthcare, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 26,739 | 4,180,425 | 4,640,286 | 556,427 | ||||||||
| ResMed, Inc. | USFF +0.250% | Weekly | MS | 07/29/30 | 28,406 | 7,771,428 | 6,842,153 | (733,737) | ||||||||
| Solventum Corp. | USFF +0.250% | Weekly | MS | 01/12/29 | 61,266 | 4,160,745 | 4,854,718 | 790,220 | ||||||||
| UnitedHealth Group, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 19,315 | 5,716,547 | 6,376,075 | 896,642 | ||||||||
| Universal Health Services, Inc., Class B | USFF +0.250% | Weekly | MS | 01/17/30 | 21,563 | 3,706,279 | 4,701,165 | 1,092,373 | ||||||||
| 943,502 | 79,620,997 | 87,773,312 | 10,576,556 | |||||||||||||
| Household & Personal Products | ||||||||||||||||
| Clorox Co. (The) | USFF +0.250% | Weekly | MS | 01/17/30 | 35,144 | 4,143,614 | 3,543,570 | (442,331) | ||||||||
| Colgate-Palmolive Co. | USFF +0.250% | Weekly | MS | 07/11/28 | 17,425 | 1,294,588 | 1,376,924 | 171,981 | ||||||||
| Kenvue, Inc. | USFF +0.250% | Weekly | MS | 07/29/30 | 185,395 | 2,804,728 | 3,198,064 | 493,672 | ||||||||
| Kimberly-Clark Corp. | USFF +0.250% | Weekly | MS | 01/07/27 | 27,606 | 2,926,214 | 2,785,169 | 16,197 | ||||||||
| Procter & Gamble Co. (The) | USFF +0.250% | Weekly | MS | 07/08/27 | 19,181 | 2,847,002 | 2,748,829 | 16,876 | ||||||||
| 284,751 | 14,016,146 | 13,652,556 | 256,395 | |||||||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Insurance | ||||||||||||||||
| Aflac, Inc. | USFF +0.250% | Weekly | MS | 07/06/26 | 23,581 | $2,431,378 | $2,600,277 | $296,396 | ||||||||
| Brown & Brown, Inc. | USFF +0.250% | Weekly | MS | 07/08/27 | 106,747 | 9,455,724 | 8,507,736 | (693,647) | ||||||||
| Chubb Ltd. (Switzerland) | USFF +0.250% | Weekly | MS | 01/10/28 | 12,653 | 3,437,384 | 3,949,254 | 641,397 | ||||||||
| Cincinnati Financial Corp. | USFF +0.250% | Weekly | MS | 07/11/28 | 16,369 | 2,479,418 | 2,673,385 | 288,308 | ||||||||
| Erie Indemnity Co., Class A | USFF +0.250% | Weekly | MS | 11/04/30 | 2,419 | 695,643 | 693,406 | 11,441 | ||||||||
| Globe Life, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 18,990 | 2,393,274 | 2,655,941 | 323,882 | ||||||||
| Hartford Insurance Group, Inc. (The) | USFF +0.250% | Weekly | MS | 01/12/29 | 41,267 | 4,913,218 | 5,686,593 | 978,247 | ||||||||
| Loews Corp. | USFF +0.250% | Weekly | MS | 01/05/26 | 50,401 | 4,502,417 | 5,307,729 | 928,711 | ||||||||
| Marsh & McLennan Cos., Inc. | USFF +0.250% | Weekly | MS | 07/29/30 | 49,789 | 9,440,600 | 9,236,855 | 22,121 | ||||||||
| Progressive Corp. (The) | USFF +0.250% | Weekly | MS | 07/29/30 | 12,424 | 2,540,080 | 2,829,193 | 343,859 | ||||||||
| W R Berkley Corp. | USFF +0.250% | Weekly | MS | 01/17/30 | 86,983 | 6,100,264 | 6,099,248 | 277,846 | ||||||||
| Willis Towers Watson PLC (Ireland) | USFF +0.250% | Weekly | MS | 07/29/30 | 8,755 | 2,791,908 | 2,876,893 | 159,197 | ||||||||
| 430,378 | 51,181,308 | 53,116,510 | 3,577,758 | |||||||||||||
| Materials | ||||||||||||||||
| Avery Dennison Corp. | USFF +0.250% | Weekly | MS | 01/17/30 | 27,916 | 4,680,313 | 5,077,362 | 547,186 | ||||||||
| Ball Corp. | USFF +0.250% | Weekly | MS | 11/04/30 | 3,616 | 167,996 | 191,540 | 28,962 | ||||||||
| CF Industries Holdings, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 100,502 | 8,082,560 | 7,772,825 | (9,709) | ||||||||
| Corteva, Inc. | USFF +0.250% | Weekly | MS | 07/16/29 | 77,048 | 4,791,316 | 5,164,527 | 506,768 | ||||||||
| CRH PLC (Ireland) | USFF +0.250% | Weekly | MS | 11/04/30 | 11,598 | 1,480,882 | 1,447,430 | 1,295 | ||||||||
| DuPont de Nemours, Inc. | USFF +0.250% | Weekly | MS | 07/16/29 | 345,326 | 12,361,687 | 13,882,105 | 1,872,847 | ||||||||
| International Flavors & Fragrances, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 113,121 | 7,140,738 | 7,623,224 | 692,578 | ||||||||
| Linde PLC (Ireland) | USFF +0.250% | Weekly | MS | 01/10/28 | 12,692 | 5,284,586 | 5,411,742 | 313,522 | ||||||||
| LyondellBasell Industries NV, Class A (Netherlands) | USFF +0.250% | Weekly | MS | 01/17/30 | 176,959 | 8,326,932 | 7,662,325 | (299,597) | ||||||||
| Newmont Corp. | USFF +0.250% | Weekly | MS | 07/16/29 | 43,369 | 1,983,328 | 4,330,395 | 2,432,738 | ||||||||
| PPG Industries, Inc. | USFF +0.250% | Weekly | MS | 07/29/30 | 24,365 | 2,358,284 | 2,496,438 | 209,404 | ||||||||
| Smurfit WestRock PLC (Ireland) | USFF +0.250% | Weekly | MS | 11/04/30 | 231,761 | 8,106,504 | 8,962,198 | 1,097,682 | ||||||||
| Vulcan Materials Co. | USFF +0.250% | Weekly | MS | 07/29/30 | 5,927 | 1,712,517 | 1,690,499 | 19,981 | ||||||||
| 1,174,200 | 66,477,643 | 71,712,610 | 7,413,657 | |||||||||||||
| Media & Entertainment | ||||||||||||||||
| Alphabet, Inc., Class A | USFF +0.250% | Weekly | MS | 07/11/28 | 104,624 | 20,512,144 | 32,747,312 | 12,760,307 | ||||||||
| Charter Communications, Inc., Class A | USFF +0.250% | Weekly | MS | 07/29/30 | 16,219 | 3,605,341 | 3,385,716 | (136,123) | ||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Semiconductors & Semiconductor Equipment — (continued) | ||||||||||||||||
