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Lennar Corp. 329.00000000 USD 18354.91000000 USD PPL Corp. 1707.00000000 USD 61247.16000000 USD Union Pacific Corp. 140.00000000 USD 25310.60000000 USD BorgWarner, Inc. 860.00000000 USD 37306.80000000 USD Southwest Airlines Co. 835.00000000 USD 45073.30000000 USD Pinnacle West Capital Corp. 605.00000000 USD 54407.65000000 USD Oshkosh Corp. 200.00000000 USD 18930.00000000 USD AutoZone, Inc. 19.00000000 USD 22634.89000000 USD Booking Holdings, Inc. 16.00000000 USD 32859.68000000 USD Chevron Corp. 415.00000000 USD 50011.65000000 USD NiSource, Inc. 750.00000000 USD 20880.00000000 USD Autoliv, Inc. 444.00000000 USD 37478.04000000 USD ConocoPhillips 434.00000000 USD 28223.02000000 USD Lincoln Electric Holdings, Inc. 571.00000000 USD 55232.83000000 USD TrueBlue, Inc. 895.00000000 USD 21533.70000000 USD Echo Global Logistics, Inc. 1193.00000000 USD 24695.10000000 USD John B Sanfilippo & Son, Inc. 208.00000000 USD 18986.24000000 USD Sturm Ruger & Company, Inc. 485.00000000 USD 22809.55000000 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Ltd. -847.00000000 USD -35717.99000000 USD MongoDB, Inc. -70.00000000 USD -9212.70000000 USD Dominion Energy, Inc. -1352.00000000 USD -111972.64000000 USD TransDigm Group, Inc. -123.00000000 USD -68880.00000000 USD PROS Holdings, Inc. -111.00000000 USD -6651.12000000 USD National Storage Affiliates Trust -466.00000000 USD -15666.92000000 USD Intuitive Surgical, Inc. -14.00000000 USD -8276.10000000 USD DocuSign, Inc. -213.00000000 USD -15785.43000000 USD Toro Co. -423.00000000 USD -33700.41000000 USD American Water Works Company, Inc. -206.00000000 USD -25307.10000000 USD Brown & Brown, Inc. -1199.00000000 USD -47336.52000000 USD QTS Realty Trust, Inc. -476.00000000 USD -25832.52000000 USD Aspen Technology, Inc. -62.00000000 USD -7497.66000000 USD Fair Isaac Corp. -22.00000000 USD -8242.96000000 USD Casella Waste Systems, Inc. -343.00000000 USD -15788.29000000 USD Exponent, Inc. -270.00000000 USD -18632.70000000 USD Northwest Bancshares, Inc. -1065.00000000 USD -17710.95000000 USD 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HubSpot, Inc. -108.00000000 USD -17118.00000000 USD Appfolio, Inc. -57.00000000 USD -6267.15000000 USD RPM International, Inc. -481.00000000 USD -36921.56000000 USD CME Group, Inc. -115.00000000 USD -23082.80000000 USD Realty Income Corp. -716.00000000 USD -52719.08000000 USD McDonald's Corp. -75.00000000 USD -14820.75000000 USD California Water Service Group -287.00000000 USD -14797.72000000 USD Twilio, Inc. -59.00000000 USD -5798.52000000 USD MarketAxess Holdings, Inc. -43.00000000 USD -16301.73000000 USD Global Net Lease, Inc. -743.00000000 USD -15068.04000000 USD American States Water Co. -285.00000000 USD -24692.40000000 USD PPG Industries, Inc. -304.00000000 USD -40580.96000000 USD Paycom Software, Inc. -32.00000000 USD -8472.32000000 USD Arthur J Gallagher & Co. -613.00000000 USD -58375.99000000 USD Sherwin-Williams Co. -69.00000000 USD -40264.26000000 USD ServiceNow, Inc. -29.00000000 USD -8187.28000000 USD Zendesk, Inc. -325.00000000 USD -24904.75000000 USD Columbia Financial, Inc. -989.00000000 USD -16753.66000000 USD Avery Dennison Corp. -324.00000000 USD -42385.68000000 USD Palo Alto Networks, Inc. -95.00000000 USD -21968.75000000 USD Capitol Federal Financial, Inc. -1213.00000000 USD -16654.49000000 USD Y MS Long/Short Equity Custom Basket - Tenor At Maturity 2023-08-31 0 USD 0 USD -4643007.67 USD -337855.5 N N N TREASURY BILL 254900HROIFWPRGM1V77 912796TX7 3700000.00000000 PA USD 3675680.60000000 10.60581735265 Long DBT UST US N 2 2020-06-04 None 0.00000000 N N N N N N Chicago Board of Trade N/A N/A 8.00000000 NC USD 2630.68000000 0.007590570190 N/A DCO US N 1 Goldman Sachs & Co. 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