| Lam Research Corp. | USFF +0.250% | Weekly | MS | 07/08/27 | 111,504 | $9,759,233 | $19,087,255 | $9,615,554 | ||||||||
| Micron Technology, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 25,176 | 2,285,912 | 7,185,482 | 4,959,571 | ||||||||
| NVIDIA Corp. | USFF +0.250% | Weekly | MS | 01/10/28 | 169,972 | 14,755,508 | 31,699,778 | 17,294,725 | ||||||||
| ON Semiconductor Corp. | USFF +0.250% | Weekly | MS | 01/17/30 | 151,134 | 6,098,173 | 8,183,906 | 2,226,443 | ||||||||
| Qnity Electronics, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 23,414 | 1,607,626 | 1,911,753 | 343,187 | ||||||||
| QUALCOMM, Inc. | USFF +0.250% | Weekly | MS | 07/08/27 | 50,743 | 7,200,036 | 8,679,590 | 1,907,204 | ||||||||
| Skyworks Solutions, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 211,391 | 13,729,905 | 13,404,303 | 405,466 | ||||||||
| 815,863 | 71,579,231 | 112,081,827 | 43,081,518 | |||||||||||||
| Software & Services | ||||||||||||||||
| Accenture PLC, Class A (Ireland) | USFF +0.250% | Weekly | MS | 01/12/29 | 29,000 | 7,351,904 | 7,780,700 | 656,418 | ||||||||
| Adobe, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 28,095 | 9,702,535 | 9,832,969 | 353,863 | ||||||||
| AppLovin Corp., Class A | USFF +0.250% | Weekly | MS | 07/29/30 | 2,710 | 1,591,639 | 1,826,052 | 271,701 | ||||||||
| Cognizant Technology Solutions Corp., Class A | USFF +0.250% | Weekly | MS | 07/08/27 | 85,567 | 5,947,132 | 7,102,061 | 1,339,091 | ||||||||
| EPAM Systems, Inc. | USFF +0.250% | Weekly | MS | 11/04/30 | 15,875 | 2,873,930 | 3,252,470 | 445,256 | ||||||||
| Gen Digital, Inc. | USFF +0.250% | Weekly | MS | 07/11/28 | 442,667 | 11,816,185 | 12,036,116 | 729,277 | ||||||||
| GoDaddy, Inc., Class A | USFF +0.250% | Weekly | MS | 01/12/29 | 58,910 | 7,951,069 | 7,309,553 | (458,282) | ||||||||
| Microsoft Corp. | USFF +0.250% | Weekly | MS | 01/05/26 | 67,354 | 25,408,418 | 32,573,741 | 8,084,248 | ||||||||
| Oracle Corp. | USFF +0.250% | Weekly | MS | 11/04/30 | 684 | 133,641 | 133,318 | 1,983 | ||||||||
| Palantir Technologies, Inc., Class A | USFF +0.250% | Weekly | MS | 07/16/29 | 11,759 | 1,405,231 | 2,090,162 | 717,941 | ||||||||
| PTC, Inc. | USFF +0.250% | Weekly | MS | 07/29/30 | 74,300 | 14,194,120 | 12,943,803 | (923,808) | ||||||||
| Roper Technologies, Inc. | USFF +0.250% | Weekly | MS | 07/08/27 | 15,186 | 7,244,401 | 6,759,744 | (299,883) | ||||||||
| Salesforce, Inc. | USFF +0.250% | Weekly | MS | 07/08/27 | 10,188 | 2,471,814 | 2,698,903 | 289,742 | ||||||||
| VeriSign, Inc. | USFF +0.250% | Weekly | MS | 01/07/27 | 15,517 | 3,248,503 | 3,769,855 | 620,630 | ||||||||
| 857,812 | 101,340,522 | 110,109,447 | 11,828,177 | |||||||||||||
| Technology Hardware & Equipment | ||||||||||||||||
| Amphenol Corp., Class A | USFF +0.250% | Weekly | MS | 07/18/30 | 25,235 | 2,849,279 | 3,410,258 | 636,638 | ||||||||
| Apple, Inc. | USFF +0.250% | Weekly | MS | 07/08/27 | 142,448 | 29,363,985 | 38,725,913 | 10,120,217 | ||||||||
| CDW Corp. | USFF +0.250% | Weekly | MS | 01/07/27 | 4,639 | 669,653 | 631,832 | (15,758) | ||||||||
| Cisco Systems, Inc. | USFF +0.250% | Weekly | MS | 01/07/27 | 115,563 | 7,542,342 | 8,901,818 | 1,677,027 | ||||||||
| Corning, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 11,222 | 487,882 | 982,598 | 515,296 | ||||||||
| Dell Technologies, Inc., Class C | USFF +0.250% | Weekly | MS | 01/17/30 | 27,932 | 2,560,543 | 3,516,080 | 1,045,949 | ||||||||
| F5, Inc. | USFF +0.250% | Weekly | MS | 01/10/28 | 22,297 | 5,411,777 | 5,691,532 | 404,713 | ||||||||
| Hewlett Packard Enterprise Co. | USFF +0.250% | Weekly | MS | 01/17/30 | 259,734 | 3,845,857 | 6,238,811 | 2,602,592 | ||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Technology Hardware & Equipment — (continued) | ||||||||||||||||
| HP, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 95,966 | $2,325,399 | $2,138,122 | $(101,587) | ||||||||
| Jabil, Inc. | USFF +0.250% | Weekly | MS | 07/16/29 | 21,874 | 3,389,698 | 4,987,709 | 1,683,190 | ||||||||
| Keysight Technologies, Inc. | USFF +0.250% | Weekly | MS | 07/29/30 | 16,240 | 3,081,880 | 3,299,806 | 289,414 | ||||||||
| NetApp, Inc. | USFF +0.250% | Weekly | MS | 07/08/27 | 26,490 | 2,369,123 | 2,836,814 | 603,550 | ||||||||
| Seagate Technology Holdings PLC (Ireland) | USFF +0.250% | Weekly | MS | 01/17/30 | 25,176 | 3,203,428 | 6,933,219 | 3,857,615 | ||||||||
| TE Connectivity PLC (Ireland) | USFF +0.250% | Weekly | MS | 11/04/30 | 7,586 | 1,768,445 | 1,725,891 | 2,124 | ||||||||
| Western Digital Corp. | USFF +0.250% | Weekly | MS | 01/17/30 | 113,262 | 6,824,039 | 19,511,645 | 12,869,188 | ||||||||
| Zebra Technologies Corp., Class A | USFF +0.250% | Weekly | MS | 01/17/30 | 31,364 | 7,300,126 | 7,615,806 | 483,976 | ||||||||
| 947,028 | 82,993,456 | 117,147,854 | 36,674,144 | |||||||||||||
| Telecommunication Services | ||||||||||||||||
| AT&T, Inc. | USFF +0.250% | Weekly | MS | 07/08/27 | 88,610 | 2,009,424 | 2,201,073 | 401,553 | ||||||||
| T-Mobile US, Inc. | USFF +0.250% | Weekly | MS | 07/06/26 | 8,966 | 1,599,987 | 1,820,457 | 280,202 | ||||||||
| Verizon Communications, Inc. | USFF +0.250% | Weekly | MS | 07/08/27 | 55,013 | 2,062,446 | 2,240,679 | 396,395 | ||||||||
| 152,589 | 5,671,857 | 6,262,209 | 1,078,150 | |||||||||||||
| Transportation | ||||||||||||||||
| CSX Corp. | USFF +0.250% | Weekly | MS | 01/17/30 | 45,934 | 1,251,153 | 1,665,108 | 462,273 | ||||||||
| Delta Air Lines, Inc. | USFF +0.250% | Weekly | MS | 07/11/28 | 174,981 | 9,216,869 | 12,143,681 | 3,235,923 | ||||||||
| Expeditors International of Washington, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 3,479 | 388,087 | 518,406 | 143,208 | ||||||||
| FedEx Corp. | USFF +0.250% | Weekly | MS | 01/17/30 | 21,325 | 4,631,167 | 6,159,940 | 1,716,782 | ||||||||
| JB Hunt Transport Services, Inc. | USFF +0.250% | Weekly | MS | 07/18/30 | 25,867 | 3,917,845 | 5,026,993 | 1,212,571 | ||||||||
| Norfolk Southern Corp. | USFF +0.250% | Weekly | MS | 07/29/30 | 9,116 | 2,536,611 | 2,631,972 | 164,231 | ||||||||
| Uber Technologies, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 8,151 | 663,819 | 666,018 | 18,194 | ||||||||
| Union Pacific Corp. | USFF +0.250% | Weekly | MS | 01/17/30 | 4,534 | 1,029,316 | 1,048,805 | 53,068 | ||||||||
| United Parcel Service, Inc., Class B | USFF +0.250% | Weekly | MS | 01/17/30 | 42,043 | 3,972,823 | 4,170,245 | 424,996 | ||||||||
| 335,430 | 27,607,690 | 34,031,168 | 7,431,246 | |||||||||||||
| Utilities | ||||||||||||||||
| Constellation Energy Corp. | USFF +0.250% | Weekly | MS | 01/05/26 | 11,171 | 2,740,570 | 3,946,379 | 1,291,586 | ||||||||
| DTE Energy Co. | USFF +0.250% | Weekly | MS | 01/17/30 | 22,369 | 3,008,609 | 2,885,154 | (5,758) | ||||||||
| Duke Energy Corp. | USFF +0.250% | Weekly | MS | 11/04/30 | 47,181 | 5,797,958 | 5,530,085 | (102,198) | ||||||||
| Evergy, Inc. | USFF +0.250% | Weekly | MS | 01/17/30 | 43,584 | 3,066,671 | 3,159,404 | 225,725 | ||||||||
| Eversource Energy | USFF +0.250% | Weekly | MS | 07/18/30 | 66,610 | 4,417,206 | 4,484,851 | 251,926 | ||||||||
| NRG Energy, Inc. | USFF +0.250% | Weekly | MS | 07/11/28 | 10,349 | 952,519 | 1,647,975 | 752,907 | ||||||||
| Reference Entity | Pay | Payment Frequency | Counter- party | Maturity Date | Number of Contracts Long | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Utilities — (continued) | ||||||||||||||||
| PG&E Corp. | USFF +0.250% | Weekly | MS | 07/08/27 | 14,989 | $215,142 | $240,873 | $33,695 | ||||||||
| Vistra Corp. | USFF +0.250% | Weekly | MS | 07/16/29 | 25,568 | 3,440,731 | 4,124,885 | 781,891 | ||||||||
| 241,821 | 23,639,406 | 26,019,606 | 3,229,774 | |||||||||||||
| Total Reference Entity — Long | 1,193,934,999 | 1,403,306,227 | 251,224,483 | |||||||||||||
| Reference Entity | Receive | Payment Frequency | Counter- party | Maturity Date | Number of Contracts (Short) | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Short | ||||||||||||||||
| Banks | ||||||||||||||||
| KeyCorp. | USFF -0.250% | Weekly | MS | 01/07/27 | (6,548) | $(160,409) | $(135,151) | $2,151 | ||||||||
| Capital Goods | ||||||||||||||||
| Axon Enterprise, Inc. | USFF -0.250% | Weekly | MS | 07/16/29 | (20,600) | (13,696,437) | (11,699,358) | 1,616,561 | ||||||||
| Boeing Co. (The) | USFF -0.250% | Weekly | MS | 07/11/28 | (38,335) | (8,246,534) | (8,323,295) | (305,565) | ||||||||
| Builders FirstSource, Inc. | USFF -0.250% | Weekly | MS | 01/22/30 | (37,712) | (4,733,872) | (3,880,188) | 722,665 | ||||||||
| Carrier Global Corp. | USFF -0.250% | Weekly | MS | 07/16/29 | (108,561) | (7,330,087) | (5,736,363) | 1,367,864 | ||||||||
| Deere & Co. | USFF -0.250% | Weekly | MS | 07/29/30 | (613) | (288,480) | (285,394) | (5,178) | ||||||||
| Dover Corp. | USFF -0.250% | Weekly | MS | 07/29/30 | (33,115) | (6,085,118) | (6,465,373) | (573,556) | ||||||||
| Eaton Corp. PLC (Ireland) | USFF -0.250% | Weekly | MS | 01/22/30 | (17,912) | (6,348,525) | (5,705,151) | 454,031 | ||||||||
| Fastenal Co. | USFF -0.250% | Weekly | MS | 07/29/30 | (18,021) | (866,882) | (723,183) | 117,492 | ||||||||
| Generac Holdings, Inc. | USFF -0.250% | Weekly | MS | 07/16/29 | (82,025) | (14,035,567) | (11,185,749) | 2,459,860 | ||||||||
| Hubbell, Inc. | USFF -0.250% | Weekly | MS | 07/16/29 | (8,465) | (3,808,598) | (3,759,391) | (81,983) | ||||||||
| IDEX Corp. | USFF -0.250% | Weekly | MS | 07/16/29 | (10,831) | (1,996,493) | (1,927,268) | 12,171 | ||||||||
| Lennox International, Inc. | USFF -0.250% | Weekly | MS | 07/16/29 | (23,943) | (13,496,400) | (11,626,242) | 1,411,409 | ||||||||
| PACCAR, Inc. | USFF -0.250% | Weekly | MS | 01/12/29 | (86,424) | (9,300,864) | (9,464,292) | (796,301) | ||||||||
| Parker-Hannifin Corp. | USFF -0.250% | Weekly | MS | 07/29/30 | (4,089) | (3,334,755) | (3,594,067) | (355,697) | ||||||||
| Quanta Services, Inc. | USFF -0.250% | Weekly | MS | 07/29/30 | (21,383) | (8,793,901) | (9,024,909) | (476,426) | ||||||||
| Trane Technologies PLC (Ireland) | USFF -0.250% | Weekly | MS | 01/22/30 | (13,495) | (5,809,179) | (5,252,254) | 383,000 | ||||||||
| TransDigm Group, Inc. | USFF -0.250% | Weekly | MS | 01/22/30 | (6,817) | (9,332,473) | (9,065,587) | (446,648) | ||||||||
| Westinghouse Air Brake Technologies Corp. | USFF -0.250% | Weekly | MS | 11/04/30 | (20,989) | (4,253,930) | (4,480,102) | (343,832) | ||||||||
| WW Grainger, Inc. | USFF -0.250% | Weekly | MS | 11/04/30 | (4,170) | (4,270,245) | (4,207,738) | (55,607) | ||||||||
| Xylem, Inc. | USFF -0.250% | Weekly | MS | 07/29/30 | (7,535) | (1,094,310) | (1,026,116) | 33,336 | ||||||||
| (565,035) | (127,122,650) | (117,432,020) | 5,137,596 | |||||||||||||
| Commercial & Professional Services | ||||||||||||||||
| Copart, Inc. | USFF -0.250% | Weekly | MS | 07/16/29 | (21,168) | (1,290,346) | (828,727) | 426,459 | ||||||||
| Dayforce, Inc. | USFF -0.250% | Weekly | MS | 07/06/26 | (137,869) | (9,537,934) | (9,535,020) | (261,840) | ||||||||
| Equifax, Inc. | USFF -0.250% | Weekly | MS | 07/06/26 | (48,407) | (12,380,296) | (10,503,351) | 1,460,711 | ||||||||
| Paycom Software, Inc. | USFF -0.250% | Weekly | MS | 11/04/30 | (48,570) | (8,159,312) | (7,740,115) | 176,436 | ||||||||
| Reference Entity | Receive | Payment Frequency | Counter- party | Maturity Date | Number of Contracts (Short) | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Commercial & Professional Services — (continued) | ||||||||||||||||
| Rollins, Inc. | USFF -0.250% | Weekly | MS | 01/12/29 | (86,116) | $(4,771,762) | $(5,168,682) | $(567,791) | ||||||||
| Verisk Analytics, Inc. | USFF -0.250% | Weekly | MS | 01/22/30 | (7,791) | (2,279,506) | (1,742,769) | 464,323 | ||||||||
| Waste Management, Inc. | USFF -0.250% | Weekly | MS | 01/22/30 | (15,814) | (3,503,282) | (3,474,494) | (89,351) | ||||||||
| (365,735) | (41,922,438) | (38,993,158) | 1,608,947 | |||||||||||||
| Consumer Discretionary Distribution & Retail | ||||||||||||||||
| Carvana Co. | USFF -0.250% | Weekly | MS | 11/04/30 | (4,287) | (1,875,347) | (1,809,200) | 14,702 | ||||||||
| eBay, Inc. | USFF -0.250% | Weekly | MS | 07/29/30 | (15,847) | (1,463,764) | (1,380,274) | 44,275 | ||||||||
| Genuine Parts Co. | USFF -0.250% | Weekly | MS | 07/16/29 | (25,916) | (3,536,230) | (3,186,631) | 177,469 | ||||||||
| Home Depot, Inc. (The) | USFF -0.250% | Weekly | MS | 07/29/30 | (3,079) | (1,110,046) | (1,059,484) | 19,996 | ||||||||
| O'Reilly Automotive, Inc. | USFF -0.250% | Weekly | MS | 07/29/30 | (24,480) | (2,460,902) | (2,232,821) | 160,335 | ||||||||
| Ross Stores, Inc. | USFF -0.250% | Weekly | MS | 07/16/29 | (9,705) | (1,580,038) | (1,748,259) | (226,567) | ||||||||
| Tractor Supply Co. | USFF -0.250% | Weekly | MS | 01/12/29 | (190,598) | (10,544,791) | (9,531,806) | 590,805 | ||||||||
| (273,912) | (22,571,118) | (20,948,475) | 781,015 | |||||||||||||
| Consumer Durables & Apparel | ||||||||||||||||
| DR Horton, Inc. | USFF -0.250% | Weekly | MS | 07/29/30 | (10,186) | (1,784,699) | (1,467,090) | 264,199 | ||||||||
| Lululemon Athletica, Inc. | USFF -0.250% | Weekly | MS | 07/11/28 | (9,166) | (3,936,294) | (1,904,786) | 1,922,691 | ||||||||
| NIKE, Inc., Class B | USFF -0.250% | Weekly | MS | 01/22/30 | (159,720) | (11,235,662) | (10,175,761) | 670,074 | ||||||||
| NVR, Inc. | USFF -0.250% | Weekly | MS | 11/04/30 | (657) | (4,884,461) | (4,791,350) | (42,101) | ||||||||
| PulteGroup, Inc. | USFF -0.250% | Weekly | MS | 01/22/30 | (19,913) | (2,467,358) | (2,334,998) | 57,682 | ||||||||
| (199,642) | (24,308,474) | (20,673,985) | 2,872,545 | |||||||||||||
| Consumer Services | ||||||||||||||||
| Airbnb, Inc., Class A | USFF -0.250% | Weekly | MS | 07/11/28 | (24,329) | (3,585,385) | (3,301,932) | 184,404 | ||||||||
| Chipotle Mexican Grill, Inc. | USFF -0.250% | Weekly | MS | 01/12/29 | (68,405) | (4,209,630) | (2,530,985) | 1,562,219 | ||||||||
| Domino's Pizza, Inc. | USFF -0.250% | Weekly | MS | 01/12/29 | (10,792) | (4,998,669) | (4,498,321) | 299,628 | ||||||||
| DoorDash, Inc., Class A | USFF -0.250% | Weekly | MS | 07/29/30 | (22,015) | (5,813,775) | (4,985,957) | 666,736 | ||||||||
| Hilton Worldwide Holdings, Inc. | USFF -0.250% | Weekly | MS | 01/22/30 | (9,798) | (2,715,326) | (2,814,476) | (187,211) | ||||||||
| MGM Resorts International | USFF -0.250% | Weekly | MS | 07/16/29 | (201,123) | (6,992,606) | (7,338,978) | (540,270) | ||||||||
| Norwegian Cruise Line Holdings Ltd. (Bermuda) | USFF -0.250% | Weekly | MS | 01/05/26 | (550,054) | (12,475,530) | (12,277,205) | (148,205) | ||||||||
| Starbucks Corp. | USFF -0.250% | Weekly | MS | 07/16/29 | (68,925) | (6,711,429) | (5,804,174) | 596,761 | ||||||||
| (955,441) | (47,502,350) | (43,552,028) | 2,434,062 | |||||||||||||
| Consumer Staples Distribution & Retail | ||||||||||||||||
| Costco Wholesale Corp. | USFF -0.250% | Weekly | MS | 01/22/30 | (9,058) | (8,883,508) | (7,811,076) | 810,145 | ||||||||
| Reference Entity | Receive | Payment Frequency | Counter- party | Maturity Date | Number of Contracts (Short) | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Energy | ||||||||||||||||
| Chevron Corp. | USFF -0.250% | Weekly | MS | 11/04/30 | (64,259) | $(9,733,688) | $(9,793,714) | $(330,229) | ||||||||
| ConocoPhillips | USFF -0.250% | Weekly | MS | 01/22/30 | (34,327) | (3,447,839) | (3,213,350) | 30,474 | ||||||||
| Coterra Energy, Inc. | USFF -0.250% | Weekly | MS | 01/22/30 | (153,075) | (3,847,935) | (4,028,934) | (363,779) | ||||||||
| Diamondback Energy, Inc. | USFF -0.250% | Weekly | MS | 07/16/29 | (40,456) | (7,192,809) | (6,081,750) | 745,554 | ||||||||
| EOG Resources, Inc. | USFF -0.250% | Weekly | MS | 11/04/30 | (119,866) | (13,054,713) | (12,587,129) | 110,303 | ||||||||
| EQT Corp. | USFF -0.250% | Weekly | MS | 07/29/30 | (88,064) | (4,789,221) | (4,720,230) | (74,901) | ||||||||
| Expand Energy Corp. | USFF -0.250% | Weekly | MS | 07/29/30 | (24,242) | (2,656,465) | (2,675,347) | (101,092) | ||||||||
| Marathon Petroleum Corp. | USFF -0.250% | Weekly | MS | 01/22/30 | (51,395) | (9,506,729) | (8,358,369) | 843,397 | ||||||||
| ONEOK, Inc. | USFF -0.250% | Weekly | MS | 01/22/30 | (28,296) | (2,770,781) | (2,079,756) | 530,719 | ||||||||
| Phillips 66 | USFF -0.250% | Weekly | MS | 07/29/30 | (66,216) | (8,531,824) | (8,544,513) | (350,815) | ||||||||
| SLB Ltd. (Curacao) | USFF -0.250% | Weekly | MS | 07/23/30 | (160,077) | (5,709,024) | (6,143,755) | (659,517) | ||||||||
| Targa Resources Corp. | USFF -0.250% | Weekly | MS | 07/16/29 | (21,591) | (4,006,343) | (3,983,540) | (138,838) | ||||||||
| Texas Pacific Land Corp. | USFF -0.250% | Weekly | MS | 07/29/30 | (13,897) | (4,356,329) | (3,991,496) | 234,303 | ||||||||
| Williams Cos., Inc. (The) | USFF -0.250% | Weekly | MS | 07/16/29 | (83,357) | (4,908,316) | (5,010,589) | (325,177) | ||||||||
| (949,118) | (84,512,016) | (81,212,472) | 150,402 | |||||||||||||
| Equity Real Estate Investment Trusts (REITs) | ||||||||||||||||
| Alexandria Real Estate Equities, Inc. | USFF -0.250% | Weekly | MS | 07/16/29 | (54,759) | (5,626,217) | (2,679,905) | 2,502,294 | ||||||||
| BXP, Inc. | USFF -0.250% | Weekly | MS | 07/16/29 | (17,392) | (1,366,362) | (1,173,612) | 90,175 | ||||||||
| Camden Property Trust | USFF -0.250% | Weekly | MS | 01/22/30 | (32,956) | (3,918,434) | (3,627,796) | 61,818 | ||||||||
| Crown Castle, Inc. | USFF -0.250% | Weekly | MS | 01/12/29 | (62,069) | (6,021,116) | (5,516,072) | 217,608 | ||||||||
| Equinix, Inc. | USFF -0.250% | Weekly | MS | 07/06/26 | (10,596) | (8,952,412) | (8,118,231) | 410,216 | ||||||||
| Essex Property Trust, Inc. | USFF -0.250% | Weekly | MS | 01/22/30 | (23,492) | (6,436,045) | (6,147,387) | 33,863 | ||||||||
| Federal Realty Investment Trust | USFF -0.250% | Weekly | MS | 07/16/29 | (23,154) | (2,375,766) | (2,333,923) | (40,403) | ||||||||
| Healthpeak Properties, Inc. | USFF -0.250% | Weekly | MS | 01/22/30 | (746,450) | (13,615,009) | (12,002,916) | 939,368 | ||||||||
| Host Hotels & Resorts, Inc. | USFF -0.250% | Weekly | MS | 01/07/27 | (68,392) | (1,309,141) | (1,212,590) | (13,643) | ||||||||
| Invitation Homes, Inc. | USFF -0.250% | Weekly | MS | 01/12/29 | (20,752) | (735,631) | (576,698) | 119,956 | ||||||||
| Iron Mountain, Inc. | USFF -0.250% | Weekly | MS | 01/12/29 | (98,226) | (9,708,869) | (8,147,847) | 1,048,582 | ||||||||
| Kimco Realty Corp. | USFF -0.250% | Weekly | MS | 11/04/30 | (236,086) | (4,774,155) | (4,785,463) | (143,449) | ||||||||
| Mid-America Apartment Communities, Inc. | USFF -0.250% | Weekly | MS | 01/22/30 | (570) | (85,605) | (79,179) | 4,042 | ||||||||
| Public Storage | USFF -0.250% | Weekly | MS | 07/16/29 | (12,032) | (3,610,019) | (3,122,304) | 306,186 | ||||||||
| Regency Centers Corp. | USFF -0.250% | Weekly | MS | 07/16/29 | (58,045) | (4,178,161) | (4,006,846) | (31,004) | ||||||||
| SBA Communications Corp. | USFF -0.250% | Weekly | MS | 07/16/29 | (21,971) | (4,927,979) | (4,249,851) | 486,937 | ||||||||
| Reference Entity | Receive | Payment Frequency | Counter- party | Maturity Date | Number of Contracts (Short) | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Equity Real Estate Investment Trusts (REITs) — (continued) | ||||||||||||||||
| UDR, Inc. | USFF -0.250% | Weekly | MS | 07/16/29 | (36,517) | $(1,591,384) | $(1,339,444) | $167,035 | ||||||||
| Weyerhaeuser Co. | USFF -0.250% | Weekly | MS | 01/10/28 | (134,395) | (3,847,467) | (3,183,818) | 452,929 | ||||||||
| (1,657,854) | (83,079,772) | (72,303,882) | 6,612,510 | |||||||||||||
| Financial Services | ||||||||||||||||
| Block, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (43,618) | (3,493,971) | (2,839,096) | 558,372 | ||||||||
| Coinbase Global, Inc., Class A | USFF -0.250% | Weekly | MS | 07/29/30 | (6,562) | (2,205,050) | (1,483,931) | 660,496 | ||||||||
| FactSet Research Systems, Inc. | USFF -0.250% | Weekly | MS | 01/22/30 | (2,534) | (1,209,070) | (735,341) | 431,803 | ||||||||
| Fidelity National Information Services, Inc. | USFF -0.250% | Weekly | MS | 01/05/26 | (168,183) | (13,804,307) | (11,177,442) | 1,989,759 | ||||||||
| Jack Henry & Associates, Inc. | USFF -0.250% | Weekly | MS | 07/16/29 | (27,208) | (4,885,993) | (4,964,916) | (250,597) | ||||||||
| Moody's Corp. | USFF -0.250% | Weekly | MS | 07/29/30 | (5,722) | (2,816,426) | (2,923,084) | (187,931) | ||||||||
| MSCI, Inc. | USFF -0.250% | Weekly | MS | 07/06/26 | (15,780) | (9,262,065) | (9,053,459) | (177,142) | ||||||||
| (269,607) | (37,676,882) | (33,177,269) | 3,024,760 | |||||||||||||
| Food, Beverage & Tobacco | ||||||||||||||||
| Brown-Forman Corp., Class B | USFF -0.250% | Weekly | MS | 01/05/26 | (45,423) | (2,843,361) | (1,183,723) | 1,510,812 | ||||||||
| Bunge Global SA (Switzerland) | USFF -0.250% | Weekly | MS | 07/11/28 | (84,459) | (7,469,237) | (7,523,608) | (350,610) | ||||||||
| Hershey Co. (The) | USFF -0.250% | Weekly | MS | 07/16/29 | (41,044) | (7,682,193) | (7,469,187) | (105,241) | ||||||||
| Hormel Foods Corp. | USFF -0.250% | Weekly | MS | 01/22/30 | (196,230) | (6,085,674) | (4,650,651) | 1,148,925 | ||||||||
| J M Smucker Co. (The) | USFF -0.250% | Weekly | MS | 01/12/29 | (53,945) | (6,099,001) | (5,276,360) | 472,451 | ||||||||
| McCormick & Co., Inc., non-voting shares | USFF -0.250% | Weekly | MS | 07/16/29 | (152,472) | (11,882,065) | (10,384,868) | 913,787 | ||||||||
| Mondelez International, Inc., Class A | USFF -0.250% | Weekly | MS | 07/29/30 | (99,380) | (5,731,744) | (5,349,625) | 174,270 | ||||||||
| Monster Beverage Corp. | USFF -0.250% | Weekly | MS | 01/12/29 | (31,569) | (2,171,456) | (2,420,395) | (308,627) | ||||||||
| (704,522) | (49,964,731) | (44,258,417) | 3,455,767 | |||||||||||||
| Health Care Equipment & Services | ||||||||||||||||
| Align Technology, Inc. | USFF -0.250% | Weekly | MS | 07/06/26 | (1,029) | (613,553) | (160,678) | 436,556 | ||||||||
| Becton Dickinson & Co. | USFF -0.250% | Weekly | MS | 01/22/30 | (9,114) | (2,227,268) | (1,768,754) | 359,267 | ||||||||
| Boston Scientific Corp. | USFF -0.250% | Weekly | MS | 07/29/30 | (56,733) | (5,541,531) | (5,409,492) | (21,464) | ||||||||
| Cooper Cos., Inc. (The) | USFF -0.250% | Weekly | MS | 07/06/26 | (88,144) | (7,676,804) | (7,224,282) | 239,578 | ||||||||
| Dexcom, Inc. | USFF -0.250% | Weekly | MS | 07/06/26 | (79,518) | (8,726,342) | (5,277,610) | 3,206,571 | ||||||||
| Edwards Lifesciences Corp. | USFF -0.250% | Weekly | MS | 07/06/26 | (66,345) | (5,940,820) | (5,655,911) | 120,291 | ||||||||
| Henry Schein, Inc. | USFF -0.250% | Weekly | MS | 01/07/27 | (182,102) | (12,350,391) | (13,763,269) | (1,761,244) | ||||||||
| Reference Entity | Receive | Payment Frequency | Counter- party | Maturity Date | Number of Contracts (Short) | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Health Care Equipment & Services — (continued) | ||||||||||||||||
| Humana, Inc. | USFF -0.250% | Weekly | MS | 01/22/30 | (19,833) | $(5,196,159) | $(5,079,826) | $(64,915) | ||||||||
| Insulet Corp. | USFF -0.250% | Weekly | MS | 01/10/28 | (25,547) | (8,107,355) | (7,261,479) | 620,946 | ||||||||
| Intuitive Surgical, Inc. | USFF -0.250% | Weekly | MS | 07/16/29 | (8,690) | (4,890,201) | (4,921,668) | (166,839) | ||||||||
| Labcorp Holdings, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (7,024) | (1,950,505) | (1,762,181) | 130,440 | ||||||||
| Quest Diagnostics, Inc. | USFF -0.250% | Weekly | MS | 07/29/30 | (4,441) | (829,604) | (770,647) | 36,624 | ||||||||
| STERIS PLC (Ireland) | USFF -0.250% | Weekly | MS | 01/07/27 | (3,338) | (874,140) | (846,250) | (1,011) | ||||||||
| Stryker Corp. | USFF -0.250% | Weekly | MS | 01/22/30 | (8,335) | (3,256,138) | (2,929,502) | 214,379 | ||||||||
| Zimmer Biomet Holdings, Inc. | USFF -0.250% | Weekly | MS | 07/29/30 | (74,412) | (7,341,465) | (6,691,127) | 420,033 | ||||||||
| (634,605) | (75,522,276) | (69,522,676) | 3,769,212 | |||||||||||||
| Household & Personal Products | ||||||||||||||||
| Church & Dwight Co., Inc. | USFF -0.250% | Weekly | MS | 01/22/30 | (15,257) | (1,662,418) | (1,279,299) | 318,669 | ||||||||
| Estee Lauder Cos., Inc. (The), Class A | USFF -0.250% | Weekly | MS | 07/08/27 | (53,223) | (5,355,984) | (5,573,513) | (404,948) | ||||||||
| (68,480) | (7,018,402) | (6,852,812) | (86,279) | |||||||||||||
| Insurance | ||||||||||||||||
| Allstate Corp. (The) | USFF -0.250% | Weekly | MS | 07/16/29 | (40,328) | (8,095,786) | (8,394,273) | (629,458) | ||||||||
| American International Group, Inc. | USFF -0.250% | Weekly | MS | 01/22/30 | (95,002) | (7,603,380) | (8,127,421) | (788,112) | ||||||||
| Aon PLC, Class A (Ireland) | USFF -0.250% | Weekly | MS | 07/29/30 | (32,114) | (11,472,501) | (11,332,388) | (197,235) | ||||||||
| Arch Capital Group Ltd. (Bermuda) | USFF -0.250% | Weekly | MS | 01/12/29 | (69,000) | (6,357,871) | (6,618,480) | (463,917) | ||||||||
| Arthur J Gallagher & Co. | USFF -0.250% | Weekly | MS | 07/29/30 | (13,030) | (3,526,773) | (3,372,034) | 50,773 | ||||||||
| Assurant, Inc. | USFF -0.250% | Weekly | MS | 07/29/30 | (11,127) | (2,385,134) | (2,679,938) | (390,242) | ||||||||
| Everest Group Ltd. (Bermuda) | USFF -0.250% | Weekly | MS | 07/11/28 | (7,917) | (2,784,454) | (2,686,634) | (40,743) | ||||||||
| MetLife, Inc. | USFF -0.250% | Weekly | MS | 01/22/30 | (54,284) | (4,269,288) | (4,285,179) | (162,625) | ||||||||
| Principal Financial Group, Inc. | USFF -0.250% | Weekly | MS | 01/12/29 | (15,764) | (1,361,818) | (1,390,542) | (134,951) | ||||||||
| Prudential Financial, Inc. | USFF -0.250% | Weekly | MS | 01/22/30 | (35,814) | (3,980,817) | (4,042,684) | (246,896) | ||||||||
| Travelers Cos., Inc. (The) | USFF -0.250% | Weekly | MS | 07/29/30 | (8,445) | (2,345,455) | (2,449,557) | (175,073) | ||||||||
| (382,825) | (54,183,277) | (55,379,130) | (3,178,479) | |||||||||||||
| Materials | ||||||||||||||||
| Air Products and Chemicals, Inc. | USFF -0.250% | Weekly | MS | 01/10/28 | (25,094) | (7,430,742) | (6,198,720) | 824,991 | ||||||||
| Albemarle Corp. | USFF -0.250% | Weekly | MS | 07/08/27 | (87,931) | (9,646,725) | (12,436,961) | (3,130,840) | ||||||||
| Amcor PLC (Jersey) | USFF -0.250% | Weekly | MS | 07/29/30 | (1,110,959) | (9,472,377) | (9,265,398) | (328,156) | ||||||||
| Dow, Inc. | USFF -0.250% | Weekly | MS | 01/12/29 | (478,837) | (17,845,171) | (11,195,209) | 5,329,608 | ||||||||
| Reference Entity | Receive | Payment Frequency | Counter- party | Maturity Date | Number of Contracts (Short) | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Materials — (continued) | ||||||||||||||||
| Ecolab, Inc. | USFF -0.250% | Weekly | MS | 01/22/30 | (22,407) | $(5,945,144) | $(5,882,286) | $(121,026) | ||||||||
| Freeport-McMoRan, Inc. | USFF -0.250% | Weekly | MS | 01/12/29 | (20,734) | (1,018,471) | (1,053,080) | (77,694) | ||||||||
| International Paper Co. | USFF -0.250% | Weekly | MS | 01/22/30 | (46,090) | (2,294,360) | (1,815,485) | 361,807 | ||||||||
| Martin Marietta Materials, Inc. | USFF -0.250% | Weekly | MS | 07/16/29 | (9,592) | (5,935,431) | (5,972,555) | (214,209) | ||||||||
| Mosaic Co. (The) | USFF -0.250% | Weekly | MS | 07/16/29 | (465,762) | (14,412,493) | (11,220,207) | 2,593,825 | ||||||||
| Nucor Corp. | USFF -0.250% | Weekly | MS | 01/12/29 | (15,021) | (2,385,793) | (2,450,075) | (165,137) | ||||||||
| Packaging Corp. of America | USFF -0.250% | Weekly | MS | 11/04/30 | (51,741) | (10,233,602) | (10,670,546) | (787,461) | ||||||||
| Sherwin-Williams Co. (The) | USFF -0.250% | Weekly | MS | 07/16/29 | (24,704) | (9,141,272) | (8,004,837) | 807,584 | ||||||||
| Steel Dynamics, Inc. | USFF -0.250% | Weekly | MS | 07/29/30 | (4,929) | (775,754) | (835,219) | (85,209) | ||||||||
| (2,363,801) | (96,537,335) | (87,000,578) | 5,008,083 | |||||||||||||
| Media & Entertainment | ||||||||||||||||
| Live Nation Entertainment, Inc. | USFF -0.250% | Weekly | MS | 07/29/30 | (16,198) | (2,663,636) | (2,308,215) | 282,032 | ||||||||
| Match Group, Inc. | USFF -0.250% | Weekly | MS | 07/06/26 | (90,255) | (4,529,990) | (2,914,334) | 1,437,179 | ||||||||
| Paramount Skydance Corp., Class B | USFF -0.250% | Weekly | MS | 07/29/30 | (244,179) | (3,631,469) | (3,271,999) | 242,373 | ||||||||
| TKO Group Holdings, Inc. | USFF -0.250% | Weekly | MS | 07/29/30 | (10,831) | (2,141,513) | (2,263,679) | (191,578) | ||||||||
| Trade Desk, Inc. (The), Class A | USFF -0.250% | Weekly | MS | 01/22/30 | (215,623) | (12,950,616) | (8,185,049) | 4,405,811 | ||||||||
| Warner Bros Discovery, Inc. | USFF -0.250% | Weekly | MS | 01/12/29 | (261,360) | (5,326,286) | (7,532,395) | (2,353,621) | ||||||||
| (838,446) | (31,243,510) | (26,475,671) | 3,822,196 | |||||||||||||
| Pharmaceuticals, Biotechnology & Life Sciences | ||||||||||||||||
| AbbVie, Inc. | USFF -0.250% | Weekly | MS | 11/04/30 | (6,455) | (1,481,549) | (1,474,903) | (33,836) | ||||||||
| Amgen, Inc. | USFF -0.250% | Weekly | MS | 07/16/29 | (11,796) | (3,728,781) | (3,860,949) | (311,416) | ||||||||
| Bio-Techne Corp. | USFF -0.250% | Weekly | MS | 07/06/26 | (157,890) | (10,991,136) | (9,285,511) | 1,367,042 | ||||||||
| Eli Lilly & Co. | USFF -0.250% | Weekly | MS | 11/04/30 | (668) | (693,456) | (717,886) | (51,056) | ||||||||
| Mettler-Toledo International, Inc. | USFF -0.250% | Weekly | MS | 07/29/30 | (2,545) | (3,371,606) | (3,548,214) | (269,705) | ||||||||
| Moderna, Inc. | USFF -0.250% | Weekly | MS | 07/11/28 | (67,661) | (6,057,247) | (1,995,323) | 3,894,065 | ||||||||
| Revvity, Inc. | USFF -0.250% | Weekly | MS | 07/16/29 | (15,798) | (1,935,340) | (1,528,457) | 349,858 | ||||||||
| Thermo Fisher Scientific, Inc. | USFF -0.250% | Weekly | MS | 07/29/30 | (6,352) | (3,479,757) | (3,680,666) | (299,617) | ||||||||
| Vertex Pharmaceuticals, Inc. | USFF -0.250% | Weekly | MS | 01/22/30 | (19,046) | (8,796,557) | (8,634,695) | (82,253) | ||||||||
| Waters Corp. | USFF -0.250% | Weekly | MS | 07/16/29 | (16,525) | (6,215,143) | (6,276,691) | (233,803) | ||||||||
| West Pharmaceutical Services, Inc. | USFF -0.250% | Weekly | MS | 01/12/29 | (29,004) | (8,716,085) | (7,980,161) | 477,175 | ||||||||
| Zoetis, Inc. | USFF -0.250% | Weekly | MS | 07/06/26 | (33,776) | (5,179,104) | (4,249,696) | 744,240 | ||||||||
| (367,516) | (60,645,761) | (53,233,152) | 5,550,694 | |||||||||||||
| Reference Entity | Receive | Payment Frequency | Counter- party | Maturity Date | Number of Contracts (Short) | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Technology Hardware & Equipment — (continued) | ||||||||||||||||
| Super Micro Computer, Inc. | USFF -0.250% | Weekly | MS | 01/22/30 | (39,736) | $(1,584,729) | $(1,163,073) | $378,302 | ||||||||
| Teledyne Technologies, Inc. | USFF -0.250% | Weekly | MS | 01/07/27 | (10,775) | (5,470,704) | (5,503,116) | (183,943) | ||||||||
| Trimble, Inc. | USFF -0.250% | Weekly | MS | 07/06/26 | (73,894) | (6,027,422) | (5,789,595) | 70,798 | ||||||||
| (207,014) | (32,257,402) | (31,327,159) | 12,223 | |||||||||||||
| Transportation | ||||||||||||||||
| CH Robinson Worldwide, Inc. | USFF -0.250% | Weekly | MS | 07/29/30 | (23,909) | (2,990,731) | (3,843,611) | (957,854) | ||||||||
| Old Dominion Freight Line, Inc. | USFF -0.250% | Weekly | MS | 07/16/29 | (41,356) | (7,249,564) | (6,484,621) | 531,793 | ||||||||
| Southwest Airlines Co. | USFF -0.250% | Weekly | MS | 01/05/26 | (259,316) | (9,320,664) | (10,717,530) | (1,846,607) | ||||||||
| United Airlines Holdings, Inc. | USFF -0.250% | Weekly | MS | 01/22/30 | (26,549) | (2,726,527) | (2,968,709) | (317,322) | ||||||||
| (351,130) | (22,287,486) | (24,014,471) | (2,589,990) | |||||||||||||
| Utilities | ||||||||||||||||
| AES Corp. (The) | USFF -0.250% | Weekly | MS | 01/10/28 | (581,475) | (9,917,211) | (8,338,351) | 843,013 | ||||||||
| Alliant Energy Corp. | USFF -0.250% | Weekly | MS | 07/06/26 | (54,016) | (3,419,782) | (3,511,580) | (396,284) | ||||||||
| Ameren Corp. | USFF -0.250% | Weekly | MS | 07/29/30 | (234) | (24,459) | (23,367) | (2,258) | ||||||||
| American Electric Power Co., Inc. | USFF -0.250% | Weekly | MS | 01/07/27 | (32,309) | (3,595,740) | (3,725,551) | (402,045) | ||||||||
| American Water Works Co., Inc. | USFF -0.250% | Weekly | MS | 01/05/26 | (29,204) | (4,342,584) | (3,811,122) | 287,792 | ||||||||
| Atmos Energy Corp. | USFF -0.250% | Weekly | MS | 07/11/28 | (13,014) | (2,131,586) | (2,181,537) | (128,295) | ||||||||
| CenterPoint Energy, Inc. | USFF -0.250% | Weekly | MS | 07/23/30 | (107,976) | (4,161,769) | (4,139,800) | (123,804) | ||||||||
| CMS Energy Corp. | USFF -0.250% | Weekly | MS | 01/07/27 | (47,140) | (3,426,797) | (3,296,500) | (63,039) | ||||||||
| Consolidated Edison, Inc. | USFF -0.250% | Weekly | MS | 07/16/29 | (20,030) | (2,030,356) | (1,989,380) | (33,500) | ||||||||
| Dominion Energy, Inc. | USFF -0.250% | Weekly | MS | 01/22/30 | (76,285) | (4,418,587) | (4,469,538) | (254,242) | ||||||||
| Edison International | USFF -0.250% | Weekly | MS | 07/16/29 | (52,804) | (3,545,440) | (3,169,296) | 186,045 | ||||||||
| Entergy Corp. | USFF -0.250% | Weekly | MS | 07/29/30 | (47,735) | (4,552,300) | (4,412,146) | (4,375) | ||||||||
| Exelon Corp. | USFF -0.250% | Weekly | MS | 01/22/30 | (62,958) | (2,898,181) | (2,744,339) | 36,255 | ||||||||
| FirstEnergy Corp. | USFF -0.250% | Weekly | MS | 01/07/27 | (80,713) | (3,583,992) | (3,613,521) | (248,714) | ||||||||
| NextEra Energy, Inc. | USFF -0.250% | Weekly | MS | 07/06/26 | (106,477) | (8,569,803) | (8,547,974) | (424,747) | ||||||||
| NiSource, Inc. | USFF -0.250% | Weekly | MS | 01/22/30 | (84,815) | (3,590,632) | (3,541,874) | (64,540) | ||||||||
| Pinnacle West Capital Corp. | USFF -0.250% | Weekly | MS | 01/22/30 | (68,508) | (6,267,642) | (6,076,660) | (89,832) | ||||||||
| PPL Corp. | USFF -0.250% | Weekly | MS | 01/22/30 | (146,351) | (5,322,990) | (5,125,212) | (13,181) | ||||||||
| Public Service Enterprise Group, Inc. | USFF -0.250% | Weekly | MS | 01/22/30 | (28,534) | (2,442,835) | (2,291,280) | 45,881 | ||||||||
| Sempra | USFF -0.250% | Weekly | MS | 07/16/29 | (21,310) | (1,958,577) | (1,881,460) | 5,338 | ||||||||
| Southern Co. (The) | USFF -0.250% | Weekly | MS | 07/23/30 | (24,274) | (2,264,050) | (2,116,693) | 62,323 | ||||||||
| Reference Entity | Receive | Payment Frequency | Counter- party | Maturity Date | Number of Contracts (Short) | Notional Amount | Value | Unrealized Appreciation/ (Depreciation)* | ||||||||
| Utilities — (continued) | ||||||||||||||||
| WEC Energy Group, Inc. | USFF -0.250% | Weekly | MS | 01/22/30 | (16,593) | $(1,847,164) | $(1,749,898) | $30,234 | ||||||||
| Xcel Energy, Inc. | USFF -0.250% | Weekly | MS | 01/05/26 | (84,808) | (6,358,383) | (6,263,919) | (240,398) | ||||||||
| (1,787,563) | (90,670,860) | (87,020,998) | (992,373) | |||||||||||||
| Total Reference Entity — Short | (1,143,424,588) | (1,060,637,213) | 39,768,956 | |||||||||||||
| Net Value of Reference Entity | $50,510,411 | $342,669,014 | $290,993,439 | |||||||||||||
| * | Includes $(1,165,164) related to open trades, dividends receivables/payables and swap receivables/payables activities. |
| MS | Morgan Stanley |
| USFF | U.S. Fed Funds |